net.sourceforge.fixagora.basis.shared.control.analysis
Class AnalysisToolPak

java.lang.Object
  net.sourceforge.fixagora.basis.shared.control.analysis.AnalysisToolPak

public class AnalysisToolPak
extends java.lang.Object

The Class AnalysisToolPak.

Constructor Summary

AnalysisToolPak()

Method Summary

static double	getAccrInt(java.util.Date issue, java.util.Date firstInterest, java.util.Date settlement, double rate, double redemption, int frequency, int basis) Gets the accr int.
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	getEffect(double nominal, double npery) Gets the effect.
static double	getIntRate(java.util.Date settlement, java.util.Date maturity, double investement, double redemption, int basis) Gets the int rate.
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	getNominal(double effect, double npery) Gets the nominal.
static double	getNPer(double rate, double pmt, double pv, double fv, double type) Gets the n per.
static double	getOddFPrice(java.util.Date settlement, java.util.Date maturity, java.util.Date issue, java.util.Date firstCoupon, double rate, double yield, double redemption, int frequency, int basis) Gets the odd f price.
static double	getOddFYield(java.util.Date settlement, java.util.Date maturity, java.util.Date issue, java.util.Date firstCoupon, double rate, double price, double redemption, int frequency, int basis) Gets the odd f yield.
static double	getOddLPrice(java.util.Date settlement, java.util.Date maturity, java.util.Date lastInterest, double rate, double yield, double redemption, int frequency, int basis) Gets the odd l price.
static double	getOddLYield(java.util.Date settlement, java.util.Date maturity, java.util.Date lastInterest, double rate, double price, double redemption, int frequency, int basis) Gets the odd l yield.
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

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AnalysisToolPak

public AnalysisToolPak()

Method Detail

getCoupPcd

public static double getCoupPcd(java.util.Date settlement,
                                java.util.Date maturity,
                                int frequency,
                                int basis)
                         throws java.lang.Exception

Gets the coup pcd.

Parameters:

settlement - the settlement

maturity - the maturity

frequency - the frequency

basis - the basis

Returns:

the coup pcd

Throws:

java.lang.Exception - the exception

getCoupNcd

public static double getCoupNcd(java.util.Date settlement,
                                java.util.Date maturity,
                                int frequency,
                                int basis)
                         throws java.lang.Exception

Gets the coup ncd.

Parameters:

settlement - the settlement

maturity - the maturity

frequency - the frequency

basis - the basis

Returns:

the coup ncd

Throws:

java.lang.Exception - the exception

getCoupNum

public static double getCoupNum(java.util.Date settlement,
                                java.util.Date maturity,
                                int frequency,
                                int basis)
                         throws java.lang.Exception

Gets the coup num.

Parameters:

settlement - the settlement

maturity - the maturity

frequency - the frequency

basis - the basis

Returns:

the coup num

Throws:

java.lang.Exception - the exception

getCouponDayBS

public static double getCouponDayBS(java.util.Date settlement,
                                    java.util.Date maturity,
                                    int frequency,
                                    int basis)
                             throws java.lang.Exception

Gets the coupon day bs.

Parameters:

settlement - the settlement

maturity - the maturity

frequency - the frequency

basis - the basis

Returns:

the coupon day bs

Throws:

java.lang.Exception - the exception

getCoupDays

public static double getCoupDays(java.util.Date settlement,
                                 java.util.Date maturity,
                                 int frequency,
                                 int basis)
                          throws java.lang.Exception

Gets the coup days.

Parameters:

settlement - the settlement

maturity - the maturity

frequency - the frequency

basis - the basis

Returns:

the coup days

Throws:

java.lang.Exception - the exception

getAccrInt

public static double getAccrInt(java.util.Date issue,
                                java.util.Date firstInterest,
                                java.util.Date settlement,
                                double rate,
                                double redemption,
                                int frequency,
                                int basis)
                         throws java.lang.Exception

Gets the accr int.

Parameters:

issue - the issue

firstInterest - the first interest

settlement - the settlement

rate - the rate

redemption - the redemption

frequency - the frequency

basis - the basis

Returns:

the accr int

Throws:

java.lang.Exception - the exception

getCoupDaysNC

public static double getCoupDaysNC(java.util.Date settlement,
                                   java.util.Date maturity,
                                   int frequency,
                                   int basis)
                            throws java.lang.Exception

Gets the coup days nc.

Parameters:

settlement - the settlement

maturity - the maturity

frequency - the frequency

basis - the basis

Returns:

the coup days nc

Throws:

java.lang.Exception - the exception

getDisc

public static double getDisc(java.util.Date settlement,
                             java.util.Date maturity,
                             double price,
                             double redemption,
                             int basis)

Gets the disc.

Parameters:

settlement - the settlement

maturity - the maturity

price - the price

redemption - the redemption

basis - the basis

Returns:

the disc

getAccrIntM

public static double getAccrIntM(java.util.Date issue,
                                 java.util.Date settlement,
                                 double rate,
                                 double redemption,
                                 int basis)

Gets the accr int m.

Parameters:

issue - the issue

settlement - the settlement

rate - the rate

redemption - the redemption

basis - the basis

Returns:

the accr int m

getPriceDisc

public static double getPriceDisc(java.util.Date settlement,
                                  java.util.Date maturity,
                                  double discount,
                                  double redemption,
                                  int basis)
                           throws java.lang.Exception

Gets the price disc.

Parameters:

settlement - the settlement

maturity - the maturity

discount - the discount

redemption - the redemption

basis - the basis

Returns:

the price disc

Throws:

java.lang.Exception - the exception

getYieldDisc

public static double getYieldDisc(java.util.Date settlement,
                                  java.util.Date maturity,
                                  double price,
                                  double redemption,
                                  int basis)
                           throws java.lang.Exception

Gets the yield disc.

Parameters:

settlement - the settlement

maturity - the maturity

price - the price

redemption - the redemption

basis - the basis

Returns:

the yield disc

Throws:

java.lang.Exception - the exception

getPrice

public 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

Gets the price.

Parameters:

settlement - the settlement

maturity - the maturity

rate - the rate

yield - the yield

redemption - the redemption

frequency - the frequency

basis - the basis

Returns:

the price

Throws:

java.lang.Exception - the exception

getYield

public 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

Gets the yield.

Parameters:

settlement - the settlement

maturity - the maturity

rate - the rate

price - the price

redemption - the redemption

frequency - the frequency

basis - the basis

Returns:

the yield

Throws:

java.lang.Exception - the exception

getTBillPrice

public static double getTBillPrice(java.util.Date settlement,
                                   java.util.Date maturity,
                                   double rate)
                            throws java.lang.Exception

Gets the t bill price.

Parameters:

settlement - the settlement

maturity - the maturity

rate - the rate

Returns:

the t bill price

Throws:

java.lang.Exception - the exception

getTBillYield

public static double getTBillYield(java.util.Date settlement,
                                   java.util.Date maturity,
                                   double price)
                            throws java.lang.Exception

Gets the t bill yield.

Parameters:

settlement - the settlement

maturity - the maturity

price - the price

Returns:

the t bill yield

Throws:

java.lang.Exception - the exception

getTBillEq

public static double getTBillEq(java.util.Date settlement,
                                java.util.Date maturity,
                                double discount)
                         throws java.lang.Exception

Gets the t bill eq.

Parameters:

settlement - the settlement

maturity - the maturity

discount - the discount

Returns:

the t bill eq

Throws:

java.lang.Exception - the exception

getPriceMat

public 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

Gets the price mat.

Parameters:

settlement - the settlement

maturity - the maturity

issue - the issue

rate - the rate

yield - the yield

basis - the basis

Returns:

the price mat

Throws:

java.lang.Exception - the exception

getYieldMat

public 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

Gets the yield mat.

Parameters:

settlement - the settlement

maturity - the maturity

issue - the issue

rate - the rate

price - the price

basis - the basis

Returns:

the yield mat

Throws:

java.lang.Exception - the exception

getDuration

public static double getDuration(java.util.Date settlement,
                                 java.util.Date maturity,
                                 double rate,
                                 double yield,
                                 int frequency,
                                 int basis)
                          throws java.lang.Exception

Gets the duration.

Parameters:

settlement - the settlement

maturity - the maturity

rate - the rate

yield - the yield

frequency - the frequency

basis - the basis

Returns:

the duration

Throws:

java.lang.Exception - the exception

getMDuration

public static double getMDuration(java.util.Date settlement,
                                  java.util.Date maturity,
                                  double rate,
                                  double yield,
                                  int frequency,
                                  int basis)
                           throws java.lang.Exception

Gets the m duration.

Parameters:

settlement - the settlement

maturity - the maturity

rate - the rate

yield - the yield

frequency - the frequency

basis - the basis

Returns:

the m duration

Throws:

java.lang.Exception - the exception

getOddLPrice

public static double getOddLPrice(java.util.Date settlement,
                                  java.util.Date maturity,
                                  java.util.Date lastInterest,
                                  double rate,
                                  double yield,
                                  double redemption,
                                  int frequency,
                                  int basis)
                           throws java.lang.Exception

Gets the odd l price.

Parameters:

settlement - the settlement

maturity - the maturity

lastInterest - the last interest

rate - the rate

yield - the yield

redemption - the redemption

frequency - the frequency

basis - the basis

Returns:

the odd l price

Throws:

java.lang.Exception - the exception

getOddLYield

public static double getOddLYield(java.util.Date settlement,
                                  java.util.Date maturity,
                                  java.util.Date lastInterest,
                                  double rate,
                                  double price,
                                  double redemption,
                                  int frequency,
                                  int basis)
                           throws java.lang.Exception

Gets the odd l yield.

Parameters:

settlement - the settlement

maturity - the maturity

lastInterest - the last interest

rate - the rate

price - the price

redemption - the redemption

frequency - the frequency

basis - the basis

Returns:

the odd l yield

Throws:

java.lang.Exception - the exception

getOddFPrice

public static double getOddFPrice(java.util.Date settlement,
                                  java.util.Date maturity,
                                  java.util.Date issue,
                                  java.util.Date firstCoupon,
                                  double rate,
                                  double yield,
                                  double redemption,
                                  int frequency,
                                  int basis)
                           throws java.lang.Exception

Gets the odd f price.

Parameters:

settlement - the settlement

maturity - the maturity

issue - the issue

firstCoupon - the first coupon

rate - the rate

yield - the yield

redemption - the redemption

frequency - the frequency

basis - the basis

Returns:

the odd f price

Throws:

java.lang.Exception - the exception

getOddFYield

public static double getOddFYield(java.util.Date settlement,
                                  java.util.Date maturity,
                                  java.util.Date issue,
                                  java.util.Date firstCoupon,
                                  double rate,
                                  double price,
                                  double redemption,
                                  int frequency,
                                  int basis)
                           throws java.lang.Exception

Gets the odd f yield.

Parameters:

settlement - the settlement

maturity - the maturity

issue - the issue

firstCoupon - the first coupon

rate - the rate

price - the price

redemption - the redemption

frequency - the frequency

basis - the basis

Returns:

the odd f yield

Throws:

java.lang.Exception - the exception

getIntRate

public static double getIntRate(java.util.Date settlement,
                                java.util.Date maturity,
                                double investement,
                                double redemption,
                                int basis)
                         throws java.lang.Exception

Gets the int rate.

Parameters:

settlement - the settlement

maturity - the maturity

investement - the investement

redemption - the redemption

basis - the basis

Returns:

the int rate

Throws:

java.lang.Exception - the exception

getEffect

public static double getEffect(double nominal,
                               double npery)
                        throws java.lang.Exception

Gets the effect.

Parameters:

nominal - the nominal

npery - the npery

Returns:

the effect

Throws:

java.lang.Exception - the exception

getNominal

public static double getNominal(double effect,
                                double npery)
                         throws java.lang.Exception

Gets the nominal.

Parameters:

effect - the effect

npery - the npery

Returns:

the nominal

Throws:

java.lang.Exception - the exception

getNPer

public static double getNPer(double rate,
                             double pmt,
                             double pv,
                             double fv,
                             double type)
                      throws java.lang.Exception

Gets the n per.

Parameters:

rate - the rate

pmt - the pmt

pv - the pv

fv - the fv

type - the type

Returns:

the n per

Throws:

java.lang.Exception - the exception