com::ftlabs::fisa::calc::MSRBOneShortPeriodCalculator

com::ftlabs::fisa::calc::MSRBOneShortPeriodCalculator Class Reference

#include <MSRBOneShortPeriodCalculator.h>

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


Public Member Functions
	MSRBOneShortPeriodCalculator (const MSRBOneShortPeriodCalculator &calculator)
	MSRBOneShortPeriodCalculator (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 )
	~MSRBOneShortPeriodCalculator (void)
MSRBOneShortPeriodCalculator &	operator= (const MSRBOneShortPeriodCalculator &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
double	pyAif
double	pyLcf
double	pyDf

Constructor & Destructor Documentation

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

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

Member Function Documentation

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

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