com::ftlabs::fisa::calc::QuoteAnalytics Class Reference

#include <QuoteAnalytics.h>

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

List of all members.

Public Member Functions
	QuoteAnalytics (double price, std::auto_ptr< const Calculator > *calculators, int calculatorCount) throw ( com::ftlabs::fisa::calc::CalculationException )
virtual	~QuoteAnalytics (void)
Analytics &	getLowestYieldAnalytics (void) throw ( com::ftlabs::fisa::calc::CalculationException )
Analytics &	getAnalytics (const Redemption &redemption) throw ( com::ftlabs::fisa::calc::CalculationException )
const Redemption &	getRedemption (void)
const int	getRedemptionCount (void)
	Get the number of Redemptions available in this QuoteAnalytics, object including applicable calls and maturity.
const Redemption *	getRedemption (int index)
	Get a pointer to the Redemption at the specified index.
double	getPrice (void) throw ( com::ftlabs::fisa::calc::CalculationException )
double	getYield (void) throw ( com::ftlabs::fisa::calc::CalculationException )
double	getTrueYield (void) throw ( com::ftlabs::fisa::calc::CalculationException )
double	getMacaulayDuration (void) throw ( com::ftlabs::fisa::calc::CalculationException )
double	getModifiedDuration (void) throw ( com::ftlabs::fisa::calc::CalculationException )
double	getConvexity (void) throw ( com::ftlabs::fisa::calc::CalculationException )
double	getPriceValue1BP (void) throw ( com::ftlabs::fisa::calc::CalculationException )
double	getYieldValue1_32 (void) throw ( com::ftlabs::fisa::calc::CalculationException )
double	getEstimatedMacaulayDuration (void) throw ( com::ftlabs::fisa::calc::CalculationException )
double	getEstimatedModifiedDuration (void) throw ( com::ftlabs::fisa::calc::CalculationException )
double	getEstimatedConvexity (void) throw ( com::ftlabs::fisa::calc::CalculationException )
double	getAccruedInterest (void) throw ( com::ftlabs::fisa::calc::CalculationException )
double	getTotalInterestFlows (void) throw ( com::ftlabs::fisa::calc::CalculationException )
	Get the total interest flows.
double	getInterestOnInterest (void) throw ( com::ftlabs::fisa::calc::CalculationException )
	Get interest on interest using an assumed reinvestment yield that is equal to yield.
double	getInterestOnInterest (double reinvestmentYield) throw ( com::ftlabs::fisa::calc::CalculationException )
	Get interest on interest.
Private Types
typedef std::map< Redemption, Analytics * >	analytics_map
Private Attributes
double	price
std::auto_ptr< const Calculator > *	calculators
int	calculatorCount
Analytics *	lowestYieldAnalytics
analytics_map	analytics

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Member Typedef Documentation

typedef std::map<Redemption, Analytics*> com::ftlabs::fisa::calc::QuoteAnalytics::analytics_map [private]

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Constructor & Destructor Documentation

com::ftlabs::fisa::calc::QuoteAnalytics::QuoteAnalytics	(	double	price,
		std::auto_ptr< const Calculator > *	calculators,
		int	calculatorCount
	)			throw ( com::ftlabs::fisa::calc::CalculationException )

virtual com::ftlabs::fisa::calc::QuoteAnalytics::~QuoteAnalytics

(

void

)

[virtual]

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Member Function Documentation

Analytics& com::ftlabs::fisa::calc::QuoteAnalytics::getLowestYieldAnalytics

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException )

Analytics& com::ftlabs::fisa::calc::QuoteAnalytics::getAnalytics

(

const Redemption &

redemption

)

throw ( com::ftlabs::fisa::calc::CalculationException )

const Redemption& com::ftlabs::fisa::calc::QuoteAnalytics::getRedemption

(

void

)

[virtual]

Implements com::ftlabs::fisa::calc::Analytics.

const int com::ftlabs::fisa::calc::QuoteAnalytics::getRedemptionCount

(

void

)

Get the number of Redemptions available in this QuoteAnalytics, object including applicable calls and maturity.

Returns:

The number of redemptions set for this QuoteAnalytics object.

const Redemption* com::ftlabs::fisa::calc::QuoteAnalytics::getRedemption

(

int

index

)

Get a pointer to the Redemption at the specified index.

Parameters:

index

The index of the Redemption to return. A valid index would be from 0 through getRedemptionCount() - 1.

Returns:

A pointer to the Redemption at the specified index.

double com::ftlabs::fisa::calc::QuoteAnalytics::getPrice

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Implements com::ftlabs::fisa::calc::Analytics.

double com::ftlabs::fisa::calc::QuoteAnalytics::getYield

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Implements com::ftlabs::fisa::calc::Analytics.

double com::ftlabs::fisa::calc::QuoteAnalytics::getTrueYield

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Implements com::ftlabs::fisa::calc::Analytics.

double com::ftlabs::fisa::calc::QuoteAnalytics::getMacaulayDuration

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Implements com::ftlabs::fisa::calc::Analytics.

double com::ftlabs::fisa::calc::QuoteAnalytics::getModifiedDuration

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Implements com::ftlabs::fisa::calc::Analytics.

double com::ftlabs::fisa::calc::QuoteAnalytics::getConvexity

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Implements com::ftlabs::fisa::calc::Analytics.

double com::ftlabs::fisa::calc::QuoteAnalytics::getPriceValue1BP

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Implements com::ftlabs::fisa::calc::Analytics.

double com::ftlabs::fisa::calc::QuoteAnalytics::getYieldValue1_32

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Implements com::ftlabs::fisa::calc::Analytics.

double com::ftlabs::fisa::calc::QuoteAnalytics::getEstimatedMacaulayDuration

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Implements com::ftlabs::fisa::calc::Analytics.

double com::ftlabs::fisa::calc::QuoteAnalytics::getEstimatedModifiedDuration

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Implements com::ftlabs::fisa::calc::Analytics.

double com::ftlabs::fisa::calc::QuoteAnalytics::getEstimatedConvexity

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Implements com::ftlabs::fisa::calc::Analytics.

double com::ftlabs::fisa::calc::QuoteAnalytics::getAccruedInterest

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Implements com::ftlabs::fisa::calc::Analytics.

double com::ftlabs::fisa::calc::QuoteAnalytics::getTotalInterestFlows

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Get the total interest flows.

Returns:

the total interest flows.

Implements com::ftlabs::fisa::calc::Analytics.

double com::ftlabs::fisa::calc::QuoteAnalytics::getInterestOnInterest

(

void

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Get interest on interest using an assumed reinvestment yield that is equal to yield.

Returns:

interest on interest

Implements com::ftlabs::fisa::calc::Analytics.

double com::ftlabs::fisa::calc::QuoteAnalytics::getInterestOnInterest

(

double

reinvestmentYield

)

throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Get interest on interest.

Parameters:

reinvestmentYield

Returns:

interest on interest

Implements com::ftlabs::fisa::calc::Analytics.

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Member Data Documentation

double com::ftlabs::fisa::calc::QuoteAnalytics::price [private]

std::auto_ptr<const Calculator>* com::ftlabs::fisa::calc::QuoteAnalytics::calculators [private]

int com::ftlabs::fisa::calc::QuoteAnalytics::calculatorCount [private]

Analytics* com::ftlabs::fisa::calc::QuoteAnalytics::lowestYieldAnalytics [private]

analytics_map com::ftlabs::fisa::calc::QuoteAnalytics::analytics [private]

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The documentation for this class was generated from the following file:

• C:/Development/FTL/c++/FISA/FISA/QuoteAnalytics.h

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