, including all inherited members.
| AbstractCalculator(void) | com::ftlabs::fisa::calc::AbstractCalculator | [protected] |
| act_df | com::ftlabs::fisa::calc::LastPeriodCalculator | [protected] |
| aif | com::ftlabs::fisa::calc::LastPeriodCalculator | [protected] |
| calculateAccruedIncome(const FISADate &salesDate) const | com::ftlabs::fisa::calc::LastPeriodCalculator | [virtual] |
| com::ftlabs::fisa::calc::OneCashFlowCalculator::calculateAccruedIncome(void) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| calculateAccruedInterest() const | com::ftlabs::fisa::calc::CDLastPeriodCalculator | [virtual] |
| calculateApproximateYield(double price, double redemptionValue, double interestRate, int interestFrequency, int remainingPeriods) | com::ftlabs::fisa::calc::AbstractCalculator | [protected, static] |
| calculateConvexity(double periodicYield) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| calculateCurrentYield(double price) const | com::ftlabs::fisa::calc::CDLastPeriodCalculator | [virtual] |
| calculateEstimatedConvexity(double pv1b, double price, double yield) const | com::ftlabs::fisa::calc::LastPeriodCalculator | [virtual] |
| calculateEstimatedMacaulayDuration(double pv1b, double price, double yield) const | com::ftlabs::fisa::calc::LastPeriodCalculator | [virtual] |
| calculateEstimatedModifiedDuration(double pv1b, double price, double yield) const | com::ftlabs::fisa::calc::LastPeriodCalculator | [virtual] |
| calculateEstimatedModifiedDuration(double duration, double yield) const | com::ftlabs::fisa::calc::LastPeriodCalculator | [virtual] |
| calculateInterestOnInterest(double reinvestmentYield) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| calculateMacaulayDuration(double periodicYield) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| calculateModifiedDuration(double periodicYield) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| calculateModifiedDuration(double macaulayDuration, double periodicYield) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| calculateMPCIPrice(double yield, double redemptionValue, double interestRate, int interestFrequency, int remainingPeriods, double aif, double df, double fcf, double lcf, double ldf) | com::ftlabs::fisa::calc::AbstractCalculator | [protected, static] |
| calculatePeriodicYield(double price) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| calculatePrice(double yield) const | com::ftlabs::fisa::calc::CDLastPeriodCalculator | [virtual] |
| calculatePriceValue1BP(double price, double yield) const | com::ftlabs::fisa::calc::LastPeriodCalculator | [virtual] |
| calculateSPSIPrice(double yield, double redemptionValue, double interestRate, int interestFrequency, double aif, double df, double lcf) | com::ftlabs::fisa::calc::AbstractCalculator | [protected, static] |
| calculateSPSIYield(double price, double redemptionValue, double interestRate, int interestFrequency, double aif, double df, double lcf) | com::ftlabs::fisa::calc::AbstractCalculator | [protected, static] |
| calculateTotalInterestFlows(void) const | com::ftlabs::fisa::calc::AbstractCalculator | [protected, virtual] |
| calculateTrueYield(double price) const | com::ftlabs::fisa::calc::CDLastPeriodCalculator | [virtual] |
| calculateYield(double price) const | com::ftlabs::fisa::calc::CDLastPeriodCalculator | [virtual] |
| calculateYieldValue1_32(double pv1b) const | com::ftlabs::fisa::calc::LastPeriodCalculator | [virtual] |
| Calculator(void) | com::ftlabs::fisa::calc::Calculator | [inline, protected] |
| CashFlowSchedule(void) | com::ftlabs::fisa::calc::CashFlowSchedule | [inline, protected] |
| CDLastPeriodCalculator(void) | com::ftlabs::fisa::calc::CDLastPeriodCalculator | [protected] |
| CDLastPeriodCalculator(const CDLastPeriodCalculator &calculator) | com::ftlabs::fisa::calc::CDLastPeriodCalculator | |
| CDLastPeriodCalculator(const FISADate &settlementDate, const Redemption &redemption, const double parValue, const double interestRate, const DayCountBasis &dayCountBasis, const int interestFrequency, const bool eomAdjust, const HolidaySchedule *holidaySchedule) | com::ftlabs::fisa::calc::CDLastPeriodCalculator | |
| clone(void) const | com::ftlabs::fisa::calc::CDLastPeriodCalculator | [virtual] |
| dayCountBasis | com::ftlabs::fisa::calc::LastPeriodCalculator | [protected] |
| df | com::ftlabs::fisa::calc::LastPeriodCalculator | [protected] |
| eomAdjust | com::ftlabs::fisa::calc::LastPeriodCalculator | [protected] |
| getCashFlowCount(void) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| getCashFlowDate(int cashFlowIndex) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| getCashFlowDate(int cashFlowIndex, FISADate &date) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| getInterest(int cashFlowIndex) const | com::ftlabs::fisa::calc::CDLastPeriodCalculator | [virtual] |
| getInterestAccrualDate(void) const | com::ftlabs::fisa::calc::LastPeriodCalculator | [virtual] |
| getPeriodicTimeToFlow(int cashFlowIndex) const | com::ftlabs::fisa::calc::LastPeriodCalculator | [virtual] |
| getPrincipal(int cashFlowIndex) const | com::ftlabs::fisa::calc::LastPeriodCalculator | [virtual] |
| getRedemption(void) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| getSettlementDate(void) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| getTimeToFlow(int cashFlowIndex) const | com::ftlabs::fisa::calc::LastPeriodCalculator | [virtual] |
| getTotalCashFlow(int cashFlowIndex) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| interestAccrualDate | com::ftlabs::fisa::calc::LastPeriodCalculator | [protected] |
| interestFrequency | com::ftlabs::fisa::calc::OneCashFlowCalculator | [protected] |
| LastPeriodCalculator(void) | com::ftlabs::fisa::calc::LastPeriodCalculator | [protected] |
| LastPeriodCalculator(const LastPeriodCalculator &calculator) | com::ftlabs::fisa::calc::LastPeriodCalculator | [protected] |
| LastPeriodCalculator(const FISADate &settlementDate, const FISADate *exDividendDate, const Redemption &redemption, double parValue, double interestRate, const DayCountBasis &dayCountBasis, int interestFrequency, bool eomAdjust, const HolidaySchedule *holidaySchedule) | com::ftlabs::fisa::calc::LastPeriodCalculator | [protected] |
| lcf | com::ftlabs::fisa::calc::LastPeriodCalculator | [protected] |
| OneCashFlowCalculator(void) | com::ftlabs::fisa::calc::OneCashFlowCalculator | [protected] |
| OneCashFlowCalculator(const FISADate &settlementDate, const Redemption &redemption, double parValue, int interestFrequency) | com::ftlabs::fisa::calc::OneCashFlowCalculator | [protected] |
| OneCashFlowCalculator(const OneCashFlowCalculator &calculator) | com::ftlabs::fisa::calc::OneCashFlowCalculator | [protected] |
| operator=(const CDLastPeriodCalculator &calculator) | com::ftlabs::fisa::calc::CDLastPeriodCalculator | |
| com::ftlabs::fisa::calc::LastPeriodCalculator::operator=(const LastPeriodCalculator &calculator) | com::ftlabs::fisa::calc::LastPeriodCalculator | [protected] |
| com::ftlabs::fisa::calc::OneCashFlowCalculator::operator=(const OneCashFlowCalculator &calculator) | com::ftlabs::fisa::calc::OneCashFlowCalculator | [protected] |
| parValue | com::ftlabs::fisa::calc::OneCashFlowCalculator | [protected] |
| redemption | com::ftlabs::fisa::calc::OneCashFlowCalculator | [protected] |
| settlementDate | com::ftlabs::fisa::calc::OneCashFlowCalculator | [protected] |
| setValues(const FISADate &settlementDate, const Redemption &redemption, const double parValue, const double interestRate, const DayCountBasis &dayCountBasis, const int interestFrequency, const bool eomAdjust, const HolidaySchedule *holidaySchedule) | com::ftlabs::fisa::calc::CDLastPeriodCalculator | |
| com::ftlabs::fisa::calc::LastPeriodCalculator::setValues(const FISADate &settlementDate, const FISADate *exDividendDate, const Redemption &redemption, double parValue, double interestRate, const DayCountBasis &dayCountBasis, int interestFrequency, bool eomAdjust, const HolidaySchedule *holidaySchedule) | com::ftlabs::fisa::calc::LastPeriodCalculator | [protected] |
| com::ftlabs::fisa::calc::OneCashFlowCalculator::setValues(const FISADate &settlementDate, const Redemption &redemption, double parValue, int interestFrequency) | com::ftlabs::fisa::calc::OneCashFlowCalculator | [protected] |
| ty_df | com::ftlabs::fisa::calc::LastPeriodCalculator | [protected] |
| YieldConvergable(void) | com::ftlabs::fisa::calc::YieldConvergable | [inline, protected] |
| ~AbstractCalculator(void) | com::ftlabs::fisa::calc::AbstractCalculator | [virtual] |
| ~Calculator(void) | com::ftlabs::fisa::calc::Calculator | [inline, virtual] |
| ~CashFlowSchedule(void) | com::ftlabs::fisa::calc::CashFlowSchedule | [inline, virtual] |
| ~CDLastPeriodCalculator(void) | com::ftlabs::fisa::calc::CDLastPeriodCalculator | |
| ~LastPeriodCalculator(void) | com::ftlabs::fisa::calc::LastPeriodCalculator | [protected, virtual] |
| ~OneCashFlowCalculator(void) | com::ftlabs::fisa::calc::OneCashFlowCalculator | [protected, virtual] |
| ~YieldConvergable(void) | com::ftlabs::fisa::calc::YieldConvergable | [inline, virtual] |
1.7.6.1
