Uses of Class
com.ftlabs.fisa.FISADate

Packages that use FISADate

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 FISADate in com.ftlabs.fisa

Fields in com.ftlabs.fisa declared as FISADate

protected FISADate	AbstractPreferredSecurity.dividendPaymentDate
protected FISADate	AbstractPreferredSecurity.exDividendDate

Methods in com.ftlabs.fisa that return FISADate

FISADate	Redemption.generateLastInterestDate(FISADate synchronizeDate, InterestFrequency interestFrequency, boolean eomAdjust) Generates a date that would be the interest/dividend date just prior to redemption.
FISADate	InterestRateStep.getConversionDate() Returns the conversion date of this step.
FISADate	Redemption.getDate() Get the redemption Date.
FISADate	DiscreteInterestRateSchedule.getDate(int index) Get the conversionDate for the specified index.
FISADate	InterestRateSchedule.getDate(int index) Get the conversionDate for the specified index.
FISADate	AbstractSecurity.getDatedDate() Get method for property datedDate.
FISADate	AbstractPreferredSecurity.getDividendPaymentDate() Get the dividendPaymentDate.
FISADate	AbstractPreferredSecurity.getExDividendDate() Get the exDividendDate.
FISADate	FixedInterestRateSecurity.getFirstInterestDate() Get the first interest date.
FISADate	SteppedCouponSecurity.getFirstInterestDate() Get the first interest date.
FISADate	Redemption.getLastInterestDate() Returns the interest date just prior to redemption, or null if it has not been set.
FISADate	MaturingSecurity.getMaturityDate() A convenience method to get the current maturityDate.
FISADate	PreferredSecurity.getMaturityDate() A convenience method to get the current maturityDate.

Methods in com.ftlabs.fisa with parameters of type FISADate

boolean	DiscreteCallSchedule.add(FISADate date, double value) Create and add a new Redemption to this schedule using the provided date and value.
void	DiscreteInterestRateSchedule.add(FISADate conversionDate, double interestRate) Adds a new InterestRateStep to this DiscreteInterestRateSchedule, created using the provided date and interestRate.
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.
abstract double	DayCountBasis.calculateDays(FISADate earlierDate, FISADate laterDate, int interestFrequency, boolean eomAdjust) Calculates the number of days between two dates using the implemented Day Count method.
double	DayCountBasis_30E_360.calculateDays(FISADate earlierDate, FISADate laterDate, int interestFrequency, boolean eomAdjust) Calculate the number of days between two dates using the 30E/360 Day Count method.
double	DayCountBasis_30_360.calculateDays(FISADate earlierDate, FISADate laterDate, int interestFrequency, boolean eomAdjust) Calculate the number of days between two dates using the 30/360 Day Count method.
double	DayCountBasis_Actual.calculateDays(FISADate date1, FISADate date2, int interestFrequency, boolean eomAdjust) Calculates the number of days in a given period using the Actual/Actual Day Count Basis.
abstract double	DayCountBasis.calculateDaysAccrued(FISADate previousCouponDate, FISADate nextCouponDate, FISADate settlementDate, int interestFrequency, boolean eomAdjust) Calculate the number of days accrued within a coupon period.
double	DayCountBasis_30E_360.calculateDaysAccrued(FISADate previousCouponDate, FISADate nextCouponDate, FISADate settlementDate, int interestFrequency, boolean eomAdjust) Calculate the number of days accrued within a coupon period using the 30E/360 day count method.
double	DayCountBasis_30_360.calculateDaysAccrued(FISADate previousCouponDate, FISADate nextCouponDate, FISADate settlementDate, int interestFrequency, boolean eomAdjust) Calculate the number of days accrued within a coupon period using the 30/360 day count method.
double	DayCountBasis_Actual.calculateDaysAccrued(FISADate previousCouponDate, FISADate nextCouponDate, FISADate settlementDate, int interestFrequency, boolean eomAdjust) Calculate the number of days accrued within a coupon period.
abstract double	DayCountBasis.calculateDaysInPeriod(FISADate previousCouponDate, FISADate nextCouponDate, int interestFrequency, boolean eomAdjust) Calculate the total number of days in a coupon period.
double	DayCountBasis_30E_360.calculateDaysInPeriod(FISADate previousCouponDate, FISADate nextCouponDate, int interestFrequency, boolean eomAdjust) Calculate the total number of days in a coupon period.
double	DayCountBasis_30_360.calculateDaysInPeriod(FISADate previousCouponDate, FISADate nextCouponDate, int interestFrequency, boolean eomAdjust) Calculate the total number of days in a coupon period.
double	DayCountBasis_Actual.calculateDaysInPeriod(FISADate previousCouponDate, FISADate nextCouponDate, int interestFrequency, boolean eomAdjust) Calculate the total number of days in a coupon period.
abstract double	DayCountBasis.calculateDaysRemaining(FISADate previousCouponDate, FISADate nextCouponDate, FISADate settlementDate, int interestFrequency, boolean eomAdjust) Calculate the number of days remaining in a coupon period.
double	DayCountBasis_30E_360.calculateDaysRemaining(FISADate previousCouponDate, FISADate nextCouponDate, FISADate settlementDate, int interestFrequency, boolean eomAdjust) Calculate the number of days remaining in a coupon period.
double	DayCountBasis_30_360.calculateDaysRemaining(FISADate previousCouponDate, FISADate nextCouponDate, FISADate settlementDate, int interestFrequency, boolean eomAdjust) Calculate the number of days remaining in a coupon period.
double	DayCountBasis_Actual.calculateDaysRemaining(FISADate previousCouponDate, FISADate nextCouponDate, FISADate settlementDate, int interestFrequency, boolean eomAdjust) Calculate the number of days remaining in a coupon period.
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)
FISADate	Redemption.generateLastInterestDate(FISADate synchronizeDate, InterestFrequency interestFrequency, boolean eomAdjust) Generates a date that would be the interest/dividend date just prior to redemption.
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.
abstract int	DayCountBasis.getDaysInYear(FISADate date) Calculate the number of days for a given year.
int	DayCountBasis_30E_360.getDaysInYear(FISADate date) Calculate the number of days for a given year.
int	DayCountBasis_30_360.getDaysInYear(FISADate date) Calculate the number of days for a given year.
int	DayCountBasis_Actual.getDaysInYear(FISADate date) Calculate the number of days for a given year.
int	DiscreteInterestRateSchedule.getIndex(FISADate date) Get the index of the given date.
int	InterestRateSchedule.getIndex(FISADate date) Get the index of the given date.
double	DiscreteInterestRateSchedule.getInterestRate(FISADate date) Get the interest rate that would be applicable for the given date.
double	InterestRateSchedule.getInterestRate(FISADate date) Get the interest rate that would be applicable for the given date.
boolean	FISADate.isInSync(FISADate date, InterestFrequency interestFrequency, boolean eomAdjust) A method to test whether this date is in sync with the provided date according to the provided interestFrequency and eomAdjust setting.
void	InterestRateStep.setConversionDate(FISADate conversionDate) Set the conversion date of this step.
void	Redemption.setDate(FISADate date) Sets the redemption Date.
void	AbstractSecurity.setDatedDate(FISADate datedDate) Set method for property datedDate.
void	AbstractPreferredSecurity.setDividendPaymentDate(FISADate dividendPaymentDate) Set the dividendPaymentDate.
void	AbstractPreferredSecurity.setExDividendDate(FISADate exDividendDate) Set the exDividendDate.
void	FixedInterestRateSecurity.setFirstInterestDate(FISADate firstInterestDate) Set the first interest date.
void	SteppedCouponSecurity.setFirstInterestDate(FISADate firstInterestDate) Set the first interest date.
void	Redemption.setLastInterestDate(FISADate lastInterestDate) Sets the interest date just prior to redemption.
void	MaturingSecurity.setMaturity(FISADate maturityDate) Sets maturity to a new Redemption object for the given maturityDate with a default redemption value of 100.
void	PreferredSecurity.setMaturity(FISADate maturityDate) Sets maturity to a new Redemption object for the given maturityDate with a default redemption value of 100.
void	MaturingSecurity.setMaturity(FISADate maturityDate, double redemptionValue) Sets maturity to a new Redemption object for the given maturityDate and redemptionValue.
void	PreferredSecurity.setMaturity(FISADate maturityDate, double redemptionValue) Sets maturity to a new Redemption object for the given maturityDate and redemptionValue.
void	DiscreteInterestRateSchedule.setSingleStep(double firstInterestRate, FISADate conversionDate, double newInterestRate) A convenience method to clear this schedule and set an initial interest rate with a single step.
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)

Constructors in com.ftlabs.fisa with parameters of type FISADate

DiscountSecurity(Market market, FISADate maturityDate, FISADate datedDate)
Creates a DiscountSecurity object of the given Market.

DiscreteInterestRateSchedule(double firstInterestRate, FISADate conversionDate, double newInterestRate)
A convenience constructor to create a DiscreteInterestRateSchedule with an initial interest rate and a single step.

InterestAtMaturitySecurity(Market market, FISADate maturityDate, double interestRate, FISADate datedDate)
Creates an InterestAtMaturitySecurity object of the given Market.

InterestRateStep(FISADate conversionDate, double interestRate)
Creates a new InterestRateStep using the provided conversionDate and interest rate.

Redemption(FISADate date, double value)
Creates a new instance of Redemption

Redemption(FISADate date, double value, FISADate lastInterestDate)
Creates a new instance of Redemption

Uses of FISADate in com.ftlabs.fisa.calc

Fields in com.ftlabs.fisa.calc declared as FISADate

protected FISADate	MultipleCashFlowCalculator.nextCouponDate
protected FISADate	MultipleCashFlowCalculator.settlementDate

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

FISADate	CouponDateGenerator.current() Returns a new FISADate to represent the current coupon date or quasi coupon date.
FISADate	Calculator.getCashFlowDate(int cashFlowIndex) Get a cash flow date for a particular cashflow, as specified by the provided cashFlowIndex.
FISADate	MultipleCashFlowCalculator.getCashFlowDate(int cashFlowIndex)
static FISADate	CouponDateGenerator.getNext(FISADate settlementDate, FISADate synchronizeDate, int interestFrequency, boolean eomAdjust)
static FISADate	CouponDateGenerator.getNext(FISADate currentCouponDate, int interestFrequency, boolean eomAdjust)
static FISADate	CouponDateGenerator.getNext(FISADate currentCouponDate, int periodCount, int interestFrequency, boolean eomAdjust)
static FISADate	CouponDateGenerator.getPrev(FISADate currentCouponDate, int interestFrequency, boolean eomAdjust)
static FISADate	CouponDateGenerator.getPrev(FISADate currentCouponDate, int periodCount, int interestFrequency, boolean eomAdjust)
FISADate	Calculator.getSettlementDate() Get the settlement date to which this Calculator is bound.
FISADate	MultipleCashFlowCalculator.getSettlementDate()
FISADate	CouponDateGenerator.next() Moves to the next coupon date or quasi coupon date and returns a new FISADate to represent that date.
FISADate	CouponDateGenerator.next(int periodCount) Move forward a number of periods as specified by periodCount and return the ending period date.
FISADate	CouponDateGenerator.prev() Moves to the previous coupon date or quasi coupon date and returns a new FISADate to represent that date.
FISADate	CouponDateGenerator.prev(int periodCount) Move backward a number of periods as specified by periodCount and return the ending period date.

Methods in com.ftlabs.fisa.calc with parameters of type FISADate

double	PeriodicRateCalculator.calculateRate(double rate, FISADate startDate, FISADate endDate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)
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)
void	CouponDateGenerator.current(FISADate date) Sets the provided date to the current coupon date or quasi coupon date.
void	Calculator.getCashFlowDate(int cashFlowIndex, FISADate date) Set the provided FISADate to the cash flow date of a particular cashflow, as specified by the provided cashFlowIndex.
void	MultipleCashFlowCalculator.getCashFlowDate(int cashFlowIndex, FISADate date)
static FISADate	CouponDateGenerator.getNext(FISADate settlementDate, FISADate synchronizeDate, int interestFrequency, boolean eomAdjust)
static void	CouponDateGenerator.getNext(FISADate settlementDate, FISADate synchronizeDate, int interestFrequency, boolean eomAdjust, FISADate nextCouponDate)
static FISADate	CouponDateGenerator.getNext(FISADate currentCouponDate, int interestFrequency, boolean eomAdjust)
static void	CouponDateGenerator.getNext(FISADate currentCouponDate, int interestFrequency, boolean eomAdjust, FISADate nextCouponDate)
static FISADate	CouponDateGenerator.getNext(FISADate currentCouponDate, int periodCount, int interestFrequency, boolean eomAdjust)
static void	CouponDateGenerator.getNext(FISADate currentCouponDate, int periodCount, int interestFrequency, boolean eomAdjust, FISADate nextCouponDate)
static FISADate	CouponDateGenerator.getPrev(FISADate currentCouponDate, int interestFrequency, boolean eomAdjust)
static void	CouponDateGenerator.getPrev(FISADate currentCouponDate, int interestFrequency, boolean eomAdjust, FISADate prevCouponDate)
static FISADate	CouponDateGenerator.getPrev(FISADate currentCouponDate, int periodCount, int interestFrequency, boolean eomAdjust)
static void	CouponDateGenerator.getPrev(FISADate currentCouponDate, int periodCount, int interestFrequency, boolean eomAdjust, FISADate prevCouponDate)
void	CouponDateGenerator.next(FISADate date) Moves to the next coupon date or quasi coupon date and sets the provided date to that date.
void	CouponDateGenerator.next(int periodCount, FISADate date) Move forward a number of periods as specified by periodCount and set the provided date to represent the ending period date.
void	CouponDateGenerator.prev(FISADate date) Moves to the previous coupon date or quasi coupon date and sets the provided date to that date.
void	CouponDateGenerator.prev(int periodCount, FISADate date) Move backward a number of periods as specified by periodCount and set the provided date to represent the ending period date.
void	CouponDateGenerator.setCurrent(FISADate date) Sets the current coupon date or quasi coupon date.
void	CouponDateGenerator.setToSettlementPeriod(FISADate settlementDate, FISADate lastInterestDate) Sets the current coupon date or quasi coupon date to be the next coupon date after the provided settlement date.
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)
void	ZeroCouponCalculator.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	MultipleCashFlowCalculator.setValues(FISADate settlementDate, Redemption redemption, double parValue, int interestFrequency, boolean eomAdjust, FISADate firstInterestDate)
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 with parameters of type FISADate

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)

MultipleCashFlowCalculator(FISADate settlementDate, Redemption redemption, double parValue, int interestFrequency, boolean eomAdjust, FISADate firstInterestDate)

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 FISADate in com.ftlabs.fisa.calc.cd

Methods in com.ftlabs.fisa.calc.cd with parameters of type FISADate

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 with parameters of type FISADate

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 FISADate in com.ftlabs.fisa.calc.indexed

Methods in com.ftlabs.fisa.calc.indexed with parameters of type FISADate

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 with parameters of type FISADate

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 FISADate in com.ftlabs.fisa.calc.jp

Methods in com.ftlabs.fisa.calc.jp with parameters of type FISADate

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 with parameters of type FISADate

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

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

Methods in com.ftlabs.fisa.calc.msrb with parameters of type FISADate

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 with parameters of type FISADate

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)