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| Interface Summary | |
|---|---|
| Analytics | An interface that represents all available analytics as calculated for a particular Price/Yield. |
| Calculator | This interface provides calculation methods that are tuned specifically for
the implemented security and for a particular settlement to Redemption
period. |
| FixedInterestRateCalculatorFactory | |
| PeriodicRateCalculator | |
| Quote | A Quote object represents a "pricing" type and values. |
| SteppedCouponCalculatorFactory | |
| YieldConvergable | |
| YieldConvergence | This interface provides a method for converging on a yield from a specified price. |
| Class Summary | |
|---|---|
| AbstractCalculator | |
| AbstractYieldConvergence | |
| BinaryYieldConvergence | |
| CouponDateGenerator | A class to efficiently calculate the next or previous coupon payment date, or quasi coupon payment date. |
| DefaultAnalytics | An implementation of Analytics that attempts to balance memory and CPU usage by caching only the values with more complex formulas, and values that are needed for multiple methods. |
| DefaultYieldConvergence | |
| DiscountCalculator | |
| DiscountQuote | A discount based implementation of Quote. |
| FixedInterestRateCalculator | |
| InterestAtMaturityCalculator | |
| LastPeriodCalculator | |
| LastPeriodSimpleInterestCalculator | |
| MultipleCashFlowCalculator | |
| MultiplePeriodCalculator | |
| PerpetualPreferredCalculator | An implementation of Calculator for Perpetual Preferred securities. |
| PreferredCalculator | An abstract calculator implementation that includes calculation methods that are specific to Preferred securities. |
| PreferredFixedInterestRateCalculator | A fixed dividend implementation of Calculator for Preferred securities. |
| PriceQuote | A price based implementation of Quote. |
| QuoteAnalytics | Contains Analytics to all redemptions for the Security from which it was created. |
| RYMMYFixedInterestRateCalculatorFactory | A FixedInterestRateCalculatorFactory implementation that uses a compounding interest calculator if there are multiple periods remaining, and a simple interest calculater if there is a single period remaining. |
| RYMMYSteppedCouponCalculatorFactory | |
| SpreadQuote | A spread based implementation of Quote. |
| SteppedCouponCalculator | |
| SteppedCouponCompoundingCalculator | |
| YieldQuote | A yield based implementation of Quote. |
| ZeroCouponCalculator | |
| Enum Summary | |
|---|---|
| AnalyticValueType | This enum structure contains all default AnalyticValueTypes. |
| YieldQuote.RedemptionType | |
| Exception Summary | |
|---|---|
| CalculationException | The root Exception for all calculation exceptions. |
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