sync toc
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.Futures
DailyReporting Class
DailyReporting Members
DailyReporting Constructor
Methods
AggregatePosition Method
ExcessMargin Method
Exchange Method
Margin Method
MarkToMarket Method
PriceAdjustment Method
Forwards Class
Forwards Members
Forwards Constructor
Methods
AggregatePosition Method
ForwardOnCurrencies Method
ForwardOnCurrencies Method (Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
ForwardOnCurrencies Method (Double, Double, Double, Double, Double)
LongForward Method
LongForward Method (Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
LongForward Method (Double, Double, Double, Double, Double)
LongPayOff Method
ShortForward Method
ShortForward Method (Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
ShortForward Method (Double, Double, Double, Double, Double)
ShortPayOff Method
Futures Class
Futures Members
Futures Constructor
Methods
AggregatePosition Method
FuturesPriceNoIncome Method
FuturesPriceNoIncome Method (Double, Double, DateTime, DateTime, BusinessCalendar)
FuturesPriceNoIncome Method (Double, Double, Double)
FuturesPriceOnCurrencies Method
FuturesPriceOnCurrencies Method (Double, Double, Double, DateTime, DateTime, BusinessCalendar)
FuturesPriceOnCurrencies Method (Double, Double, Double, Double)
FuturesPriceOnIndex Method
FuturesPriceOnIndex Method (Double, Double, Double, DateTime, DateTime, BusinessCalendar)
FuturesPriceOnIndex Method (Double, Double, Double, Double)
FuturesPriceWithDividend Method
FuturesPriceWithDividend Method (Double, Double, Double, DateTime, DateTime, BusinessCalendar)
FuturesPriceWithDividend Method (Double, Double, Double, Double)
FuturesPriceWithIncome Method
FuturesPriceWithIncome Method (Double, Double, Double, DateTime, DateTime, BusinessCalendar)
FuturesPriceWithIncome Method (Double, Double, Double, Double)
Gearing Method
FuturesHedging Class
FuturesHedging Members
FuturesHedging Constructor
Methods
BetaHedge Method
BetaModify Method
ClosestHedge Method
HedgeRatio Method
PearsonCorrelation Method
PortfolioBeta Method
StandardDeviation Method
FuturesOnCommodities Class
FuturesOnCommodities Members
FuturesOnCommodities Constructor
Methods
ConsumptionCommodity Method
ConsumptionCommodity Method (Double, Double, Double, DateTime, DateTime, BusinessCalendar)
ConsumptionCommodity Method (Double, Double, Double, Double)
ConsumptionCommodityWithCarry Method
ConsumptionCommodityWithCarry Method (Double, Double, Double, DateTime, DateTime, BusinessCalendar)
ConsumptionCommodityWithCarry Method (Double, Double, Double, Double)
ConsumptionCommodityWithProportionateCosts Method
ConsumptionCommodityWithProportionateCosts Method (Double, Double, Double, DateTime, DateTime, BusinessCalendar)
ConsumptionCommodityWithProportionateCosts Method (Double, Double, Double, Double)
ConvenienceYield Method
ConvenienceYield Method (Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
ConvenienceYield Method (Double, Double, Double, Double, Double)
ConvenienceYieldFromCarry Method
ConvenienceYieldFromCarry Method (Double, Double, Double, DateTime, DateTime, BusinessCalendar)
ConvenienceYieldFromCarry Method (Double, Double, Double, Double)
ConvenienceYieldWithProportionalCosts Method
ConvenienceYieldWithProportionalCosts Method (Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
ConvenienceYieldWithProportionalCosts Method (Double, Double, Double, Double, Double)
CostOfCarry Method
CostOfCarry Method (Double, Double, DateTime, DateTime, BusinessCalendar)
CostOfCarry Method (Double, Double, Double)
CostOfCarryForConsumption Method
CostOfCarryForConsumption Method (Double, Double, Double, DateTime, DateTime, BusinessCalendar)
CostOfCarryForConsumption Method (Double, Double, Double, Double)
InvestmentCommodity Method
InvestmentCommodity Method (Double, Double, Double, DateTime, DateTime, BusinessCalendar)
InvestmentCommodity Method (Double, Double, Double, Double)
InvestmentCommodityWithCarry Method
InvestmentCommodityWithCarry Method (Double, Double, DateTime, DateTime, BusinessCalendar)
InvestmentCommodityWithCarry Method (Double, Double, Double)
InvestmentCommodityWithProportionateCosts Method
InvestmentCommodityWithProportionateCosts Method (Double, Double, Double, DateTime, DateTime, BusinessCalendar)
InvestmentCommodityWithProportionateCosts Method (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
WebCab.Libraries.Finance.Futures.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.Options
BinaryOptions Class
BinaryOptions Members
BinaryOptions Constructor
Methods
PayOffCall Method
PayOffPut Method
EuropeanDelta Class
EuropeanDelta Members
EuropeanDelta Constructor
Methods
CallDelta Method
CallDelta Method (Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
CallDelta Method (Double, Double, Double, Double, Double)
CallDeltaOnCurrency Method
CallDeltaOnCurrency Method (Double, Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
CallDeltaOnCurrency Method (Double, Double, Double, Double, Double, Double)
CallDeltaOnIndex Method
CallDeltaOnIndex Method (Double, Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
CallDeltaOnIndex Method (Double, Double, Double, Double, Double, Double)
CallDeltaWithYield Method
CallDeltaWithYield Method (Double, Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
CallDeltaWithYield Method (Double, Double, Double, Double, Double, Double)
DeltaOfPortfolio Method
PutDelta Method
PutDelta Method (Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
PutDelta Method (Double, Double, Double, Double, Double)
PutDeltaOnCurrency Method
PutDeltaOnCurrency Method (Double, Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
PutDeltaOnCurrency Method (Double, Double, Double, Double, Double, Double)
PutDeltaOnIndex Method
PutDeltaOnIndex Method (Double, Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
PutDeltaOnIndex Method (Double, Double, Double, Double, Double, Double)
PutDeltaWithYield Method
PutDeltaWithYield Method (Double, Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
PutDeltaWithYield Method (Double, Double, Double, Double, Double, Double)
EuropeanEvaluation Class
EuropeanEvaluation Members
EuropeanEvaluation Constructor
Methods
Call Method
Call Method (Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
Call Method (Double, Double, Double, Double, Double)
CallOnCurrency Method
CallOnCurrency Method (Double, Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
CallOnCurrency Method (Double, Double, Double, Double, Double, Double)
CallOnFutures Method
CallOnFutures Method (Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
CallOnFutures Method (Double, Double, Double, Double, Double)
CallOnIndex Method
CallOnIndex Method (Double, Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
CallOnIndex Method (Double, Double, Double, Double, Double, Double)
CallPut Method
CallPut Method (Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
CallPut Method (Double, Double, Double, Double, Double)
CallWithDividends Method
CallWithDividends Method (Double, Double, Double, Double, DateTime, DateTime, Double[], Double[], BusinessCalendar)
CallWithDividends Method (Double, Double, Double, Double, Double, Double[], Double[])
CallWithYield Method
CallWithYield Method (Double, Double, Double, Double, Double, DateTime, DateTime, BusinessCalendar)
CallWithYield Method (Double, Double, Double, Double, Double, Double)