com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator Class Reference

#include <LastPeriodSimpleInterestCalculator.h>

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

List of all members.

Public Member Functions
	LastPeriodSimpleInterestCalculator (const LastPeriodSimpleInterestCalculator &calculator)
	LastPeriodSimpleInterestCalculator (const FISADate &settlementDate, const Redemption &redemption, const double parValue, const double interestRate, const DayCountBasis &dayCountBasis, const int interestFrequency, const bool eomAdjust) throw ( CalculationException )
	LastPeriodSimpleInterestCalculator (const FISADate &settlementDate, const FISADate *exDividendDate, const Redemption &redemption, const double parValue, const double interestRate, const DayCountBasis &dayCountBasis, const int interestFrequency, const bool eomAdjust, const HolidaySchedule *holidaySchedule) throw ( CalculationException )
LastPeriodSimpleInterestCalculator &	operator= (const LastPeriodSimpleInterestCalculator &calculator)
virtual	~LastPeriodSimpleInterestCalculator (void)
void	setValues (const FISADate &settlementDate, const Redemption &redemption, const double parValue, const double interestRate, const DayCountBasis &dayCountBasis, const int interestFrequency, const bool eomAdjust) throw ( CalculationException )
void	setValues (const FISADate &settlementDate, const FISADate *exDividendDate, const Redemption &redemption, const double parValue, const double interestRate, const DayCountBasis &dayCountBasis, const int interestFrequency, const bool eomAdjust, const HolidaySchedule *holidaySchedule) throw ( CalculationException )
double	calculateCurrentYield (double price) const throw ( CalculationException )
	Calculate current yield for the given price.
virtual double	calculateYield (double price) const throw ( CalculationException )
	Calculate yield for the given price.
virtual double	calculatePrice (double yield) const throw ( CalculationException )
	Calculate price for the given yield.
double	calculateAccruedInterest () const throw ( CalculationException )
	Calculate the accrued interest to the settlement date.
double	getInterest (int cashFlowIndex) const
	Get the interest to be paid for a particular cashflow, as specified by cashFlowIndex.
double	calculateTrueYield (double price) const throw ( CalculationException )
	Calculate a True Yield, using adjusting cashflows that fall on business days.
virtual Calculator *	clone (void) const
Protected Member Functions
	LastPeriodSimpleInterestCalculator (void)
Protected Attributes
double	taxAdjustedInterestRate
double	taxAdjustedRedemptionValue

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Constructor & Destructor Documentation

com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::LastPeriodSimpleInterestCalculator

(

void

)

[protected]

com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::LastPeriodSimpleInterestCalculator

(

const LastPeriodSimpleInterestCalculator &

calculator

)

com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::LastPeriodSimpleInterestCalculator	(	const FISADate &	settlementDate,
		const Redemption &	redemption,
		const double	parValue,
		const double	interestRate,
		const DayCountBasis &	dayCountBasis,
		const int	interestFrequency,
		const bool	eomAdjust
	)			throw ( CalculationException )

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

virtual com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::~LastPeriodSimpleInterestCalculator

(

void

)

[virtual]

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Member Function Documentation

LastPeriodSimpleInterestCalculator& com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::operator=

(

const LastPeriodSimpleInterestCalculator &

calculator

)

void com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::setValues	(	const FISADate &	settlementDate,
		const Redemption &	redemption,
		const double	parValue,
		const double	interestRate,
		const DayCountBasis &	dayCountBasis,
		const int	interestFrequency,
		const bool	eomAdjust
	)			throw ( CalculationException )

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

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

double com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::calculateCurrentYield

(

double

price

)

const throw ( CalculationException ) [virtual]

Calculate current yield for the given price.

Parameters:

price

a price

Returns:

current yield as calculated for the given price.

Exceptions:

com::ftlabs::fisa::calc::CalculationException

CalculationException

Implements com::ftlabs::fisa::calc::Calculator.

virtual double com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::calculateYield

(

double

price

)

const throw ( CalculationException ) [virtual]

Calculate yield for the given price.

Parameters:

price

a price

Returns:

yield as calculated for the given price.

Exceptions:

com::ftlabs::fisa::calc::CalculationException

CalculationException

Implements com::ftlabs::fisa::calc::Calculator.

Reimplemented in com::ftlabs::fisa::calc::MSRBOneLongPeriodCalculator, and com::ftlabs::fisa::calc::MSRBOneShortPeriodCalculator.

virtual double com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::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

Implements com::ftlabs::fisa::calc::Calculator.

Reimplemented in com::ftlabs::fisa::calc::MSRBOneLongPeriodCalculator, and com::ftlabs::fisa::calc::MSRBOneShortPeriodCalculator.

double com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::calculateAccruedInterest

(

)

const throw ( CalculationException ) [virtual]

Calculate the accrued interest to the settlement date.

Returns:

The accrued interest to the settlement date.

Exceptions:

com::ftlabs::fisa::calc::CalculationException

CalculationException

Implements com::ftlabs::fisa::calc::Calculator.

double com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::getInterest

(

int

cashFlowIndex

)

const [virtual]

Get the interest to be paid for a particular cashflow, as specified by cashFlowIndex.

Parameters:

cashFlowIndex

The cashflow index. cashFlowIndex is zero based and must be a number from 0 to getCashFlowCount() - 1.

Returns:

The interest to be paid for the specified cashflow.

Implements com::ftlabs::fisa::calc::Calculator.

double com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::calculateTrueYield

(

double

price

)

const throw ( CalculationException ) [virtual]

Calculate a True Yield, using adjusting cashflows that fall on business days.

Cashflow dates are adjusted according to a provided HolidaySchedule and/or weekend days.

Parameters:

price

the clean price.

Returns:

The true yield using adjusted cashflows that fall on business days.

Exceptions:

com::ftlabs::fisa::calc::CalculationException

CalculationException

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

virtual Calculator* com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::clone

(

void

)

const [virtual]

Implements com::ftlabs::fisa::calc::Calculator.

Reimplemented in com::ftlabs::fisa::calc::MSRBOneLongPeriodCalculator, and com::ftlabs::fisa::calc::MSRBOneShortPeriodCalculator.

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Member Data Documentation

double com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::taxAdjustedInterestRate [protected]

double com::ftlabs::fisa::calc::LastPeriodSimpleInterestCalculator::taxAdjustedRedemptionValue [protected]

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

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

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