com.ftlabs.fisa.calc.indexed
Interface InflationIndexedCalculator

All Superinterfaces:

Calculator, java.io.Serializable, YieldConvergable

All Known Implementing Classes:

InflationIndexedLastPeriodCalculator, InflationIndexedMultiplePeriodCalculator

public interface InflationIndexedCalculator
extends Calculator

Treasury-Inflation Protected Securities.

Method Summary

double	getAdjustedAccruedInterest()
double	getAdjustedPrice(double price) Get a price adjusted by the indexRatio.
double	getIndexRatio() Get the Index Ratio for the datedDate and settlementDate to which this calculator is bound.

Methods inherited from interface com.ftlabs.fisa.calc.Calculator

calculate, calculateAccruedInterest, calculateConvexity, calculateCurrentYield, calculateEstimatedConvexity, calculateEstimatedMacaulayDuration, calculateEstimatedModifiedDuration, calculateEstimatedModifiedDuration, calculateInterestOnInterest, calculateMacaulayDuration, calculateModifiedDuration, calculateModifiedDuration, calculatePeriodicYield, calculatePrice, calculatePriceValue1BP, calculateTotalInterestFlows, calculateYield, calculateYieldValue1_32, getCashFlowCount, getCashFlowDate, getCashFlowDate, getInterest, getPeriodicTimeToFlow, getPrincipal, getRedemption, getSettlementDate, getTimeToFlow, getTotalCashFlow

Method Detail

getIndexRatio

double getIndexRatio()
                     throws CalculationException

Get the Index Ratio for the datedDate and settlementDate to which this calculator is bound.

Returns:

The Index Ratio for the datedDate and settlementDate to which this calculator is bound.

Throws:

CalculationException

getAdjustedPrice

double getAdjustedPrice(double price)
                        throws CalculationException

Get a price adjusted by the indexRatio.

Parameters:

price - A price to adjust.

Returns:

A price adjusted by the indexRatio.

Throws:

CalculationException

getAdjustedAccruedInterest

double getAdjustedAccruedInterest()
                                  throws CalculationException

Returns:

The accrued interest adjusted by the indexRatio.

Throws:

CalculationException