com::ftlabs::fisa Namespace Reference

Namespaces
namespace	calc
namespace	util
Classes
class	AbstractPreferredSecurity
	Abstract Security implementation that includes call information and common data required for preferred Securities. More...
class	AbstractSecurity
	Abstract Security implementation with very minimum common fields. More...
class	BusinessDateFactory
	This class provides methods for getting a business date, with implementations usually taking weekend days and holidays into consideration. More...
class	CallSchedule
class	ContinuousCallSchedule
class	CPIFactory
class	DayCountBasis
	Defines an abstract class that is used to calculate the number of days between two dates, and provides static members for each supported implementation. More...
class	DayCountBasis_30_360
	Implementation of the 30/360 Day Count Basis. More...
class	DayCountBasis_Actual
	Implementation of the Actual/Actual Day Count Basis. More...
class	DayCountBasis_30E_360
	Implementation of the 30E/360 (European) Day Count Basis. More...
class	DayCountBasis_Act_365_JP
	Implementation of the Act/365_JP (Japanese) DayCountBasis. More...
class	DefaultCPIFactory
	This is the default implementation of CPIFactory. More...
class	DefaultHolidaySchedule
	This is the default implementation of HolidaySchedule. More...
class	DefaultPriceIndexFactory
	This is the default implementation of PriceIndexFactory. More...
class	DefaultSettlementDateFactory
	<deprecated>This has been deprecated. More...
class	DiscountSecurity
class	DiscreteCallSchedule
	An implementation of CallSchedule for discrete calls. More...
class	DiscreteInterestRateSchedule
	An InterestRateSchedule implementation that accepts discrete conversion dates and rates. More...
class	InterestRateStep
class	DisplayFormat
	Implementations of this pure virtual class are used to prepare analytical values for display. More...
class	FISADate
	This class represents a calendar date, and includes methods to determine synchronicity as well as methods required for certain day count methods. More...
class	FixedInterestRateSecurity
class	HolidaySchedule
	This interface provides methods used to determine if a given date is a holiday as defined by each implementation. More...
class	IndexLinkedInterestRateSchedule
class	IndexLinkedSecurity
	A Security implementation for index linked securities, such as UK Index Linked Gilts. More...
class	InflationIndexedSecurity
class	InterestAtMaturitySecurity
class	InterestFrequency
	This class defines all of the supported interest frequencies. More...
class	InterestRateSchedule
class	Market
	This class identifies the Market for a given Security and provides market default settings and market specific calculation methods. More...
class	MaturingCallableSecurity
class	MaturingSecurity
	An abstract implementation of Security for securities that have a maturity date. More...
class	PeriodicInterestPaymentSecurity
class	PerpetualPreferredSecurity
	Preferred Security implementation for maturing preferred securities. More...
class	PreferredSecurity
	Preferred Security implementation for maturing preferred securities. More...
class	PriceIndexFactory
class	Redemption
	A class to represent any redemption date and rate. More...
class	RoundingDisplayFormat
class	Security
	This is the base class for all Security types. More...
class	SettlementDateFactory
	This class provides methods for getting a settlement date, with implementations usually taking weekend days and holidays into consideration. More...
class	SteppedCouponSecurity
class	TruncatingDisplayFormat
class	ZeroCouponSecurity