, including all inherited members.
| AbstractCalculator(void) | com::ftlabs::fisa::calc::AbstractCalculator | [protected] |
| calculateAccruedIncome(void) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| calculateAccruedIncome(const FISADate &salesDate) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| calculateAccruedInterest() const | com::ftlabs::fisa::calc::DiscountCalculator | [virtual] |
| calculateApproximateYield(double price, double redemptionValue, double interestRate, int interestFrequency, int remainingPeriods) | com::ftlabs::fisa::calc::AbstractCalculator | [protected, static] |
| calculateBEY(double price) const | com::ftlabs::fisa::calc::DiscountCalculator | [virtual] |
| calculateCEY(double price) const | com::ftlabs::fisa::calc::DiscountCalculator | [virtual] |
| calculateConvexity(double periodicYield) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| calculateCurrentYield(double price) const | com::ftlabs::fisa::calc::DiscountCalculator | [virtual] |
| calculateDiscount(double price) const | com::ftlabs::fisa::calc::DiscountCalculator | [virtual] |
| calculateEstimatedConvexity(double pv1b, double price, double yield) const | com::ftlabs::fisa::calc::DiscountCalculator | [virtual] |
| calculateEstimatedMacaulayDuration(double pv1b, double price, double yield) const | com::ftlabs::fisa::calc::DiscountCalculator | [virtual] |
| calculateEstimatedModifiedDuration(double pv1b, double price, double yield) const | com::ftlabs::fisa::calc::DiscountCalculator | [virtual] |
| calculateEstimatedModifiedDuration(double duration, double yield) const | com::ftlabs::fisa::calc::DiscountCalculator | [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::DiscountCalculator | [virtual] |
| calculatePriceFromDiscount(double discount) const | com::ftlabs::fisa::calc::DiscountCalculator | [virtual] |
| calculatePriceValue1BP(double price, double yield) const | com::ftlabs::fisa::calc::DiscountCalculator | [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::DiscountCalculator | [virtual] |
| calculateYield(double price) const | com::ftlabs::fisa::calc::DiscountCalculator | [virtual] |
| calculateYieldValue1_32(double pv1b) const | com::ftlabs::fisa::calc::DiscountCalculator | [virtual] |
| Calculator(void) | com::ftlabs::fisa::calc::Calculator | [inline, protected] |
| CashFlowSchedule(void) | com::ftlabs::fisa::calc::CashFlowSchedule | [inline, protected] |
| clone(void) const | com::ftlabs::fisa::calc::DiscountCalculator | [virtual] |
| DiscountCalculator(const FISADate &settlementDate, const Redemption &maturity, const double parValue, const DayCountBasis &dayCountBasis, const bool eomAdjust, const FISADate *datedDate, const HolidaySchedule *holidaySchedule) | com::ftlabs::fisa::calc::DiscountCalculator | |
| DiscountCalculator(const DiscountCalculator &calculator) | com::ftlabs::fisa::calc::DiscountCalculator | |
| 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::DiscountCalculator | [virtual] |
| getInterestAccrualDate(void) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| getPeriodicTimeToFlow(int cashFlowIndex) const | com::ftlabs::fisa::calc::DiscountCalculator | [virtual] |
| getPrincipal(int cashFlowIndex) const | com::ftlabs::fisa::calc::DiscountCalculator | [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::DiscountCalculator | [virtual] |
| getTotalCashFlow(int cashFlowIndex) const | com::ftlabs::fisa::calc::OneCashFlowCalculator | [virtual] |
| interestFrequency | com::ftlabs::fisa::calc::OneCashFlowCalculator | [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 DiscountCalculator &calculator) | com::ftlabs::fisa::calc::DiscountCalculator | |
| 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 &maturity, const double parValue, const DayCountBasis &dayCountBasis, const bool eomAdjust, const FISADate *datedDate, const HolidaySchedule *holidaySchedule) | com::ftlabs::fisa::calc::DiscountCalculator | |
| com::ftlabs::fisa::calc::OneCashFlowCalculator::setValues(const FISADate &settlementDate, const Redemption &redemption, double parValue, int interestFrequency) | com::ftlabs::fisa::calc::OneCashFlowCalculator | [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] |
| ~DiscountCalculator(void) | com::ftlabs::fisa::calc::DiscountCalculator | |
| ~OneCashFlowCalculator(void) | com::ftlabs::fisa::calc::OneCashFlowCalculator | [protected, virtual] |
| ~YieldConvergable(void) | com::ftlabs::fisa::calc::YieldConvergable | [inline, virtual] |
1.7.6.1
