A B C D E F G H I L M N P Q R S T V Y Z _

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AbstractCalculator - Class in com.ftlabs.fisa.calc

AbstractCalculator() - Constructor for class com.ftlabs.fisa.calc.AbstractCalculator

AbstractPreferredSecurity - Class in com.ftlabs.fisa

Abstract Security implementation that includes call information and data required for preferred Securities.

AbstractPreferredSecurity(Market) - Constructor for class com.ftlabs.fisa.AbstractPreferredSecurity

Creates an AbstractCallableSecurity object of the given Market.

AbstractSecurity - Class in com.ftlabs.fisa

Abstract Security implementation with very minimum common fields.

AbstractSecurity(Market) - Constructor for class com.ftlabs.fisa.AbstractSecurity

Creates an AbstractSecurity object of the given Market.

AbstractYieldConvergence - Class in com.ftlabs.fisa.calc

AbstractYieldConvergence() - Constructor for class com.ftlabs.fisa.calc.AbstractYieldConvergence

AbstractYieldConvergence(double) - Constructor for class com.ftlabs.fisa.calc.AbstractYieldConvergence

ACT_360 - Static variable in class com.ftlabs.fisa.DayCountBasis

Actual/360 DayCountBasis implementation

ACT_365 - Static variable in class com.ftlabs.fisa.DayCountBasis

Actual/365 DayCountBasis implementation

ACT_365_NL - Static variable in class com.ftlabs.fisa.DayCountBasis

Actual/365_NL DayCountBasis implementation Actual/365, but ignores leap days for both accrued and days remaining.

ACT_ACT - Static variable in class com.ftlabs.fisa.DayCountBasis

Actual/Actual DayCountBasis implementation

act_df - Variable in class com.ftlabs.fisa.calc.LastPeriodCalculator

act_df - Variable in class com.ftlabs.fisa.calc.MultiplePeriodCalculator

act_ldf - Variable in class com.ftlabs.fisa.calc.MultiplePeriodCalculator

add(FISADate, double) - Method in class com.ftlabs.fisa.DiscreteCallSchedule

Create and add a new Redemption to this schedule using the provided date and value.

add(Redemption) - Method in class com.ftlabs.fisa.DiscreteCallSchedule

Add a call to this CallSchedule.

add(FISADate, double) - Method in class com.ftlabs.fisa.DiscreteInterestRateSchedule

Adds a new InterestRateStep to this DiscreteInterestRateSchedule, created using the provided date and interestRate.

addCPIValue(Date, double) - Method in class com.ftlabs.fisa.DefaultCPIFactory

Add a CPI value for the provided date.

addHoliday(Date) - Method in class com.ftlabs.fisa.DefaultHolidaySchedule

Add a holiday date to this schedule.

addSecurityInvalidationListener(SecurityInvalidationListener) - Method in class com.ftlabs.fisa.AbstractSecurity

Add a SecurityInvalidationListener.

AGENCY - Static variable in class com.ftlabs.fisa.Market.US

US/Agency Market.

ai - Variable in class com.ftlabs.fisa.calc.cd.CDFixedInterestRateCalculator

aif - Variable in class com.ftlabs.fisa.calc.InterestAtMaturityCalculator

aif - Variable in class com.ftlabs.fisa.calc.LastPeriodCalculator

aif - Variable in class com.ftlabs.fisa.calc.MultiplePeriodCalculator

Analytics - Interface in com.ftlabs.fisa.calc

An interface that represents all available analytics as calculated for a particular Price/Yield.

AnalyticValueType - Enum in com.ftlabs.fisa.calc

This enum structure contains all default AnalyticValueTypes.

ANNUAL - Static variable in class com.ftlabs.fisa.InterestFrequency

Static Annual InterestFrequency ( 1 ).