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WebCab.BusinessCalendar
AbstractBusinessCalendar Class
AbstractBusinessCalendar Members
AbstractBusinessCalendar Constructor
Fields
DAYS_IN_A_WEEK Field
MILLISECONDS_IN_A_DAY Field
MILLISECONDS_IN_A_HOUR Field
MILLISECONDS_IN_A_MINUTE Field
MILLISECONDS_IN_A_SECOND Field
Properties
Name Property
Methods
checkDayOfWeek Method
checkOrder Method
daysBetween Method
daysBetweenAsPercentAtYear Method
daysOfWeekBetween Method
isHoliday Method
isWorkingDay Method
nextHoliday Method
nextPaymentDate Method
nextWorkingDay Method
previousPaymentDate Method
workingDaysBetween Method
yearsBetween Method
BusinessCalendar Interface
BusinessCalendar Members
Properties
Name Property
Methods
daysBetween Method
daysOfWeekBetween Method
isHoliday Method
isWorkingDay Method
nextHoliday Method
nextPaymentDate Method
nextWorkingDay Method
previousPaymentDate Method
workingDaysBetween Method
yearsBetween Method
WebCab.BusinessCalendar.Cities
BeijingBusinessCalendar Class
BeijingBusinessCalendar Members
Methods
getInstance Method
isHoliday Method
BudapestBusinessCalendar Class
BudapestBusinessCalendar Members
Methods
getInstance Method
isHoliday Method
BusinessCalendarTimeConversions Class
BusinessCalendarTimeConversions Members
Methods
AccruedInterest Method
AccruedInterest Method (Double, DateTime, DateTime, DateTime, DateTime[], DateTime, Double[], String)
AccruedInterest Method (Double, DateTime, DateTime, DateTime, Object, DateTime, Object, String)
DaysBetweenAsDouble Method
DaysBetweenAsDouble Method (DateTime, DateTime, String)
DaysBetweenAsDouble Method (DateTime, DateTime, BusinessCalendar)
YearsBetweenAsDouble Method
YearsBetweenAsDouble Method (DateTime, DateTime, String)
YearsBetweenAsDouble Method (DateTime, DateTime, BusinessCalendar)
YearsBetweenAsDoubleArray Method
YearsBetweenAsDoubleArray Method (DateTime, DateTime[], String)
YearsBetweenAsDoubleArray Method (DateTime, DateTime[], BusinessCalendar)
YearsBetweenAsDoubleArray Method (DateTime, Object, String)
YearsBetweenAsDoubleArray Method (DateTime, Object, BusinessCalendar)
YearsBetweenAsInteger Method
YearsBetweenAsInteger Method (DateTime, DateTime, String)
YearsBetweenAsInteger Method (DateTime, DateTime, BusinessCalendar)
BusinessCalendarUtilities Class
BusinessCalendarUtilities Members
Fields
BEIJING_CALENDAR_NAME Field
BUDAPEST_CALENDAR_NAME Field
COPENHAGEN_CALENDAR_NAME Field
DEFAULT_CALENDAR_NAME Field
HONGKONG_CALENDAR_NAME Field
ITALY_CALENDAR_NAME Field
LONDON_CALENDAR_NAME Field
NEWYORK_CALENDAR_NAME Field
TOKYO_CALENDAR_NAME Field
Methods
autumnalEquinox Method
catholicEasterMonday Method
getInstance Method
vernalEquinox Method
CopenhagenBusinessCalendar Class
CopenhagenBusinessCalendar Members
Methods
getInstance Method
isHoliday Method
DayCountConventions Class
DayCountConventions Members
Fields
ACTUAL_360 Field
ACTUAL_365 Field
ACTUAL_ACTUAL Field
EUROPE_30_360 Field
US_30_360 Field
Methods
DaysBetween Method
DefaultBusinessCalendar Class
DefaultBusinessCalendar Members
Methods
getInstance Method
isHoliday Method
HongKongBusinessCalendar Class
HongKongBusinessCalendar Members
Methods
getInstance Method
isHoliday Method
ItalyBusinessCalendar Class
ItalyBusinessCalendar Members
Methods
getInstance Method
isHoliday Method
LondonBusinessCalendar Class
LondonBusinessCalendar Members
Methods
getInstance Method
isHoliday Method
NewYorkBusinessCalendar Class
NewYorkBusinessCalendar Members
Methods
getInstance Method
isHoliday Method
TokyoBusinessCalendar Class
TokyoBusinessCalendar Members
Methods
getInstance Method
isHoliday Method
WebCab.Libraries.Finance.Bonds
CalculatingZeroRates Class
CalculatingZeroRates Members
CalculatingZeroRates Constructor
Methods
ZeroRateBootstrap Method
ZeroRateBootstrap Method (DateTime, DateTime, Double[], DateTime[], Double[], Double, Double, BusinessCalendar)
ZeroRateBootstrap Method (Double, Double[], Double[], Double[], Double, Double)
ZeroRateCurve Method
ZeroRateCurve Method (Double[], DateTime, DateTime[], Double, BusinessCalendar)
ZeroRateCurve Method (Double[], Double[], Double)
ZeroRateFromZeroBond Method
ZeroRateFromZeroBond Method (DateTime, DateTime, Double, Double, BusinessCalendar)
ZeroRateFromZeroBond Method (Double, Double, Double)
DurationConvexity Class
DurationConvexity Members
DurationConvexity Constructor
Methods
BondPriceChange Method
Convexity Method
Convexity Method (Double, Double[], DateTime, DateTime[], Double, DateTime, BusinessCalendar)
Convexity Method (Double, Double[], Double[], Double, Double)
Duration Method
Duration Method (DateTime, DateTime, Double, Double, Int32, Int32)
Duration Method (Double, Double[], DateTime, DateTime[], Double, DateTime, BusinessCalendar)
Duration Method (Double, Double[], Double[], Double, Double)
DurationHedgeRatio Method
DurationOfPortfolio Method
DurationOfPortfolioValue Method
Mduration Method
PercentagePriceChange Method
PercentagePriceChange Method (Double, Double)
PercentagePriceChange Method (Double, Double, Double)
PercentagePriceChange Method (Double, Double, Int32, Double)
PercentagePriceChange Method (Double, Double[], Double[])
PriceOfBond Method
PriceOfBond Method (Double, Double[], DateTime, DateTime[], Double, DateTime, BusinessCalendar)
PriceOfBond Method (Double, Double[], Double[], Double, Double)
WeightOfBonds Method
FixedInterestBonds Class
FixedInterestBonds Members
FixedInterestBonds Constructor
Methods
CurrentPrice Method
CurrentPrice Method (Double, Double, DateTime, DateTime, BusinessCalendar)
CurrentPrice Method (Double, Double, Int32)
GrossInterestYield Method
GrossRedemptionYield Method
GrossRedemptionYield Method (Double, Double, DateTime, DateTime, Double, Double, BusinessCalendar)
GrossRedemptionYield Method (Double, Double, DateTime, DateTime, BusinessCalendar)
GrossRedemptionYield Method (Double, Double, Double, DateTime, DateTime, DateTime, DateTime, Double, Double, BusinessCalendar)
GrossRedemptionYield Method (Double, Double, Double, DateTime, DateTime, DateTime, BusinessCalendar)
GrossRedemptionYield Method (Double, Double, Double, Int32, Double)
GrossRedemptionYield Method (Double, Double, Double, Int32, Double, Double, Double)
GrossRedemptionYield Method (Double, Double, Int32)
GrossRedemptionYield Method (Double, Double, Int32, Double, Double)
HoldingPeriodReturn Method
HoldingPeriodReturn Method (Double, Double, Double, DateTime, DateTime, Double, Double, BusinessCalendar)
HoldingPeriodReturn Method (Double, Double, Double, DateTime, DateTime, BusinessCalendar)
HoldingPeriodReturn Method (Double, Double, Double, Int32)
HoldingPeriodReturn Method (Double, Double, Double, Int32, Double, Double)
NetInterestYield Method
NetRedemptionYield Method
NetRedemptionYield Method (Double, Double, Double, DateTime, DateTime, Double, Double, BusinessCalendar)
NetRedemptionYield Method (Double, Double, Double, DateTime, DateTime, BusinessCalendar)
NetRedemptionYield Method (Double, Double, Double, Int32)
NetRedemptionYield Method (Double, Double, Double, Int32, Double, Double)
SeriesOfPayments Method
SimpleYieldToMaturity Method
SimpleYieldToMaturity Method (Double, Double, DateTime, DateTime, BusinessCalendar)
SimpleYieldToMaturity Method (Double, Double, Double)
ForwardRates Class
ForwardRates Members
ForwardRates Constructor
Methods
ForwardRate Method
ForwardRate Method (Double, Double, DateTime, DateTime, DateTime, BusinessCalendar)
ForwardRate Method (Double, Double, Double, Double)
ForwardRateAgreement Method
ForwardRateAgreement Method (Double, Double, DateTime, DateTime, DateTime, Double, Double, BusinessCalendar)
ForwardRateAgreement Method (Double, Double, Double, Double, Double, Double)
Settlement Method
Settlement Method (Double, Double, DateTime, DateTime, DateTime, Double, BusinessCalendar)
Settlement Method (Double, Double, Double, Double, Double)
Interest Class
Interest Members
Interest Constructor
Methods
Deposit Method
Deposit Method (Double, DateTime, DateTime, Double, BusinessCalendar)
Deposit Method (Double, Double, Double)
DepositCompounded Method
DepositCompounded Method (Double, Double, DateTime, DateTime, Double, BusinessCalendar)
DepositCompounded Method (Double, Double, Double, Double)
DepositContinuouslyCompounded Method
DepositContinuouslyCompounded Method (Double, DateTime, DateTime, Double, BusinessCalendar)
DepositContinuouslyCompounded Method (Double, Double, Double)
InterestCompoundToContinuous Method
InterestContinuousToCompound Method
InterestPeriodConversion Method
NoSolutionException Class
NoSolutionException Members
NoSolutionException Constructor
TreasuryPrice Class
TreasuryPrice Members
TreasuryPrice Constructor
Methods
ParYield Method
ParYield Method (Double, DateTime, DateTime, Boolean, Double, DateTime[], Double[], BusinessCalendar)
ParYield Method (Double, Double, Boolean, Double, Double[], Double[])
PriceOfBond Method
PriceOfBond Method (Double, DateTime, DateTime, Double, Double[], DateTime[], Double[], BusinessCalendar)
PriceOfBond Method (Double, Double, Double, Double[], Double[], Double[])
TbondPrice Method
TbondPrice Method (DateTime, DateTime, Double, Double, Double, Int32, Int32)
TbondPrice Method (Double, Double, DateTime, DateTime, Double[], DateTime[], BusinessCalendar)
TbondPrice Method (Double, Double, Double, Double[], Double[])
YieldToMaturity Method
YieldToMaturity Method (Double, Double, DateTime, DateTime, DateTime, DateTime[], DateTime, Double[], BusinessCalendar, String)
YieldToMaturity Method (Double, Double, Double, Double[], Double[])
YieldToMaturityFromPrice Method
YieldToMaturityFromPrice Method (DateTime, DateTime, Double, Double, Double, Int32, Int32)
YieldToMaturityFromPrice Method (Double, Double[], Double[])
YieldToMaturityFromPrice Method (Double, Double[], Double[], Int32)
ZeroTBondPrice Method
ZeroTBondPrice Method (Double, Double, DateTime, DateTime, BusinessCalendar)
ZeroTBondPrice Method (Double, Double, Double)
ZeroYieldToMaturity Method
WebCab.Libraries.Finance.Bonds.ADO
ADOMediator Class
ADOMediator Members
ADOMediator Constructor
Properties
UnderlyingInstance Property
Methods
Finalize Method
OneSelect Method
OneSelect Method (String, String)
OneSelect Method (String, String, String, Object, Boolean)
Select Method
SelectAndUpdate Method
SelectAndUpdate Method (String, String, String, Object, Boolean)
SelectAndUpdate Method (String, String, String, Object, Object[][], Boolean)
setInputConnection Method
setOutputConnection Method
Update Method
ADOMediatorException Class
ADOMediatorException Members
ADOMediatorException Constructor
WebCab.Libraries.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
RunSimulation Method (Int32, Double, Double, Int32, Double)
RunSimulation Method (Int32, Int32, Double)
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