com::ftlabs::fisa::calc::PeriodicYieldConvergable

com::ftlabs::fisa::calc::PeriodicYieldConvergable Class Reference

This class is used by several Calculator implementations to calculate a periodic yield for use in the actual duration/convexity methods. More...

#include <PeriodicYieldConvergable.h>

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

com::ftlabs::fisa::calc::YieldConvergable List of all members.

Public Member Functions

 PeriodicYieldConvergable (const Calculator *calculator, int interestFrequency)
virtual ~PeriodicYieldConvergable (void)
void setInterestFrequency (int interestFrequency)
double calculatePrice (double yield) const throw ( CalculationException )

Private Attributes

const Calculator * calculator
int interestFrequency

Detailed Description

This class is used by several Calculator implementations to calculate a periodic yield for use in the actual duration/convexity methods.

Constructor & Destructor Documentation

com::ftlabs::fisa::calc::PeriodicYieldConvergable::PeriodicYieldConvergable ( const Calculator *  calculator,
int  interestFrequency 
)

virtual com::ftlabs::fisa::calc::PeriodicYieldConvergable::~PeriodicYieldConvergable ( void   )  [virtual]

Member Function Documentation

void com::ftlabs::fisa::calc::PeriodicYieldConvergable::setInterestFrequency ( int  interestFrequency  ) 

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

Implements com::ftlabs::fisa::calc::YieldConvergable.

Member Data Documentation

const Calculator* com::ftlabs::fisa::calc::PeriodicYieldConvergable::calculator [private]

int com::ftlabs::fisa::calc::PeriodicYieldConvergable::interestFrequency [private]

The documentation for this class was generated from the following file:
Generated on Tue Feb 5 03:50:38 2008 for FTLabs FISA (c++) by  doxygen 1.5.2