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java.lang.Objectnet.sourceforge.agora.simulator.control.analysis.AnalysisToolPak
public class AnalysisToolPak
The Class AnalysisToolPak.
Constructor Summary | |
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AnalysisToolPak()
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Method Summary | |
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static double |
getAccrIntM(java.util.Date issue,
java.util.Date settlement,
double rate,
double redemption,
int basis)
Gets the accr int m. |
static double |
getCoupDays(java.util.Date settlement,
java.util.Date maturity,
int frequency,
int basis)
Gets the coup days. |
static double |
getCoupDaysNC(java.util.Date settlement,
java.util.Date maturity,
int frequency,
int basis)
Gets the coup days nc. |
static double |
getCoupNcd(java.util.Date settlement,
java.util.Date maturity,
int frequency,
int basis)
Gets the coup ncd. |
static double |
getCoupNum(java.util.Date settlement,
java.util.Date maturity,
int frequency,
int basis)
Gets the coup num. |
static double |
getCouponDayBS(java.util.Date settlement,
java.util.Date maturity,
int frequency,
int basis)
Gets the coupon day bs. |
static double |
getCoupPcd(java.util.Date settlement,
java.util.Date maturity,
int frequency,
int basis)
Gets the coup pcd. |
static double |
getDisc(java.util.Date settlement,
java.util.Date maturity,
double price,
double redemption,
int basis)
Gets the disc. |
static double |
getDuration(java.util.Date settlement,
java.util.Date maturity,
double rate,
double yield,
int frequency,
int basis)
Gets the duration. |
static double |
getMDuration(java.util.Date settlement,
java.util.Date maturity,
double rate,
double yield,
int frequency,
int basis)
Gets the m duration. |
static double |
getPrice(java.util.Date settlement,
java.util.Date maturity,
double rate,
double yield,
double redemption,
int frequency,
int basis)
Gets the price. |
static double |
getPriceDisc(java.util.Date settlement,
java.util.Date maturity,
double discount,
double redemption,
int basis)
Gets the price disc. |
static double |
getPriceMat(java.util.Date settlement,
java.util.Date maturity,
java.util.Date issue,
double rate,
double yield,
int basis)
Gets the price mat. |
static double |
getTBillEq(java.util.Date settlement,
java.util.Date maturity,
double discount)
Gets the t bill eq. |
static double |
getTBillPrice(java.util.Date settlement,
java.util.Date maturity,
double rate)
Gets the t bill price. |
static double |
getTBillYield(java.util.Date settlement,
java.util.Date maturity,
double price)
Gets the t bill yield. |
static double |
getYield(java.util.Date settlement,
java.util.Date maturity,
double rate,
double price,
double redemption,
int frequency,
int basis)
Gets the yield. |
static double |
getYieldDisc(java.util.Date settlement,
java.util.Date maturity,
double price,
double redemption,
int basis)
Gets the yield disc. |
static double |
getYieldMat(java.util.Date settlement,
java.util.Date maturity,
java.util.Date issue,
double rate,
double price,
int basis)
Gets the yield mat. |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public AnalysisToolPak()
Method Detail |
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public static double getCoupPcd(java.util.Date settlement, java.util.Date maturity, int frequency, int basis) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityfrequency
- the frequencybasis
- the basis
java.lang.Exception
- the exceptionpublic static double getCoupNcd(java.util.Date settlement, java.util.Date maturity, int frequency, int basis) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityfrequency
- the frequencybasis
- the basis
java.lang.Exception
- the exceptionpublic static double getCoupNum(java.util.Date settlement, java.util.Date maturity, int frequency, int basis) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityfrequency
- the frequencybasis
- the basis
java.lang.Exception
- the exceptionpublic static double getCouponDayBS(java.util.Date settlement, java.util.Date maturity, int frequency, int basis) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityfrequency
- the frequencybasis
- the basis
java.lang.Exception
- the exceptionpublic static double getCoupDays(java.util.Date settlement, java.util.Date maturity, int frequency, int basis) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityfrequency
- the frequencybasis
- the basis
java.lang.Exception
- the exceptionpublic static double getCoupDaysNC(java.util.Date settlement, java.util.Date maturity, int frequency, int basis) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityfrequency
- the frequencybasis
- the basis
java.lang.Exception
- the exceptionpublic static double getDisc(java.util.Date settlement, java.util.Date maturity, double price, double redemption, int basis)
settlement
- the settlementmaturity
- the maturityprice
- the priceredemption
- the redemptionbasis
- the basis
public static double getAccrIntM(java.util.Date issue, java.util.Date settlement, double rate, double redemption, int basis)
issue
- the issuesettlement
- the settlementrate
- the rateredemption
- the redemptionbasis
- the basis
public static double getPriceDisc(java.util.Date settlement, java.util.Date maturity, double discount, double redemption, int basis) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturitydiscount
- the discountredemption
- the redemptionbasis
- the basis
java.lang.Exception
- the exceptionpublic static double getYieldDisc(java.util.Date settlement, java.util.Date maturity, double price, double redemption, int basis) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityprice
- the priceredemption
- the redemptionbasis
- the basis
java.lang.Exception
- the exceptionpublic static double getPrice(java.util.Date settlement, java.util.Date maturity, double rate, double yield, double redemption, int frequency, int basis) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityrate
- the rateyield
- the yieldredemption
- the redemptionfrequency
- the frequencybasis
- the basis
java.lang.Exception
- the exceptionpublic static double getYield(java.util.Date settlement, java.util.Date maturity, double rate, double price, double redemption, int frequency, int basis) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityrate
- the rateprice
- the priceredemption
- the redemptionfrequency
- the frequencybasis
- the basis
java.lang.Exception
- the exceptionpublic static double getTBillPrice(java.util.Date settlement, java.util.Date maturity, double rate) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityrate
- the rate
java.lang.Exception
- the exceptionpublic static double getTBillYield(java.util.Date settlement, java.util.Date maturity, double price) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityprice
- the price
java.lang.Exception
- the exceptionpublic static double getTBillEq(java.util.Date settlement, java.util.Date maturity, double discount) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturitydiscount
- the discount
java.lang.Exception
- the exceptionpublic static double getPriceMat(java.util.Date settlement, java.util.Date maturity, java.util.Date issue, double rate, double yield, int basis) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityissue
- the issuerate
- the rateyield
- the yieldbasis
- the basis
java.lang.Exception
- the exceptionpublic static double getYieldMat(java.util.Date settlement, java.util.Date maturity, java.util.Date issue, double rate, double price, int basis) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityissue
- the issuerate
- the rateprice
- the pricebasis
- the basis
java.lang.Exception
- the exceptionpublic static double getDuration(java.util.Date settlement, java.util.Date maturity, double rate, double yield, int frequency, int basis) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityrate
- the rateyield
- the yieldfrequency
- the frequencybasis
- the basis
java.lang.Exception
- the exceptionpublic static double getMDuration(java.util.Date settlement, java.util.Date maturity, double rate, double yield, int frequency, int basis) throws java.lang.Exception
settlement
- the settlementmaturity
- the maturityrate
- the rateyield
- the yieldfrequency
- the frequencybasis
- the basis
java.lang.Exception
- the exception
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