com::ftlabs::fisa::calc::MSRBFixedInterestRateCalculator

com::ftlabs::fisa::calc::MSRBFixedInterestRateCalculator Class Reference

#include <MSRBFixedInterestRateCalculator.h>

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


Public Member Functions
	MSRBFixedInterestRateCalculator (const MSRBFixedInterestRateCalculator &calculator)
	MSRBFixedInterestRateCalculator (const FISADate &settlementDate, const Redemption &redemption, const double parValue, const double interestRate, const DayCountBasis &dayCountBasis, const int interestFrequency, const bool eomAdjust, const FISADate datedDate, const FISADate firstInterestDate, const HolidaySchedule *holidaySchedule) throw ( com::ftlabs::fisa::calc::CalculationException )
	~MSRBFixedInterestRateCalculator (void)
MSRBFixedInterestRateCalculator &	operator= (const MSRBFixedInterestRateCalculator &calculator)
void	setValues (const FISADate &settlementDate, const Redemption &redemption, const double parValue, const double interestRate, const DayCountBasis &dayCountBasis, const int interestFrequency, const bool eomAdjust, const FISADate datedDate, const FISADate firstInterestDate, const HolidaySchedule *holidaySchedule) throw ( com::ftlabs::fisa::calc::CalculationException )
double	calculatePrice (double yield) const throw ( com::ftlabs::fisa::calc::CalculationException )
	Calculate price for the given yield.
virtual Calculator *	clone (void) const
Private Attributes
int	pyPeriodsRemaining
double	pyAif
double	pyFcf
double	pyDf

Constructor & Destructor Documentation

com::ftlabs::fisa::calc::MSRBFixedInterestRateCalculator::MSRBFixedInterestRateCalculator ( const MSRBFixedInterestRateCalculator & calculator )

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

com::ftlabs::fisa::calc::MSRBFixedInterestRateCalculator::~MSRBFixedInterestRateCalculator ( void )

Member Function Documentation

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

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

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