Uses of Class
com.ftlabs.fisa.Redemption

Packages that use Redemption
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 Redemption in com.ftlabs.fisa
 

Methods in com.ftlabs.fisa that return Redemption
 Redemption MaturingSecurity.getMaturity()
          Get the maturity Redemption.
 Redemption PreferredSecurity.getMaturity()
          Get the maturity Redemption.
 Redemption CallSchedule.getNextCall()
          Get the next call.
 Redemption DiscreteCallSchedule.getNextCall()
          Get the next call.
 Redemption CallSchedule.getNextParCall()
          Get the next par call.
 Redemption DiscreteCallSchedule.getNextParCall()
          Get the next par call.
 Redemption CallSchedule.getNextPremiumCall()
          Get the next premium call.
 Redemption DiscreteCallSchedule.getNextPremiumCall()
          Get the next premium call.
 

Methods in com.ftlabs.fisa with parameters of type Redemption
 boolean DiscreteCallSchedule.add(Redemption redemption)
          Add a call to this CallSchedule.
 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.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, 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.
 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 MaturingSecurity.setMaturity(Redemption maturity)
          Set the maturity Redemption.
 void PreferredSecurity.setMaturity(Redemption maturity)
          Set the maturity Redemption.
 

Constructors in com.ftlabs.fisa with parameters of type Redemption
DiscreteCallSchedule(Redemption... redemptions)
          Create a new DiscreteCallSchedule that is populated with the provided Redemptions.
ZeroCouponSecurity(Market market, Redemption maturity, InterestFrequency interestFrequency)
          Creates a ZeroCouponSecurity object of the given Market.
 

Uses of Redemption in com.ftlabs.fisa.calc
 

Fields in com.ftlabs.fisa.calc declared as Redemption
protected  Redemption MultipleCashFlowCalculator.redemption
           
 

Methods in com.ftlabs.fisa.calc that return Redemption
 Redemption Analytics.getRedemption()
          Get the Redemption object to which this Analytics object was calculated.
 Redemption Calculator.getRedemption()
          Get the Redemption to which this Calculator is bound.
 Redemption DefaultAnalytics.getRedemption()
          Get the Redemption object to which this Analytics object is calculated.
 Redemption MultipleCashFlowCalculator.getRedemption()
           
 Redemption QuoteAnalytics.getRedemption()
           
 Redemption YieldQuote.getRedemption()
          Get the specific Redemption if any, to which this quote is priced.
 Redemption QuoteAnalytics.getRedemption(int index)
           
 

Methods in com.ftlabs.fisa.calc with parameters of type Redemption
 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)
           
 Analytics QuoteAnalytics.getAnalytics(Redemption redemption)
           
 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 Redemption
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)
           
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.
SpreadQuote(double spread, double spreadYield, Redemption redemption)
          Constructs a new SpreadQuote from the provided spread, spreadYield and priced to the provided Redemption.
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)
           
YieldQuote(double yield, double concession, Redemption redemption)
          Constructs a new YieldQuote using the given yield less concession, priced to the given Redemption.
YieldQuote(double yield, Redemption redemption)
          Constructs a new YieldQuote from the given yield and Redemption without a concession.
ZeroCouponCalculator(FISADate settlementDate, Redemption redemption, double parValue, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust)
           
 

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

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

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

Methods in com.ftlabs.fisa.calc.jp with parameters of type Redemption
 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 Redemption
SimpleYTRFixedInterestRateCalculator(FISADate settlementDate, Redemption redemption, double parValue, double interestRate, DayCountBasis dayCountBasis, int interestFrequency, boolean eomAdjust, FISADate datedDate, FISADate firstInterestDate)
           
 

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

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