Uses of Class
com.imsl.finance.DayCountBasis

Packages that use DayCountBasis

Package	Description
com.imsl.finance	Financial computations.

Uses of DayCountBasis in com.imsl.finance

Fields in com.imsl.finance declared as DayCountBasis

Modifier and Type	Field	Description
static final DayCountBasis	DayCountBasis.Basis30e360	Computations are based on the assumption of 30 days per month and 360 days per year.
static final DayCountBasis	DayCountBasis.BasisActual360	Computations are based on the number of days in a month based on the actual calendar value and the number of days, but assuming 360 days per year.
static final DayCountBasis	DayCountBasis.BasisActual365	Computations are based on the number of days in a month based on the actual calendar value and the number of days, but assuming 365 days per year.
static final DayCountBasis	DayCountBasis.BasisActualActual	Computations are based on the actual calendar.
static final DayCountBasis	DayCountBasis.BasisNASD	Computations are based on the assumption of 30 days per month and 360 days per year.

Methods in com.imsl.finance with parameters of type DayCountBasis

Modifier and Type	Method	Description
static double	Bond.accrint(GregorianCalendar issue, GregorianCalendar firstCoupon, GregorianCalendar settlement, double rate, double par, int frequency, DayCountBasis basis)	Returns the interest which has accrued on a security that pays interest periodically.
static double	Bond.accrintm(GregorianCalendar issue, GregorianCalendar maturity, double rate, double par, DayCountBasis basis)	Returns the interest which has accrued on a security that pays interest at maturity.
static double	Bond.amordegrc(double cost, GregorianCalendar issue, GregorianCalendar firstPeriod, double salvage, int period, double rate, DayCountBasis basis)	Returns the depreciation for each accounting period.
static double	Bond.amorlinc(double cost, GregorianCalendar issue, GregorianCalendar firstPeriod, double salvage, int period, double rate, DayCountBasis basis)	Returns the depreciation for each accounting period.
static double	Bond.convexity(GregorianCalendar settlement, GregorianCalendar maturity, double coupon, double yield, int frequency, DayCountBasis basis)	Returns the convexity for a security.
static double	Bond.coupdays(GregorianCalendar settlement, GregorianCalendar maturity, int frequency, DayCountBasis basis)	Returns the number of days in the coupon period containing the settlement date.
static int	Bond.coupdaysbs(GregorianCalendar settlement, GregorianCalendar maturity, int frequency, DayCountBasis basis)	Returns the number of days starting with the beginning of the coupon period and ending with the settlement date.
static int	Bond.coupdaysnc(GregorianCalendar settlement, GregorianCalendar maturity, int frequency, DayCountBasis basis)	Returns the number of days starting with the settlement date and ending with the next coupon date.
static GregorianCalendar	Bond.coupncd(GregorianCalendar settlement, GregorianCalendar maturity, int frequency, DayCountBasis basis)	Returns the first coupon date which follows the settlement date.
static int	Bond.coupnum(GregorianCalendar settlement, GregorianCalendar maturity, int frequency, DayCountBasis basis)	Returns the number of coupons payable between the settlement date and the maturity date.
static GregorianCalendar	Bond.couppcd(GregorianCalendar settlement, GregorianCalendar maturity, int frequency, DayCountBasis basis)	Returns the coupon date which immediately precedes the settlement date.
static double	Bond.disc(GregorianCalendar settlement, GregorianCalendar maturity, double price, double redemption, DayCountBasis basis)	Returns the implied interest rate of a discount bond.
static double	Bond.duration(GregorianCalendar settlement, GregorianCalendar maturity, double coupon, double yield, int frequency, DayCountBasis basis)	Returns the Macaulay duration of a security where the security has periodic interest payments.
static double	Bond.intrate(GregorianCalendar settlement, GregorianCalendar maturity, double investment, double redemption, DayCountBasis basis)	Returns the interest rate of a fully invested security.
static double	Bond.mduration(GregorianCalendar settlement, GregorianCalendar maturity, double coupon, double yield, int frequency, DayCountBasis basis)	Returns the modified Macaulay duration for a security with an assumed par value of $100.
static double	Bond.price(GregorianCalendar settlement, GregorianCalendar maturity, double rate, double yield, double redemption, int frequency, DayCountBasis basis)	Returns the price, per $100 face value, of a security that pays periodic interest.
static double	Bond.price(GregorianCalendar settlement, GregorianCalendar maturity, GregorianCalendar lastCoupon, double rate, double yield, double redemption, int frequency, DayCountBasis basis)	Returns the price of an odd last period coupon bond, given its yield.
static double	Bond.price(GregorianCalendar settlement, GregorianCalendar maturity, GregorianCalendar issueDate, GregorianCalendar firstCoupon, double rate, double yield, double redemption, int frequency, DayCountBasis basis)	Returns the price of an odd first period coupon bond, given its yield.
static double	Bond.pricedisc(GregorianCalendar settlement, GregorianCalendar maturity, double rate, double redemption, DayCountBasis basis)	Returns the price of a discount bond given the discount rate.
static double	Bond.pricemat(GregorianCalendar settlement, GregorianCalendar maturity, GregorianCalendar issue, double rate, double yield, DayCountBasis basis)	Returns the price, per $100 face value, of a discount bond.
static double	Bond.priceyield(GregorianCalendar settlement, GregorianCalendar maturity, double yield, double redemption, DayCountBasis basis)	Returns the price of a discount bond given the yield.
static double	Bond.received(GregorianCalendar settlement, GregorianCalendar maturity, double investment, double rate, DayCountBasis basis)	Returns the amount one receives when a fully invested security reaches the maturity date.
static double	Bond.yearfrac(GregorianCalendar start, GregorianCalendar end, DayCountBasis basis)	Returns the fraction of a year represented by the number of whole days between two dates.
static double	Bond.yield(GregorianCalendar settlement, GregorianCalendar maturity, double rate, double price, double redemption, int frequency, DayCountBasis basis)	Returns the yield of a security that pays periodic interest.
static double	Bond.yield(GregorianCalendar settlement, GregorianCalendar maturity, GregorianCalendar lastCoupon, double rate, double price, double redemption, int frequency, DayCountBasis basis)	Returns the yield of a security with an odd last coupon period that pays periodic interest.
static double	Bond.yield(GregorianCalendar settlement, GregorianCalendar maturity, GregorianCalendar issueDate, GregorianCalendar firstCoupon, double rate, double price, double redemption, int frequency, DayCountBasis basis)	Returns the yield of a security with an odd first coupon period that pays periodic interest.
static double	Bond.yielddisc(GregorianCalendar settlement, GregorianCalendar maturity, double price, double redemption, DayCountBasis basis)	Returns the annual yield of a discount bond.
static double	Bond.yieldmat(GregorianCalendar settlement, GregorianCalendar maturity, GregorianCalendar issue, double rate, double price, DayCountBasis basis)	Returns the annual yield of a security that pays interest at maturity.