com.ftlabs.fisa
Class InflationIndexedSecurity

java.lang.Object
  com.ftlabs.fisa.AbstractSecurity
      com.ftlabs.fisa.MaturingSecurity
          com.ftlabs.fisa.MaturingCallableSecurity
              com.ftlabs.fisa.FixedInterestRateSecurity
                  com.ftlabs.fisa.InflationIndexedSecurity

All Implemented Interfaces:

Security, java.io.Serializable

public class InflationIndexedSecurity
extends FixedInterestRateSecurity

See Also:

Serialized Form

Constructor Summary

InflationIndexedSecurity(Market market, CPIFactory cpiFactory)
Creates a InflationIndexedSecurity object of the given Market.

Method Summary

Calculator

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

Methods inherited from class com.ftlabs.fisa.FixedInterestRateSecurity

getFirstInterestDate, getInterestFrequency, getInterestFrequencyValue, getInterestRate, setFirstInterestDate, setInterestFrequency, setInterestRate, validateData

Methods inherited from class com.ftlabs.fisa.MaturingCallableSecurity

createQuoteAnalytics, getCallSchedule, getRedemptions, setCallSchedule

Methods inherited from class com.ftlabs.fisa.MaturingSecurity

calculate, calculate, calculateAccruedInterest, calculatePrice, calculatePrice, calculateYield, calculateYield, getCalculator, getMaturity, getMaturityDate, 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

InflationIndexedSecurity

public InflationIndexedSecurity(Market market,
                                CPIFactory cpiFactory)

Creates a InflationIndexedSecurity 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.

cpiFactory - A CPIFactory implementation to use as a source for CPI values.

Method Detail

getCalculator

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

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

Specified by:

getCalculator in interface Security

Overrides:

getCalculator in class FixedInterestRateSecurity

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