com::ftlabs::fisa::DiscreteInterestRateSchedule Class Reference

An InterestRateSchedule implementation that accepts discrete conversion dates and rates. More...

#include <DiscreteInterestRateSchedule.h>

Inheritance diagram for com::ftlabs::fisa::DiscreteInterestRateSchedule:

List of all members.

Public Member Functions
	DiscreteInterestRateSchedule (void)
	DiscreteInterestRateSchedule (double firstInterestRate, const FISADate &conversionDate, double newInterestRate)
	A convenience constructor to create a DiscreteInterestRateSchedule with an initial interest rate and a single step.
	~DiscreteInterestRateSchedule (void)
DiscreteInterestRateSchedule &	operator= (const DiscreteInterestRateSchedule &schedule)
void	setSingleStep (double firstInterestRate, const FISADate &conversionDate, double newInterestRate)
	A convenience method to clear this schedule and set an initial interest rate with a single step.
void	add (const FISADate &conversionDate, double interestRate)
	Adds a new InterestRateStep to this DiscreteInterestRateSchedule, created using the provided date and interestRate.
void	clear (void)
	Clears this DiscreteInterestRateSchedule.
int	getIndex (const FISADate &date) const
	Get the index of the given date.
double	getInterestRate (const FISADate &date) const
	Get the interest rate that would be applicable for the given date.
int	getCount () const
	Get the total number of interest rates in this schedule.
const FISADate	getDate (int index) const
	Get the conversionDate for the specified index.
void	getDate (int index, FISADate &date) const
	Get the conversionDate for the specified index.
double	getInterestRate (int index) const
	Get the interest reate for the specified index.
Private Member Functions
void	sort (void) const
Private Attributes
std::vector< InterestRateStep > *	steps
bool *	needsSort

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Detailed Description

An InterestRateSchedule implementation that accepts discrete conversion dates and rates.

The order in which the steps are added doesn't matter.

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Constructor & Destructor Documentation

com::ftlabs::fisa::DiscreteInterestRateSchedule::DiscreteInterestRateSchedule

(

void

)

com::ftlabs::fisa::DiscreteInterestRateSchedule::DiscreteInterestRateSchedule	(	double	firstInterestRate,
		const FISADate &	conversionDate,
		double	newInterestRate
	)

A convenience constructor to create a DiscreteInterestRateSchedule with an initial interest rate and a single step.

Parameters:

	firstInterestRate	the interestRate to use from settlementDate until the conversionDate.
	conversionDate	the date on which the newInterestRate takes effect.
	newInterestRate	the interest rate to be used from conversionDate to maturity.

com::ftlabs::fisa::DiscreteInterestRateSchedule::~DiscreteInterestRateSchedule

(

void

)

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Member Function Documentation

DiscreteInterestRateSchedule& com::ftlabs::fisa::DiscreteInterestRateSchedule::operator=

(

const DiscreteInterestRateSchedule &

schedule

)

void com::ftlabs::fisa::DiscreteInterestRateSchedule::setSingleStep	(	double	firstInterestRate,
		const FISADate &	conversionDate,
		double	newInterestRate
	)

A convenience method to clear this schedule and set an initial interest rate with a single step.

Parameters:

	firstInterestRate	the interestRate to use from settlementDate until the conversionDate.
	conversionDate	the date on which the newInterestRate takes effect.
	newInterestRate	the interest rate to be used from conversionDate to maturity.

void com::ftlabs::fisa::DiscreteInterestRateSchedule::add	(	const FISADate &	conversionDate,
		double	interestRate
	)

Adds a new InterestRateStep to this DiscreteInterestRateSchedule, created using the provided date and interestRate.

The order in which the steps are added does not matter.

Parameters:

	date	the date that the provided interestRate takes effect.
	interestRate	the new interestRate.

void com::ftlabs::fisa::DiscreteInterestRateSchedule::clear

(

void

)

Clears this DiscreteInterestRateSchedule.

int com::ftlabs::fisa::DiscreteInterestRateSchedule::getIndex

(

const FISADate &

date

)

const [virtual]

Get the index of the given date.

Parameters:

date

a date

Returns:

The index of the given date, or -1 if the date isn't found within this schedule.

Implements com::ftlabs::fisa::InterestRateSchedule.

double com::ftlabs::fisa::DiscreteInterestRateSchedule::getInterestRate

(

const FISADate &

date

)

const [virtual]

Get the interest rate that would be applicable for the given date.

Parameters:

date

a date

Returns:

the interest rate that is applicable for the given date.

Implements com::ftlabs::fisa::InterestRateSchedule.

int com::ftlabs::fisa::DiscreteInterestRateSchedule::getCount

(

)

const [virtual]

Get the total number of interest rates in this schedule.

Returns:

the totla number of interest rates in this schedule.

Implements com::ftlabs::fisa::InterestRateSchedule.

const FISADate com::ftlabs::fisa::DiscreteInterestRateSchedule::getDate

(

int

index

)

const [virtual]

Get the conversionDate for the specified index.

Parameters:

index

the interest rate index

Returns:

the conversionDate for the specified index.

Implements com::ftlabs::fisa::InterestRateSchedule.

void com::ftlabs::fisa::DiscreteInterestRateSchedule::getDate	(	int	index,
		FISADate &	date
	)			const [virtual]

Get the conversionDate for the specified index.

Parameters:

index

the interest rate index

Returns:

the conversionDate for the specified index.

Implements com::ftlabs::fisa::InterestRateSchedule.

double com::ftlabs::fisa::DiscreteInterestRateSchedule::getInterestRate

(

int

index

)

const [virtual]

Get the interest reate for the specified index.

Parameters:

index

the interest rate index

Returns:

the interest rate for the specified index.

Implements com::ftlabs::fisa::InterestRateSchedule.

void com::ftlabs::fisa::DiscreteInterestRateSchedule::sort

(

void

)

const [private]

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Member Data Documentation

std::vector<InterestRateStep>* com::ftlabs::fisa::DiscreteInterestRateSchedule::steps [private]

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

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

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

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