com.ftlabs.fisa
Class ZeroCouponSecurity

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

All Implemented Interfaces:

Security, java.io.Serializable

public class ZeroCouponSecurity
extends MaturingCallableSecurity

A zero coupon implementation of Security.

See Also:

Serialized Form

Constructor Summary

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

ZeroCouponSecurity(Market market, Redemption maturity, InterestFrequency interestFrequency)
Creates a ZeroCouponSecurity object of the given Market.

Method Summary

double	calculateAccruedInterest(FISADate settlementDate) A convenience method to calculate the accrued interest for the provided settlementDate.
Calculator	getCalculator(FISADate settlementDate, Redemption redemption) Get a Calculator for this ZeroCouponSecurity and provided settlementDate to Redemption period using the overriding DayCountBasis.
InterestFrequency	getInterestFrequency() Get the current InterestFrequency.
int	getInterestFrequencyValue() A convenience method to get the value of the current InterestFrequency.
void	setInterestFrequency(InterestFrequency interestFrequency) Set the InterestFrequency.

Methods inherited from class com.ftlabs.fisa.MaturingCallableSecurity

createQuoteAnalytics, getCallSchedule, getRedemptions, setCallSchedule

Methods inherited from class com.ftlabs.fisa.MaturingSecurity

calculate, calculate, 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

ZeroCouponSecurity

public ZeroCouponSecurity(Market market)

Creates a ZeroCouponSecurity 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.

ZeroCouponSecurity

public ZeroCouponSecurity(Market market,
                          Redemption maturity,
                          InterestFrequency interestFrequency)

Creates a ZeroCouponSecurity 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.

maturity - the maturity Redemption

interestFrequency - The InterestFrequency that represents the number of quasi-coupon periods per year for this Security.

Method Detail

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.

getCalculator

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

Get a Calculator for this ZeroCouponSecurity 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

calculateAccruedInterest

public double calculateAccruedInterest(FISADate settlementDate)
                                throws CalculationException

A convenience method to calculate the accrued interest for the provided settlementDate.

Specified by:

calculateAccruedInterest in interface Security

Overrides:

calculateAccruedInterest in class MaturingSecurity

Parameters:

settlementDate - The settlement date.

Returns:

The accrued interest of this Security for the provided settlement date.

Throws:

com.ftlabs.fis.calc.CalculationException

CalculationException