com::ftlabs::fisa::calc::InflationIndexedCalculator Class Reference

#include <InflationIndexedCalculator.h>

Inheritance diagram for com::ftlabs::fisa::calc::InflationIndexedCalculator:

com::ftlabs::fisa::calc::DelegatingCalculator com::ftlabs::fisa::calc::Calculator com::ftlabs::fisa::calc::YieldConvergable List of all members.

Public Member Functions

 InflationIndexedCalculator (const InflationIndexedCalculator &calculator)
 InflationIndexedCalculator (const Calculator *delegateCalculator, const FISADate &settlementDate, const FISADate *datedDate, const PriceIndexFactory &priceIndexFactory) throw ( com::ftlabs::fisa::calc::CalculationException )
virtual ~InflationIndexedCalculator (void)
InflationIndexedCalculatoroperator= (const InflationIndexedCalculator &calculator)
void setValues (const FISADate &settlementDate, const FISADate *datedDate, const PriceIndexFactory &priceIndexFactory) throw ( com::ftlabs::fisa::calc::CalculationException )
double getIndexRatio () const throw ( com::ftlabs::fisa::calc::CalculationException )
 Get the Index Ratio for the datedDate and settlementDate to which this calculator is bound.
double getAdjustedPrice (double price) const throw ( com::ftlabs::fisa::calc::CalculationException )
 Get a price adjusted by the indexRatio.
virtual double getAdjustedAccruedInterest (void) const throw ( com::ftlabs::fisa::calc::CalculationException )
 Get the adjusted accrued interest.

Private Member Functions

double calculateIndexRatio (const PriceIndexFactory &priceIndexFactory, const FISADate &datedDate, const FISADate &settlementDate)

Private Attributes

double indexRatio

Constructor & Destructor Documentation

com::ftlabs::fisa::calc::InflationIndexedCalculator::InflationIndexedCalculator ( const InflationIndexedCalculator calculator  ) 

com::ftlabs::fisa::calc::InflationIndexedCalculator::InflationIndexedCalculator ( const Calculator delegateCalculator,
const FISADate settlementDate,
const FISADate datedDate,
const PriceIndexFactory priceIndexFactory 
) throw ( com::ftlabs::fisa::calc::CalculationException )

virtual com::ftlabs::fisa::calc::InflationIndexedCalculator::~InflationIndexedCalculator ( void   )  [virtual]


Member Function Documentation

InflationIndexedCalculator& com::ftlabs::fisa::calc::InflationIndexedCalculator::operator= ( const InflationIndexedCalculator calculator  ) 

void com::ftlabs::fisa::calc::InflationIndexedCalculator::setValues ( const FISADate settlementDate,
const FISADate datedDate,
const PriceIndexFactory priceIndexFactory 
) throw ( com::ftlabs::fisa::calc::CalculationException )

double com::ftlabs::fisa::calc::InflationIndexedCalculator::getIndexRatio (  )  const throw ( com::ftlabs::fisa::calc::CalculationException )

Get the Index Ratio for the datedDate and settlementDate to which this calculator is bound.

Returns:
The Index Ratio for the datedDate and settlementDate to which this calculator is bound.

double com::ftlabs::fisa::calc::InflationIndexedCalculator::getAdjustedPrice ( double  price  )  const throw ( com::ftlabs::fisa::calc::CalculationException )

Get a price adjusted by the indexRatio.

Parameters:
price A price to adjust.
Returns:
A price adjusted by the indexRatio.

virtual double com::ftlabs::fisa::calc::InflationIndexedCalculator::getAdjustedAccruedInterest ( void   )  const throw ( com::ftlabs::fisa::calc::CalculationException ) [virtual]

Get the adjusted accrued interest.

Returns:
The accrued interest adjusted by the indexRatio.

double com::ftlabs::fisa::calc::InflationIndexedCalculator::calculateIndexRatio ( const PriceIndexFactory priceIndexFactory,
const FISADate datedDate,
const FISADate settlementDate 
) [private]


Member Data Documentation

double com::ftlabs::fisa::calc::InflationIndexedCalculator::indexRatio [private]


The documentation for this class was generated from the following file:
Generated on Tue Feb 5 03:50:36 2008 for FTLabs FISA (c++) by  doxygen 1.5.2