com::ftlabs::fisa::IndexLinkedSecurity Class Reference

A Security implementation for index linked securities, such as UK Index Linked Gilts. More...

#include <IndexLinkedSecurity.h>

Inheritance diagram for com::ftlabs::fisa::IndexLinkedSecurity:


Public Member Functions
	IndexLinkedSecurity (const Market &market)
	IndexLinkedSecurity (const IndexLinkedSecurity &security)
virtual	~IndexLinkedSecurity (void)
IndexLinkedSecurity &	operator= (const IndexLinkedSecurity &security)
void	setPriceIndexFactory (const PriceIndexFactory *priceIndexFactory)
	Set a pointer to the PriceIndexFactory implementation instance to use.
const PriceIndexFactory *	getPriceIndexFactory (void) const
	Get a pointer to the currently used PriceIndexFactory implementation instance.
void	setInflationRate (double inflationRate)
	Set the inflation rate to be used when calculating future price indices.
double	getInflationRate (void) const
	Get the inflation rate.
virtual const ClassID &	getClassID (void) const
Protected Member Functions
virtual const com::ftlabs::fisa::calc::Calculator *	createCalculator (const FISADate &settlementDate, const FISADate exDividendDate, const Redemption &redemption, const HolidaySchedule holidaySchedule) const throw ( com::ftlabs::fisa::calc::CalculationException )
Private Attributes
const PriceIndexFactory *	priceIndexFactory
double	inflationRate
Static Private Attributes
static ClassID	CLASSID

Detailed Description

A Security implementation for index linked securities, such as UK Index Linked Gilts.

This differs from InflationIndexedSecurity in that the price is quoted with inflation.

com::ftlabs::fisa::IndexLinkedSecurity::IndexLinkedSecurity ( const Market & market )

com::ftlabs::fisa::IndexLinkedSecurity::IndexLinkedSecurity ( const IndexLinkedSecurity & security )

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

IndexLinkedSecurity& com::ftlabs::fisa::IndexLinkedSecurity::operator= ( const IndexLinkedSecurity & security )

void com::ftlabs::fisa::IndexLinkedSecurity::setPriceIndexFactory ( const PriceIndexFactory * priceIndexFactory )

Set a pointer to the PriceIndexFactory implementation instance to use.

Parameters:

priceIndexFactory

A pointer to the PriceIndexFactory implementation instance to use.

const PriceIndexFactory* com::ftlabs::fisa::IndexLinkedSecurity::getPriceIndexFactory ( void ) const

Get a pointer to the currently used PriceIndexFactory implementation instance.

Returns:: A pointer to the PriceIndexFactory implementation instance currently in use, or 0 if none has been set.

void com::ftlabs::fisa::IndexLinkedSecurity::setInflationRate ( double inflationRate )

Set the inflation rate to be used when calculating future price indices.

If this is not set, then the inflation rate will be calculated based on the current price index and the price index 1 year ago.

Parameters:

inflationRate

The inflation rate as a percentage.

double com::ftlabs::fisa::IndexLinkedSecurity::getInflationRate ( void ) const

Get the inflation rate.

virtual const ClassID& com::ftlabs::fisa::IndexLinkedSecurity::getClassID ( void ) const [virtual]

virtual const com::ftlabs::fisa::calc::Calculator* com::ftlabs::fisa::IndexLinkedSecurity::createCalculator	(	const FISADate &	settlementDate,
		const FISADate *	exDividendDate,
		const Redemption &	redemption,
		const HolidaySchedule *	holidaySchedule
	)			const throw ( com::ftlabs::fisa::calc::CalculationException ) `[protected, virtual]`