FixedIncome Methods |
The FixedIncome type exposes the following members.
Methods| Name | Description | |
|---|---|---|
  | Coupdaybs |
Returns the number of days between the coupon date preceding the settlement, and the settlement date.
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| Coupdays |
Returns the number of days in the coupon period that contains the settlement date.
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| Coupdaysnc |
Returns the number of days between the settlement date and the next coupon date.
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| Coupncd |
Returns the coupon date next after the settlement date.
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| Coupnum |
Returns the number of coupons (interest payments) between the settlement date and maturity.
|
| Couppcd |
Returns the coupon (interest payment) date which precedes the settlement date.
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| Price(DateTime, DateTime, Double, Double, Double, YieldFrequency, YieldBasis) |
Returns the price per $100 face value of a security that pays periodic interest.
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| Price(DateTime, DateTime, DateTime, IListDateTime, Double, Double, Double, YieldFrequency) |
Calculates a quoted price for an interest paying security, per 100 currency units par value.
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| Yield(DateTime, DateTime, Double, Double, Double, YieldFrequency, YieldBasis) |
Returns the yield on a security that pays periodic interest.
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| Yield(DateTime, DateTime, DateTime, IListDateTime, Double, Double, Double, YieldFrequency) |
Returns the yield on a security with coupon dates definition.
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| Yield(DateTime, DateTime, Double, Double, Double, YieldFrequency, YieldBasis, Int32, Double) |
Returns the yield on a security that pays periodic interest.
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| Yield(DateTime, DateTime, DateTime, IListDateTime, Double, Double, Double, YieldFrequency, Int32, Double) |
Returns the yield on a security with coupon dates definition.
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See Also