com::ftlabs::fisa::InflationIndexedSecurity Class Reference

#include <InflationIndexedSecurity.h>

Inheritance diagram for com::ftlabs::fisa::InflationIndexedSecurity:

List of all members.

Public Member Functions
	InflationIndexedSecurity (const Market &market, const PriceIndexFactory &priceIndexFactory)
	InflationIndexedSecurity (const InflationIndexedSecurity &security)
	~InflationIndexedSecurity (void)
InflationIndexedSecurity &	operator= (InflationIndexedSecurity &security)
std::auto_ptr< const com::ftlabs::fisa::calc::InflationIndexedCalculator >	createCalculator (const FISADate &settlementDate, const HolidaySchedule *holidaySchedule=0) const throw ( com::ftlabs::fisa::calc::CalculationException )
	Create a Calculator object to use for this Security and for the period from the provided settlementDate to the default Redemption. It is up to the implementation to determine which Redemption to use if any, although this will usually be to maturity.
std::auto_ptr< const com::ftlabs::fisa::calc::InflationIndexedCalculator >	createCalculator (const FISADate &settlementDate, const Redemption &redemption, const HolidaySchedule *holidaySchedule=0) const throw ( com::ftlabs::fisa::calc::CalculationException )
	Create a Calculator for this Security and provided settlementDate to Redemption period.
virtual const ClassID &	getClassID (void) const
Static Public Attributes
static ClassID	CLASSID
Protected Member Functions
virtual const com::ftlabs::fisa::calc::InflationIndexedCalculator *	createCalculatorImpl (const FISADate &settlementDate, const HolidaySchedule *holidaySchedule=0) const throw ( com::ftlabs::fisa::calc::CalculationException )
	Create a new Calculator pointer to be used for this Security and provided settlementDate. The maturity Redemption will be used with this settlementDate to create a new Calculator.
virtual const com::ftlabs::fisa::calc::InflationIndexedCalculator *	createCalculatorImpl (const FISADate &settlementDate, const Redemption &redemption, const HolidaySchedule *holidaySchedule=0) const throw ( com::ftlabs::fisa::calc::CalculationException )
Private Attributes
const PriceIndexFactory *	priceIndexFactory

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Constructor & Destructor Documentation

com::ftlabs::fisa::InflationIndexedSecurity::InflationIndexedSecurity	(	const Market &	market,
		const PriceIndexFactory &	priceIndexFactory
	)

com::ftlabs::fisa::InflationIndexedSecurity::InflationIndexedSecurity

(

const InflationIndexedSecurity &

security

)

com::ftlabs::fisa::InflationIndexedSecurity::~InflationIndexedSecurity

(

void

)

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Member Function Documentation

InflationIndexedSecurity& com::ftlabs::fisa::InflationIndexedSecurity::operator=

(

InflationIndexedSecurity &

security

)

std::auto_ptr<const com::ftlabs::fisa::calc::InflationIndexedCalculator> com::ftlabs::fisa::InflationIndexedSecurity::createCalculator	(	const FISADate &	settlementDate,
		const HolidaySchedule *	holidaySchedule = 0
	)			const throw ( com::ftlabs::fisa::calc::CalculationException )

Create a Calculator object to use for this Security and for the period from the provided settlementDate to the default Redemption. It is up to the implementation to determine which Redemption to use if any, although this will usually be to maturity.

Parameters:

	settlementDate	The binding settlementDate for which all calculations will be run.
	holidaySchedule	A pointer to a HolidaySchedule to be used for calculating True Yield. If 0, only weekend days will be used for cash flow date adjustments.

Returns:

An auto_ptr to a Calculator object to use for this Security and for the period from the provided settlementDate to the default Redemption. CalculationException

Reimplemented from com::ftlabs::fisa::Security.

std::auto_ptr<const com::ftlabs::fisa::calc::InflationIndexedCalculator> com::ftlabs::fisa::InflationIndexedSecurity::createCalculator	(	const FISADate &	settlementDate,
		const Redemption &	redemption,
		const HolidaySchedule *	holidaySchedule = 0
	)			const throw ( com::ftlabs::fisa::calc::CalculationException )

Create a Calculator for this Security and provided settlementDate to Redemption period.

Parameters:

	settlementDate	the binding settlementDate for which all calculations will be run.
	redemption	the binding Redemption to which all calculations will be run. A pointer to a HolidaySchedule to be used for calculating True Yield. If 0, only weekend days will be used for cash flow date adjustments. an auto_ptr to a Calculator for this Security and provided settlementDate to Redemption period. CalculationException

Reimplemented from com::ftlabs::fisa::Security.

virtual const ClassID& com::ftlabs::fisa::InflationIndexedSecurity::getClassID

(

void

)

const [virtual]

Reimplemented from com::ftlabs::fisa::FixedInterestRateSecurity.

virtual const com::ftlabs::fisa::calc::InflationIndexedCalculator* com::ftlabs::fisa::InflationIndexedSecurity::createCalculatorImpl	(	const FISADate &	settlementDate,
		const HolidaySchedule *	holidaySchedule = 0
	)			const throw ( com::ftlabs::fisa::calc::CalculationException ) [protected, virtual]

Create a new Calculator pointer to be used for this Security and provided settlementDate. The maturity Redemption will be used with this settlementDate to create a new Calculator.

Parameters:

	settlementDate	The binding settlementDate for which all calculations will be run.
	holidaySchedule	A pointer to a HolidaySchedule to be used for calculating True Yield. If 0, only weekend days will be used for cash flow date adjustments.

Returns:

A Calculator pointer to be used for this Security and provided settlement date to maturity Redemption period. CalculationException

Reimplemented from com::ftlabs::fisa::MaturingSecurity.

virtual const com::ftlabs::fisa::calc::InflationIndexedCalculator* com::ftlabs::fisa::InflationIndexedSecurity::createCalculatorImpl	(	const FISADate &	settlementDate,
		const Redemption &	redemption,
		const HolidaySchedule *	holidaySchedule = 0
	)			const throw ( com::ftlabs::fisa::calc::CalculationException ) [protected, virtual]

Reimplemented from com::ftlabs::fisa::FixedInterestRateSecurity.

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Member Data Documentation

const PriceIndexFactory* com::ftlabs::fisa::InflationIndexedSecurity::priceIndexFactory [private]

ClassID com::ftlabs::fisa::InflationIndexedSecurity::CLASSID [static]

Reimplemented from com::ftlabs::fisa::FixedInterestRateSecurity.

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

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

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