, including all inherited members.
| AbstractCalculator(void) | com::ftlabs::fisa::calc::AbstractCalculator | [protected] |
| act_df | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| act_ldf | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| aif | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| calculateAccruedIncome(const FISADate &salesDate) const | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [virtual] |
| com::ftlabs::fisa::calc::MultipleCashFlowCalculator::calculateAccruedIncome(void) const | com::ftlabs::fisa::calc::MultipleCashFlowCalculator | [virtual] |
| calculateAccruedInterest() const | com::ftlabs::fisa::calc::JapaneseCalculator | [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::MultipleCashFlowCalculator | [virtual] |
| calculateCurrentYield(double price) const | com::ftlabs::fisa::calc::JapaneseCalculator | [virtual] |
| calculateEstimatedConvexity(double pv1b, double price, double yield) const | com::ftlabs::fisa::calc::JapaneseCalculator | [virtual] |
| calculateEstimatedMacaulayDuration(double pv1b, double price, double yield) const | com::ftlabs::fisa::calc::JapaneseCalculator | [virtual] |
| calculateEstimatedModifiedDuration(double pv1b, double price, double yield) const | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [virtual] |
| calculateEstimatedModifiedDuration(double duration, double yield) const | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [virtual] |
| calculateInterestOnInterest(double reinvestmentYield) const | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [virtual] |
| calculateMacaulayDuration(double periodicYield) const | com::ftlabs::fisa::calc::MultipleCashFlowCalculator | [virtual] |
| calculateModifiedDuration(double periodicYield) const | com::ftlabs::fisa::calc::MultipleCashFlowCalculator | [virtual] |
| calculateModifiedDuration(double macaulayDuration, double periodicYield) const | com::ftlabs::fisa::calc::MultipleCashFlowCalculator | [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::JapaneseCalculator | [virtual] |
| calculatePrice(double yield) const | com::ftlabs::fisa::calc::JapaneseCalculator | [virtual] |
| calculatePriceValue1BP(double price, double yield) const | com::ftlabs::fisa::calc::JapaneseCalculator | [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::JapaneseCalculator | [virtual] |
| calculateYield(double price) const | com::ftlabs::fisa::calc::JapaneseCalculator | [virtual] |
| calculateYieldValue1_32(double pv1b) const | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [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::JapaneseCalculator | [virtual] |
| df | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| eomAdjust | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| fcf | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| getCashFlowCount() const | com::ftlabs::fisa::calc::JapaneseCalculator | [virtual] |
| getCashFlowDate(int cashFlowIndex) const | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [virtual] |
| getCashFlowDate(int cashFlowIndex, FISADate &date) const | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [virtual] |
| getInterest(int cashFlowIndex) const | com::ftlabs::fisa::calc::JapaneseCalculator | [virtual] |
| getInterestAccrualDate(void) const | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [virtual] |
| getPeriodicTimeToFlow(int cashFlowIndex) const | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [virtual] |
| getPrincipal(int cashFlowIndex) const | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [virtual] |
| getRedemption() const | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [virtual] |
| getSettlementDate() const | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [virtual] |
| getTimeToFlow(int cashFlowIndex) const | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [virtual] |
| getTotalCashFlow(int cashFlowIndex) const | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [virtual] |
| interestAccrualDate | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| interestFrequency | com::ftlabs::fisa::calc::MultipleCashFlowCalculator | [protected] |
| JapaneseCalculator(const com::ftlabs::fisa::FISADate &settlementDate, const Redemption &redemption, double parValue, double interestRate, const DayCountBasis &dayCountBasis, int interestFrequency, bool eomAdjust, const com::ftlabs::fisa::FISADate *datedDate, const com::ftlabs::fisa::FISADate *firstInterestDate, const HolidaySchedule *holidaySchedule) | com::ftlabs::fisa::calc::JapaneseCalculator | |
| JapaneseCalculator(const JapaneseCalculator &calculator) | com::ftlabs::fisa::calc::JapaneseCalculator | |
| lcf | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| ldf | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| MultipleCashFlowCalculator(void) | com::ftlabs::fisa::calc::MultipleCashFlowCalculator | [protected] |
| MultipleCashFlowCalculator(int interestFrequency) | com::ftlabs::fisa::calc::MultipleCashFlowCalculator | [protected] |
| MultipleCashFlowCalculator(const MultipleCashFlowCalculator &calculator) | com::ftlabs::fisa::calc::MultipleCashFlowCalculator | [protected] |
| MultiplePeriodCalculator(void) | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| MultiplePeriodCalculator(const FISADate &settlementDate, const FISADate *exDividendDate, const Redemption &redemption, double parValue, const DayCountBasis &dayCountBasis, int interestFrequency, bool eomAdjust, const FISADate *datedDate, const FISADate *firstInterestDate) | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| MultiplePeriodCalculator(const MultiplePeriodCalculator &calculator) | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| nextCouponDate | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| operator=(const JapaneseCalculator &calculator) | com::ftlabs::fisa::calc::JapaneseCalculator | |
| com::ftlabs::fisa::calc::MultiplePeriodCalculator::operator=(const MultiplePeriodCalculator &calculator) | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| com::ftlabs::fisa::calc::MultipleCashFlowCalculator::operator=(const MultipleCashFlowCalculator &calculator) | com::ftlabs::fisa::calc::MultipleCashFlowCalculator | [protected] |
| parValue | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| redemption | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| setInterestFrequency(int interestFrequency) | com::ftlabs::fisa::calc::MultipleCashFlowCalculator | [protected] |
| settlementDate | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [protected] |
| setValues(const com::ftlabs::fisa::FISADate &settlementDate, const Redemption &redemption, double parValue, double interestRate, const DayCountBasis &dayCountBasis, int interestFrequency, bool eomAdjust, const com::ftlabs::fisa::FISADate *datedDate, const com::ftlabs::fisa::FISADate *firstInterestDate, const HolidaySchedule *holidaySchedule) | com::ftlabs::fisa::calc::JapaneseCalculator | |
| com::ftlabs::fisa::calc::MultiplePeriodCalculator::setValues(const FISADate &settlementDate, const FISADate *exDividendDate, const Redemption &redemption, double parValue, const DayCountBasis &dayCountBasis, int interestFrequency, bool eomAdjust, const FISADate *datedDate, const FISADate *firstInterestDate) | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [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] |
| ~JapaneseCalculator(void) | com::ftlabs::fisa::calc::JapaneseCalculator | [virtual] |
| ~MultipleCashFlowCalculator(void) | com::ftlabs::fisa::calc::MultipleCashFlowCalculator | [virtual] |
| ~MultiplePeriodCalculator(void) | com::ftlabs::fisa::calc::MultiplePeriodCalculator | [virtual] |
| ~YieldConvergable(void) | com::ftlabs::fisa::calc::YieldConvergable | [inline, virtual] |
1.7.6.1
