com.ftlabs.fisa.calc
Class BinaryYieldConvergence

java.lang.Object
  com.ftlabs.fisa.calc.AbstractYieldConvergence
      com.ftlabs.fisa.calc.BinaryYieldConvergence

All Implemented Interfaces:

YieldConvergence, java.io.Serializable

public class BinaryYieldConvergence
extends AbstractYieldConvergence

See Also:

Serialized Form

Field Summary

Fields inherited from class com.ftlabs.fisa.calc.AbstractYieldConvergence

precision

Constructor Summary

BinaryYieldConvergence()

BinaryYieldConvergence(double precision)

BinaryYieldConvergence(double precision, double adjustmentSteps)

Method Summary

double	converge(double price, double approximateYield, YieldConvergable convergable) Converge upon a yield from the provided price and approximate yield.
double	getAdjustmentSteps()
void	setAdjustmentSteps(double adjustmentSteps)

Methods inherited from class com.ftlabs.fisa.calc.AbstractYieldConvergence

getPrecision, setPrecision

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BinaryYieldConvergence

public BinaryYieldConvergence()

BinaryYieldConvergence

public BinaryYieldConvergence(double precision)

BinaryYieldConvergence

public BinaryYieldConvergence(double precision,
                              double adjustmentSteps)

Method Detail

converge

public double converge(double price,
                       double approximateYield,
                       YieldConvergable convergable)
                throws CalculationException

Description copied from interface: YieldConvergence

Converge upon a yield from the provided price and approximate yield.

Parameters:

price - price.

approximateYield - A starting approximate yield.

convergable - The YieldConvergable implementation used to calculate price.

Returns:

yield.

Throws:

CalculationException

setAdjustmentSteps

public void setAdjustmentSteps(double adjustmentSteps)

getAdjustmentSteps

public double getAdjustmentSteps()