com::ftlabs::fisa::Market Class Reference

This class identifies the Market for a given Security and provides market default settings and market specific calculation methods. More...

#include <Market.h>

List of all members.

Public Types
typedef UK	GB
	Static collection of all supported UK markets. Includes public references to each supported Market.
Public Member Functions
const std::string &	getName (void) const
	Returns the Market name. This is usually in the form of : CountryCode/MarketName. Example : US/Municipal.
const DayCountBasis &	getDefaultDayCountBasis (void) const
	Returns the default DayCountBasis.
const DayCountBasis &	getDefaultDayCountBasis (const Security::ClassID &classID) const
	Returns the default DayCountBasis for the given classID, or the Market default if one doesn't exist for the given classID.
void	setDefaultDayCountBasis (const DayCountBasis &defaultDayCountBasis)
	Change the default DayCountBasis for this Market.
void	setDefaultDayCountBasis (const Security::ClassID &classID, const DayCountBasis &defaultDayCountBasis)
	Change the default DayCountBasis for Security implementation specified by classID.
const InterestFrequency &	getDefaultInterestFrequency (void) const
	Returns the default InterestFrequency.
const InterestFrequency &	getDefaultInterestFrequency (const Security::ClassID &classID) const
	Returns the default InterestFrequency for the given classID, or the Market default if one doesn't exist for the given classID.
void	setDefaultInterestFrequency (const InterestFrequency &defaultInterestFrequency)
	Change the default InterestFrequency for this Market.
void	setDefaultInterestFrequency (const Security::ClassID &classID, const InterestFrequency &defaultInterestFrequency)
	Change the default InterestFrequency for the Security implementation specified by classID.
bool	getDefaultEomAdjust (void) const
	Returns the default End of Month adjustment setting. This setting determines whether the End of Month adjust rule will be used for calculating days between dates.
bool	getDefaultEomAdjust (const Security::ClassID &classID) const
	Returns the default End of Month adjustment setting for the given classID, or the Market default if one doesn't exist for the given classID.
void	setDefaultEomAdjust (bool defaultEomAdjust)
	Change the default End of Month adjustment setting. This setting determines whether the End of Month adjust rule will be used for calculating days between dates.
void	setDefaultEomAdjust (const Security::ClassID &classID, bool defaultEomAdjust)
	Change the default End of Month adjustment setting for the Security specified by the given classID.
int	getDefaultSettlementDays (void) const
	Returns the default days to settlement for this Market.
int	getDefaultSettlementDays (const Security::ClassID &classID) const
	Returns the default days to settlement for the given classID, or the Market default if one doesn't exist for the given classID.
void	setDefaultSettlementDays (int defaultSettlementDays)
	Change the default days to settlement for this Market.
void	setDefaultSettlementDays (const Security::ClassID &classID, int defaultSettlementDays)
	Change the default days to settlement for the Security implementation specified by classID.
double	preparePriceForDisplay (double price) const
	Prepares a price for display according to market conventions.
double	prepareYieldForDisplay (double yield) const
	Prepares a yield for display according to market conventions.
double	prepareAIForDisplay (double accruedInterest) const
	Prepares accrued interest for display according to market conventions.
Static Public Member Functions
static const Market *	getByName (const std::string &name)
	Get a pointer to the Market instance that corresponds to the provided name.
Protected Member Functions
const com::ftlabs::fisa::calc::Calculator *	createCalculator (const FISADate &settlementDate, const FISADate *exDividendDate, const Redemption &redemption, const double parValue, const double interestRate, const DayCountBasis &dayCountBasis, const int interestFrequency, const bool eomAdjust, const FISADate *datedDate, const FISADate *firstInterestDate, const HolidaySchedule *holidaySchedule) const throw ( com::ftlabs::fisa::calc::CalculationException )
const com::ftlabs::fisa::calc::Calculator *	createCalculator (const FISADate &settlementDate, const FISADate *exDividendDate, const Redemption &redemption, const double parValue, const InterestRateSchedule &interestRateSchedule, const DayCountBasis &dayCountBasis, const int interestFrequency, const bool eomAdjust, const FISADate *datedDate, const FISADate *firstInterestDate, const HolidaySchedule *holidaySchedule) const throw ( com::ftlabs::fisa::calc::CalculationException )
Private Types
typedef std::map< std::string, const Market * >	market_map
typedef std::map< Security::ClassID, const DayCountBasis * >	class_dayCountBasis_map
typedef std::map< Security::ClassID, const InterestFrequency * >	class_interestFrequency_map
typedef std::map< Security::ClassID, bool >	class_eomAdjust_map
typedef std::map< Security::ClassID, int >	class_settlementDays_map
Private Member Functions
	Market (std::string name, const DayCountBasis &defaultDayCountBasis, const InterestFrequency &defaultInterestFrequency, bool defaultEomAdjust, int defaultSettlementDays, const DisplayFormat &priceDisplayFormat, const DisplayFormat &yieldDisplayFormat, const DisplayFormat &aiDisplayFormat)
	Market (std::string name, const DayCountBasis &defaultDayCountBasis, const InterestFrequency &defaultInterestFrequency, bool defaultEomAdjust, int defaultSettlementDays, const com::ftlabs::fisa::calc::CalculatorFactory &CalculatorFactory, const DisplayFormat &priceDisplayFormat, const DisplayFormat &yieldDisplayFormat, const DisplayFormat &aiDisplayFormat)
	Market (const Market &market)
virtual	~Market (void)
Market &	operator= (const Market &market)
void	setValues (std::string name, const DayCountBasis &defaultDayCountBasis, const InterestFrequency &defaultInterestFrequency, bool defaultEomAdjust, int defaultSettlementDays, const com::ftlabs::fisa::calc::CalculatorFactory &CalculatorFactory, const DisplayFormat &priceDisplayFormat, const DisplayFormat &yieldDisplayFormat, const DisplayFormat &aiDisplayFormat)
Private Attributes
std::string	name
const DayCountBasis *	defaultDayCountBasis
const InterestFrequency *	defaultInterestFrequency
bool	defaultEomAdjust
int	defaultSettlementDays
const com::ftlabs::fisa::calc::CalculatorFactory *	calculatorFactory
class_dayCountBasis_map *	classDayCountBases
class_interestFrequency_map *	classInterestFrequencies
class_eomAdjust_map *	classEomAdjust
class_settlementDays_map *	classSettlementDays
const DisplayFormat *	priceDisplayFormat
const DisplayFormat *	yieldDisplayFormat
const DisplayFormat *	aiDisplayFormat
Static Private Attributes
static market_map	markets
static const TruncatingDisplayFormat	truncating_3
static const RoundingDisplayFormat	rounding_6
static const RoundingDisplayFormat	rounding_3
static const RoundingDisplayFormat	rounding_2
Friends
class	Market::US
class	Market::CA
class	Market::FR
class	Market::DE
class	Market::IT
class	Market::JP
class	Market::UK
class	FixedInterestRateSecurity
class	IndexLinkedSecurity
class	SteppedCouponSecurity
Classes
class	CA
	Static Collection of all supported CA markets. Includes public references to each supported Market. More...
class	DE
	Static Collection of all supported DE markets. Includes public references to each supported Market. More...
class	FR
	Static Collection of all supported FR markets. Includes public references to each supported Market. More...
class	IT
	Static Collection of all supported IT markets. Includes public references to each supported Market. More...
class	JP
	Static Collection of all supported JP markets. Includes public references to each supported Market. More...
class	MarketCollection
class	UK
	Static Collection of all supported UK markets. Includes public references to each supported Market. More...
class	US
	Static Collection of all supported US markets. Includes public references to each supported Market. More...

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Detailed Description

This class identifies the Market for a given Security and provides market default settings and market specific calculation methods.

To get an instance of Market, you can either use the static public country collections such as Market::US::CORPORATE when available, or the static getByName() method such as Market.getByName( "US/Corporate" ).

---

Member Typedef Documentation

typedef std::map<std::string, const Market *> com::ftlabs::fisa::Market::market_map [private]

typedef std::map<Security::ClassID, const DayCountBasis*> com::ftlabs::fisa::Market::class_dayCountBasis_map [private]

typedef std::map<Security::ClassID, const InterestFrequency*> com::ftlabs::fisa::Market::class_interestFrequency_map [private]

typedef std::map<Security::ClassID, bool> com::ftlabs::fisa::Market::class_eomAdjust_map [private]

typedef std::map<Security::ClassID, int> com::ftlabs::fisa::Market::class_settlementDays_map [private]

typedef UK com::ftlabs::fisa::Market::GB

Static collection of all supported UK markets. Includes public references to each supported Market.

<deprecated>Use Market::UK instead.</deprecated>

---

Constructor & Destructor Documentation

com::ftlabs::fisa::Market::Market	(	std::string	name,
		const DayCountBasis &	defaultDayCountBasis,
		const InterestFrequency &	defaultInterestFrequency,
		bool	defaultEomAdjust,
		int	defaultSettlementDays,
		const DisplayFormat &	priceDisplayFormat,
		const DisplayFormat &	yieldDisplayFormat,
		const DisplayFormat &	aiDisplayFormat
	)			[private]

com::ftlabs::fisa::Market::Market	(	std::string	name,
		const DayCountBasis &	defaultDayCountBasis,
		const InterestFrequency &	defaultInterestFrequency,
		bool	defaultEomAdjust,
		int	defaultSettlementDays,
		const com::ftlabs::fisa::calc::CalculatorFactory &	CalculatorFactory,
		const DisplayFormat &	priceDisplayFormat,
		const DisplayFormat &	yieldDisplayFormat,
		const DisplayFormat &	aiDisplayFormat
	)			[private]

com::ftlabs::fisa::Market::Market

(

const Market &

market

)

[inline, private]

virtual com::ftlabs::fisa::Market::~Market

(

void

)

[private, virtual]

---

Member Function Documentation

Market& com::ftlabs::fisa::Market::operator=

(

const Market &

market

)

[inline, private]

void com::ftlabs::fisa::Market::setValues	(	std::string	name,
		const DayCountBasis &	defaultDayCountBasis,
		const InterestFrequency &	defaultInterestFrequency,
		bool	defaultEomAdjust,
		int	defaultSettlementDays,
		const com::ftlabs::fisa::calc::CalculatorFactory &	CalculatorFactory,
		const DisplayFormat &	priceDisplayFormat,
		const DisplayFormat &	yieldDisplayFormat,
		const DisplayFormat &	aiDisplayFormat
	)			[private]

const com::ftlabs::fisa::calc::Calculator* com::ftlabs::fisa::Market::createCalculator	(	const FISADate &	settlementDate,
		const FISADate *	exDividendDate,
		const Redemption &	redemption,
		const double	parValue,
		const double	interestRate,
		const DayCountBasis &	dayCountBasis,
		const int	interestFrequency,
		const bool	eomAdjust,
		const FISADate *	datedDate,
		const FISADate *	firstInterestDate,
		const HolidaySchedule *	holidaySchedule
	)			const throw ( com::ftlabs::fisa::calc::CalculationException ) [protected]

const com::ftlabs::fisa::calc::Calculator* com::ftlabs::fisa::Market::createCalculator	(	const FISADate &	settlementDate,
		const FISADate *	exDividendDate,
		const Redemption &	redemption,
		const double	parValue,
		const InterestRateSchedule &	interestRateSchedule,
		const DayCountBasis &	dayCountBasis,
		const int	interestFrequency,
		const bool	eomAdjust,
		const FISADate *	datedDate,
		const FISADate *	firstInterestDate,
		const HolidaySchedule *	holidaySchedule
	)			const throw ( com::ftlabs::fisa::calc::CalculationException ) [protected]

static const Market* com::ftlabs::fisa::Market::getByName

(

const std::string &

name

)

[static]

Get a pointer to the Market instance that corresponds to the provided name.

Parameters:

name

The name of a Market instance/implementation.

Returns:

A Market pointer that corresponds to the provided name. If an instance cannot be found for the provided name, then 0 is returned.

const std::string& com::ftlabs::fisa::Market::getName

(

void

)

const

Returns the Market name. This is usually in the form of : CountryCode/MarketName. Example : US/Municipal.

Returns:

the Market name.

const DayCountBasis& com::ftlabs::fisa::Market::getDefaultDayCountBasis

(

void

)

const

Returns the default DayCountBasis.

Returns:

the default DayCountBasis.

const DayCountBasis& com::ftlabs::fisa::Market::getDefaultDayCountBasis

(

const Security::ClassID &

classID

)

const

Returns the default DayCountBasis for the given classID, or the Market default if one doesn't exist for the given classID.

Parameters:

classID

A unique Security::ClassID used to identify a particular Security Implementation.

Returns:

the default DayCountBasis.

void com::ftlabs::fisa::Market::setDefaultDayCountBasis

(

const DayCountBasis &

defaultDayCountBasis

)

Change the default DayCountBasis for this Market.

Parameters:

defaultDayCountBasis

new default DayCountBasis.

void com::ftlabs::fisa::Market::setDefaultDayCountBasis	(	const Security::ClassID &	classID,
		const DayCountBasis &	defaultDayCountBasis
	)

Change the default DayCountBasis for Security implementation specified by classID.

Parameters:

	classID	A unique Security::ClassID used to identify a particular Security Implementation.
	defaultDayCountBasis	new default DayCountBasis.

const InterestFrequency& com::ftlabs::fisa::Market::getDefaultInterestFrequency

(

void

)

const

Returns the default InterestFrequency.

Returns:

the default InterestFrequency.

const InterestFrequency& com::ftlabs::fisa::Market::getDefaultInterestFrequency

(

const Security::ClassID &

classID

)

const

Returns the default InterestFrequency for the given classID, or the Market default if one doesn't exist for the given classID.

Parameters:

classID

A unique Security::ClassID used to identify a particular Security Implementation.

Returns:

the default InterestFrequency.

void com::ftlabs::fisa::Market::setDefaultInterestFrequency

(

const InterestFrequency &

defaultInterestFrequency

)

Change the default InterestFrequency for this Market.

Parameters:

defaultInterestFrequency

new default InterestFrequency.

void com::ftlabs::fisa::Market::setDefaultInterestFrequency	(	const Security::ClassID &	classID,
		const InterestFrequency &	defaultInterestFrequency
	)

Change the default InterestFrequency for the Security implementation specified by classID.

Parameters:

	classID	A unique Security::ClassID used to identify a particular Security Implementation.
	defaultInterestFrequency	new default InterestFrequency.

bool com::ftlabs::fisa::Market::getDefaultEomAdjust

(

void

)

const

Returns the default End of Month adjustment setting. This setting determines whether the End of Month adjust rule will be used for calculating days between dates.

Returns:

the default End of Month adjustment setting.

bool com::ftlabs::fisa::Market::getDefaultEomAdjust

(

const Security::ClassID &

classID

)

const

Returns the default End of Month adjustment setting for the given classID, or the Market default if one doesn't exist for the given classID.

Parameters:

classID

A unique Security::ClassID used to identify a particular Security Implementation.

Returns:

the default End of Month adjustment setting.

void com::ftlabs::fisa::Market::setDefaultEomAdjust

(

bool

defaultEomAdjust

)

Change the default End of Month adjustment setting. This setting determines whether the End of Month adjust rule will be used for calculating days between dates.

Parameters:

defaultEomAdjust

new default End of Month adjust setting.

void com::ftlabs::fisa::Market::setDefaultEomAdjust	(	const Security::ClassID &	classID,
		bool	defaultEomAdjust
	)

Change the default End of Month adjustment setting for the Security specified by the given classID.

Parameters:

	classID	A unique Security::ClassID used to identify a particular Security Implementation.
	defaultEomAdjust	new default End of Month adjust setting.

int com::ftlabs::fisa::Market::getDefaultSettlementDays

(

void

)

const

Returns the default days to settlement for this Market.

Returns:

the default days to settlement.

int com::ftlabs::fisa::Market::getDefaultSettlementDays

(

const Security::ClassID &

classID

)

const

Returns the default days to settlement for the given classID, or the Market default if one doesn't exist for the given classID.

Parameters:

classID

A unique Security::ClassID used to identify a particular Security Implementation.

Returns:

the default days to settlement.

void com::ftlabs::fisa::Market::setDefaultSettlementDays

(

int

defaultSettlementDays

)

Change the default days to settlement for this Market.

Parameters:

defaultSettlementDays

new default days to settlement.

void com::ftlabs::fisa::Market::setDefaultSettlementDays	(	const Security::ClassID &	classID,
		int	defaultSettlementDays
	)

Change the default days to settlement for the Security implementation specified by classID.

Parameters:

	classID	A unique Security::ClassID used to identify a particular Security Implementation.
	defaultSettlementDays	new default days to settlement.

double com::ftlabs::fisa::Market::preparePriceForDisplay

(

double

price

)

const

Prepares a price for display according to market conventions.

Parameters:

price

The unformatted price.

Returns:

A price prepared for display according to market conventions.

double com::ftlabs::fisa::Market::prepareYieldForDisplay

(

double

yield

)

const

Prepares a yield for display according to market conventions.

Parameters:

yield

The unformatted yield.

Returns:

A yield prepared for display according to market conventions.

double com::ftlabs::fisa::Market::prepareAIForDisplay

(

double

accruedInterest

)

const

Prepares accrued interest for display according to market conventions.

Parameters:

accruedInterest

The unformatted accrued interest.

Returns:

Accrued interest prepared for display according to market conventions.

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Friends And Related Function Documentation

friend class Market::US [friend]

friend class Market::CA [friend]

friend class Market::FR [friend]

friend class Market::DE [friend]

friend class Market::IT [friend]

friend class Market::JP [friend]

friend class Market::UK [friend]

friend class FixedInterestRateSecurity [friend]

friend class IndexLinkedSecurity [friend]

friend class SteppedCouponSecurity [friend]

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Member Data Documentation

market_map com::ftlabs::fisa::Market::markets [static, private]

const TruncatingDisplayFormat com::ftlabs::fisa::Market::truncating_3 [static, private]

const RoundingDisplayFormat com::ftlabs::fisa::Market::rounding_6 [static, private]

const RoundingDisplayFormat com::ftlabs::fisa::Market::rounding_3 [static, private]

const RoundingDisplayFormat com::ftlabs::fisa::Market::rounding_2 [static, private]

std::string com::ftlabs::fisa::Market::name [private]

const DayCountBasis* com::ftlabs::fisa::Market::defaultDayCountBasis [private]

const InterestFrequency* com::ftlabs::fisa::Market::defaultInterestFrequency [private]

bool com::ftlabs::fisa::Market::defaultEomAdjust [private]

int com::ftlabs::fisa::Market::defaultSettlementDays [private]

const com::ftlabs::fisa::calc::CalculatorFactory* com::ftlabs::fisa::Market::calculatorFactory [private]

class_dayCountBasis_map* com::ftlabs::fisa::Market::classDayCountBases [private]

class_interestFrequency_map* com::ftlabs::fisa::Market::classInterestFrequencies [private]

class_eomAdjust_map* com::ftlabs::fisa::Market::classEomAdjust [private]

class_settlementDays_map* com::ftlabs::fisa::Market::classSettlementDays [private]

const DisplayFormat* com::ftlabs::fisa::Market::priceDisplayFormat [private]

const DisplayFormat* com::ftlabs::fisa::Market::yieldDisplayFormat [private]

const DisplayFormat* com::ftlabs::fisa::Market::aiDisplayFormat [private]

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

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

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