com::ftlabs::fisa::calc::MSRBOneLongPeriodCalculator

com::ftlabs::fisa::calc::MSRBOneLongPeriodCalculator Class Reference

#include <MSRBOneLongPeriodCalculator.h>

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


Public Member Functions
	MSRBOneLongPeriodCalculator (const MSRBOneLongPeriodCalculator &calculator)
	MSRBOneLongPeriodCalculator (const FISADate &settlementDate, const Redemption &redemption, const double parValue, const double interestRate, const DayCountBasis &dayCountBasis, const int interestFrequency, const bool eomAdjust, const HolidaySchedule *holidaySchedule) throw ( com::ftlabs::fisa::calc::CalculationException )
	~MSRBOneLongPeriodCalculator (void)
MSRBOneLongPeriodCalculator &	operator= (const MSRBOneLongPeriodCalculator &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 HolidaySchedule *holidaySchedule) throw ( com::ftlabs::fisa::calc::CalculationException )
double	calculateYield (double price) const throw ( com::ftlabs::fisa::calc::CalculationException )
	Calculate yield for the given price.
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::MSRBOneLongPeriodCalculator::MSRBOneLongPeriodCalculator ( const MSRBOneLongPeriodCalculator & calculator )

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

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

Member Function Documentation

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

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

double com::ftlabs::fisa::calc::MSRBOneLongPeriodCalculator::calculateYield ( double price ) const throw ( com::ftlabs::fisa::calc::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

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

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