com::ftlabs::fisa::calc::FirstPeriodSimpleInterestCalculator Class Reference

#include <FirstPeriodSimpleInterestCalculator.h>

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

com::ftlabs::fisa::calc::FixedInterestRateCalculator com::ftlabs::fisa::calc::MultiplePeriodCalculator com::ftlabs::fisa::calc::MultipleCashFlowCalculator com::ftlabs::fisa::calc::AbstractCalculator com::ftlabs::fisa::calc::Calculator com::ftlabs::fisa::calc::YieldConvergable List of all members.

Public Member Functions

 FirstPeriodSimpleInterestCalculator (const FISADate &settlementDate, const FISADate *exDividendDate, const Redemption &redemption, double parValue, double interestRate, const DayCountBasis &dayCountBasis, int interestFrequency, bool eomAdjust, const FISADate *datedDate, const FISADate *firstInterestDate, const HolidaySchedule *holidaySchedule) throw ( CalculationException )
 FirstPeriodSimpleInterestCalculator (const FirstPeriodSimpleInterestCalculator &calculator)
virtual ~FirstPeriodSimpleInterestCalculator (void)
FirstPeriodSimpleInterestCalculatoroperator= (const FirstPeriodSimpleInterestCalculator &calculator)
void setValues (const FISADate &settlementDate, const FISADate *exDividendDate, const Redemption &redemption, double parValue, double interestRate, const DayCountBasis &dayCountBasis, int interestFrequency, bool eomAdjust, const FISADate *datedDate, const FISADate *firstInterestDate, const HolidaySchedule *holidaySchedule) throw ( CalculationException )
virtual double calculatePrice (double yield) const throw ( CalculationException )
 Calculate price for the given yield.
virtual Calculatorclone (void) const

Constructor & Destructor Documentation

com::ftlabs::fisa::calc::FirstPeriodSimpleInterestCalculator::FirstPeriodSimpleInterestCalculator ( const FISADate settlementDate,
const FISADate exDividendDate,
const Redemption redemption,
double  parValue,
double  interestRate,
const DayCountBasis dayCountBasis,
int  interestFrequency,
bool  eomAdjust,
const FISADate datedDate,
const FISADate firstInterestDate,
const HolidaySchedule holidaySchedule 
) throw ( CalculationException )

com::ftlabs::fisa::calc::FirstPeriodSimpleInterestCalculator::FirstPeriodSimpleInterestCalculator ( const FirstPeriodSimpleInterestCalculator calculator  ) 

virtual com::ftlabs::fisa::calc::FirstPeriodSimpleInterestCalculator::~FirstPeriodSimpleInterestCalculator ( void   )  [virtual]


Member Function Documentation

FirstPeriodSimpleInterestCalculator& com::ftlabs::fisa::calc::FirstPeriodSimpleInterestCalculator::operator= ( const FirstPeriodSimpleInterestCalculator calculator  ) 

void com::ftlabs::fisa::calc::FirstPeriodSimpleInterestCalculator::setValues ( const FISADate settlementDate,
const FISADate exDividendDate,
const Redemption redemption,
double  parValue,
double  interestRate,
const DayCountBasis dayCountBasis,
int  interestFrequency,
bool  eomAdjust,
const FISADate datedDate,
const FISADate firstInterestDate,
const HolidaySchedule holidaySchedule 
) throw ( CalculationException )

Reimplemented from com::ftlabs::fisa::calc::FixedInterestRateCalculator.

virtual double com::ftlabs::fisa::calc::FirstPeriodSimpleInterestCalculator::calculatePrice ( double  yield  )  const throw ( CalculationException ) [virtual]

Calculate price for the given yield.

Parameters:
yield a yield
Returns:
price as calculated for the given yield.
Exceptions:
com::ftlabs::fisa::calc::CalculationException CalculationException

Reimplemented from com::ftlabs::fisa::calc::FixedInterestRateCalculator.

virtual Calculator* com::ftlabs::fisa::calc::FirstPeriodSimpleInterestCalculator::clone ( void   )  const [virtual]

Reimplemented from com::ftlabs::fisa::calc::FixedInterestRateCalculator.


The documentation for this class was generated from the following file:
Generated on Tue Feb 5 03:50:35 2008 for FTLabs FISA (c++) by  doxygen 1.5.2