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WebCab.COM.Finance.Bonds
CalculatingZeroRates Class
CalculatingZeroRates Members
CalculatingZeroRates Constructor
Methods
ZeroRateBootstrap Method
ZeroRateBootstrapWithExplicitTime Method
ZeroRateCurve Method
ZeroRateCurveWithExplicitTime Method
ZeroRateFromZeroBond Method
ZeroRateFromZeroBondWithExplicitTime Method
DurationConvexity Class
DurationConvexity Members
DurationConvexity Constructor
Methods
BondPriceChange Method
Convexity Method
ConvexityWithExplicitTime Method
Duration Method
Duration Method (DateTime, DateTime, Double, Double, Int32, Int32)
Duration Method (Double, Double[], DateTime, DateTime[], Double, DateTime, String)
DurationHedgeRatio Method
DurationOfPortfolio Method
DurationOfPortfolioValue Method
DurationWithExplicitTime Method
Mduration Method
PercentagePriceChange Method
PercentagePriceChangeOfPortfolio Method
PercentagePriceChangeWhenPortfolioDurationKnown Method
PercentagePriceChangeWithDifferingCompounded Method
PriceOfBond Method
PriceOfBondWithExplicitTime Method
WeightOfBonds Method
FixedInterestBonds Class
FixedInterestBonds Members
FixedInterestBonds Constructor
Methods
CurrentPrice Method
CurrentPriceWithExplicitTime Method
GrossInterestYield Method
GrossRedemptionYield Method
GrossRedemptionYieldWhenCouponDue Method
GrossRedemptionYieldWhenCouponDueWithExplicitTime Method
GrossRedemptionYieldWhenCouponDueWithUpperLimitSet Method
GrossRedemptionYieldWhenCouponDueWithUpperLimitSetWithExplicitTime Method
GrossRedemptionYieldWithExplicitTime Method
GrossRedemptionYieldWithResultUpperLimitAndAccuracySet Method
GrossRedemptionYieldWithResultUpperLimitAndAccuracySetWithExplicitTime Method
HoldingPeriodReturn Method
HoldingPeriodReturnWithAccuracy Method
HoldingPeriodReturnWithAccuracyWithExplicitTime Method
HoldingPeriodReturnWithExplicitTime Method
NetInterestYield Method
NetRedemptionYield Method
NetRedemptionYieldWithAccuracy Method
NetRedemptionYieldWithAccuracyWithExplicitTime Method
NetRedemptionYieldWithExplicitTime Method
SeriesOfPayments Method
SimpleYieldToMaturity Method
SimpleYieldToMaturityWithExplicitTime Method
ForwardRates Class
ForwardRates Members
ForwardRates Constructor
Methods
ForwardRate Method
ForwardRateAgreement Method
ForwardRateAgreementWithExplicitTime Method
ForwardRateWithExplicitTime Method
Settlement Method
SettlementWithExplicitTime Method
Interest Class
Interest Members
Interest Constructor
Methods
Deposit Method
DepositCompounded Method
DepositCompoundedWithExplicitTime Method
DepositContinuouslyCompounded Method
DepositContinuouslyCompoundedWithExplicitTime Method
DepositWithExplicitTime Method
InterestCompoundToContinuous Method
InterestContinuousToCompound Method
InterestPeriodConversion Method
NoSolutionException Class
NoSolutionException Members
NoSolutionException Constructor
TreasuryPrice Class
TreasuryPrice Members
TreasuryPrice Constructor
Methods
ParYield Method
ParYieldWithExplicitTime Method
PriceOfBond Method
PriceOfBondWithExplicitTime Method
TbondPrice Method
TbondPrice Method (DateTime, DateTime, Double, Double, Double, Int32, Int32)
TbondPrice Method (Double, Double, DateTime, DateTime, Double[], DateTime[], String)
TbondPriceWithExplicitTime Method
YieldToMaturity Method
YieldToMaturityFromPrice Method
YieldToMaturityFromPrice Method (DateTime, DateTime, Double, Double, Double, Int32, Int32)
YieldToMaturityFromPrice Method (Double, Double[], Double[])
YieldToMaturityFromPrice Method (Double, Double[], Double[], Int32)
YieldToMaturityWithExplicitTime Method
ZeroTBondPrice Method
ZeroTBondPriceWithExplicitTime Method
ZeroYieldToMaturity Method
WebCab.COM.Finance.Bonds.Pricing
EvaluationException Class
EvaluationException Members
FieldElement Interface
FieldElement Members
Methods
div Method
isSubfield Method
mul_inv Method
InterestDerivatives Class
InterestDerivatives Members
InterestDerivatives Constructor
Methods
GetIntermediateResults Method
GetMaxPrice Method
GetMinPrice Method
GetPrice Method
GetStddev Method
RunSimulation Method
RunSimulationWithMaxError Method
SetAsianOptionContract Method
SetBarrier Method
SetBinaryOptionContract Method
SetBrennanSchwartzRateModel Method
SetCapForwardContract Method
SetCapSpotContract Method
SetConstantPriceModel Method
SetConstantRateModel Method
SetConstantVolatilityModel Method
SetConstantYieldCurveModel Method
SetCouponBondContract Method
SetCoxIngersollRossRateModel Method
SetFittedHoLeeRateModel Method
SetFittedHullWhiteRateModel Method
SetFloorForwardContract Method
SetFloorSpotContract Method
SetFongVasicekRateModel Method
SetForwardContract Method
SetForwardStartAtTheMoneyOptionContract Method
SetFutureContract Method
SetHJMRateModel Method
SetHostonVolatilityModel Method
SetHullWhiteVolatilityModel Method
SetLadderOption Method
SetLognormalPriceModel Method
SetLongstaffSchwartzRateModel Method
SetLookbackOption Method
SetPoissonPriceModel Method
SetSimplifiedBGMRateModel Method
SetVanillaInterestRateSwapForward Method
SetVanillaInterestRateSwapSpot Method
SetVanillaOptionContract Method
SetVanillaSwaptionSpotContract Method
SetVasicekRateModel Method
SetZeroCouponBondContract Method
MultidimF Interface
MultidimF Members
Properties
NVariables Property
Surface Property
Methods
comp Method
compMulti Method
extension Method
getValueAt Method
isFunction Method
toFunction Method
toSurface Method
MultidimKOrderDiffF Interface
MultidimKOrderDiffF Members
Methods
differentiate Method
getKOrderDerivative Method
PricingConstants Class
PricingConstants Members
Fields
ARITHMETIC Field
BARRIER Field
CALL Field
CONSTANT Field
CRANCK_NICHOLSON Field
DOWN Field
EXPLICIT Field
FULLY_IMPLICIT Field
GEOMETRIC Field
IN Field
LINEAR Field
MAX Field
MIN Field
OUT Field
PARASIAN Field
PARISIAN Field
PRICE Field
PRICE_VOLATILITY Field
PUT Field
RATE Field
RISK_FREE_RATE Field
SPLINE Field
STRIKE Field
UP Field
Methods
getPricingConstants Method
RingElement Interface
RingElement Members
Methods
add Method
mul Method
one Method
sub Method
zero Method
WebCab.COM.Finance.Interest
Developer Class
Developer Members
Developer Constructor
Methods
SumArithmeticSeries Method
SumFiniteGeometricSeries Method
SumInfiniteGeometricSeries Method
EffectiveAndNominalInterest Class
EffectiveAndNominalInterest Members
EffectiveAndNominalInterest Constructor
Methods
ConvertYearlyRate Method
ForceOfInterest Method
NominalRateOfInterest Method
RealReturn Method
Interest Class
Interest Members
Interest Constructor
Methods
AccumulatedValue Method
AverageInflation Method
AverageInterest Method
ContinuouslyCompounded Method
DepositAfterOnePeriod Method
DepreciationOverManyPeriods Method
DepreciationOverOnePeriod Method
DepreciationRate Method
InitialDeposit Method
InitialInvestment Method
InitialWorth Method
RealReturn Method
RealReturnEurope Method
RealReturnGeneral Method
RealReturnUkJapan Method
RealWorth Method
RealWorthEurope Method
RealWorthGeneral Method
RealWorthUkJapan Method
InterestException Class
InterestException Members
InterestException Constructor
InterestException Constructor ()
InterestException Constructor (String)
InterestException Constructor (Exception)
ValueOfAnnuityCertain Class
ValueOfAnnuityCertain Members
ValueOfAnnuityCertain Constructor
Methods
AccumulatedSeriesOfPayments Method
AccumulatedSeriesOfPaymentsInAdvance Method
ContinuousSeriesOfPaymentsAtEndOfInterval Method
PaymentsOfOnePerInterval Method
PaymentsOfOnePerIntervalInAdvance Method
ValueReturnYield Class
ValueReturnYield Members
ValueReturnYield Constructor
Methods
NominalYield Method
PresentValueNeeded Method
PresentValueNeededManyPeriods Method
RealReturnRepo Method
Yield Method
WebCab.COM.Finance.Pricing
BondsException Class
BondsException Members
BondsException Constructor
BondsException Constructor ()
BondsException Constructor (String)
BondsException Constructor (Exception)
BondsException Constructor (String, Exception)
InvalidParametersException Class
InvalidParametersException Members
InvalidParametersException Constructor
MonteCarloPricer Class
MonteCarloPricer Members
MonteCarloPricer Constructor
MonteCarloPricer Constructor (Int32, Int32)
MonteCarloPricer Constructor (Int32, Double, Double, Int32)
MonteCarloPricer Constructor (Int32, Double, Double, Int32, Boolean)
Methods
getDelta Method
getFairValue Method
getFirstDerivative Method
getGamma Method
getRho Method
getSecondDerivative Method
getTheta Method
getVega Method
inverseErff Method
MonteCarloResult Class
MonteCarloResult Members
Properties
Average Property
Price Property
Stddev Property
Methods
getIntermediateResults Method
getMaxPrice Method
getMinPrice Method
inverseErff Method
Pricer Interface
Pricer Members
Methods
getDelta Method
getFairValue Method
getFirstDerivative Method
getGamma Method
getRho Method
getSecondDerivative Method
getTheta Method
getVega Method
Pricing Class
Pricing Members
Pricing Constructor
Methods
getDelta Method
getFairValue Method
getFairValueComplete Method
getFirstDerivative Method
getGamma Method
getRho Method
getSecondDerivative Method
getTheta Method
getVega Method
Result Interface
Result Members
Properties
Price Property
SupportClass Class
SupportClass Members
SupportClass Constructor
Fields
Random Field
Methods
WriteStackTrace Method
SupportClass.CollectionsSupport Class
SupportClass.CollectionsSupport Members
SupportClass.CollectionsSupport Constructor
Methods
Copy Method
Fill Method
Max Method
Min Method
Shuffle Method
Shuffle Method (IList)
Shuffle Method (IList, Random)
Sort Method
SupportClass