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com.ftlabs.fisa Namespace
AbstractSecurity Class
AbstractSecurity Members
AbstractSecurity Constructor
AbstractSecurity Methods
createCalculator Method
createCalculator Method (FISADate)
createCalculator Method (FISADate, HolidaySchedule)
createCalculator Method (FISADate, Redemption)
createCalculator Method (FISADate, Redemption, HolidaySchedule)
createQuoteAnalytics Method
createQuoteAnalytics Method (Quote, FISADate)
createQuoteAnalytics Method (Quote, FISADate, HolidaySchedule)
getDatedDate Method
getDayCountBasis Method
getMarket Method
getParValue Method
getRedemption Method
getRedemptionCount Method
isEomAdjust Method
setDatedDate Method
setDayCountBasis Method
setEomAdjust Method
setParValue Method
BusinessDateFactory Class
BusinessDateFactory Members
BusinessDateFactory Constructor
BusinessDateFactory Constructor
BusinessDateFactory Constructor (HolidaySchedule)
BusinessDateFactory Methods
getBusinessDate Method
getBusinessDate Method (Int32)
getBusinessDate Method (FISADate, Int32)
getBusinessDate Method (Int32, HolidaySchedule)
getBusinessDate Method (FISADate, Int32, HolidaySchedule)
CallSchedule Interface
CallSchedule Members
CallSchedule Methods
getCall Method
getCount Method
getNextCall Method
getNextParCall Method
getNextPremiumCall Method
getStartingIndex Method
ContinuousCallSchedule Class
ContinuousCallSchedule Members
ContinuousCallSchedule Constructor
ContinuousCallSchedule Constructor (FISADate)
ContinuousCallSchedule Constructor (Int32, FISADate)
ContinuousCallSchedule Constructor (FISADate, Int32, FISADate)
ContinuousCallSchedule Fields
ContinuousCallSchedule Methods
add Method
add Method (Redemption)
Dispose Method
Dispose Method (Boolean)
getCall Method
getCount Method
getNextCall Method
getNextContinuousCall Method
getNextParCall Method
getNextPremiumCall Method
getStartingIndex Method
setDaysNotice Method
setTradeDate Method
DayCountBasis Class
DayCountBasis Members
DayCountBasis Constructor
DayCountBasis Fields
_30_360 Field
_30E_360 Field
ACT_360 Field
ACT_365 Field
ACT_365_JP Field
ACT_ACT Field
ACT_NL_365 Field
daycountBases Field
DayCountBasis Methods
calculateDays Method
calculateDaysAccrued Method
calculateDaysInPeriod Method
calculateDaysRemaining Method
getByName Method
getDaysInYear Method
getName Method
registerDayCountBasis Method
DefaultHolidaySchedule Class
DefaultHolidaySchedule Members
DefaultHolidaySchedule Constructor
DefaultHolidaySchedule Constructor
DefaultHolidaySchedule Constructor (TextReader)
DefaultHolidaySchedule Constructor (String)
DefaultHolidaySchedule Methods
addHoliday Method
clear Method
isHoliday Method
loadHolidays Method
DefaultPriceIndexFactory Class
DefaultPriceIndexFactory Members
DefaultPriceIndexFactory Constructor
DefaultPriceIndexFactory Constructor
DefaultPriceIndexFactory Constructor (TextReader)
DefaultPriceIndexFactory Constructor (String)
DefaultPriceIndexFactory Methods
addPriceIndex Method
addPriceIndex Method (FISADate, Double)
addPriceIndex Method (Int32, Int32, Double)
clear Method
getPriceIndex Method
getPriceIndex Method (FISADate)
getPriceIndex Method (FISADate, Int32)
getPriceIndex Method (Int32, Int32)
getPriceIndex Method (Int32, Int32, Int32)
loadPriceIndices Method
DiscountSecurity Class
DiscountSecurity Members
DiscountSecurity Constructor
DiscountSecurity Constructor (Market)
DiscountSecurity Constructor (Market, FISADate, FISADate)
DiscountSecurity Methods
createCalculator Method
createCalculator Method (FISADate, HolidaySchedule)
createCalculator Method (FISADate, Redemption, HolidaySchedule)
createQuoteAnalytics Method
setMaturity Method
validateData Method
DiscreteCallSchedule Class
DiscreteCallSchedule Members
DiscreteCallSchedule Constructor
DiscreteCallSchedule Constructor
DiscreteCallSchedule Constructor (Int32)
DiscreteCallSchedule Constructor (FISADate, Int32)
DiscreteCallSchedule Fields
calls Field
daysNotice Field
needsSort Field
tradeDate Field
DiscreteCallSchedule Methods
add Method
add Method (Redemption)
add Method (FISADate, Double)
Dispose Method
Dispose Method
Dispose Method (Boolean)
Finalize Method
getCall Method
getCount Method
getDaysNotice Method
getNextCall Method
getNextParCall Method
getNextPremiumCall Method
getStartingIndex Method
getTradeDate Method
remove Method
setDaysNotice Method
setTradeDate Method
DiscreteInterestRateSchedule Class
DiscreteInterestRateSchedule Members
DiscreteInterestRateSchedule Constructor
DiscreteInterestRateSchedule Constructor
DiscreteInterestRateSchedule Constructor (Double, FISADate, Double)
DiscreteInterestRateSchedule Methods
add Method
clear Method
Dispose Method
Dispose Method
Dispose Method (Boolean)
Finalize Method
getCount Method
getDate Method
getDate Method (Int32)
getDate Method (Int32, FISADate)
getIndex Method
getInterestRate Method
getInterestRate Method (FISADate)
getInterestRate Method (Int32)
setSingleStep Method
DisplayFormat Interface
DisplayFormat Members
DisplayFormat Methods
prepareForDisplay Method
FISADate Class
FISADate Members
FISADate Constructor
FISADate Constructor
FISADate Constructor (FISADate)
FISADate Constructor (Int32)
FISADate Constructor (Int64)
FISADate Constructor (Int32, Int32, Int32)
FISADate Methods
Assign Operator
CompareTo Method
Equality Operator
Equals Method
getAsInteger Method
getBaseOffset Method
getBaseOffsetNoLeap Method
getDay Method
GetHashCode Method
getMonth Method
getTicks Method
getTime Method
getYear Method
GreaterThan Operator
GreaterThanOrEqual Operator
Inequality Operator
isEmpty Method
isEom Method
isInSync Method
isLeapYear Method
LessThan Operator
LessThanOrEqual Operator
set Method
setFromInteger Method
setTicks Method
setTime Method
ToString Method
FixedInterestRateSecurity Class
FixedInterestRateSecurity Members
FixedInterestRateSecurity Constructor
FixedInterestRateSecurity Methods
createCalculator Method
createCalculator Method (FISADate, Redemption, HolidaySchedule)
createCalculator Method (FISADate, FISADate, Redemption, HolidaySchedule)
createQuoteAnalytics Method
getInterestRate Method
setInterestRate Method
setMaturity Method
validateData Method
HolidaySchedule Interface
HolidaySchedule Members
HolidaySchedule Methods
isHoliday Method
IndexLinkedInterestRateSchedule Class
IndexLinkedInterestRateSchedule Members
IndexLinkedInterestRateSchedule Constructor
IndexLinkedInterestRateSchedule Constructor (FISADate, Redemption, Double, Int32, Boolean, FISADate, PriceIndexFactory)
IndexLinkedInterestRateSchedule Constructor (FISADate, Redemption, Double, Int32, Boolean, FISADate, PriceIndexFactory, Double)
IndexLinkedInterestRateSchedule Methods
Dispose Method
Dispose Method
Dispose Method (Boolean)
Finalize Method
getAdjustedValue Method
getCount Method
getDate Method
getDate Method (Int32)
getDate Method (Int32, FISADate)
getIndex Method
getInterestRate Method
getInterestRate Method (FISADate)
getInterestRate Method (Int32)
init Method
IndexLinkedSecurity Class
IndexLinkedSecurity Members
IndexLinkedSecurity Constructor
IndexLinkedSecurity Methods
createCalculator Method
createCalculator Method (FISADate, FISADate, Redemption, HolidaySchedule)
createQuoteAnalytics Method
getInflationRate Method
getPriceIndexFactory Method
setInflationRate Method
setMaturity Method
setPriceIndexFactory Method
InflationIndexedSecurity Class
InflationIndexedSecurity Members
InflationIndexedSecurity Constructor
InflationIndexedSecurity Methods
createCalculator Method
createCalculator Method (FISADate, HolidaySchedule)
createCalculator Method (FISADate, Redemption, HolidaySchedule)
createQuoteAnalytics Method
setMaturity Method
InterestAtMaturitySecurity Class
InterestAtMaturitySecurity Members
InterestAtMaturitySecurity Constructor
InterestAtMaturitySecurity Constructor (Market)
InterestAtMaturitySecurity Constructor (Market, FISADate, Double, FISADate)
InterestAtMaturitySecurity Methods
createCalculator Method
createCalculator Method (FISADate, Redemption, HolidaySchedule)
createQuoteAnalytics Method
getInterestRate Method
setInterestRate Method
setMaturity Method
validateData Method
InterestFrequency Class
InterestFrequency Members
InterestFrequency Fields
ANNUAL Field
MONTHLY Field
QUARTERLY Field
SEMI_ANNUAL Field
InterestFrequency Methods
Dispose Method
Dispose Method
Dispose Method (Boolean)
getByValue Method
getName Method
getValue Method
InterestRateSchedule Interface
InterestRateSchedule Members
InterestRateSchedule Methods
getCount Method
getDate Method
getDate Method (Int32)
getDate Method (Int32, FISADate)
getIndex Method
getInterestRate Method
getInterestRate Method (FISADate)
getInterestRate Method (Int32)
Market Class
Market Members
Market Constructor
Market Constructor (String, DayCountBasis, InterestFrequency, Boolean, Int32, DisplayFormat, DisplayFormat, DisplayFormat)
Market Constructor (String, DayCountBasis, InterestFrequency, Boolean, Int32, CalculatorFactory, DisplayFormat, DisplayFormat, DisplayFormat)
Market Methods
createCalculator Method
createCalculator Method (FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
createCalculator Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
getByName Method
getDefaultDayCountBasis Method
getDefaultDayCountBasis Method
getDefaultDayCountBasis Method (Type)
getDefaultEomAdjust Method
getDefaultEomAdjust Method
getDefaultEomAdjust Method (Type)
getDefaultInterestFrequency Method
getDefaultInterestFrequency Method
getDefaultInterestFrequency Method (Type)
getDefaultSettlementDays Method
getDefaultSettlementDays Method
getDefaultSettlementDays Method (Type)
getName Method
prepareAIForDisplay Method
preparePriceForDisplay Method
prepareYieldForDisplay Method
setDefaultDayCountBasis Method
setDefaultDayCountBasis Method (DayCountBasis)
setDefaultDayCountBasis Method (Type, DayCountBasis)
setDefaultEomAdjust Method
setDefaultEomAdjust Method (Boolean)
setDefaultEomAdjust Method (Type, Boolean)
setDefaultInterestFrequency Method
setDefaultInterestFrequency Method (InterestFrequency)
setDefaultInterestFrequency Method (Type, InterestFrequency)
setDefaultSettlementDays Method
setDefaultSettlementDays Method (Int32)
setDefaultSettlementDays Method (Type, Int32)
Market.CA Class
Market.CA Members
Market.CA Fields
CORPORATE Field
GOVERNMENT Field
PROVINCIAL Field
Market.CA Methods
Market.DE Class
Market.DE Members
Market.DE Fields
GOVERNMENT Field
Market.DE Methods
Market.FR Class
Market.FR Members
Market.FR Fields
BTAN Field
OAT Field
Market.FR Methods
Market.IT Class
Market.IT Members
Market.IT Fields
GOVERNMENT Field
Market.IT Methods
Market.JP Class
Market.JP Members
Market.JP Fields
GOVERNMENT Field
Market.JP Methods
Market.MarketCollection Interface
Market.UK Class
Market.UK Members
Market.UK Fields
GOVERNMENT Field
Market.UK Methods
Market.US Class
Market.US Members
Market.US Fields
AGENCY Field
CD Field
CORPORATE Field
MUNICIPAL Field
TREASURY Field
TREASURY_PRIMARY Field
Market.US Methods
MaturingCallableSecurity Class
MaturingCallableSecurity Members
MaturingCallableSecurity Constructor
MaturingCallableSecurity Methods
createCalculator Method
createQuoteAnalytics Method
createQuoteAnalytics Method (Quote, FISADate, HolidaySchedule)
getCallSchedule Method
getRedemption Method
getRedemptionCount Method
setCallSchedule Method
setMaturity Method
MaturingSecurity Class
MaturingSecurity Members
MaturingSecurity Constructor
MaturingSecurity Methods
createCalculator Method
createCalculator Method (FISADate)
createCalculator Method (FISADate, HolidaySchedule)
createQuoteAnalytics Method
createQuoteAnalytics Method (Quote, FISADate, HolidaySchedule)
getMaturity Method
getMaturityDate Method
getRedemption Method
getRedemptionCount Method
setMaturity Method
setMaturity Method (FISADate)
setMaturity Method (Redemption)
setMaturity Method (FISADate, Double)
PeriodicInterestPaymentSecurity Class
PeriodicInterestPaymentSecurity Members
PeriodicInterestPaymentSecurity Constructor
PeriodicInterestPaymentSecurity Methods
createCalculator Method
createQuoteAnalytics Method
getFirstInterestDate Method
getInterestFrequency Method
getInterestFrequencyValue Method
getNextInterestPaymentDate Method
setFirstInterestDate Method
setInterestFrequency Method
setMaturity Method
PriceIndexFactory Interface
PriceIndexFactory Members
PriceIndexFactory Methods
getPriceIndex Method
getPriceIndex Method (FISADate)
getPriceIndex Method (FISADate, Int32)
getPriceIndex Method (Int32, Int32)
getPriceIndex Method (Int32, Int32, Int32)
Redemption Class
Redemption Members
Redemption Constructor
Redemption Constructor
Redemption Constructor (FISADate, Double)
Redemption Constructor (FISADate, Double, FISADate)
Redemption Methods
CompareTo Method
Equals Method
generateLastInterestDate Method
getDate Method
GetHashCode Method
getLastInterestDate Method
getValue Method
isEmpty Method
setDate Method
setLastInterestDate Method
setValue Method
ToString Method
RoundingDisplayFormat Structure
RoundingDisplayFormat Members
RoundingDisplayFormat Constructor
RoundingDisplayFormat Methods
prepareForDisplay Method
Security Interface
Security Members
Security Methods
createCalculator Method
createCalculator Method (FISADate)
createCalculator Method (FISADate, HolidaySchedule)
createCalculator Method (FISADate, Redemption)
createCalculator Method (FISADate, Redemption, HolidaySchedule)
createQuoteAnalytics Method
createQuoteAnalytics Method (Quote, FISADate)
createQuoteAnalytics Method (Quote, FISADate, HolidaySchedule)
getMarket Method
getRedemption Method
getRedemptionCount Method
SteppedCouponSecurity Class
SteppedCouponSecurity Members
SteppedCouponSecurity Constructor
SteppedCouponSecurity Methods
addStep Method
clearSteps Method
createCalculator Method
createCalculator Method (FISADate, Redemption, HolidaySchedule)
createQuoteAnalytics Method
Dispose Method
Dispose Method
Dispose Method (Boolean)
Finalize Method
getInterestRateSchedule Method
setMaturity Method
setSingleStep Method
TruncatingDisplayFormat Structure
TruncatingDisplayFormat Members
TruncatingDisplayFormat Constructor
TruncatingDisplayFormat Methods
prepareForDisplay Method
ZeroCouponSecurity Class
ZeroCouponSecurity Members
ZeroCouponSecurity Constructor
ZeroCouponSecurity Constructor (Market)
ZeroCouponSecurity Constructor (Market, Redemption, InterestFrequency)
ZeroCouponSecurity Methods
createCalculator Method
createCalculator Method (FISADate, Redemption, HolidaySchedule)
createQuoteAnalytics Method
getInterestFrequency Method
getInterestFrequencyValue Method
setInterestFrequency Method
setMaturity Method
com.ftlabs.fisa.calc Namespace
AbstractCalculator Class
AbstractCalculator Members
AbstractCalculator Constructor
AbstractCalculator Methods
calculateAccruedIncome Method
calculateAccruedIncome Method
calculateAccruedIncome Method (FISADate)
calculateAccruedInterest Method
calculateApproximateYield Method
calculateConvexity Method
calculateCurrentYield Method
calculateEstimatedConvexity Method
calculateEstimatedMacaulayDuration Method
calculateEstimatedModifiedDuration Method
calculateEstimatedModifiedDuration Method (Double, Double)
calculateEstimatedModifiedDuration Method (Double, Double, Double)
calculateInterestOnInterest Method
calculateMacaulayDuration Method
calculateModifiedDuration Method
calculateModifiedDuration Method (Double)
calculateModifiedDuration Method (Double, Double)
calculateMPCIPrice Method
calculatePeriodicYield Method
calculatePrice Method
calculatePriceValue1BP Method
calculateSPSIPrice Method
calculateSPSIYield Method
calculateTotalInterestFlows Method
calculateTrueYield Method
calculateYield Method
calculateYieldValue1_32 Method
getCashFlowCount Method
getCashFlowDate Method
getCashFlowDate Method (Int32)
getCashFlowDate Method (Int32, FISADate)
getInterest Method
getInterestAccrualDate Method
getPeriodicTimeToFlow Method
getPrincipal Method
getRedemption Method
getSettlementDate Method
getTimeToFlow Method
getTotalCashFlow Method
AbstractYieldConvergence Class
AbstractYieldConvergence Members
AbstractYieldConvergence Constructor
AbstractYieldConvergence Constructor
AbstractYieldConvergence Constructor (Double)
AbstractYieldConvergence Fields
precision Field
AbstractYieldConvergence Methods
converge Method
getPrecision Method
setPrecision Method
Analytics Interface
Analytics Members
Analytics Methods
getAccruedInterest Method
getConvexity Method
getEstimatedConvexity Method
getEstimatedMacaulayDuration Method
getEstimatedModifiedDuration Method
getInterestOnInterest Method
getInterestOnInterest Method
getInterestOnInterest Method (Double)
getMacaulayDuration Method
getModifiedDuration Method
getPrice Method
getPriceValue1BP Method
getRedemption Method
getTotalInterestFlows Method
getTrueYield Method
getYield Method
getYieldValue1_32 Method
BinaryYieldConvergence Class
BinaryYieldConvergence Members
BinaryYieldConvergence Constructor
BinaryYieldConvergence Constructor
BinaryYieldConvergence Constructor (Double)
BinaryYieldConvergence Constructor (Double, Double)
BinaryYieldConvergence Fields
INSTANCE Field
BinaryYieldConvergence Methods
converge Method
getAdjustmentSteps Method
setAdjustmentSteps Method
CalculationException Class
CalculationException Members
CalculationException Constructor
CalculationException Methods
Dispose Method
Dispose Method
Dispose Method (Boolean)
getErrorCode Method
CalculationException Properties
CalculationExceptionFactory Class
CalculationExceptionFactory Members
CalculationExceptionFactory Methods
create Method
Dispose Method
Dispose Method
Dispose Method (Boolean)
Calculator Interface
Calculator Members
Calculator Methods
calculateAccruedIncome Method
calculateAccruedIncome Method
calculateAccruedIncome Method (FISADate)
calculateAccruedInterest Method
calculateConvexity Method
calculateCurrentYield Method
calculateEstimatedConvexity Method
calculateEstimatedMacaulayDuration Method
calculateEstimatedModifiedDuration Method
calculateEstimatedModifiedDuration Method (Double, Double)
calculateEstimatedModifiedDuration Method (Double, Double, Double)
calculateInterestOnInterest Method
calculateMacaulayDuration Method
calculateModifiedDuration Method
calculateModifiedDuration Method (Double)
calculateModifiedDuration Method (Double, Double)
calculatePeriodicYield Method
calculatePrice Method
calculatePrice Method (Double)
calculatePriceValue1BP Method
calculateTotalInterestFlows Method
calculateTrueYield Method
calculateYield Method
calculateYieldValue1_32 Method
getCashFlowCount Method
getCashFlowDate Method
getCashFlowDate Method (Int32)
getCashFlowDate Method (Int32, FISADate)
getInterest Method
getInterestAccrualDate Method
getPeriodicTimeToFlow Method
getPrincipal Method
getRedemption Method
getSettlementDate Method
getTimeToFlow Method
getTotalCashFlow Method
CalculatorFactory Interface
CalculatorFactory Members
CalculatorFactory Methods
createCalculator Method
createCalculator Method (FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
createCalculator Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
CDCalculatorFactory Class
CDCalculatorFactory Members
CDCalculatorFactory Fields
INSTANCE Field
CDCalculatorFactory Methods
createCalculator Method
createCalculator Method (FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
createCalculator Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
CDFixedInterestRateCalculator Class
CDFixedInterestRateCalculator Members
CDFixedInterestRateCalculator Constructor
CDFixedInterestRateCalculator Constructor
CDFixedInterestRateCalculator Constructor (FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
CDFixedInterestRateCalculator Fields
CDFixedInterestRateCalculator Methods
calculateAccruedIncome Method
calculateAccruedInterest Method
calculateCurrentYield Method
calculateEstimatedConvexity Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
calculatePeriodicYield Method
calculatePrice Method
calculatePriceValue1BP Method
calculateTrueYield Method
calculateYield Method
Dispose Method
Dispose Method
Dispose Method (Boolean)
Finalize Method
getCashFlowCount Method
getCashFlowDate Method
getInterest Method
setValues Method
setValues Method (FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
CDLastPeriodCalculator Class
CDLastPeriodCalculator Members
CDLastPeriodCalculator Constructor
CDLastPeriodCalculator Constructor
CDLastPeriodCalculator Constructor (FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)
CDLastPeriodCalculator Fields
CDLastPeriodCalculator Methods
calculateAccruedIncome Method
calculateAccruedInterest Method
calculateCurrentYield Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
calculatePrice Method
calculateTrueYield Method
calculateYield Method
getCashFlowDate Method
getInterest Method
setValues Method
setValues Method (FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)
CDSteppedCouponCalculator Class
CDSteppedCouponCalculator Members
CDSteppedCouponCalculator Constructor
CDSteppedCouponCalculator Constructor
CDSteppedCouponCalculator Constructor (FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
CDSteppedCouponCalculator Fields
remainingYearFraction Field
yearFractions Field
CDSteppedCouponCalculator Methods
calculateAccruedIncome Method
calculateAccruedInterest Method
calculateEstimatedConvexity Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
calculatePrice Method
calculatePriceValue1BP Method
calculateTrueYield Method
Dispose Method
Dispose Method (Boolean)
getCashFlowDate Method
getInterest Method
setValues Method
setValues Method (FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
CDTrueYieldConvergable Class
CDTrueYieldConvergable Members
CDTrueYieldConvergable Constructor
CDTrueYieldConvergable Methods
calculatePrice Method
Dispose Method
Dispose Method
Dispose Method (Boolean)
Finalize Method
CouponDateGenerator Class
CouponDateGenerator Members
CouponDateGenerator Constructor
CouponDateGenerator Methods
current Method
current Method
current Method (FISADate)
currentAsInteger Method
Dispose Method
Dispose Method
Dispose Method (Boolean)
getInterestFrequency Method
getLDOM Method
getLDOM Method
getLDOM Method (Int16, SByte)
moveNext Method
moveNext Method
moveNext Method (Int32)
movePrev Method
movePrev Method
movePrev Method (Int32)
next Method
next Method
next Method (FISADate)
next Method (Int32)
next Method (Int32, FISADate)
prev Method
prev Method
prev Method (FISADate)
prev Method (Int32)
prev Method (Int32, FISADate)
setCurrent Method
setToSettlementPeriod Method
DefaultAnalytics Class
DefaultAnalytics Members
DefaultAnalytics Constructor
DefaultAnalytics Constructor (Calculator, Double)
DefaultAnalytics Constructor (Calculator, Double, Double)
DefaultAnalytics Methods
Dispose Method
Dispose Method
Dispose Method (Boolean)
getAccruedInterest Method
getConvexity Method
getEstimatedConvexity Method
getEstimatedMacaulayDuration Method
getEstimatedModifiedDuration Method
getInterestOnInterest Method
getInterestOnInterest Method
getInterestOnInterest Method (Double)
getMacaulayDuration Method
getModifiedDuration Method
getPrice Method
getPriceValue1BP Method
getRedemption Method
getTotalInterestFlows Method
getTrueYield Method
getYield Method
getYieldValue1_32 Method
DefaultYieldConvergence Class
DefaultYieldConvergence Members
DefaultYieldConvergence Constructor
DefaultYieldConvergence Constructor
DefaultYieldConvergence Constructor (Double)
DefaultYieldConvergence Constructor (Double, Double)
DefaultYieldConvergence Fields
INSTANCE Field
DefaultYieldConvergence Methods
converge Method
getDivisor Method
setDivisor Method
DelegatingCalculator Class
DelegatingCalculator Members
DelegatingCalculator Constructor
DelegatingCalculator Methods
calculateAccruedIncome Method
calculateAccruedIncome Method
calculateAccruedIncome Method (FISADate)
calculateAccruedInterest Method
calculateConvexity Method
calculateCurrentYield Method
calculateEstimatedConvexity Method
calculateEstimatedMacaulayDuration Method
calculateEstimatedModifiedDuration Method
calculateEstimatedModifiedDuration Method (Double, Double)
calculateEstimatedModifiedDuration Method (Double, Double, Double)
calculateInterestOnInterest Method
calculateMacaulayDuration Method
calculateModifiedDuration Method
calculateModifiedDuration Method (Double)
calculateModifiedDuration Method (Double, Double)
calculatePeriodicYield Method
calculatePrice Method
calculatePriceValue1BP Method
calculateTotalInterestFlows Method
calculateTrueYield Method
calculateYield Method
calculateYieldValue1_32 Method
getCashFlowCount Method
getCashFlowDate Method
getCashFlowDate Method (Int32)
getCashFlowDate Method (Int32, FISADate)
getInterest Method
getInterestAccrualDate Method
getPeriodicTimeToFlow Method
getPrincipal Method
getRedemption Method
getSettlementDate Method
getTimeToFlow Method
getTotalCashFlow Method
DiscountCalculator Class
DiscountCalculator Members
DiscountCalculator Constructor
DiscountCalculator Fields
DiscountCalculator Methods
calculateAccruedIncome Method
calculateAccruedInterest Method
calculateBEY Method
calculateCEY Method
calculateCurrentYield Method
calculateDiscount Method
calculateEstimatedConvexity Method
calculateEstimatedMacaulayDuration Method
calculateEstimatedModifiedDuration Method
calculateEstimatedModifiedDuration Method (Double, Double)
calculateEstimatedModifiedDuration Method (Double, Double, Double)
calculateModifiedDuration Method
calculatePrice Method
calculatePriceFromDiscount Method
calculatePriceValue1BP Method
calculateTrueYield Method
calculateYield Method
calculateYieldValue1_32 Method
getCashFlowDate Method
getInterest Method
getPeriodicTimeToFlow Method
getPrincipal Method
getTimeToFlow Method
setValues Method
setValues Method (FISADate, Redemption, Double, DayCountBasis, Boolean, FISADate, HolidaySchedule)
DiscountQuote Class
DiscountQuote Members
DiscountQuote Constructor
DiscountQuote Methods
Dispose Method
Dispose Method
Dispose Method (Boolean)
getDiscount Method
getPrice Method
FirstPeriodSimpleInterestCalculator Class
FirstPeriodSimpleInterestCalculator Members
FirstPeriodSimpleInterestCalculator Constructor
FirstPeriodSimpleInterestCalculator Fields
FirstPeriodSimpleInterestCalculator Methods
calculateAccruedIncome Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
calculatePrice Method
Dispose Method
getCashFlowDate Method
setValues Method
setValues Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
FirstPeriodSimpleInterestCalculatorFactory Class
FirstPeriodSimpleInterestCalculatorFactory Members
FirstPeriodSimpleInterestCalculatorFactory Fields
INSTANCE Field
FirstPeriodSimpleInterestCalculatorFactory Methods
createCalculator Method
createCalculator Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
FixedInterestRateCalculator Class
FixedInterestRateCalculator Members
FixedInterestRateCalculator Constructor
FixedInterestRateCalculator Constructor
FixedInterestRateCalculator Constructor (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate)
FixedInterestRateCalculator Constructor (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
FixedInterestRateCalculator Constructor (FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate)
FixedInterestRateCalculator Fields
cashFlowCount Field
interestRate Field
periodicYieldConvergable Field
taxAdjustedInterestRate Field
taxAdjustedRedemptionValue Field
FixedInterestRateCalculator Methods
calculateAccruedIncome Method
calculateAccruedIncome Method (FISADate)
calculateAccruedInterest Method
calculateCurrentYield Method
calculateEstimatedConvexity Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
calculatePeriodicYield Method
calculatePrice Method
calculatePriceValue1BP Method
calculateTrueYield Method
calculateYield Method
Dispose Method
Dispose Method
Dispose Method (Boolean)
Finalize Method
getCashFlowCount Method
getCashFlowDate Method
getInterest Method
setValues Method
setValues Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate)
setValues Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
setValues Method (FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate)
FixedInterestRateCalculator.PeriodicYieldConvergable Class
FixedInterestRateCalculator.PeriodicYieldConvergable Members
FixedInterestRateCalculator.PeriodicYieldConvergable Constructor
FixedInterestRateCalculator.PeriodicYieldConvergable Methods
calculatePrice Method
InflationIndexedCalculator Class
InflationIndexedCalculator Members
InflationIndexedCalculator Constructor
InflationIndexedCalculator Methods
calculateAccruedIncome Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
getAdjustedAccruedInterest Method
getAdjustedPrice Method
getCashFlowDate Method
getIndexRatio Method
setValues Method
InterestAtMaturityCalculator Class
InterestAtMaturityCalculator Members
InterestAtMaturityCalculator Constructor
InterestAtMaturityCalculator Fields
InterestAtMaturityCalculator Methods
calculateAccruedIncome Method
calculateAccruedInterest Method
calculateCurrentYield Method
calculateEstimatedConvexity Method
calculateEstimatedMacaulayDuration Method
calculateEstimatedModifiedDuration Method
calculateEstimatedModifiedDuration Method (Double, Double)
calculateEstimatedModifiedDuration Method (Double, Double, Double)
calculateModifiedDuration Method
calculatePrice Method
calculatePriceValue1BP Method
calculateTrueYield Method
calculateYield Method
calculateYieldValue1_32 Method
getCashFlowDate Method
getInterest Method
getPeriodicTimeToFlow Method
getPrincipal Method
getTimeToFlow Method
setValues Method
setValues Method (FISADate, Redemption, Double, Double, DayCountBasis, Boolean, FISADate, HolidaySchedule)
JapaneseCalculator Class
JapaneseCalculator Members
JapaneseCalculator Constructor
JapaneseCalculator Fields
JapaneseCalculator Methods
calculateAccruedIncome Method
calculateAccruedInterest Method
calculateCurrentYield Method
calculateEstimatedConvexity Method
calculateEstimatedMacaulayDuration Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
calculatePeriodicYield Method
calculatePrice Method
calculatePriceValue1BP Method
calculateTrueYield Method
calculateYield Method
Dispose Method
Dispose Method
Dispose Method (Boolean)
Finalize Method
getCashFlowCount Method
getCashFlowDate Method
getInterest Method
setValues Method
setValues Method (FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
JapaneseCalculatorFactory Class
JapaneseCalculatorFactory Members
JapaneseCalculatorFactory Fields
INSTANCE Field
JapaneseCalculatorFactory Methods
createCalculator Method
createCalculator Method (FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
createCalculator Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
LastPeriodCalculator Class
LastPeriodCalculator Members
LastPeriodCalculator Constructor
LastPeriodCalculator Constructor
LastPeriodCalculator Constructor (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)
LastPeriodCalculator Fields
act_df Field
aif Field
dayCountBasis Field
df Field
eomAdjust Field
interestAccrualDate Field
interestRate Field
lcf Field
ty_df Field
LastPeriodCalculator Methods
calculateAccruedIncome Method
calculateAccruedIncome Method (FISADate)
calculateEstimatedConvexity Method
calculateEstimatedMacaulayDuration Method
calculateEstimatedModifiedDuration Method
calculateEstimatedModifiedDuration Method (Double, Double)
calculateEstimatedModifiedDuration Method (Double, Double, Double)
calculateModifiedDuration Method
calculatePriceValue1BP Method
calculateYieldValue1_32 Method
getCashFlowDate Method
getInterestAccrualDate Method
getPeriodicTimeToFlow Method
getPrincipal Method
getTimeToFlow Method
setValues Method
setValues Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)
LastPeriodCompoundInterestCalculator Class
LastPeriodCompoundInterestCalculator Members
LastPeriodCompoundInterestCalculator Constructor
LastPeriodCompoundInterestCalculator Constructor
LastPeriodCompoundInterestCalculator Constructor (FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean)
LastPeriodCompoundInterestCalculator Constructor (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)
LastPeriodCompoundInterestCalculator Fields
taxAdjustedInterestRate Field
taxAdjustedRedemptionValue Field
LastPeriodCompoundInterestCalculator Methods
calculateAccruedIncome Method
calculateAccruedInterest Method
calculateCurrentYield Method
calculateEstimatedConvexity Method
calculateEstimatedMacaulayDuration Method
calculateEstimatedModifiedDuration Method
calculateEstimatedModifiedDuration Method (Double, Double)
calculateModifiedDuration Method
calculatePrice Method
calculatePriceValue1BP Method
calculateTrueYield Method
calculateYield Method
getCashFlowDate Method
getInterest Method
setValues Method
setValues Method (FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean)
setValues Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)
LastPeriodSimpleInterestCalculator Class
LastPeriodSimpleInterestCalculator Members
LastPeriodSimpleInterestCalculator Constructor
LastPeriodSimpleInterestCalculator Constructor
LastPeriodSimpleInterestCalculator Constructor (FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean)
LastPeriodSimpleInterestCalculator Constructor (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)
LastPeriodSimpleInterestCalculator Fields
taxAdjustedInterestRate Field
taxAdjustedRedemptionValue Field
LastPeriodSimpleInterestCalculator Methods
calculateAccruedIncome Method
calculateAccruedInterest Method
calculateCurrentYield Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
calculatePrice Method
calculateTrueYield Method
calculateYield Method
getCashFlowDate Method
getInterest Method
setValues Method
setValues Method (FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean)
setValues Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)
MSRBCalculatorFactory Class
MSRBCalculatorFactory Members
MSRBCalculatorFactory Fields
INSTANCE Field
MSRBCalculatorFactory Methods
createCalculator Method
createCalculator Method (FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
createCalculator Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
MSRBFixedInterestRateCalculator Class
MSRBFixedInterestRateCalculator Members
MSRBFixedInterestRateCalculator Constructor
MSRBFixedInterestRateCalculator Fields
MSRBFixedInterestRateCalculator Methods
calculateAccruedIncome Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
calculatePrice Method
Dispose Method
getCashFlowDate Method
setValues Method
setValues Method (FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
MSRBOneLongPeriodCalculator Class
MSRBOneLongPeriodCalculator Members
MSRBOneLongPeriodCalculator Constructor
MSRBOneLongPeriodCalculator Fields
MSRBOneLongPeriodCalculator Methods
calculateAccruedIncome Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
calculatePrice Method
calculateYield Method
getCashFlowDate Method
setValues Method
setValues Method (FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)
MSRBOneShortPeriodCalculator Class
MSRBOneShortPeriodCalculator Members
MSRBOneShortPeriodCalculator Constructor
MSRBOneShortPeriodCalculator Fields
MSRBOneShortPeriodCalculator Methods
calculateAccruedIncome Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
calculatePrice Method
calculateYield Method
getCashFlowDate Method
setValues Method
setValues Method (FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)
MSRBSteppedCouponCalculator Class
MSRBSteppedCouponCalculator Members
MSRBSteppedCouponCalculator Constructor
MSRBSteppedCouponCalculator Fields
MSRBSteppedCouponCalculator Methods
calculateAccruedIncome Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
calculatePrice Method
Dispose Method
getCashFlowDate Method
setValues Method
setValues Method (FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
MultipleCashFlowCalculator Class
MultipleCashFlowCalculator Members
MultipleCashFlowCalculator Constructor
MultipleCashFlowCalculator Constructor
MultipleCashFlowCalculator Constructor (Int32)
MultipleCashFlowCalculator Fields
interestFrequency Field
MultipleCashFlowCalculator Methods
calculateAccruedIncome Method
calculateAccruedIncome Method
calculateConvexity Method
calculateEstimatedModifiedDuration Method
calculateMacaulayDuration Method
calculateModifiedDuration Method
calculateModifiedDuration Method (Double)
calculateModifiedDuration Method (Double, Double)
calculateTrueYield Method
getCashFlowDate Method
setInterestFrequency Method
MultiplePeriodCalculator Class
MultiplePeriodCalculator Members
MultiplePeriodCalculator Constructor
MultiplePeriodCalculator Constructor
MultiplePeriodCalculator Constructor (FISADate, FISADate, Redemption, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate)
MultiplePeriodCalculator Fields
act_df Field
act_ldf Field
aif Field
dayCountBasis Field
df Field
eomAdjust Field
fcf Field
interestAccrualDate Field
lcf Field
ldf Field
nextCouponDate Field
parValue Field
redemption Field
settlementDate Field
MultiplePeriodCalculator Methods
calculateAccruedIncome Method
calculateAccruedIncome Method (FISADate)
calculateEstimatedMacaulayDuration Method
calculateEstimatedModifiedDuration Method
calculateEstimatedModifiedDuration Method (Double, Double)
calculateEstimatedModifiedDuration Method (Double, Double, Double)
calculateInterestOnInterest Method
calculateModifiedDuration Method
calculateYieldValue1_32 Method
getCashFlowDate Method
getCashFlowDate Method (Int32)
getCashFlowDate Method (Int32, FISADate)
getInterestAccrualDate Method
getPeriodicTimeToFlow Method
getPrincipal Method
getRedemption Method
getSettlementDate Method
getTimeToFlow Method
getTotalCashFlow Method
setValues Method
OneCashFlowCalculator Class
OneCashFlowCalculator Members
OneCashFlowCalculator Constructor
OneCashFlowCalculator Constructor
OneCashFlowCalculator Constructor (FISADate, Redemption, Double, Int32)
OneCashFlowCalculator Fields
interestFrequency Field
parValue Field
redemption Field
settlementDate Field
OneCashFlowCalculator Methods
calculateAccruedIncome Method
calculateAccruedIncome Method
calculateAccruedIncome Method (FISADate)
calculateConvexity Method
calculateEstimatedModifiedDuration Method
calculateInterestOnInterest Method
calculateMacaulayDuration Method
calculateModifiedDuration Method
calculateModifiedDuration Method (Double)
calculateModifiedDuration Method (Double, Double)
calculatePeriodicYield Method
calculateTrueYield Method
getCashFlowCount Method
getCashFlowDate Method
getCashFlowDate Method (Int32)
getCashFlowDate Method (Int32, FISADate)
getInterestAccrualDate Method
getRedemption Method
getSettlementDate Method
getTotalCashFlow Method
setValues Method
PeriodicYieldConvergable Class
PeriodicYieldConvergable Members
PeriodicYieldConvergable Constructor
PeriodicYieldConvergable Methods
calculatePrice Method
setInterestFrequency Method
PriceQuote Class
PriceQuote Members
PriceQuote Constructor
PriceQuote Constructor (Double)
PriceQuote Constructor (Double, Double)
PriceQuote Methods
Dispose Method
Dispose Method
Dispose Method (Boolean)
getConcession Method
getPrice Method
getPrice Method
getPrice Method (Calculator, Calculator[])
Quote Interface
Quote Members
Quote Methods
getPrice Method
QuoteAnalytics Class
QuoteAnalytics Members
QuoteAnalytics Constructor
QuoteAnalytics Methods
Dispose Method
Dispose Method
Dispose Method (Boolean)
getAccruedInterest Method
getAnalytics Method
getConvexity Method
getEstimatedConvexity Method
getEstimatedMacaulayDuration Method
getEstimatedModifiedDuration Method
getInterestOnInterest Method
getInterestOnInterest Method
getInterestOnInterest Method (Double)
getLowestYieldAnalytics Method
getMacaulayDuration Method
getModifiedDuration Method
getPrice Method
getPriceValue1BP Method
getRedemption Method
getRedemption Method
getRedemption Method (Int32)
getRedemptionCount Method
getTotalInterestFlows Method
getTrueYield Method
getYield Method
getYieldValue1_32 Method
RYCalculatorFactory Class
RYCalculatorFactory Members
RYCalculatorFactory Fields
INSTANCE Field
RYCalculatorFactory Methods
createCalculator Method
createCalculator Method (FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
createCalculator Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
RYMMYCalculatorFactory Class
RYMMYCalculatorFactory Members
RYMMYCalculatorFactory Constructor
RYMMYCalculatorFactory Fields
INSTANCE Field
RYMMYCalculatorFactory Methods
createCalculator Method
createCalculator Method (FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
createCalculator Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
SimpleYTRCalculatorFactory Class
SimpleYTRCalculatorFactory Members
SimpleYTRCalculatorFactory Fields
INSTANCE Field
SimpleYTRCalculatorFactory Methods
createCalculator Method
createCalculator Method (FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
createCalculator Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
SimpleYTRMultiplePeriodCalculator Class
SimpleYTRMultiplePeriodCalculator Members
SimpleYTRMultiplePeriodCalculator Constructor
SimpleYTRMultiplePeriodCalculator Constructor
SimpleYTRMultiplePeriodCalculator Constructor (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate)
SimpleYTRMultiplePeriodCalculator Fields
SimpleYTRMultiplePeriodCalculator Methods
calculateAccruedIncome Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
calculatePrice Method
calculateYield Method
Dispose Method
getCashFlowDate Method
setValues Method
setValues Method (FISADate, FISADate, Redemption, Double, Double, DayCountBasis, Int32, Boolean, FISADate, FISADate)
SpreadQuote Class
SpreadQuote Members
SpreadQuote Constructor
SpreadQuote Constructor (Double, Double)
SpreadQuote Constructor (Double, Double, YieldQuote.RedemptionType)
SpreadQuote Constructor (Double, Double, Redemption)
SpreadQuote Methods
Dispose Method
Dispose Method (Boolean)
getSpread Method
getSpreadYield Method
SteppedCouponCalculator Class
SteppedCouponCalculator Members
SteppedCouponCalculator Constructor
SteppedCouponCalculator Constructor
SteppedCouponCalculator Constructor (FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate)
SteppedCouponCalculator Fields
cashFlowCount Field
interestRates Field
interestTaxRate Field
periodicYieldConvergable Field
taxAdjustedRedemptionValue Field
SteppedCouponCalculator Methods
calculateAccruedIncome Method
calculateAccruedIncome Method (FISADate)
calculateCurrentYield Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
calculatePeriodicYield Method
calculateYield Method
Dispose Method
Dispose Method
Dispose Method (Boolean)
Finalize Method
getCashFlowCount Method
getCashFlowDate Method
setValues Method
setValues Method (FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate)
SteppedCouponCompoundingCalculator Class
SteppedCouponCompoundingCalculator Members
SteppedCouponCompoundingCalculator Constructor
SteppedCouponCompoundingCalculator Constructor
SteppedCouponCompoundingCalculator Constructor (FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
SteppedCouponCompoundingCalculator Constructor (FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate)
SteppedCouponCompoundingCalculator Fields
SteppedCouponCompoundingCalculator Methods
calculateAccruedIncome Method
calculateAccruedInterest Method
calculateEstimatedConvexity Method
calculateEstimatedModifiedDuration Method
calculateModifiedDuration Method
calculatePrice Method
calculatePriceValue1BP Method
calculateTrueYield Method
Dispose Method
Dispose Method (Boolean)
getCashFlowDate Method
getInterest Method
setValues Method
setValues Method (FISADate, FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate, HolidaySchedule)
setValues Method (FISADate, Redemption, Double, InterestRateSchedule, DayCountBasis, Int32, Boolean, FISADate, FISADate)
TrueYieldConvergable Class
TrueYieldConvergable Members
TrueYieldConvergable Constructor
TrueYieldConvergable Methods
calculatePrice Method
Dispose Method
Dispose Method
Dispose Method (Boolean)
Finalize Method
YieldConvergable Interface
YieldConvergable Members
YieldConvergable Methods
calculatePrice Method
YieldConvergence Interface
YieldConvergence Members
YieldConvergence Methods
converge Method
getPrecision Method
setPrecision Method
YieldQuote Class
YieldQuote Members
YieldQuote Constructor
YieldQuote Constructor (Double)
YieldQuote Constructor (Double, YieldQuote.RedemptionType)
YieldQuote Constructor (Double, Redemption)
YieldQuote Constructor (Double, Double)
YieldQuote Constructor (Double, Double, YieldQuote.RedemptionType)
YieldQuote Constructor (Double, Double, Redemption)
YieldQuote Methods
Dispose Method
Dispose Method
Dispose Method (Boolean)
getConcession Method
getPrice Method
getRedemption Method
getRedemptionType Method
getYield Method
YieldQuote.RedemptionType Enumeration
ZeroCouponCalculator Class
ZeroCouponCalculator Members
ZeroCouponCalculator Constructor
ZeroCouponCalculator Fields
ZeroCouponCalculator Methods
calculateAccruedIncome Method
calculateAccruedInterest Method
calculateCurrentYield Method
calculateEstimatedConvexity Method
calculateEstimatedMacaulayDuration Method
calculateEstimatedModifiedDuration Method
calculateEstimatedModifiedDuration Method (Double, Double)
calculateEstimatedModifiedDuration Method (Double, Double, Double)
calculateModifiedDuration Method
calculatePrice Method
calculatePriceValue1BP Method
calculateTrueYield Method
calculateYield Method
calculateYieldValue1_32 Method
getCashFlowDate Method
getInterest Method
getPeriodicTimeToFlow Method
getPrincipal Method
getTimeToFlow Method
setValues Method
setValues Method (FISADate, Redemption, Double, DayCountBasis, Int32, Boolean, HolidaySchedule)
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