com.ftlabs.fisa
Class PerpetualPreferredSecurity

java.lang.Object
  com.ftlabs.fisa.AbstractSecurity
      com.ftlabs.fisa.AbstractPreferredSecurity
          com.ftlabs.fisa.PerpetualPreferredSecurity

All Implemented Interfaces:

Security, java.io.Serializable

public class PerpetualPreferredSecurity
extends AbstractPreferredSecurity

See Also:

Serialized Form

Field Summary

Fields inherited from class com.ftlabs.fisa.AbstractPreferredSecurity

dividendPaymentDate, exDividendDate, interestFrequency, interestRate

Constructor Summary

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

Method Summary

QuoteAnalytics	createQuoteAnalytics(Quote quote, FISADate settlementDate)
Calculator	getCalculator(FISADate settlementDate) Get a Calculator for this Security and provided settlementDate.
Calculator	getCalculator(FISADate tradeDate, FISADate settlementDate) Get a Calculator for this Security and provided tradeDate and settlementDate.
Calculator	getCalculator(FISADate tradeDate, FISADate settlementDate, Redemption redemption) Get a Calculator for this PerpetualPreferredSecurity and provided settlementDate to Redemption period using the overriding DayCountBasis.
java.util.Collection	getRedemptions() Get a Collection of all Redemptions.

Methods inherited from class com.ftlabs.fisa.AbstractPreferredSecurity

calculate, calculate, calculateAccruedInterest, calculatePrice, calculatePrice, calculateYield, calculateYield, getCalculator, getCallSchedule, getDividendPaymentDate, getExDividendDate, getInterestFrequency, getInterestRate, setCallSchedule, setDividendPaymentDate, setExDividendDate, setInterestFrequency, setInterestRate

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

PerpetualPreferredSecurity

public PerpetualPreferredSecurity(Market market)

Creates an PerpetualPreferredSecurity object of the given Market.

Parameters:

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

Method Detail

getCalculator

public Calculator getCalculator(FISADate settlementDate)
                         throws CalculationException

Get a Calculator for this Security and provided settlementDate. The settlementDate will be used as tradeDate.

Parameters:

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

Returns:

A Calculator for this Security.

Throws:

com.ftlabs.fis.calc.CalculationException

CalculationException

getCalculator

public Calculator getCalculator(FISADate tradeDate,
                                FISADate settlementDate)
                         throws CalculationException

Get a Calculator for this Security and provided tradeDate and settlementDate.

Parameters:

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

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

Returns:

A Calculator for this Security and provided trade date and settlement date

Throws:

com.ftlabs.fis.calc.CalculationException

CalculationException

getCalculator

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

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

Parameters:

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

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

createQuoteAnalytics

public QuoteAnalytics createQuoteAnalytics(Quote quote,
                                           FISADate settlementDate)
                                    throws CalculationException

Throws:

CalculationException

getRedemptions

public java.util.Collection getRedemptions()

Get a Collection of all Redemptions.

Specified by:

getRedemptions in interface Security

Overrides:

getRedemptions in class AbstractPreferredSecurity

Returns:

a Collection of all Redemptions.