com.ftlabs.fisa
Class SteppedCouponSecurity

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

All Implemented Interfaces:

Security, java.io.Serializable

public class SteppedCouponSecurity
extends MaturingCallableSecurity

A stepped coupon implementation of Security.

See Also:

Serialized Form

Constructor Summary

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

Method Summary

Calculator	getCalculator(FISADate settlementDate, Redemption redemption) Get a Calculator for this SteppedCouponSecurity and provided settlementDate to Redemption period using the overriding DayCountBasis.
FISADate	getFirstInterestDate() Get the first interest date.
InterestFrequency	getInterestFrequency() Get the current InterestFrequency.
int	getInterestFrequencyValue() A convenience method to get the value of the current InterestFrequency.
InterestRateSchedule	getInterestRateSchedule() Returns the InterestRateSchedule for this SteppedCouponSecurity.
void	setFirstInterestDate(FISADate firstInterestDate) Set the first interest date.
void	setInterestFrequency(InterestFrequency interestFrequency) Set the InterestFrequency.
void	setInterestRateSchedule(InterestRateSchedule interestRateSchedule) Set the interestRateSchedule for this SteppedCouponSecurity.
protected void	validateData(FISADate settlementDate, FISADate redemptionDate, FISADate lastInterestDate)

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

SteppedCouponSecurity

public SteppedCouponSecurity(Market market)

Creates a SteppedCouponSecurity 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.

Method Detail

setInterestRateSchedule

public void setInterestRateSchedule(InterestRateSchedule interestRateSchedule)

Set the interestRateSchedule for this SteppedCouponSecurity.

Parameters:

interestRateSchedule - An InterestRateSchedule.

getInterestRateSchedule

public InterestRateSchedule getInterestRateSchedule()

Returns the InterestRateSchedule for this SteppedCouponSecurity.

Returns:

the InterestRateSchedule assigned to this security.

getInterestFrequency

public final InterestFrequency getInterestFrequency()

Get the current InterestFrequency.

Returns:

The current InterestFrequency.

getInterestFrequencyValue

public final int getInterestFrequencyValue()

A convenience method to get the value of the current InterestFrequency.

Returns:

The value of the current InterestFrequency.

setInterestFrequency

public final void setInterestFrequency(InterestFrequency interestFrequency)

Set the InterestFrequency.

Parameters:

interestFrequency - The new InterestFrequency.

getFirstInterestDate

public final FISADate getFirstInterestDate()

Get the first interest date.

Returns:

The first interest date.

setFirstInterestDate

public final void setFirstInterestDate(FISADate firstInterestDate)

Set the first interest date.

Parameters:

firstInterestDate - The new first interest date.

getCalculator

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

Get a Calculator for this SteppedCouponSecurity 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

protected void validateData(FISADate settlementDate,
                            FISADate redemptionDate,
                            FISADate lastInterestDate)
                     throws CalculationException

Throws:

CalculationException