com.ftlabs.fisa.calc
Class SpreadQuote

java.lang.Object
  com.ftlabs.fisa.calc.YieldQuote
      com.ftlabs.fisa.calc.SpreadQuote

All Implemented Interfaces:

Quote, java.io.Serializable

public class SpreadQuote
extends YieldQuote

A spread based implementation of Quote.

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from class com.ftlabs.fisa.calc.YieldQuote

YieldQuote.RedemptionType

Constructor Summary

SpreadQuote(double spread, double spreadYield)
Constructs a new SpreadQuote from the provided spread and spreadYield.

SpreadQuote(double spread, double spreadYield, Redemption redemption)
Constructs a new SpreadQuote from the provided spread, spreadYield and priced to the provided Redemption.

SpreadQuote(double spread, double spreadYield, YieldQuote.RedemptionType redemptionType)
Constructs a new SpreadQuote from the provided spread, spreadYield and priced to the provided RedemptionType.

Method Summary

double	getSpread() Get the spread.
double	getSpreadYield() Get the yield to which this quote is spread.

Methods inherited from class com.ftlabs.fisa.calc.YieldQuote

getConcession, getPrice, getRedemption, getRedemptionType, getYield

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SpreadQuote

public SpreadQuote(double spread,
                   double spreadYield)

Constructs a new SpreadQuote from the provided spread and spreadYield.

Parameters:

spread - the spread.

spreadYield - the yield to which this quote is spread.

SpreadQuote

public SpreadQuote(double spread,
                   double spreadYield,
                   YieldQuote.RedemptionType redemptionType)

Constructs a new SpreadQuote from the provided spread, spreadYield and priced to the provided RedemptionType.

Parameters:

spread - the spread.

spreadYield - the yield to which this quote is spread.

redemptionType - the RedemptionType to which this quote is priced.

SpreadQuote

public SpreadQuote(double spread,
                   double spreadYield,
                   Redemption redemption)

Constructs a new SpreadQuote from the provided spread, spreadYield and priced to the provided Redemption.

Parameters:

spread - the spread.

spreadYield - the yield to which this quote is spread.

redemption - the Redemption to which this quote is priced.

Method Detail

getSpread

public double getSpread()

Get the spread.

Returns:

the spread.

getSpreadYield

public double getSpreadYield()

Get the yield to which this quote is spread.

Returns:

the spreadYield.