FTLabs FISA (c++): com::ftlabs::fisa::MaturingCallableSecurity Class Reference

com::ftlabs::fisa::MaturingCallableSecurity::MaturingCallableSecurity	(	const Market &	market,
		const Security::ClassID &	classID
	)			`[protected]`

com::ftlabs::fisa::MaturingCallableSecurity::MaturingCallableSecurity ( const MaturingCallableSecurity & security ) [protected]

com::ftlabs::fisa::MaturingCallableSecurity::~MaturingCallableSecurity ( void ) [protected]

MaturingCallableSecurity& com::ftlabs::fisa::MaturingCallableSecurity::operator= ( const MaturingCallableSecurity & security ) [protected]

void com::ftlabs::fisa::MaturingCallableSecurity::setCallSchedule ( CallSchedule * callSchedule )

CallSchedule* com::ftlabs::fisa::MaturingCallableSecurity::getCallSchedule ( void )

virtual std::auto_ptr<com::ftlabs::fisa::calc::QuoteAnalytics> com::ftlabs::fisa::MaturingCallableSecurity::createQuoteAnalytics	(	const com::ftlabs::fisa::calc::Quote &	quote,
		const FISADate &	settlementDate,
		const HolidaySchedule *	holidaySchedule = `0`
	)			const throw ( com::ftlabs::fisa::calc::CalculationException ) `[virtual]`

Create a new Calculator 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 for this Security and provided settlement date to maturity Redemption period. CalculationException virtual std::auto_ptr<const com::ftlabs::fisa::calc::Calculator> createCalculator( const FISADate &settlementDate, const HolidaySchedule *holidaySchedule = 0 ) const throw ( com::ftlabs::fisa::calc::CalculationException );

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

virtual int com::ftlabs::fisa::MaturingCallableSecurity::getRedemptionCount ( void ) [virtual]

Get the number of Redemptions set for this Security, including any calls and maturity.

Returns:: The number of redemptions set for this Security.

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

virtual const Redemption* com::ftlabs::fisa::MaturingCallableSecurity::getRedemption ( int index ) [virtual]

Get a pointer to the Redemption at the specified index.

Parameters:

index

The index of the Redemption to return. A valid index would be from 0 through getRedemptionCount() - 1.

Returns:: A pointer to the Redemption at the specified index.

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

CallSchedule* com::ftlabs::fisa::MaturingCallableSecurity::callSchedule [private]


Public Member Functions
void	setCallSchedule (CallSchedule *callSchedule)
CallSchedule *	getCallSchedule (void)
virtual std::auto_ptr< com::ftlabs::fisa::calc::QuoteAnalytics >	createQuoteAnalytics (const com::ftlabs::fisa::calc::Quote &quote, const FISADate &settlementDate, const HolidaySchedule *holidaySchedule=0) const throw ( com::ftlabs::fisa::calc::CalculationException )
	Create a new Calculator for this Security and provided settlementDate. The maturity Redemption will be used with this settlementDate to create a new Calculator.
virtual int	getRedemptionCount (void)
	Get the number of Redemptions set for this Security, including any calls and maturity.
virtual const Redemption *	getRedemption (int index)
	Get a pointer to the Redemption at the specified index.
Protected Member Functions
	MaturingCallableSecurity (const Market &market, const Security::ClassID &classID)
	MaturingCallableSecurity (const MaturingCallableSecurity &security)
	~MaturingCallableSecurity (void)
MaturingCallableSecurity &	operator= (const MaturingCallableSecurity &security)
Private Attributes
CallSchedule *	callSchedule

com::ftlabs::fisa::MaturingCallableSecurity Class Reference

Public Member Functions

Protected Member Functions

Private Attributes

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation