com::ftlabs::fisa::DiscreteCallSchedule Class Reference

An implementation of CallSchedule for discrete calls. More...

#include <DiscreteCallSchedule.h>

Inheritance diagram for com::ftlabs::fisa::DiscreteCallSchedule:

List of all members.

Public Member Functions
	DiscreteCallSchedule (void)
	DiscreteCallSchedule (int daysNotice)
	DiscreteCallSchedule (const FISADate &tradeDate, int daysNotice)
	DiscreteCallSchedule (const DiscreteCallSchedule &callSchedule)
virtual	~DiscreteCallSchedule (void)
DiscreteCallSchedule &	operator= (const DiscreteCallSchedule &callSchedule)
virtual void	add (const Redemption &redemption)
	Add a redemption to this DiscreteCallSchedule.
virtual void	remove (const Redemption &redemption)
	Remove a redemption from this DiscreteCallSchedule.
void	add (const FISADate &date, double value)
	Add a redemption to this DiscreteCallSchedule.
virtual int	getCount (void) const
	Get the number of calls in this schedule.
virtual const Redemption *	getCall (int index) const
virtual const Redemption *	getNextCall (void) const
	A convenience method to get the "next" call.
virtual const Redemption *	getNextPremiumCall (void) const
	A convenience method to get the "next" premium call.
virtual const Redemption *	getNextParCall (void) const
	A convenience method to get the "next" par call.
int	getDaysNotice (void) const
	Get daysNotice.
virtual void	setDaysNotice (int daysNotice)
	Set daysNotice.
const FISADate &	getTradeDate (void) const
	Get tradeDate.
virtual void	setTradeDate (const FISADate &tradeDate)
	Set tradeDate.
virtual int	getStartingIndex (void) const
	Returns the index of the first call that falls on or after the number of daysNotice from tradeDate.
Protected Member Functions
void	const_add (const Redemption &redemption) const
Protected Attributes
FISADate	tradeDate
int	daysNotice
Private Attributes
std::vector< Redemption > *	calls
bool *	needsSort
Redemption *	nextPremium
Redemption *	nextPar

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Detailed Description

An implementation of CallSchedule for discrete calls.

Regardless of the order that calls are added, the index will be in call date order, from earliest to latest.

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Constructor & Destructor Documentation

com::ftlabs::fisa::DiscreteCallSchedule::DiscreteCallSchedule

(

void

)

com::ftlabs::fisa::DiscreteCallSchedule::DiscreteCallSchedule

(

int

daysNotice

)

com::ftlabs::fisa::DiscreteCallSchedule::DiscreteCallSchedule	(	const FISADate &	tradeDate,
		int	daysNotice
	)

com::ftlabs::fisa::DiscreteCallSchedule::DiscreteCallSchedule

(

const DiscreteCallSchedule &

callSchedule

)

virtual com::ftlabs::fisa::DiscreteCallSchedule::~DiscreteCallSchedule

(

void

)

[virtual]

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Member Function Documentation

DiscreteCallSchedule& com::ftlabs::fisa::DiscreteCallSchedule::operator=

(

const DiscreteCallSchedule &

callSchedule

)

virtual void com::ftlabs::fisa::DiscreteCallSchedule::add

(

const Redemption &

redemption

)

[virtual]

Add a redemption to this DiscreteCallSchedule.

Parameters:

redemption

A call redemption.

Reimplemented in com::ftlabs::fisa::ContinuousCallSchedule.

virtual void com::ftlabs::fisa::DiscreteCallSchedule::remove

(

const Redemption &

redemption

)

[virtual]

Remove a redemption from this DiscreteCallSchedule.

Parameters:

redemption

The call redemption to be removed.

void com::ftlabs::fisa::DiscreteCallSchedule::add	(	const FISADate &	date,
		double	value
	)

Add a redemption to this DiscreteCallSchedule.

Parameters:

	date	A call date.
	value	A call rate.

virtual int com::ftlabs::fisa::DiscreteCallSchedule::getCount

(

void

)

const [virtual]

Get the number of calls in this schedule.

Returns:

The number of calls in this schedule.

Implements com::ftlabs::fisa::CallSchedule.

Reimplemented in com::ftlabs::fisa::ContinuousCallSchedule.

virtual const Redemption* com::ftlabs::fisa::DiscreteCallSchedule::getCall

(

int

index

)

const [virtual]

Implements com::ftlabs::fisa::CallSchedule.

Reimplemented in com::ftlabs::fisa::ContinuousCallSchedule.

virtual const Redemption* com::ftlabs::fisa::DiscreteCallSchedule::getNextCall

(

void

)

const [virtual]

A convenience method to get the "next" call.

Returns:

A pointer to the earliest call in this schedule, or 0 if a call doesn't exist in this schedule.

Implements com::ftlabs::fisa::CallSchedule.

Reimplemented in com::ftlabs::fisa::ContinuousCallSchedule.

virtual const Redemption* com::ftlabs::fisa::DiscreteCallSchedule::getNextPremiumCall

(

void

)

const [virtual]

A convenience method to get the "next" premium call.

Returns:

A pointer to the earliest premium call in this schedule, or 0 if a premium call doesn't exist in this schedule.

Implements com::ftlabs::fisa::CallSchedule.

Reimplemented in com::ftlabs::fisa::ContinuousCallSchedule.

virtual const Redemption* com::ftlabs::fisa::DiscreteCallSchedule::getNextParCall

(

void

)

const [virtual]

A convenience method to get the "next" par call.

Returns:

A pointer to the earliest par call in this schedule, or 0 if a par call doesn't exist in this schedule.

Implements com::ftlabs::fisa::CallSchedule.

Reimplemented in com::ftlabs::fisa::ContinuousCallSchedule.

int com::ftlabs::fisa::DiscreteCallSchedule::getDaysNotice

(

void

)

const

Get daysNotice.

Returns:

daysNotice

virtual void com::ftlabs::fisa::DiscreteCallSchedule::setDaysNotice

(

int

daysNotice

)

[virtual]

Set daysNotice.

Parameters:

daysNotice

daysNotice

Reimplemented in com::ftlabs::fisa::ContinuousCallSchedule.

const FISADate& com::ftlabs::fisa::DiscreteCallSchedule::getTradeDate

(

void

)

const

Get tradeDate.

Returns:

tradeDate

virtual void com::ftlabs::fisa::DiscreteCallSchedule::setTradeDate

(

const FISADate &

tradeDate

)

[virtual]

Set tradeDate.

Parameters:

tradeDate

tradeDate

Reimplemented in com::ftlabs::fisa::ContinuousCallSchedule.

virtual int com::ftlabs::fisa::DiscreteCallSchedule::getStartingIndex

(

void

)

const [virtual]

Returns the index of the first call that falls on or after the number of daysNotice from tradeDate.

If there are no calls that are on or after daysNotice from the tradeDate, then getCount() is returned, which could be 0.

Returns:

Returns the index of the first call that falls on or after the number of daysNotice from tradeDate.

Implements com::ftlabs::fisa::CallSchedule.

Reimplemented in com::ftlabs::fisa::ContinuousCallSchedule.

void com::ftlabs::fisa::DiscreteCallSchedule::const_add

(

const Redemption &

redemption

)

const [protected]

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Member Data Documentation

std::vector<Redemption>* com::ftlabs::fisa::DiscreteCallSchedule::calls [private]

bool* com::ftlabs::fisa::DiscreteCallSchedule::needsSort [private]

Redemption* com::ftlabs::fisa::DiscreteCallSchedule::nextPremium [private]

Redemption* com::ftlabs::fisa::DiscreteCallSchedule::nextPar [private]

FISADate com::ftlabs::fisa::DiscreteCallSchedule::tradeDate [protected]

int com::ftlabs::fisa::DiscreteCallSchedule::daysNotice [protected]

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The documentation for this class was generated from the following file:

• C:/Development/FTL/c++/FISA/FISA/DiscreteCallSchedule.h

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