| org.unizone.finance.interest | |
org.unizone.0.6100
Instance of Type
Inheriting from Debt
Known subtypes are Bond, FRA, Stibor, Swap, TBill
| Type data | Value |
| org.uninode.Type.displayPattern | {att:org.unizone.finance.Ticker.tickerId} |
| org.unizone.source.Source.valueAttribute | org.unizone.finance.Index.last |
| org.uninode.Listable.resources | Reference[org.uninode.Listable.resources] of org.unizone.finance.interest.Interest |
| Attribute summary | Defined in | Uninode® Id | Properties | Default | |
| Reference[org.uninode.Listable.resources] | resources | Listable | org.uninode.0.2001 | type | |
| String | toString This is the display string. | Node | org.uninode.0.102 | ||
| Type | type The type of an object determines the behaviour and attributes of the object. | Node | org.uninode.0.101 | ||
| String | uri | Node | org.uninode.0.103 | ||
| Ticker | underlying This is the index that determines the theoretical price of the derivative. | Derivative | org.unizone.0.5031 | essential | |
| Real | closeMidnight This is the yesterday closing index. | Index | org.unizone.0.5002 | ||
| Real | high | Index | org.unizone.0.5003 | ||
| Real | last This is the index value. | Index | org.unizone.0.5001 | ||
| Real | low | Index | org.unizone.0.5004 | ||
| TickerLeaf | product | Ticker | org.unizone.0.10765 | ||
| String | tickerId This is the id of a ticker. The selection attribute determines the current selection from all products with the same tickerLeafId as this tickerId. | Ticker | org.unizone.0.5121 | ||
| DateTime | maturity This is the date when the debt may be collected. | Debt | org.unizone.0.5401 | ||
| String | displayName The display name is the name that is shown in lists, displays and graphs. | Source | org.unizone.0.4001 | essential | |
| Attribute | valueAttribute The value attribute is used for determining the default value that should be used for displaying this source in a graph. | Source | org.unizone.0.4011 | type inheritValue | |
| Signature | valueType The value type determines which axes should be used in graphs. | Source | org.unizone.0.4002 | inheritValue | |
| Method summary | Defined in | Overrides | Properties | |
| void | activate | Listable | ||
| void | checkRange | Source | ||
| void | collectSteps(List steps, Dimension dimensionType) | Source | ||
| void | collectValues(List steps, List values, Type dimensionType) | Source | ||
| void | designEditor(WidgetWorkspace ws) | Listable | ||
| Real | evaluate | Source | ||
| void | generateScript(ScriptGenerationInfo info) | Source | ScriptGenerator | |
| Boolean | isResourceOf(Listable listable, Signature aspect) | Mixable | type | |
| Listable | mixOn(Mixable mix) | Mixable | ||
| Listable | mixWith(Mixable mix) | Mixable | ||
| String | resourceString | Listable | introspection | |
| Real | timeseries(Signature aspect) | Source | ||
| Signature | valueType | Source | introspection | |
| void | com.nodelab.java.source.Activate | Source | Listable | |
| Listable | com.nodelab.java.source.MixWithMi | Source | Mixable | |
| Script summary |
org.unizone.0.8536/*
constructor() {
Instrument:();
}
Symbol valueType() {
#rate;
}
Symbol defaultAspect() {
#bid;
}
Int preferredDays() {365}
Int settlementDays() {3}
class Real cleanPriceQuote(Time settlement, Time maturity, Real rate, Real coupon) {
Time couponDate = maturity;
Real t = couponDate.subtractDate360(settlement) / 360;
if (t <= 0) return null;
Real rateConst = 1 + rate / 100;
Real price = 100 / rateConst ^ t;
while ((t = couponDate.subtractDate360(settlement) / 360) > 0) {
price = price + coupon / rateConst ^ t;
couponDate = couponDate.addYears(-1);
}
((price + t * coupon) * 1000).round / 1000;
}
class Real dirtyPriceQuote(Time settlement, Time maturity, Real rate, Real coupon) {
Real clean = cleanPriceQuote(settlement, maturity, rate, coupon);
if (clean == null) return null;
Time couponDate = maturity;
while (couponDate.subtractDate360(settlement) > 360)
couponDate = couponDate.addYears(-1);
((clean + (1 - couponDate.subtractDate360(settlement) / 360) * coupon) * 1000000)
.round / 1000000;
}
class Real dirtyPriceGreek(Time settlement, Time maturity, Real rate, Real coupon) {
Time couponDate = maturity;
Real t = couponDate.subtractDate360(settlement) / 360;
if (t <= 0) return null;
Real rateConst = 1 + rate / 100;
Real price = 100 / rateConst ^ t;
while ((t = couponDate.subtractDate360(settlement) / 360) > 0) {
price = price + coupon / rateConst ^ t;
couponDate = couponDate.addYears(-1);
}
price;
}
*/ |