com.ftlabs.fisa
Class InterestAtMaturitySecurity

java.lang.Object
  com.ftlabs.fisa.AbstractSecurity
      com.ftlabs.fisa.MaturingSecurity
          com.ftlabs.fisa.MaturingCallableSecurity
              com.ftlabs.fisa.InterestAtMaturitySecurity

All Implemented Interfaces:

Security, java.io.Serializable

public class InterestAtMaturitySecurity
extends MaturingCallableSecurity

An interest at maturity implementation of Security.

See Also:

Serialized Form

Constructor Summary

InterestAtMaturitySecurity(Market market)
Creates an InterestAtMaturitySecurity object of the given Market.

InterestAtMaturitySecurity(Market market, FISADate maturityDate, double interestRate, FISADate datedDate)
Creates an InterestAtMaturitySecurity object of the given Market.

Method Summary

Calculator	getCalculator(FISADate settlementDate, Redemption redemption) Get a Calculator for this InterestAtMaturitySecurity and provided settlementDate to Redemption period using the overriding DayCountBasis.
double	getInterestRate() Get the interest rate.
void	setInterestRate(double interestRate) Set the interest rate.
void	validateData(FISADate settlementDate, FISADate redemptionDate)

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

InterestAtMaturitySecurity

public InterestAtMaturitySecurity(Market market)

Creates an InterestAtMaturitySecurity 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.

InterestAtMaturitySecurity

public InterestAtMaturitySecurity(Market market,
                                  FISADate maturityDate,
                                  double interestRate,
                                  FISADate datedDate)

Creates an InterestAtMaturitySecurity 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

interestRate - the interest rate for this Security

datedDate - the dated date or issue date

Method Detail

getInterestRate

public double getInterestRate()

Get the interest rate.

Returns:

The interest rate.

setInterestRate

public void setInterestRate(double interestRate)

Set the interest rate.

Parameters:

interestRate - The new interest rate.

getCalculator

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

Get a Calculator for this InterestAtMaturitySecurity 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