com::ftlabs::fisa::MaturingSecurity Class Reference

An abstract implementation of Security for securities that have a maturity date. More...

#include <MaturingSecurity.h>

Inheritance diagram for com::ftlabs::fisa::MaturingSecurity:

List of all members.

Public Member Functions
virtual	~MaturingSecurity (void)
const Redemption &	getMaturity (void) const
	Get the maturity Redemption.
const FISADate &	getMaturityDate (void) const
	A convenience method to get the maturity date bound to the maturity Redemption.
void	setMaturity (const Redemption &maturity)
	Set the maturity Redemption.
void	setMaturity (const FISADate &maturityDate, double redemptionValue)
	Sets maturity to a new Redemption object for the given maturityDate and redemptionValue.
void	setMaturity (const FISADate &maturityDate)
	Sets maturity to a new Redemption object for the given maturityDate with a default redemption value of 100.0.
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
	MaturingSecurity (const Market &market, const Security::ClassID &classID)
	MaturingSecurity (const MaturingSecurity &security)
MaturingSecurity &	operator= (const MaturingSecurity &security)
virtual const com::ftlabs::fisa::calc::Calculator *	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.
Private Attributes
Redemption	maturity

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Detailed Description

An abstract implementation of Security for securities that have a maturity date.

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Constructor & Destructor Documentation

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

com::ftlabs::fisa::MaturingSecurity::MaturingSecurity

(

const MaturingSecurity &

security

)

[protected]

virtual com::ftlabs::fisa::MaturingSecurity::~MaturingSecurity

(

void

)

[virtual]

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Member Function Documentation

MaturingSecurity& com::ftlabs::fisa::MaturingSecurity::operator=

(

const MaturingSecurity &

security

)

[protected]

const Redemption& com::ftlabs::fisa::MaturingSecurity::getMaturity

(

void

)

const

Get the maturity Redemption.

Returns:

The maturity Redemption.

const FISADate& com::ftlabs::fisa::MaturingSecurity::getMaturityDate

(

void

)

const

A convenience method to get the maturity date bound to the maturity Redemption.

Returns:

The maturity date, which could be empty.

void com::ftlabs::fisa::MaturingSecurity::setMaturity

(

const Redemption &

maturity

)

Set the maturity Redemption.

Parameters:

maturity

New maturity Redemption.

void com::ftlabs::fisa::MaturingSecurity::setMaturity	(	const FISADate &	maturityDate,
		double	redemptionValue
	)

Sets maturity to a new Redemption object for the given maturityDate and redemptionValue.

Parameters:

	maturityDate	The date o which this security is to mature.
	redemptionValue	the redemption value at maturity

void com::ftlabs::fisa::MaturingSecurity::setMaturity

(

const FISADate &

maturityDate

)

Sets maturity to a new Redemption object for the given maturityDate with a default redemption value of 100.0.

Parameters:

maturityDate

The date on which this security is to mature.

virtual std::auto_ptr<com::ftlabs::fisa::calc::QuoteAnalytics> com::ftlabs::fisa::MaturingSecurity::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 );

Implements com::ftlabs::fisa::Security.

Reimplemented in com::ftlabs::fisa::MaturingCallableSecurity.

virtual int com::ftlabs::fisa::MaturingSecurity::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.

Implements com::ftlabs::fisa::Security.

Reimplemented in com::ftlabs::fisa::MaturingCallableSecurity.

virtual const Redemption* com::ftlabs::fisa::MaturingSecurity::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.

Implements com::ftlabs::fisa::Security.

Reimplemented in com::ftlabs::fisa::MaturingCallableSecurity.

virtual const com::ftlabs::fisa::calc::Calculator* com::ftlabs::fisa::MaturingSecurity::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

Implements com::ftlabs::fisa::Security.

Reimplemented in com::ftlabs::fisa::DiscountSecurity, and com::ftlabs::fisa::InflationIndexedSecurity.

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Member Data Documentation

Redemption com::ftlabs::fisa::MaturingSecurity::maturity [private]

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

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

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