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InflationIndexedCalculator
- Interface in
com.ftlabs.fisa.calc.indexed
Treasury-Inflation Protected Securities.
InflationIndexedLastPeriodCalculator
- Class in
com.ftlabs.fisa.calc.indexed
Treasury-Inflation Protected Securities multiple period.
InflationIndexedLastPeriodCalculator(FISADate, Redemption, double, double, DayCountBasis, int, boolean, FISADate, CPIFactory)
- Constructor for class com.ftlabs.fisa.calc.indexed.
InflationIndexedLastPeriodCalculator
InflationIndexedMultiplePeriodCalculator
- Class in
com.ftlabs.fisa.calc.indexed
Treasury-Inflation Protected Securities multiple period.
InflationIndexedMultiplePeriodCalculator(FISADate, Redemption, double, double, DayCountBasis, int, boolean, FISADate, FISADate, CPIFactory)
- Constructor for class com.ftlabs.fisa.calc.indexed.
InflationIndexedMultiplePeriodCalculator
InflationIndexedSecurity
- Class in
com.ftlabs.fisa
InflationIndexedSecurity(Market, CPIFactory)
- Constructor for class com.ftlabs.fisa.
InflationIndexedSecurity
Creates a InflationIndexedSecurity object of the given
Market
.
InterestAtMaturityCalculator
- Class in
com.ftlabs.fisa.calc
InterestAtMaturityCalculator(FISADate, Redemption, double, double, DayCountBasis, boolean, FISADate)
- Constructor for class com.ftlabs.fisa.calc.
InterestAtMaturityCalculator
InterestAtMaturitySecurity
- Class in
com.ftlabs.fisa
An interest at maturity implementation of Security.
InterestAtMaturitySecurity(Market)
- Constructor for class com.ftlabs.fisa.
InterestAtMaturitySecurity
Creates an InterestAtMaturitySecurity object of the given
Market
.
InterestAtMaturitySecurity(Market, FISADate, double, FISADate)
- Constructor for class com.ftlabs.fisa.
InterestAtMaturitySecurity
Creates an InterestAtMaturitySecurity object of the given
Market
.
interestFrequency
- Variable in class com.ftlabs.fisa.
AbstractPreferredSecurity
interestFrequency
- Variable in class com.ftlabs.fisa.calc.
MultipleCashFlowCalculator
InterestFrequency
- Class in
com.ftlabs.fisa
A class to define all of the supported interest frequencies.
interestRate
- Variable in class com.ftlabs.fisa.
AbstractPreferredSecurity
interestRate
- Variable in class com.ftlabs.fisa.calc.cd.
CDFixedInterestRateCalculator
interestRate
- Variable in class com.ftlabs.fisa.calc.cd.
CDLastPeriodCalculator
interestRate
- Variable in class com.ftlabs.fisa.calc.
FixedInterestRateCalculator
interestRate
- Variable in class com.ftlabs.fisa.calc.
InterestAtMaturityCalculator
interestRate
- Variable in class com.ftlabs.fisa.calc.
LastPeriodSimpleInterestCalculator
interestRates
- Variable in class com.ftlabs.fisa.calc.
SteppedCouponCalculator
InterestRateSchedule
- Interface in
com.ftlabs.fisa
This interface defines methods used to access coupon rates for securities that have variable interest rates.
InterestRateStep
- Class in
com.ftlabs.fisa
Contains a conversion date and a new interest rate for a Step Up/Down security.
InterestRateStep(FISADate, double)
- Constructor for class com.ftlabs.fisa.
InterestRateStep
Creates a new InterestRateStep using the provided conversionDate and interest rate.
interestTaxRate
- Variable in class com.ftlabs.fisa.calc.
SteppedCouponCalculator
intOnInt
- Variable in class com.ftlabs.fisa.calc.
DefaultAnalytics
invalidate()
- Method in class com.ftlabs.fisa.
AbstractSecurity
This method is called to inform all interested listeners that this
Security
has been changed.
invalidate()
- Method in interface com.ftlabs.fisa.
SecurityInvalidationListener
Informs implementer that the
Security
has changed.
isEom()
- Method in class com.ftlabs.fisa.
FISADate
isEomAdjust()
- Method in class com.ftlabs.fisa.
AbstractSecurity
Get method for property eomAdjust.
isHoliday(Date)
- Method in class com.ftlabs.fisa.
DefaultHolidaySchedule
Determines if the provided date is a holiday.
isHoliday(Date)
- Method in interface com.ftlabs.fisa.
HolidaySchedule
Determines if the provided date is a holiday.
isInSync(FISADate, InterestFrequency, boolean)
- Method in class com.ftlabs.fisa.
FISADate
A method to test whether this date is in sync with the provided date according to the provided interestFrequency and eomAdjust setting.
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