com::ftlabs::fisa::calc Namespace Reference

Classes
class	AbstractCalculator
class	AbstractYieldConvergence
class	AdjustedCashFlowSchedule
	Business date adjusted implementation of CashFlowSchedule. More...
class	Analytics
class	BinaryYieldConvergence
class	CalculationException
struct	errorcode_message
class	CalculationExceptionFactory
class	Calculator
	This interface provides calculation methods that are tuned specifically for the implemented security and for a particular settlement to Redemption period. More...
class	CalculatorFactory
class	CashFlowCalculator
	An implementation of Calculator for use with any implementation of CashFlowSchedule. More...
class	CashFlowSchedule
	This interface provides methods for retrieving both interest and principal cash flows and their dates. More...
class	CDCalculatorFactory
class	CDFixedInterestRateCalculator
class	CDFixedInterestRateCalculatorFactory
	<deprecated>Use CDCalculatorFactory instead. More...
class	CDLastPeriodCalculator
class	CDSteppedCouponCalculator
class	CDSteppedCouponCalculatorFactory
	<deprecated>Use CDCalculatorFactory instead. More...
class	CDTrueYieldConvergable
	This class is used by CD Calculator implementations to calculate True Yield. More...
class	CouponDateGenerator
class	DefaultAnalytics
	An implementation of Analytics that attempts to balance memory and CPU usage by caching only the values with more complex formulas, and values that are needed for multiple methods. More...
class	DefaultYieldConvergence
class	DelegatingCalculator
	This interface provides calculation methods that are tuned specifically for the implemented security and for a particular settlement to Redemption period. More...
class	DiscountCalculator
class	DiscountQuote
class	FirstPeriodSimpleInterestCalculator
class	FirstPeriodSimpleInterestCalculatorFactory
class	FixedInterestRateCalculator
class	FixedInterestRateCalculatorFactory
	<deprecated>Use CalculatorFactory instead. More...
class	GenericCashFlowSchedule
	This implementation of CashFlowSchedule requires the user to add each specific cash flow. More...
class	InflationIndexedCalculator
class	InterestAtMaturityCalculator
class	JapaneseCalculator
	This is an implemenation of Calculator for Japanese Government securities. More...
class	JapaneseCalculatorFactory
class	LastPeriodCalculator
class	LastPeriodCompoundInterestCalculator
class	LastPeriodSimpleInterestCalculator
class	MSRBCalculatorFactory
class	MSRBFixedInterestRateCalculator
class	MSRBFixedInterestRateCalculatorFactory
	<deprecated>Use MSRBCalculatorFactory instead. More...
class	MSRBOneLongPeriodCalculator
class	MSRBOneShortPeriodCalculator
class	MSRBSteppedCouponCalculator
class	MSRBSteppedCouponCalculatorFactory
	<deprecated>Use MSRBCalculatorFactory instead. More...
class	MultipleCashFlowCalculator
class	MultiplePeriodCalculator
class	OneCashFlowCalculator
class	PeriodicYieldConvergable
	This class is used by several Calculator implementations to calculate a periodic yield for use in the actual duration/convexity methods. More...
class	PerpetualPreferredCalculator
class	PreferredCalculator
	Abstract Calculator implementation for Preferred securities that includes additional analytic values that are applicable to Preferred securities. More...
class	PreferredFixedInterestRateCalculator
class	PriceQuote
class	Quote
class	QuoteAnalytics
class	RYCalculatorFactory
class	RYMMYCalculatorFactory
class	RYMMYFixedInterestRateCalculatorFactory
	<deprecated>Use RYMMYCalculatorFactory instead. More...
class	RYMMYSteppedCouponCalculatorFactory
	<deprecated>Use RYMMYCalculatorFactory instead. More...
class	SimpleYTRCalculatorFactory
class	SimpleYTRMultiplePeriodCalculator
class	SpreadQuote
class	SteppedCouponCalculator
class	SteppedCouponCalculatorFactory
	<deprecated>Use CalculatorFactory instead. More...
class	SteppedCouponCompoundingCalculator
class	TrueYieldConvergable
	This class is used by several Calculator implementations to calculate True Yield. More...
class	YieldConvergable
class	YieldConvergence
class	YieldQuote
class	ZeroCouponCalculator
Enumerations
enum	ERROR_CODE {   MISSING_REDEMPTION, MISSING_INTERESTFREQUENCY, MISSING_DAYCOUNTBASIS, MISSING_MATURITY,   MISSING_DATEDDATE, MISSING_SETTLEMENTDATE, MISSING_DPD_AND_DD, MISSING_TRADEDATE,   MISSING_INTERESTRATESTEPS, MISSING_PRICEINDEXFACTORY, INVALID_INTERESTRATE, INVALID_REDEMPTIONVALUE,   INVALID_PARVALUE, INVALID_EOMADJUST, INVALID_INDEXRATIO, OUTOFSYNC_FID_LID,   OUTOFSYNC_FID_RD, OUTOFSYNC_DD_LID, OUTOFSYNC_DD_RD, OUTOFSYNC_DPD_LID,   OUTOFSYNC_DPD_RD, OUTOFSYNC_STEPCOUPON, OUTOFORDER_SD_DD, OUTOFORDER_SD_RD,   OUTOFORDER_FID_DD, OUTOFORDER_FID_LID, OUTOFORDER_LID_RD, OUTOFORDER_RD_DD,   OUTOFORDER_RD_FID, OUTOFORDER_DPD_DD, OUTOFORDER_TD_DD, OUTOFORDER_RD_DPD,   OUTOFORDER_DPD_LID, NOTSUPPORTED_CONVERSION, NOTSUPPORTED_VALUE, MISC_REDEMPTION_DOES_NOT_EXIST }

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Enumeration Type Documentation

enum com::ftlabs::fisa::calc::ERROR_CODE

Enumerator:

MISSING_REDEMPTION
MISSING_INTERESTFREQUENCY
MISSING_DAYCOUNTBASIS
MISSING_MATURITY
MISSING_DATEDDATE
MISSING_SETTLEMENTDATE
MISSING_DPD_AND_DD
MISSING_TRADEDATE
MISSING_INTERESTRATESTEPS
MISSING_PRICEINDEXFACTORY
INVALID_INTERESTRATE
INVALID_REDEMPTIONVALUE
INVALID_PARVALUE
INVALID_EOMADJUST
INVALID_INDEXRATIO
OUTOFSYNC_FID_LID
OUTOFSYNC_FID_RD
OUTOFSYNC_DD_LID
OUTOFSYNC_DD_RD
OUTOFSYNC_DPD_LID
OUTOFSYNC_DPD_RD
OUTOFSYNC_STEPCOUPON
OUTOFORDER_SD_DD
OUTOFORDER_SD_RD
OUTOFORDER_FID_DD
OUTOFORDER_FID_LID
OUTOFORDER_LID_RD
OUTOFORDER_RD_DD
OUTOFORDER_RD_FID
OUTOFORDER_DPD_DD
OUTOFORDER_TD_DD
OUTOFORDER_RD_DPD
OUTOFORDER_DPD_LID
NOTSUPPORTED_CONVERSION
NOTSUPPORTED_VALUE
MISC_REDEMPTION_DOES_NOT_EXIST