com::ftlabs::fisa::SettlementDateFactory Class Reference

This class provides methods for getting a settlement date, with implementations usually taking weekend days and holidays into consideration. More...

#include <SettlementDateFactory.h>

Inheritance diagram for com::ftlabs::fisa::SettlementDateFactory:

com::ftlabs::fisa::DefaultSettlementDateFactory List of all members.

Public Member Functions

virtual FISADate getSettlementDate (int settlementDays) const =0
 Gets a settlement date using today as the trade date.
virtual FISADate getSettlementDate (const FISADate &tradeDate, int settlementDays) const =0
 Gets a settlement date using the provided trade date.
virtual FISADate getSettlementDate (int settlementDays, const HolidaySchedule &holidaySchedule) const=0
 Gets a settlement date using today as the trade date and the provided holiday schedule.
virtual FISADate getSettlementDate (const FISADate &tradeDate, int settlementDays, const HolidaySchedule &holidaySchedule) const =0
 Gets a settlement date using the provided trade date and the provided holiday schedule.

Protected Member Functions

 SettlementDateFactory (void)
 ~SettlementDateFactory (void)

Detailed Description

This class provides methods for getting a settlement date, with implementations usually taking weekend days and holidays into consideration.

<deprecated>This has been deprecated. Please use BusinessDateFactory.</deprecated>


Constructor & Destructor Documentation

com::ftlabs::fisa::SettlementDateFactory::SettlementDateFactory ( void   )  [inline, protected]

com::ftlabs::fisa::SettlementDateFactory::~SettlementDateFactory ( void   )  [inline, protected]


Member Function Documentation

virtual FISADate com::ftlabs::fisa::SettlementDateFactory::getSettlementDate ( int  settlementDays  )  const [pure virtual]

Gets a settlement date using today as the trade date.

It is up to each implementation to determine whether a default holiday schedule is considered with this method.

Parameters:
settlementDays The number of business days from today.
Returns:
A settlement date.

Implemented in com::ftlabs::fisa::DefaultSettlementDateFactory.

virtual FISADate com::ftlabs::fisa::SettlementDateFactory::getSettlementDate ( const FISADate tradeDate,
int  settlementDays 
) const [pure virtual]

Gets a settlement date using the provided trade date.

It is up to each implementation to determine whether a default holiday schedule is considered with this method.

Parameters:
tradeDate The trade date.
settlementDays The number of business days from today.
Returns:
A settlement date.

Implemented in com::ftlabs::fisa::DefaultSettlementDateFactory.

virtual FISADate com::ftlabs::fisa::SettlementDateFactory::getSettlementDate ( int  settlementDays,
const HolidaySchedule holidaySchedule 
) const [pure virtual]

Gets a settlement date using today as the trade date and the provided holiday schedule.

It is up to each implementation to determine whether a default holiday schedule is also considered with this method.

Parameters:
settlementDays The number of business days from today.
Returns:
A settlement date.

Implemented in com::ftlabs::fisa::DefaultSettlementDateFactory.

virtual FISADate com::ftlabs::fisa::SettlementDateFactory::getSettlementDate ( const FISADate tradeDate,
int  settlementDays,
const HolidaySchedule holidaySchedule 
) const [pure virtual]

Gets a settlement date using the provided trade date and the provided holiday schedule.

It is up to each implementation to determine whether a default holiday schedule is also considered with this method.

Parameters:
tradeDate The trade date.
settlementDays The number of business days from today.
Returns:
A settlement date.

Implemented in com::ftlabs::fisa::DefaultSettlementDateFactory.


The documentation for this class was generated from the following file:
Generated on Tue Feb 5 03:50:31 2008 for FTLabs FISA (c++) by  doxygen 1.5.2