com::ftlabs::fisa::calc::MSRBSteppedCouponCalculator

com::ftlabs::fisa::calc::MSRBSteppedCouponCalculator Class Reference

#include <MSRBSteppedCouponCalculator.h>

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


Public Member Functions
	MSRBSteppedCouponCalculator (const MSRBSteppedCouponCalculator &calculator)
	MSRBSteppedCouponCalculator (const FISADate &settlementDate, const Redemption &redemption, const double parValue, const InterestRateSchedule &interestRateSchedule, const DayCountBasis &dayCountBasis, const int interestFrequency, const bool eomAdjust, const FISADate datedDate, const FISADate firstInterestDate, const HolidaySchedule *holidaySchedule) throw ( com::ftlabs::fisa::calc::CalculationException )
	~MSRBSteppedCouponCalculator (void)
MSRBSteppedCouponCalculator &	operator= (const MSRBSteppedCouponCalculator &calculator)
void	setValues (const FISADate &settlementDate, const Redemption &redemption, const double parValue, const InterestRateSchedule &interestRateSchedule, 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::MSRBSteppedCouponCalculator::MSRBSteppedCouponCalculator ( const MSRBSteppedCouponCalculator & calculator )

com::ftlabs::fisa::calc::MSRBSteppedCouponCalculator::MSRBSteppedCouponCalculator	(	const FISADate &	settlementDate,
		const Redemption &	redemption,
		const double	parValue,
		const InterestRateSchedule &	interestRateSchedule,
		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::MSRBSteppedCouponCalculator::~MSRBSteppedCouponCalculator ( void )

Member Function Documentation

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

void com::ftlabs::fisa::calc::MSRBSteppedCouponCalculator::setValues	(	const FISADate &	settlementDate,
		const Redemption &	redemption,
		const double	parValue,
		const InterestRateSchedule &	interestRateSchedule,
		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::MSRBSteppedCouponCalculator::calculatePrice ( double yield ) const throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]