com::ftlabs::fisa::IndexLinkedInterestRateSchedule

com::ftlabs::fisa::IndexLinkedInterestRateSchedule Class Reference

#include <IndexLinkedInterestRateSchedule.h>

Inheritance diagram for com::ftlabs::fisa::IndexLinkedInterestRateSchedule:


Public Member Functions
	IndexLinkedInterestRateSchedule (const FISADate &settlementDate, const Redemption &redemption, const double interestRate, const int interestFrequency, const bool eomAdjust, const FISADate &datedDate, const PriceIndexFactory *priceIndices)
	Create an IndexLinkedInterestRateSchedule.
	IndexLinkedInterestRateSchedule (const FISADate &settlementDate, const Redemption &redemption, const double interestRate, const int interestFrequency, const bool eomAdjust, const FISADate &datedDate, const PriceIndexFactory *priceIndices, const double inflationRate)
	Create an IndexLinkedInterestRateSchedule.
virtual	~IndexLinkedInterestRateSchedule (void)
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.
double	getAdjustedValue (int index, double value) const
Protected Member Functions
void	init (const FISADate &settlementDate, const Redemption &redemption, const double interestRate, const FISADate &datedDate, const double inflationRate)
Private Attributes
const PriceIndexFactory *	priceIndices
const double	interestRate
com::ftlabs::fisa::calc::CouponDateGenerator *const	couponDates
int	count
FISADate	dated
FISADate	first
FISADate	last
FISADate	redemption
double	baseIndex
double	currentIndex
FISADate	currentDate
double	inflationRate

Constructor & Destructor Documentation

com::ftlabs::fisa::IndexLinkedInterestRateSchedule::IndexLinkedInterestRateSchedule	(	const FISADate &	settlementDate,
		const Redemption &	redemption,
		const double	interestRate,
		const int	interestFrequency,
		const bool	eomAdjust,
		const FISADate &	datedDate,
		const PriceIndexFactory *	priceIndices
	)

Create an IndexLinkedInterestRateSchedule.

The inflation rate will be calculated based on the current RPI, and the RPI 12 months prior.

com::ftlabs::fisa::IndexLinkedInterestRateSchedule::IndexLinkedInterestRateSchedule	(	const FISADate &	settlementDate,
		const Redemption &	redemption,
		const double	interestRate,
		const int	interestFrequency,
		const bool	eomAdjust,
		const FISADate &	datedDate,
		const PriceIndexFactory *	priceIndices,
		const double	inflationRate
	)

Create an IndexLinkedInterestRateSchedule.

virtual com::ftlabs::fisa::IndexLinkedInterestRateSchedule::~IndexLinkedInterestRateSchedule ( void ) [virtual]

Member Function Documentation

int com::ftlabs::fisa::IndexLinkedInterestRateSchedule::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::IndexLinkedInterestRateSchedule::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::IndexLinkedInterestRateSchedule::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::IndexLinkedInterestRateSchedule::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::IndexLinkedInterestRateSchedule::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::IndexLinkedInterestRateSchedule::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.

double com::ftlabs::fisa::IndexLinkedInterestRateSchedule::getAdjustedValue	(	int	index,
		double	value
	)			const

void com::ftlabs::fisa::IndexLinkedInterestRateSchedule::init	(	const FISADate &	settlementDate,
		const Redemption &	redemption,
		const double	interestRate,
		const FISADate &	datedDate,
		const double	inflationRate
	)			`[protected]`