Public Instance Constructors
 ForwardRates Constructor | Initializes a new instance of the ForwardRates class. |
Public Instance Methods
| Equals (inherited from Object) | Determines whether the specified Object is equal to the current Object. |
| ForwardRate | Calculates the forward rate for a period of time between the `firstMaturity' and the `secondMaturity' when the continuously compounded zero rates for the `firstMaturity' and `secondMaturity' are known. |
| ForwardRateAgreement | Calculates the value of the forward rate agreement (FRA) for a holder which pays an interest rate `agreedRate' within the period between `firstMaturity' and `secondMaturity' on a principle sum `principle'. |
| ForwardRateAgreementWithExplicitTime | Calculates the value of the forward rate agreement (FRA) for a holder which pays an interest rate `agreedRate' within the period between `firstMaturity' and `secondMaturity' on a principle sum `principle'. |
| ForwardRateWithExplicitTime | Calculates the forward rate for a period of time between the `firstMaturity' and the `secondMaturity' when the continuously compounded zero rates for the `firstMaturity' and `secondMaturity' are known. |
| GetHashCode (inherited from Object) | Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table. |
| GetType (inherited from Object) | Gets the Type of the current instance. |
| Settlement | Evaluates the cash settlement (or equivalently, the present value of the cash flows) of a forward rate agreement at the point when the interest period starts (which is generally when the FRA will be settled in cash). |
| SettlementWithExplicitTime | Evaluates the cash settlement (or equivalently, the present value of the cash flows) of a forward rate agreement at the point when the interest period starts (which is generally when the FRA will be settled in cash). |
| ToString (inherited from Object) | Returns a String that represents the current Object. |
Protected Instance Methods
 Finalize (inherited from Object) | Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. |
| MemberwiseClone (inherited from Object) | Creates a shallow copy of the current Object. |
See Also
ForwardRates Class | WebCab.COM.Finance.Bonds Namespace