com.ftlabs.fisa.calc
Class DefaultYieldConvergence

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

All Implemented Interfaces:

YieldConvergence, java.io.Serializable

public class DefaultYieldConvergence
extends AbstractYieldConvergence

See Also:

Serialized Form

Field Summary

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

precision

Constructor Summary

DefaultYieldConvergence()

DefaultYieldConvergence(double precision)

DefaultYieldConvergence(double precision, double divisor)

Method Summary

double	converge(double price, double approximateYield, YieldConvergable convergable) Converge upon a yield from the provided price and approximate yield.
static double	getAverageIterations()
static DefaultYieldConvergence	getDefaultInstance()
double	getDivisor()
void	setDivisor(double divisor)

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

DefaultYieldConvergence

public DefaultYieldConvergence()

DefaultYieldConvergence

public DefaultYieldConvergence(double precision)

DefaultYieldConvergence

public DefaultYieldConvergence(double precision,
                               double divisor)

Method Detail

getDefaultInstance

public static DefaultYieldConvergence getDefaultInstance()

setDivisor

public void setDivisor(double divisor)

getDivisor

public double getDivisor()

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

getAverageIterations

public static double getAverageIterations()