FixedIncome Class |
The fixed income calculation function set.
Inheritance HierarchySystemObject
FinMath.PerformanceAnalysisFixedIncome
FinMath.PerformanceAnalysisFixedIncome
Namespace: FinMath.PerformanceAnalysis
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public static class FixedIncome
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.
|
| Coupdays |
Returns the number of days in the coupon period that contains the settlement date.
|
| Coupdaysnc |
Returns the number of days between the settlement date and the next coupon date.
|
| Coupncd |
Returns the coupon date next after the settlement date.
|
| 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.
|
| Price(DateTime, DateTime, Double, Double, Double, YieldFrequency, YieldBasis) |
Returns the price per $100 face value of a security that pays periodic interest.
|
| 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.
|
| Yield(DateTime, DateTime, DateTime, IListDateTime, Double, Double, Double, YieldFrequency, Int32, Double) |
Returns the yield on a security with coupon dates definition.
|
See Also