Create a Calculator for
this Security and provided settlementDate to
Redemption period.
Namespace:
com.ftlabs.fisaAssembly: FISA.NET (in FISA.NET.dll) Version: 1.0.3126.3801
Syntax
| C# |
|---|
Calculator createCalculator( FISADate settlementDate, Redemption redemption, HolidaySchedule holidaySchedule ) |
| Visual Basic (Declaration) |
|---|
Function createCalculator ( _ settlementDate As FISADate, _ redemption As Redemption, _ holidaySchedule As HolidaySchedule _ ) As Calculator |
| Visual C++ |
|---|
Calculator^ createCalculator( FISADate^ settlementDate, Redemption^ redemption, HolidaySchedule^ holidaySchedule ) |
Parameters
- settlementDate
- Type: com.ftlabs.fisa..::.FISADate
the binding settlementDate for which all calculations will be run.
- redemption
- Type: com.ftlabs.fisa..::.Redemption
the binding Redemption to which all calculations will be run.
- holidaySchedule
- Type: com.ftlabs.fisa..::.HolidaySchedule
A pointer to a HolidaySchedule to be used for calculating True Yield. If 0, only weekend days will be used for cash flow date adjustments.
Return Value
an auto_ptr to a Calculator for this Security and provided settlementDate to Redemption period.
Exceptions
| Exception | Condition |
|---|---|
| [!:com::ftlabs::fis::calc::CalculationException] | CalculationException |