Serialized Form

Package com.ftlabs.fisa

Class com.ftlabs.fisa.AbstractPreferredSecurity extends AbstractSecurity implements Serializable

Serialized Fields

callSchedule

CallSchedule callSchedule

interestRate

double interestRate

interestFrequency

InterestFrequency interestFrequency

dividendPaymentDate

FISADate dividendPaymentDate

exDividendDate

FISADate exDividendDate

Class com.ftlabs.fisa.AbstractSecurity extends java.lang.Object implements Serializable

Serialized Fields

market

Market market

datedDate

FISADate datedDate

parValue

double parValue

dayCountBasis

DayCountBasis dayCountBasis

eomAdjust

boolean eomAdjust

listeners

java.util.List<E> listeners

Class com.ftlabs.fisa.DayCountBasis extends java.lang.Object implements Serializable

Class com.ftlabs.fisa.DayCountBasis_30_360 extends DayCountBasis implements Serializable

Class com.ftlabs.fisa.DayCountBasis_30E_360 extends DayCountBasis implements Serializable

Class com.ftlabs.fisa.DayCountBasis_Actual extends DayCountBasis implements Serializable

Serialized Fields

daysInYear

int daysInYear

excludeLeapDays

boolean excludeLeapDays

Class com.ftlabs.fisa.DefaultCPIFactory extends java.lang.Object implements Serializable

Serialized Fields

cpiValues

java.util.ArrayList<E> cpiValues

earliestYear

int earliestYear

Class com.ftlabs.fisa.DefaultHolidaySchedule extends java.lang.Object implements Serializable

Serialized Fields

holidays

java.util.HashSet<E> holidays

Class com.ftlabs.fisa.DiscountSecurity extends MaturingSecurity implements Serializable

Class com.ftlabs.fisa.DiscreteCallSchedule extends java.util.TreeSet<Redemption> implements Serializable

Serialized Fields

nextPremium

Redemption nextPremium

nextPar

Redemption nextPar

Class com.ftlabs.fisa.FISADate extends java.util.Date implements Serializable

Serialized Fields

year

short year

month

byte month

day

byte day

Class com.ftlabs.fisa.FixedInterestRateSecurity extends MaturingCallableSecurity implements Serializable

Serialized Fields

interestRate

double interestRate

interestFrequency

InterestFrequency interestFrequency

firstInterestDate

FISADate firstInterestDate

Class com.ftlabs.fisa.InflationIndexedSecurity extends FixedInterestRateSecurity implements Serializable

Serialized Fields

cpiFactory

CPIFactory cpiFactory

Class com.ftlabs.fisa.InterestAtMaturitySecurity extends MaturingCallableSecurity implements Serializable

Serialized Fields

interestRate

double interestRate

Class com.ftlabs.fisa.InterestRateStep extends java.lang.Object implements Serializable

Serialized Fields

conversionDate

FISADate conversionDate

interestRate

double interestRate

Class com.ftlabs.fisa.Market extends java.lang.Object implements Serializable

Serialized Fields

name

java.lang.String name

defaultDayCountBasis

DayCountBasis defaultDayCountBasis

defaultInterestFrequency

InterestFrequency defaultInterestFrequency

defaultEomAdjust

boolean defaultEomAdjust

defaultSettlementDays

int defaultSettlementDays

fixedInterestRateCalculatorFactory

FixedInterestRateCalculatorFactory fixedInterestRateCalculatorFactory

steppedCouponCalculatorFactory

SteppedCouponCalculatorFactory steppedCouponCalculatorFactory

class_defaultDayCountBasis

java.util.Map<K,V> class_defaultDayCountBasis

class_defaultInterestFrequency

java.util.Map<K,V> class_defaultInterestFrequency

class_defaultEomAdjust

java.util.Map<K,V> class_defaultEomAdjust

class_defaultSettlementDays

java.util.Map<K,V> class_defaultSettlementDays

Class com.ftlabs.fisa.MaturingCallableSecurity extends MaturingSecurity implements Serializable

Serialized Fields

callSchedule

CallSchedule callSchedule

Class com.ftlabs.fisa.MaturingSecurity extends AbstractSecurity implements Serializable

Serialized Fields

maturity

Redemption maturity

Class com.ftlabs.fisa.PerpetualPreferredSecurity extends AbstractPreferredSecurity implements Serializable

Class com.ftlabs.fisa.PreferredSecurity extends AbstractPreferredSecurity implements Serializable

Serialized Fields

maturity

Redemption maturity

Class com.ftlabs.fisa.Redemption extends java.lang.Object implements Serializable

Serialized Fields

date

FISADate date

value

double value

lastInterestDate

FISADate lastInterestDate

Class com.ftlabs.fisa.SettlementDateFactory extends java.lang.Object implements Serializable

Serialized Fields

holidays

HolidaySchedule holidays

Class com.ftlabs.fisa.SteppedCouponSecurity extends MaturingCallableSecurity implements Serializable

Serialized Fields

interestRateSchedule

InterestRateSchedule interestRateSchedule

interestFrequency

InterestFrequency interestFrequency

firstInterestDate

FISADate firstInterestDate

Class com.ftlabs.fisa.ZeroCouponSecurity extends MaturingCallableSecurity implements Serializable

Serialized Fields

interestFrequency

InterestFrequency interestFrequency

Package com.ftlabs.fisa.calc

Class com.ftlabs.fisa.calc.AbstractCalculator extends java.lang.Object implements Serializable

Class com.ftlabs.fisa.calc.AbstractYieldConvergence extends java.lang.Object implements Serializable

Serialized Fields

precision

double precision

Class com.ftlabs.fisa.calc.BinaryYieldConvergence extends AbstractYieldConvergence implements Serializable

Serialized Fields

adjustmentSteps

double adjustmentSteps

Class com.ftlabs.fisa.calc.CalculationException extends java.lang.Exception implements Serializable

Serialized Fields

errorCode

int errorCode

Class com.ftlabs.fisa.calc.CouponDateGenerator extends java.lang.Object implements Serializable

Serialized Fields

year

short year

month

byte month

day

byte day

interestFrequency

int interestFrequency

eomAdjust

boolean eomAdjust

referenceDay

byte referenceDay

Class com.ftlabs.fisa.calc.DefaultAnalytics extends java.lang.Object implements Serializable

Serialized Fields

calculator

Calculator calculator

price

double price

yield

double yield

priceValue1bp

double priceValue1bp

macaulayDuration

double macaulayDuration

convexity

double convexity

periodicYield

double periodicYield

totalInterestFlows

double totalInterestFlows

intOnInt

double intOnInt

Class com.ftlabs.fisa.calc.DefaultYieldConvergence extends AbstractYieldConvergence implements Serializable

Serialized Fields

divisor

double divisor

Class com.ftlabs.fisa.calc.DiscountCalculator extends com.ftlabs.fisa.calc.OneCashFlowCalculator implements Serializable

Serialized Fields

taxAdjustedRedemptionValue

double taxAdjustedRedemptionValue

df

double df

periodicTTF

double periodicTTF

daysRemaining

double daysRemaining

diy

double diy

Class com.ftlabs.fisa.calc.DiscountQuote extends java.lang.Object implements Serializable

Serialized Fields

discount

double discount

Class com.ftlabs.fisa.calc.FixedInterestRateCalculator extends MultiplePeriodCalculator implements Serializable

Serialized Fields

interestRate

double interestRate

cashFlowCount

int cashFlowCount

taxAdjustedInterestRate

double taxAdjustedInterestRate

taxAdjustedRedemptionValue

double taxAdjustedRedemptionValue

periodicYieldConvergable

YieldConvergable periodicYieldConvergable

Class com.ftlabs.fisa.calc.InterestAtMaturityCalculator extends com.ftlabs.fisa.calc.OneCashFlowCalculator implements Serializable

Serialized Fields

interestRate

double interestRate

taxAdjustedInterestRate

double taxAdjustedInterestRate

taxAdjustedRedemptionValue

double taxAdjustedRedemptionValue

aif

double aif

df

double df

lcf

double lcf

periodicTTF

double periodicTTF

Class com.ftlabs.fisa.calc.LastPeriodCalculator extends com.ftlabs.fisa.calc.OneCashFlowCalculator implements Serializable

Serialized Fields

aif

double aif

df

double df

lcf

double lcf

act_df

double act_df

Class com.ftlabs.fisa.calc.LastPeriodSimpleInterestCalculator extends LastPeriodCalculator implements Serializable

Serialized Fields

interestRate

double interestRate

taxAdjustedInterestRate

double taxAdjustedInterestRate

taxAdjustedRedemptionValue

double taxAdjustedRedemptionValue

Class com.ftlabs.fisa.calc.MultipleCashFlowCalculator extends AbstractCalculator implements Serializable

Serialized Fields

settlementDate

FISADate settlementDate

redemption

Redemption redemption

parValue

double parValue

interestFrequency

int interestFrequency

eomAdjust

boolean eomAdjust

nextCouponDate

FISADate nextCouponDate

Class com.ftlabs.fisa.calc.MultiplePeriodCalculator extends MultipleCashFlowCalculator implements Serializable

Serialized Fields

aif

double aif

fcf

double fcf

df

double df

lcf

double lcf

ldf

double ldf

act_df

double act_df

act_ldf

double act_ldf

Class com.ftlabs.fisa.calc.PerpetualPreferredCalculator extends PreferredCalculator implements Serializable

Class com.ftlabs.fisa.calc.PreferredCalculator extends com.ftlabs.fisa.calc.DelegatingCalculator implements Serializable

Serialized Fields

annualDividend

double annualDividend

accruedDividend

double accruedDividend

Class com.ftlabs.fisa.calc.PreferredFixedInterestRateCalculator extends PreferredCalculator implements Serializable

Class com.ftlabs.fisa.calc.PriceQuote extends java.lang.Object implements Serializable

Serialized Fields

price

double price

concession

double concession

Class com.ftlabs.fisa.calc.QuoteAnalytics extends java.lang.Object implements Serializable

Serialized Fields

price

double price

calculators

Calculator[] calculators

lowestYieldAnalytics

Analytics lowestYieldAnalytics

analytics

java.util.HashMap<K,V> analytics

Class com.ftlabs.fisa.calc.SpreadQuote extends YieldQuote implements Serializable

Serialized Fields

spread

double spread

spreadYield

double spreadYield

Class com.ftlabs.fisa.calc.SteppedCouponCalculator extends MultiplePeriodCalculator implements Serializable

Serialized Fields

interestRates

double[] interestRates

interestTaxRate

double interestTaxRate

taxAdjustedRedemptionValue

double taxAdjustedRedemptionValue

periodicYieldConvergable

YieldConvergable periodicYieldConvergable

Class com.ftlabs.fisa.calc.SteppedCouponCompoundingCalculator extends SteppedCouponCalculator implements Serializable

Class com.ftlabs.fisa.calc.YieldQuote extends java.lang.Object implements Serializable

Serialized Fields

yield

double yield

concession

double concession

redemptionType

YieldQuote.RedemptionType redemptionType

redemption

Redemption redemption

Class com.ftlabs.fisa.calc.ZeroCouponCalculator extends com.ftlabs.fisa.calc.OneCashFlowCalculator implements Serializable

Serialized Fields

quasiCouponCount

int quasiCouponCount

daysInPeriod

double daysInPeriod

daysRemaining

double daysRemaining

timeToFlow

double timeToFlow

periodicTimeToFlow

double periodicTimeToFlow

Package com.ftlabs.fisa.calc.cd

Class com.ftlabs.fisa.calc.cd.CDFixedInterestRateCalculator extends MultiplePeriodCalculator implements Serializable

Serialized Fields

interestRate

double interestRate

yearFractions

double[] yearFractions

remainingYearFraction

double remainingYearFraction

cashFlowCount

int cashFlowCount

ai

double ai

firstInterest

double firstInterest

lastInterest

double lastInterest

taxAdjustedInterestRate

double taxAdjustedInterestRate

taxAdjustedRedemptionValue

double taxAdjustedRedemptionValue

periodicYieldConvergable

YieldConvergable periodicYieldConvergable

Class com.ftlabs.fisa.calc.cd.CDLastPeriodCalculator extends LastPeriodCalculator implements Serializable

Serialized Fields

interestRate

double interestRate

yearFraction

double yearFraction

taxAdjustedInterestRate

double taxAdjustedInterestRate

taxAdjustedRedemptionValue

double taxAdjustedRedemptionValue

Class com.ftlabs.fisa.calc.cd.CDSteppedCouponCalculator extends SteppedCouponCalculator implements Serializable

Serialized Fields

yearFractions

double[] yearFractions

remainingYearFraction

double remainingYearFraction

Package com.ftlabs.fisa.calc.indexed

Class com.ftlabs.fisa.calc.indexed.InflationIndexedLastPeriodCalculator extends LastPeriodSimpleInterestCalculator implements Serializable

Serialized Fields

indexRatio

double indexRatio

Class com.ftlabs.fisa.calc.indexed.InflationIndexedMultiplePeriodCalculator extends FixedInterestRateCalculator implements Serializable

Serialized Fields

indexRatio

double indexRatio

Package com.ftlabs.fisa.calc.jp

Class com.ftlabs.fisa.calc.jp.SimpleYTRFixedInterestRateCalculator extends FixedInterestRateCalculator implements Serializable

Serialized Fields

lifeToMaturity

double lifeToMaturity

Package com.ftlabs.fisa.calc.msrb

Class com.ftlabs.fisa.calc.msrb.MSRBFixedInterestRateCalculator extends FixedInterestRateCalculator implements Serializable

Serialized Fields

pyPeriodsRemaining

int pyPeriodsRemaining

pyAif

double pyAif

pyFcf

double pyFcf

pyDf

double pyDf

Class com.ftlabs.fisa.calc.msrb.MSRBOneLongPeriodCalculator extends LastPeriodSimpleInterestCalculator implements Serializable

Serialized Fields

pyPeriodsRemaining

int pyPeriodsRemaining

pyAif

double pyAif

pyFcf

double pyFcf

pyDf

double pyDf

Class com.ftlabs.fisa.calc.msrb.MSRBOneShortPeriodCalculator extends LastPeriodSimpleInterestCalculator implements Serializable

Serialized Fields

pyAif

double pyAif

pyLcf

double pyLcf

pyDf

double pyDf

Class com.ftlabs.fisa.calc.msrb.MSRBSteppedCouponCalculator extends SteppedCouponCompoundingCalculator implements Serializable

Serialized Fields

pyPeriodsRemaining

int pyPeriodsRemaining

pyAif

double pyAif

pyFcf

double pyFcf

pyDf

double pyDf

Package com.ftlabs.fisa.util

Class com.ftlabs.fisa.util.PriceFractionFormat extends java.text.Format implements Serializable

Serialized Fields

precisionUnit

PriceFractionFormat.PrecisionUnit precisionUnit

fractionDelimiter

java.lang.String fractionDelimiter