com::ftlabs::fisa::calc::CDTrueYieldConvergable Class Reference

This class is used by CD Calculator implementations to calculate True Yield. More...

#include <CDTrueYieldConvergable.h>

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

List of all members.

Public Member Functions
	CDTrueYieldConvergable (const Calculator &calculator, const DayCountBasis &dayCountBasis, int interestFrequency, bool eomAdjust, const FISADate &interestAccrualDate, const HolidaySchedule *holidaySchedule)
virtual	~CDTrueYieldConvergable (void)
double	calculatePrice (double yield) const throw ( CalculationException )
Private Attributes
const Calculator *	calculator
double *	yearFractions
double	remainingYearFraction

---

Detailed Description

This class is used by CD Calculator implementations to calculate True Yield.

---

Constructor & Destructor Documentation

com::ftlabs::fisa::calc::CDTrueYieldConvergable::CDTrueYieldConvergable	(	const Calculator &	calculator,
		const DayCountBasis &	dayCountBasis,
		int	interestFrequency,
		bool	eomAdjust,
		const FISADate &	interestAccrualDate,
		const HolidaySchedule *	holidaySchedule
	)

virtual com::ftlabs::fisa::calc::CDTrueYieldConvergable::~CDTrueYieldConvergable

(

void

)

[virtual]

---

Member Function Documentation

double com::ftlabs::fisa::calc::CDTrueYieldConvergable::calculatePrice

(

double

yield

)

const throw ( CalculationException ) [virtual]

Implements com::ftlabs::fisa::calc::YieldConvergable.

---

Member Data Documentation

const Calculator* com::ftlabs::fisa::calc::CDTrueYieldConvergable::calculator [private]

double* com::ftlabs::fisa::calc::CDTrueYieldConvergable::yearFractions [private]

double com::ftlabs::fisa::calc::CDTrueYieldConvergable::remainingYearFraction [private]

---

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

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

---