com::ftlabs::fisa::InterestRateSchedule Class Reference

#include <InterestRateSchedule.h>

Inheritance diagram for com::ftlabs::fisa::InterestRateSchedule:

List of all members.

Public Member Functions
virtual int	getIndex (const FISADate &date) const =0
	Get the index of the given date.
virtual double	getInterestRate (const FISADate &date) const =0
	Get the interest rate that would be applicable for the given date.
virtual int	getCount () const=0
	Get the total number of interest rates in this schedule.
virtual const FISADate	getDate (int index) const=0
	Get the conversionDate for the specified index.
virtual void	getDate (int index, FISADate &date) const =0
	Get the conversionDate for the specified index.
virtual double	getInterestRate (int index) const=0
	Get the interest reate for the specified index.
Protected Member Functions
	InterestRateSchedule ()
virtual	~InterestRateSchedule ()

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Constructor & Destructor Documentation

com::ftlabs::fisa::InterestRateSchedule::InterestRateSchedule

(

)

[inline, protected]

virtual com::ftlabs::fisa::InterestRateSchedule::~InterestRateSchedule

(

)

[inline, protected, virtual]

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Member Function Documentation

virtual int com::ftlabs::fisa::InterestRateSchedule::getIndex

(

const FISADate &

date

)

const [pure 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.

Implemented in com::ftlabs::fisa::DiscreteInterestRateSchedule, and com::ftlabs::fisa::IndexLinkedInterestRateSchedule.

virtual double com::ftlabs::fisa::InterestRateSchedule::getInterestRate

(

const FISADate &

date

)

const [pure 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.

Implemented in com::ftlabs::fisa::DiscreteInterestRateSchedule, and com::ftlabs::fisa::IndexLinkedInterestRateSchedule.

virtual int com::ftlabs::fisa::InterestRateSchedule::getCount

(

)

const [pure virtual]

Get the total number of interest rates in this schedule.

Returns:

the totla number of interest rates in this schedule.

Implemented in com::ftlabs::fisa::DiscreteInterestRateSchedule, and com::ftlabs::fisa::IndexLinkedInterestRateSchedule.

virtual const FISADate com::ftlabs::fisa::InterestRateSchedule::getDate

(

int

index

)

const [pure virtual]

Get the conversionDate for the specified index.

Parameters:

index

the interest rate index

Returns:

the conversionDate for the specified index.

Implemented in com::ftlabs::fisa::DiscreteInterestRateSchedule, and com::ftlabs::fisa::IndexLinkedInterestRateSchedule.

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

Get the conversionDate for the specified index.

Parameters:

index

the interest rate index

Returns:

the conversionDate for the specified index.

Implemented in com::ftlabs::fisa::DiscreteInterestRateSchedule, and com::ftlabs::fisa::IndexLinkedInterestRateSchedule.

virtual double com::ftlabs::fisa::InterestRateSchedule::getInterestRate

(

int

index

)

const [pure virtual]

Get the interest reate for the specified index.

Parameters:

index

the interest rate index

Returns:

the interest rate for the specified index.

Implemented in com::ftlabs::fisa::DiscreteInterestRateSchedule, and com::ftlabs::fisa::IndexLinkedInterestRateSchedule.

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

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

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