Package com.ftlabs.fisa

Interface Summary

CallSchedule	An interface that defines methods required for a CallSchedule.
CPIFactory	This interface defines methods for retrieving CPI values for given dates and offsets.
HolidaySchedule	This interface provides methods used to determine if a given date is a holiday as defined by each implementation.
InterestRateSchedule	This interface defines methods used to access coupon rates for securities that have variable interest rates.
Security	This interface defines methods for retrieving Calculators for the implemented Security.
SecurityInvalidationListener	A listener for Security invalidation events.

Class Summary

AbstractPreferredSecurity	Abstract Security implementation that includes call information and data required for preferred Securities.
AbstractSecurity	Abstract Security implementation with very minimum common fields.
DayCountBasis	Defines an abstract class that is used to calculate the number of days between two dates.
DayCountBasis_30_360	Implementation of the 30/360 Day Count Basis.
DayCountBasis_30E_360	Implementation of the 30E/360 Day Count Basis.
DayCountBasis_Actual	Implementation of the Actual/Actual Day Count Basis.
DefaultCPIFactory	This is the default implementation of CPIFactory.
DefaultHolidaySchedule	This is the default implementation of HolidaySchedule.
DiscountSecurity	An implementation of a discount Security.
DiscreteCallSchedule	An implementation of CallSchedule for discrete calls.
DiscreteInterestRateSchedule
FISADate	An extension of java.util.Date that contains added properties and methods for day count calculation optimization.
FixedInterestRateSecurity	A fixed interest rate implementation of Security.
InflationIndexedSecurity
InterestAtMaturitySecurity	An interest at maturity implementation of Security.
InterestFrequency	A class to define all of the supported interest frequencies.
InterestRateStep	Contains a conversion date and a new interest rate for a Step Up/Down security.
Market	This class identifies the Market of a given Security and provides market default settings and market specific calculation methods.
Market.US	Static Collection of all supported US markets.
MaturingCallableSecurity	Abstract Security implementation that includes call information.
MaturingSecurity	An abstract implementation of Security for securities that mature.
PerpetualPreferredSecurity
PreferredSecurity	An implementation of Security for Preferreds.
Redemption	A class to represent any redemption date and rate.
SettlementDateFactory	This class provides methods for getting a settlement date taking weekend days and holidays into consideration.
SteppedCouponSecurity	A stepped coupon implementation of Security.
ZeroCouponSecurity	A zero coupon implementation of Security.