com.ftlabs.fisa
Class DiscountSecurity

java.lang.Object
  com.ftlabs.fisa.AbstractSecurity
      com.ftlabs.fisa.MaturingSecurity
          com.ftlabs.fisa.DiscountSecurity

All Implemented Interfaces:

Security, java.io.Serializable

public class DiscountSecurity
extends MaturingSecurity

An implementation of a discount Security.

See Also:

Serialized Form

Constructor Summary

DiscountSecurity(Market market)
Creates a DiscountSecurity object of the given Market.

DiscountSecurity(Market market, FISADate maturityDate, FISADate datedDate)
Creates a DiscountSecurity object of the given Market.

Method Summary

Calculator	getCalculator(FISADate settlementDate, Redemption redemption) Get a Calculator for this DiscountSecurity and provided settlementDate to Redemption period using the overriding DayCountBasis.
void	validateData(FISADate settlementDate, FISADate redemptionDate)

Methods inherited from class com.ftlabs.fisa.MaturingSecurity

calculate, calculate, calculateAccruedInterest, calculatePrice, calculatePrice, calculateYield, calculateYield, createQuoteAnalytics, getCalculator, getMaturity, getMaturityDate, getRedemptions, setMaturity, setMaturity, setMaturity

Methods inherited from class com.ftlabs.fisa.AbstractSecurity

addSecurityInvalidationListener, getDatedDate, getDayCountBasis, getMarket, getParValue, invalidate, isEomAdjust, removeSecurityInvalidationListener, setDatedDate, setDayCountBasis, setEomAdjust, setParValue

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DiscountSecurity

public DiscountSecurity(Market market)

Creates a DiscountSecurity object of the given Market.

Parameters:

market - required and immutable Market for this security. This constructor will throw a java.lang.NullPointerException if Market is null.

DiscountSecurity

public DiscountSecurity(Market market,
                        FISADate maturityDate,
                        FISADate datedDate)

Creates a DiscountSecurity object of the given Market.

Parameters:

market - required and immutable Market for this security. This constructor will throw a java.lang.NullPointerException if Market is null.

maturityDate - the maturity date for this Security

datedDate - the dated date or issue date

Method Detail

getCalculator

public Calculator getCalculator(FISADate settlementDate,
                                Redemption redemption)
                         throws CalculationException

Get a Calculator for this DiscountSecurity and provided settlementDate to Redemption period using the overriding DayCountBasis.

Parameters:

settlementDate - The binding settlementDate for which all calculations will be run.

redemption - The binding Redemption to which all calculations will be run.

Returns:

A Calculator for this Security and provided settlementDate to Redemption period.

Throws:

com.ftlabs.fis.calc.CalculationException

CalculationException

validateData

public void validateData(FISADate settlementDate,
                         FISADate redemptionDate)
                  throws CalculationException

Throws:

CalculationException