com::ftlabs::fisa::calc::Analytics Class Reference

#include <Analytics.h>

Inheritance diagram for com::ftlabs::fisa::calc::Analytics:

List of all members.

Public Member Functions
virtual	~Analytics (void)
virtual const Redemption &	getRedemption (void)=0
virtual double	getPrice (void)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
virtual double	getYield (void)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
virtual double	getTrueYield (void)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
virtual double	getMacaulayDuration (void)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
virtual double	getModifiedDuration (void)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
virtual double	getConvexity (void)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
virtual double	getPriceValue1BP (void)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
virtual double	getYieldValue1_32 (void)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
virtual double	getEstimatedMacaulayDuration (void)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
virtual double	getEstimatedModifiedDuration (void)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
virtual double	getEstimatedConvexity (void)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
virtual double	getAccruedInterest (void)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
virtual double	getTotalInterestFlows (void)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
	Get the total interest flows.
virtual double	getInterestOnInterest (void)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
	Get interest on interest using an assumed reinvestment yield that is equal to yield.
virtual double	getInterestOnInterest (double reinvestmentYield)=0 throw ( com::ftlabs::fisa::calc::CalculationException )
	Get interest on interest.
Protected Member Functions
	Analytics (void)

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Constructor & Destructor Documentation

com::ftlabs::fisa::calc::Analytics::Analytics

(

void

)

[inline, protected]

virtual com::ftlabs::fisa::calc::Analytics::~Analytics

(

void

)

[inline, virtual]

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Member Function Documentation

virtual const Redemption& com::ftlabs::fisa::calc::Analytics::getRedemption

(

void

)

[pure virtual]

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getPrice

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getYield

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getTrueYield

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getMacaulayDuration

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getModifiedDuration

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getConvexity

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getPriceValue1BP

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getYieldValue1_32

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getEstimatedMacaulayDuration

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getEstimatedModifiedDuration

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getEstimatedConvexity

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getAccruedInterest

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getTotalInterestFlows

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Get the total interest flows.

Returns:

the total interest flows.

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getInterestOnInterest

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Get interest on interest using an assumed reinvestment yield that is equal to yield.

Returns:

interest on interest

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

virtual double com::ftlabs::fisa::calc::Analytics::getInterestOnInterest

(

double

reinvestmentYield

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [pure virtual]

Get interest on interest.

Parameters:

reinvestmentYield

Returns:

interest on interest

Implemented in com::ftlabs::fisa::calc::DefaultAnalytics, and com::ftlabs::fisa::calc::QuoteAnalytics.

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The documentation for this class was generated from the following file:

• C:/Development/FTL/c++/FISA/FISA/Analytics.h

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