Uses of Class
com.ftlabs.fisa.calc.CalculationException

Packages that use CalculationException

com.ftlabs.fisa
com.ftlabs.fisa.calc
com.ftlabs.fisa.calc.cd
com.ftlabs.fisa.calc.indexed
com.ftlabs.fisa.calc.jp
com.ftlabs.fisa.calc.msrb

Uses of CalculationException in com.ftlabs.fisa

Methods in com.ftlabs.fisa that throw CalculationException

Analytics	AbstractPreferredSecurity.calculate(AnalyticValueType givenType, double givenValue, FISADate settlementDate) A convenience method to calculate an Analytics object using the provided value and settlementDate to Maturity period.
Analytics	MaturingSecurity.calculate(AnalyticValueType givenType, double givenValue, FISADate settlementDate) A convenience method to calculate an Analytics object using the provided value and settlementDate to Maturity period.
Analytics	Security.calculate(AnalyticValueType givenType, double givenValue, FISADate settlementDate) A convenience method to calculate an Analytics object using the provided value and settlementDate.
Analytics	AbstractPreferredSecurity.calculate(AnalyticValueType givenType, double givenValue, FISADate settlementDate, Redemption redemption) A convenience method to calculate an Analytics object using the provided value and settlementDate to Redemption period.
Analytics	MaturingSecurity.calculate(AnalyticValueType givenType, double givenValue, FISADate settlementDate, Redemption redemption) A convenience method to calculate an Analytics object using the provided value and settlementDate to Redemption period.
Analytics	Security.calculate(AnalyticValueType givenType, double givenValue, FISADate settlementDate, Redemption redemption) A convenience method to calculate an Analytics object using the provided value and settlementDate to Redemption period.
double	AbstractPreferredSecurity.calculateAccruedInterest(FISADate settlementDate) A convenience method to calculate the accrued interest for the provided settlementDate.
double	MaturingSecurity.calculateAccruedInterest(FISADate settlementDate) A convenience method to calculate the accrued interest for the provided settlementDate.
double	Security.calculateAccruedInterest(FISADate settlementDate) A convenience method to calculate the accrued interest for the provided settlementDate.
double	ZeroCouponSecurity.calculateAccruedInterest(FISADate settlementDate) A convenience method to calculate the accrued interest for the provided settlementDate.
double	AbstractPreferredSecurity.calculatePrice(double yield, FISADate settlementDate) A convenience method to calculate the price from the provided yield and settlementDate to maturity Redemption period.
double	MaturingSecurity.calculatePrice(double yield, FISADate settlementDate) A convenience method to calculate the price from the provided yield and settlementDate to maturity Redemption period.
double	Security.calculatePrice(double yield, FISADate settlementDate) A convenience method to calculate the price from the provided yield and settlementDate.
double	AbstractPreferredSecurity.calculatePrice(double yield, FISADate settlementDate, Redemption redemption) A convenience method to calculate the price from the provided yield and settlement to Redemption period.
double	MaturingSecurity.calculatePrice(double yield, FISADate settlementDate, Redemption redemption) A convenience method to calculate the price from the provided yield and settlement to Redemption period.
double	Security.calculatePrice(double yield, FISADate settlementDate, Redemption redemption) A convenience method to calculate the price from the provided yield and settlement to Redemption period.
double	AbstractPreferredSecurity.calculateYield(double price, FISADate settlementDate) A convenience method to calculate the yield from the provided price and settlementDate to maturity Redemption period.
double	MaturingSecurity.calculateYield(double price, FISADate settlementDate) A convenience method to calculate the yield from the provided price and settlementDate to maturity Redemption period.
double	Security.calculateYield(double price, FISADate settlementDate) A convenience method to calculate the yield from the provided price and settlementDate.
double	AbstractPreferredSecurity.calculateYield(double price, FISADate settlementDate, Redemption redemption) A convenience method to calculate the yield from the provided price and settlement to Redemption period.
double	MaturingSecurity.calculateYield(double price, FISADate settlementDate, Redemption redemption) A convenience method to calculate the yield from the provided price and settlement to Redemption period.
double	Security.calculateYield(double price, FISADate settlementDate, Redemption redemption) A convenience method to calculate the yield from the provided price and settlement to Redemption period.
QuoteAnalytics	MaturingCallableSecurity.createQuoteAnalytics(Quote quote, FISADate settlementDate)
QuoteAnalytics	MaturingSecurity.createQuoteAnalytics(Quote quote, FISADate settlementDate)
QuoteAnalytics	PerpetualPreferredSecurity.createQuoteAnalytics(Quote quote, FISADate settlementDate)
QuoteAnalytics	PreferredSecurity.createQuoteAnalytics(Quote quote, FISADate settlementDate)
QuoteAnalytics	Security.createQuoteAnalytics(Quote quote, FISADate settlementDate)
Calculator	MaturingSecurity.getCalculator(FISADate settlementDate) Get a Calculator for this Security and provided settlementDate.
Calculator	PerpetualPreferredSecurity.getCalculator(FISADate settlementDate) Get a Calculator for this Security and provided settlementDate.
Calculator	PreferredSecurity.getCalculator(FISADate settlementDate) Get a Calculator for this Security and provided settlementDate.
Calculator	Security.getCalculator(FISADate settlementDate) Get a Calculator for this Security and provided settlementDate.
Calculator	PerpetualPreferredSecurity.getCalculator(FISADate tradeDate, FISADate settlementDate) Get a Calculator for this Security and provided tradeDate and settlementDate.
Calculator	PreferredSecurity.getCalculator(FISADate tradeDate, FISADate settlementDate) Get a Calculator for this Security and provided tradeDate and settlementDate.
Calculator	PerpetualPreferredSecurity.getCalculator(FISADate tradeDate, FISADate settlementDate, Redemption redemption) Get a Calculator for this PerpetualPreferredSecurity and provided settlementDate to Redemption period using the overriding DayCountBasis.
Calculator	PreferredSecurity.getCalculator(FISADate tradeDate, FISADate settlementDate, Redemption redemption) Get a Calculator for this PreferredSecurity and provided settlementDate to Redemption period using the overriding DayCountBasis.
Calculator	AbstractPreferredSecurity.getCalculator(FISADate settlementDate, Redemption redemption) Get a Calculator for this Security and provided settlementDate to Redemption period.
Calculator	DiscountSecurity.getCalculator(FISADate settlementDate, Redemption redemption) Get a Calculator for this DiscountSecurity and provided settlementDate to Redemption period using the overriding DayCountBasis.
Calculator	FixedInterestRateSecurity.getCalculator(FISADate settlementDate, Redemption redemption) Get a Calculator for this FixedInterestRateSecurity and provided settlementDate to Redemption period using the overriding DayCountBasis.
Calculator	InflationIndexedSecurity.getCalculator(FISADate settlementDate, Redemption redemption) Get a Calculator for this InflationIndexedSecurity and provided settlementDate to Redemption period using the overriding DayCountBasis.
Calculator	InterestAtMaturitySecurity.getCalculator(FISADate settlementDate, Redemption redemption) Get a Calculator for this InterestAtMaturitySecurity and provided settlementDate to Redemption period using the overriding DayCountBasis.
Calculator	Security.getCalculator(FISADate settlementDate, Redemption redemption) Get a Calculator for this Security and provided settlementDate to Redemption period.
Calculator	SteppedCouponSecurity.getCalculator(FISADate settlementDate, Redemption redemption) Get a Calculator for this SteppedCouponSecurity and provided settlementDate to Redemption period using the overriding DayCountBasis.
Calculator	ZeroCouponSecurity.getCalculator(FISADate settlementDate, Redemption redemption) Get a Calculator for this ZeroCouponSecurity and provided settlementDate to Redemption period using the overriding DayCountBasis.
void	DiscountSecurity.validateData(FISADate settlementDate, FISADate redemptionDate)
void	InterestAtMaturitySecurity.validateData(FISADate settlementDate, FISADate redemptionDate)
protected void	FixedInterestRateSecurity.validateData(FISADate settlementDate, FISADate redemptionDate, FISADate lastInterestDate)
protected void	SteppedCouponSecurity.validateData(FISADate settlementDate, FISADate redemptionDate, FISADate lastInterestDate)

Uses of CalculationException in com.ftlabs.fisa.calc

Methods in com.ftlabs.fisa.calc that return CalculationException

static CalculationException	CalculationException.create(java.lang.String name) Create a new CalculationException as defined inside errorcodes.properties for the provided name.
static CalculationException	CalculationException.create(java.lang.String name, java.lang.String message) Create a new CalculationException as defined inside errorcodes.properties for the provided name.

Methods in com.ftlabs.fisa.calc that throw CalculationException

Analytics	Calculator.calculate(AnalyticValueType givenType, double givenValue) Calculate an Analytics object using the provided AnalyticValueType and value.
Analytics	DiscountCalculator.calculate(AnalyticValueType givenType, double givenValue)
Analytics	FixedInterestRateCalculator.calculate(AnalyticValueType givenType, double givenValue)
Analytics	SteppedCouponCalculator.calculate(AnalyticValueType givenType, double givenValue)
double	PreferredCalculator.calculateAccruedDividend() Calculates the accrued dividend.
double	Calculator.calculateAccruedInterest() Calculate the accrued interest to the settlement date.
double	DiscountCalculator.calculateAccruedInterest()
double	FixedInterestRateCalculator.calculateAccruedInterest()
double	InterestAtMaturityCalculator.calculateAccruedInterest()
double	LastPeriodSimpleInterestCalculator.calculateAccruedInterest()
double	SteppedCouponCompoundingCalculator.calculateAccruedInterest()
double	ZeroCouponCalculator.calculateAccruedInterest()
double	PreferredCalculator.calculateAnnualDividend() Calculates the annual dividend.
double	DiscountCalculator.calculateBEY(double price)
double	DiscountCalculator.calculateCEY(double price)
double	Calculator.calculateConvexity(double periodicYield) Calculate the actual convexity.
double	MultipleCashFlowCalculator.calculateConvexity(double periodicYield)
double	Calculator.calculateCurrentYield(double price) Calculate current yield for the given price.
double	DiscountCalculator.calculateCurrentYield(double price)
double	FixedInterestRateCalculator.calculateCurrentYield(double price)
double	InterestAtMaturityCalculator.calculateCurrentYield(double price)
double	LastPeriodSimpleInterestCalculator.calculateCurrentYield(double price)
double	SteppedCouponCalculator.calculateCurrentYield(double price)
double	ZeroCouponCalculator.calculateCurrentYield(double price) Calculate current yield for the given price.
double	DiscountCalculator.calculateDiscount(double price)
double	Calculator.calculateEstimatedConvexity(double pv1b, double price, double yield) Calculate the estimated convexity.
double	DiscountCalculator.calculateEstimatedConvexity(double pv1b, double price, double yield)
double	FixedInterestRateCalculator.calculateEstimatedConvexity(double pv1b, double price, double yield)
double	InterestAtMaturityCalculator.calculateEstimatedConvexity(double pv1b, double price, double yield)
double	LastPeriodCalculator.calculateEstimatedConvexity(double pv1b, double price, double yield)
double	SteppedCouponCompoundingCalculator.calculateEstimatedConvexity(double pv1b, double price, double yield)
double	ZeroCouponCalculator.calculateEstimatedConvexity(double pv1b, double price, double yield)
double	Calculator.calculateEstimatedMacaulayDuration(double pv1b, double price, double yield) Calculate the estimated Macaulay duration.
double	DiscountCalculator.calculateEstimatedMacaulayDuration(double pv1b, double price, double yield)
double	InterestAtMaturityCalculator.calculateEstimatedMacaulayDuration(double pv1b, double price, double yield)
double	LastPeriodCalculator.calculateEstimatedMacaulayDuration(double pv1b, double price, double yield)
double	MultipleCashFlowCalculator.calculateEstimatedMacaulayDuration(double pv1b, double price, double yield)
double	ZeroCouponCalculator.calculateEstimatedMacaulayDuration(double pv1b, double price, double yield)
double	Calculator.calculateEstimatedModifiedDuration(double duration, double yield) Calculate the estimated modified duration.
double	DiscountCalculator.calculateEstimatedModifiedDuration(double duration, double yield)
double	InterestAtMaturityCalculator.calculateEstimatedModifiedDuration(double duration, double yield)
double	LastPeriodCalculator.calculateEstimatedModifiedDuration(double duration, double yield)
double	MultipleCashFlowCalculator.calculateEstimatedModifiedDuration(double duration, double yield)
double	ZeroCouponCalculator.calculateEstimatedModifiedDuration(double duration, double yield)
double	Calculator.calculateEstimatedModifiedDuration(double pv1b, double price, double yield) Calculate the estimated modified duration.
double	DiscountCalculator.calculateEstimatedModifiedDuration(double pv1b, double price, double yield)
double	InterestAtMaturityCalculator.calculateEstimatedModifiedDuration(double pv1b, double price, double yield)
double	LastPeriodCalculator.calculateEstimatedModifiedDuration(double pv1b, double price, double yield)
double	MultipleCashFlowCalculator.calculateEstimatedModifiedDuration(double pv1b, double price, double yield)
double	ZeroCouponCalculator.calculateEstimatedModifiedDuration(double pv1b, double price, double yield)
double	Calculator.calculateInterestOnInterest(double reinvestmentYield) Calculate the interest earned on reinvested interest cashflows using the provided reinvestmentYield.
double	MultipleCashFlowCalculator.calculateInterestOnInterest(double reinvestmentYield)
double	Calculator.calculateMacaulayDuration(double periodicYield) Calculate the actual Macaulay duration.
double	MultipleCashFlowCalculator.calculateMacaulayDuration(double periodicYield)
double	Calculator.calculateModifiedDuration(double periodicYield) Calculate the actual modified duration.
double	MultipleCashFlowCalculator.calculateModifiedDuration(double periodicYield)
double	Calculator.calculateModifiedDuration(double macaulayDuration, double periodicYield) Calculate the actual modified duration using an already calculated Macaulay Duration.
double	MultipleCashFlowCalculator.calculateModifiedDuration(double macaulayDuration, double periodicYield)
protected static double	AbstractCalculator.calculateMPCIPrice(double yield, double redemptionValue, double interestRate, int interestFrequency, int remainingPeriods, double aif, double df, double fcf, double lcf, double ldf) This calculates a Multiple Period Compounded Interest price, per one currency unit of face value.
double	Calculator.calculatePeriodicYield(double price) Calculate a periodic discounted cash flow yield for use with convexity/duration methods.
double	FixedInterestRateCalculator.calculatePeriodicYield(double price)
double	SteppedCouponCalculator.calculatePeriodicYield(double price)
double	Calculator.calculatePrice(double yield) Calculate price for the given yield.
double	DiscountCalculator.calculatePrice(double yield)
double	FixedInterestRateCalculator.calculatePrice(double yield)
double	InterestAtMaturityCalculator.calculatePrice(double yield)
double	LastPeriodSimpleInterestCalculator.calculatePrice(double yield)
double	SteppedCouponCompoundingCalculator.calculatePrice(double yield)
double	YieldConvergable.calculatePrice(double yield)
double	ZeroCouponCalculator.calculatePrice(double yield)
double	DiscountCalculator.calculatePriceFromDiscount(double discount)
double	Calculator.calculatePriceValue1BP(double price, double yield) Calculate the average price value obtained by varying the yield up and down one basis point.
double	DiscountCalculator.calculatePriceValue1BP(double price, double yield)
double	FixedInterestRateCalculator.calculatePriceValue1BP(double price, double yield)
double	InterestAtMaturityCalculator.calculatePriceValue1BP(double price, double yield)
double	LastPeriodCalculator.calculatePriceValue1BP(double price, double yield)
double	SteppedCouponCompoundingCalculator.calculatePriceValue1BP(double price, double yield)
double	ZeroCouponCalculator.calculatePriceValue1BP(double price, double yield)
protected static double	AbstractCalculator.calculateSPSIPrice(double yield, double redemptionValue, double interestRate, int interestFrequency, double aif, double df, double lcf) This calculates a Single Period Simple Interest price.
protected static double	AbstractCalculator.calculateSPSIYield(double price, double redemptionValue, double interestRate, int interestFrequency, double aif, double df, double lcf) This calculates a Single Period Simple Interest yield.
double	PreferredCalculator.calculateStripPrice(double price) Calculates the strip price given the calculated "dirty" price.
double	PreferredCalculator.calculateStripYield(double price) Calculates the strip yield given the calculated "dirty" price.
double	AbstractCalculator.calculateTotalInterestFlows() A convenience method to total all interest cashflows between the settlement to redemption period.
double	Calculator.calculateTotalInterestFlows() A convenience method to total all interest cashflows between the settlement to redemption period.
double	Calculator.calculateYield(double price) Calculate yield for the given price.
double	DiscountCalculator.calculateYield(double price)
double	FixedInterestRateCalculator.calculateYield(double price)
double	InterestAtMaturityCalculator.calculateYield(double price)
double	LastPeriodSimpleInterestCalculator.calculateYield(double price)
double	SteppedCouponCalculator.calculateYield(double price)
double	ZeroCouponCalculator.calculateYield(double price)
double	Calculator.calculateYieldValue1_32(double pv1b) Calculate the average yield value obtained by varying the price up and down 1/32.
double	DiscountCalculator.calculateYieldValue1_32(double pv1b)
double	InterestAtMaturityCalculator.calculateYieldValue1_32(double pv1b)
double	LastPeriodCalculator.calculateYieldValue1_32(double pv1b)
double	MultipleCashFlowCalculator.calculateYieldValue1_32(double pv1b)
double	ZeroCouponCalculator.calculateYieldValue1_32(double pv1b)
double	BinaryYieldConvergence.converge(double price, double approximateYield, YieldConvergable convergable)
double	DefaultYieldConvergence.converge(double price, double approximateYield, YieldConvergable convergable)
double	YieldConvergence.converge(double price, double approximateYield, YieldConvergable convergable) Converge upon a yield from the provided price and approximate yield.
Calculator	RYMMYFixedInterestRateCalculatorFactory.createCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
Calculator	FixedInterestRateCalculatorFactory.createCalculator(FixedInterestRateSecurity security, FISADate settlementDate, Redemption redemption)
Calculator	RYMMYFixedInterestRateCalculatorFactory.createCalculator(FixedInterestRateSecurity security, FISADate settlementDate, Redemption redemption)
Calculator	RYMMYSteppedCouponCalculatorFactory.createCalculator(SteppedCouponSecurity security, FISADate settlementDate, Redemption redemption)
Calculator	SteppedCouponCalculatorFactory.createCalculator(SteppedCouponSecurity security, FISADate settlementDate, Redemption redemption)
double	Analytics.getAccruedInterest() Get the accrued interest.
double	DefaultAnalytics.getAccruedInterest() Get the accrued interest.
double	QuoteAnalytics.getAccruedInterest()
Analytics	QuoteAnalytics.getAnalytics(Redemption redemption)
double	Analytics.getAnalyticValue(AnalyticValueType type) Get an analytic value of the provided AnalyticValueType.
double	DefaultAnalytics.getAnalyticValue(AnalyticValueType type) Get an analytic value of the provided AnalyticValueType.
double	QuoteAnalytics.getAnalyticValue(AnalyticValueType type)
double	Analytics.getConvexity() Get the convexity.
double	DefaultAnalytics.getConvexity() Get the convexity.
double	QuoteAnalytics.getConvexity()
double	Analytics.getEstimatedConvexity() Get the estimated convexity.
double	DefaultAnalytics.getEstimatedConvexity() Get the estimated convexity.
double	QuoteAnalytics.getEstimatedConvexity()
double	Analytics.getEstimatedMacaulayDuration() Get the estimated Macaulay duration.
double	DefaultAnalytics.getEstimatedMacaulayDuration() Get the estimated Macaulay duration.
double	QuoteAnalytics.getEstimatedMacaulayDuration()
double	Analytics.getEstimatedModifiedDuration() Get the estimated modified duration.
double	DefaultAnalytics.getEstimatedModifiedDuration() Get the estimated modified duration.
double	QuoteAnalytics.getEstimatedModifiedDuration()
double	Analytics.getInterestOnInterest() Get interest on interest using an assumed reinvestment yield that is equal to yield.
double	DefaultAnalytics.getInterestOnInterest() Get interest on interest using an assumed reinvestment yield that is equal to yield.
double	QuoteAnalytics.getInterestOnInterest()
double	Analytics.getInterestOnInterest(double reinvestmentYield) Get interest on interest.
double	DefaultAnalytics.getInterestOnInterest(double reinvestmentYield) Get interest on interest.
double	QuoteAnalytics.getInterestOnInterest(double reinvestmentYield)
Analytics	QuoteAnalytics.getLowestYieldAnalytics()
double	Analytics.getMacaulayDuration() Get the Macaulay duration
double	DefaultAnalytics.getMacaulayDuration() Get the Macaulay duration
double	QuoteAnalytics.getMacaulayDuration()
double	Analytics.getModifiedDuration() Get the modified duration
double	DefaultAnalytics.getModifiedDuration() Get the modified duration
double	QuoteAnalytics.getModifiedDuration()
double	Analytics.getPrice() Get the price.
double	DefaultAnalytics.getPrice() Get the price.
double	QuoteAnalytics.getPrice()
double	DiscountQuote.getPrice(Calculator maturityCalculator, Calculator[] otherRedemptionCalculators)
double	PriceQuote.getPrice(Calculator maturityCalculator, Calculator[] otherRedemptionCalculators)
double	Quote.getPrice(Calculator maturityCalculator, Calculator[] otherRedemptionCalculators) Returns a price.
double	YieldQuote.getPrice(Calculator maturityCalculator, Calculator[] otherRedemptionCalculators)
double	Analytics.getPriceValue1BP() Get the average price value obtained by varying the yield up and down by one basis point.
double	DefaultAnalytics.getPriceValue1BP() Get the average price value obtained by varying the yield up and down by one basis point.
double	QuoteAnalytics.getPriceValue1BP()
double	Analytics.getTotalInterestFlows() Get the total interest flows.
double	DefaultAnalytics.getTotalInterestFlows() Get the total interest flows.
double	QuoteAnalytics.getTotalInterestFlows()
double	Analytics.getYield() Get the yield.
double	DefaultAnalytics.getYield() Get the yield.
double	QuoteAnalytics.getYield()
double	Analytics.getYieldValue1_32() Get the average yield value obtained by varying the price up and down by 1/32.
double	DefaultAnalytics.getYieldValue1_32() Get the average yield value obtained by varying the price up and down by 1/32.
double	QuoteAnalytics.getYieldValue1_32()
protected void	PreferredCalculator.setValues(FISADate tradeDate, double parValue, double interestRate, InterestFrequency interestFrequency, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate, FISADate exDividendDate)
void	PerpetualPreferredCalculator.setValues(FISADate tradeDate, FISADate settlementDate, double parValue, double interestRate, InterestFrequency interestFrequency, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate, FISADate dividendPaymentDate, FISADate exDividendDate)
void	PreferredFixedInterestRateCalculator.setValues(FISADate tradeDate, FISADate settlementDate, Redemption redemption, double parValue, double interestRate, InterestFrequency interestFrequency, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate, FISADate dividendPaymentDate, FISADate exDividendDate) Create a new PreferredFixedInterestRateCalculator.
protected void	LastPeriodCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)
protected void	MultiplePeriodCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
void	InterestAtMaturityCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate)
void	LastPeriodSimpleInterestCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)
void	LastPeriodSimpleInterestCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, boolean useFullPrice)
void	FixedInterestRateCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
void	FixedInterestRateCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate, boolean useFullPrice)
void	DiscountCalculator.setValues(FISADate settlementDate, Redemption maturity, double parValue, FISADate datedDate, DayCountBasis dayCountBasis, boolean eomAdjust)
protected void	SteppedCouponCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
void	SteppedCouponCompoundingCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

Constructors in com.ftlabs.fisa.calc that throw CalculationException

DiscountCalculator(FISADate settlementDate, Redemption maturity, double parValue, FISADate datedDate, DayCountBasis dayCountBasis, boolean eomAdjust)

FixedInterestRateCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

FixedInterestRateCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate, boolean useFullPrice)

InterestAtMaturityCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate)

LastPeriodCalculator(FISADate settlementDate, Redemption redemption, double parValue, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)

LastPeriodSimpleInterestCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)

LastPeriodSimpleInterestCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, boolean useFullPrice)

MultiplePeriodCalculator(FISADate settlementDate, Redemption redemption, double parValue, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

PerpetualPreferredCalculator(FISADate tradeDate, FISADate settlementDate, double parValue, double interestRate, InterestFrequency interestFrequency, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate, FISADate dividendPaymentDate, FISADate exDividendDate)
Create a new PreferredFixedCouponCalculator.

PreferredCalculator(FISADate tradeDate, double parValue, double interestRate, InterestFrequency interestFrequency, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate, FISADate exDividendDate)
Creates a new PreferredCalculator.

PreferredFixedInterestRateCalculator(FISADate tradeDate, FISADate settlementDate, Redemption redemption, double parValue, double interestRate, InterestFrequency interestFrequency, DayCountBasis dayCountBasis, boolean eomAdjust, FISADate datedDate, FISADate dividendPaymentDate, FISADate exDividendDate)
Create a new PreferredFixedInterestRateCalculator.

SteppedCouponCalculator(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

SteppedCouponCompoundingCalculator(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

ZeroCouponCalculator(FISADate settlementDate, Redemption redemption, double parValue, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)

Uses of CalculationException in com.ftlabs.fisa.calc.cd

Methods in com.ftlabs.fisa.calc.cd that throw CalculationException

Analytics	CDFixedInterestRateCalculator.calculate(AnalyticValueType givenType, double givenValue)
double	CDFixedInterestRateCalculator.calculateAccruedInterest()
double	CDLastPeriodCalculator.calculateAccruedInterest()
double	CDSteppedCouponCalculator.calculateAccruedInterest()
double	CDFixedInterestRateCalculator.calculateCurrentYield(double price)
double	CDLastPeriodCalculator.calculateCurrentYield(double price)
double	CDFixedInterestRateCalculator.calculateEstimatedConvexity(double pv1b, double price, double yield)
double	CDSteppedCouponCalculator.calculateEstimatedConvexity(double pv1b, double price, double yield)
double	CDFixedInterestRateCalculator.calculatePeriodicYield(double price)
double	CDFixedInterestRateCalculator.calculatePrice(double yield)
double	CDLastPeriodCalculator.calculatePrice(double yield)
double	CDSteppedCouponCalculator.calculatePrice(double yield)
double	CDFixedInterestRateCalculator.calculatePriceValue1BP(double price, double yield)
double	CDSteppedCouponCalculator.calculatePriceValue1BP(double price, double yield)
double	CDFixedInterestRateCalculator.calculateYield(double price)
double	CDLastPeriodCalculator.calculateYield(double price)
Calculator	CDFixedInterestRateCalculatorFactory.createCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
Calculator	CDFixedInterestRateCalculatorFactory.createCalculator(FixedInterestRateSecurity security, FISADate settlementDate, Redemption redemption)
Calculator	CDSteppedCouponCalculatorFactory.createCalculator(SteppedCouponSecurity security, FISADate settlementDate, Redemption redemption)
void	CDLastPeriodCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)
void	CDFixedInterestRateCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
void	CDSteppedCouponCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

Constructors in com.ftlabs.fisa.calc.cd that throw CalculationException

CDFixedInterestRateCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

CDLastPeriodCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)

CDSteppedCouponCalculator(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

Uses of CalculationException in com.ftlabs.fisa.calc.indexed

Methods in com.ftlabs.fisa.calc.indexed that throw CalculationException

double	InflationIndexedCalculator.getAdjustedAccruedInterest()
double	InflationIndexedLastPeriodCalculator.getAdjustedAccruedInterest()
double	InflationIndexedMultiplePeriodCalculator.getAdjustedAccruedInterest()
double	InflationIndexedCalculator.getAdjustedPrice(double price) Get a price adjusted by the indexRatio.
double	InflationIndexedLastPeriodCalculator.getAdjustedPrice(double price) Get a price adjusted by the indexRatio.
double	InflationIndexedMultiplePeriodCalculator.getAdjustedPrice(double price) Get a price adjusted by the indexRatio.
double	InflationIndexedCalculator.getIndexRatio() Get the Index Ratio for the datedDate and settlementDate to which this calculator is bound.
double	InflationIndexedLastPeriodCalculator.getIndexRatio() Get the Index Ratio for the datedDate and settlementDate to which this calculator is bound.
double	InflationIndexedMultiplePeriodCalculator.getIndexRatio() Get the Index Ratio for the datedDate and settlementDate to which this calculator is bound.
void	InflationIndexedLastPeriodCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, CPIFactory cpiFactory)
void	InflationIndexedMultiplePeriodCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate, CPIFactory cpiFactory)

Constructors in com.ftlabs.fisa.calc.indexed that throw CalculationException

InflationIndexedLastPeriodCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, CPIFactory cpiFactory)

InflationIndexedMultiplePeriodCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate, CPIFactory cpiFactory)

Uses of CalculationException in com.ftlabs.fisa.calc.jp

Methods in com.ftlabs.fisa.calc.jp that throw CalculationException

double	SimpleYTRFixedInterestRateCalculator.calculatePrice(double yield)
double	SimpleYTRFixedInterestRateCalculator.calculateYield(double price)
void	SimpleYTRFixedInterestRateCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

Constructors in com.ftlabs.fisa.calc.jp that throw CalculationException

SimpleYTRFixedInterestRateCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

Uses of CalculationException in com.ftlabs.fisa.calc.msrb

Methods in com.ftlabs.fisa.calc.msrb that throw CalculationException

double	MSRBFixedInterestRateCalculator.calculatePrice(double yield)
double	MSRBOneLongPeriodCalculator.calculatePrice(double yield)
double	MSRBOneShortPeriodCalculator.calculatePrice(double yield)
double	MSRBSteppedCouponCalculator.calculatePrice(double yield)
double	MSRBOneLongPeriodCalculator.calculateYield(double price)
double	MSRBOneShortPeriodCalculator.calculateYield(double price)
Calculator	MSRBFixedInterestRateCalculatorFactory.createCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
Calculator	MSRBFixedInterestRateCalculatorFactory.createCalculator(FixedInterestRateSecurity security, FISADate settlementDate, Redemption redemption)
Calculator	MSRBSteppedCouponCalculatorFactory.createCalculator(SteppedCouponSecurity security, FISADate settlementDate, Redemption redemption)
void	MSRBOneLongPeriodCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)
void	MSRBOneShortPeriodCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)
void	MSRBFixedInterestRateCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
void	MSRBSteppedCouponCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

Constructors in com.ftlabs.fisa.calc.msrb that throw CalculationException

MSRBFixedInterestRateCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)

MSRBOneLongPeriodCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)

MSRBOneShortPeriodCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)

MSRBSteppedCouponCalculator(FISADate settlementDate, Redemption redemption, double parValue, InterestRateSchedule interestRateSchedule, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)