Create a Calculator object to use for this Security and for the period from the provided settlementDate to the default Redemption. It is up to the implementation to determine which Redemption to use if any, although this will usually be to maturity.

Namespace:  com.ftlabs.fisa
Assembly:  FISA.NET (in FISA.NET.dll) Version: 1.0.3126.3801

Syntax

C#
Calculator createCalculator(
	FISADate settlementDate,
	HolidaySchedule holidaySchedule
)
Visual Basic (Declaration)
Function createCalculator ( _
	settlementDate As FISADate, _
	holidaySchedule As HolidaySchedule _
) As Calculator
Visual C++
Calculator^ createCalculator(
	FISADate^ settlementDate, 
	HolidaySchedule^ holidaySchedule
)

Parameters

settlementDate
Type: com.ftlabs.fisa..::.FISADate
The binding settlementDate for 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 object to use for this Security and for the period from the provided settlementDate to the default Redemption.

Exceptions

ExceptionCondition
[!:com::ftlabs::fis::calc::CalculationException] CalculationException

See Also