org.jfin.date.accrual

Class AccrualPeriod

java.lang.Object

org.jfin.date.Period

org.jfin.date.accrual.AccrualPeriod

All Implemented Interfaces:

java.lang.Comparable, Initialisable

Direct Known Subclasses:

FixedAccrualPeriod, FloatAccrualPeriod

public abstract class AccrualPeriod
extends Period
implements Initialisable

Abstract class that provides the basis of concrete accrual periods.

Constructor Summary

Constructors

Constructor and Description
AccrualPeriod() Default constructor
AccrualPeriod(Period toCopy) Copy constructor

Method Summary

Modifier and Type	Method and Description
BusinessDayConvention	getAccrualBusinessDayConvention() Gets the accrual business day convention
HolidayCalendar	getAccrualHolidayCalendar() Gets the accrual holiday calendar
double	getAdjustedDaycountFraction() Gets the daycount fraction for the adjusted period.
java.util.Calendar	getAdjustedEndCalendar() Returns the end calendar adjusted based upon the accrual holiday calendar and business day convention.
java.util.Calendar	getAdjustedPaymentCalendar()
java.util.Calendar	getAdjustedStartCalendar() Returns the start calendar adjusted based upon the accrual holiday calendar and business day convention.
DaycountCalculator	getDaycountCalculator() Gets the day count calculator used to calculate the value of the accrual period.
abstract double	getPaymentAmount(double notional) Return the payment amount for a given notional
BusinessDayConvention	getPaymentBusinessDayConvention() Gets the business day convention used to adjust the payment date.
java.util.Calendar	getPaymentCalendar() Gets the payment date
HolidayCalendar	getPaymentHolidayCalendar() Gets the holiday calendar used to adjust the payment date.
PaymentType	getPaymentType() Gets the payment type (IN_ARREARS, IN_ADVANCE) which determines whether the payment date is the start of the period (IN_ADVANCE) or the end of the period (IN_ARREARS).
void	initialise() Initialises the payment date after the start and end dates have been set.
abstract boolean	isPaymentPossible()
void	setAccrualBusinessDayConvention(BusinessDayConvention accrualBusinessDayConvention) Sets the accrual business day convention
void	setAccrualHolidayCalendar(HolidayCalendar accrualHolidayCalendar) Sets the accrual holiday calendar
void	setDaycountCalculator(DaycountCalculator daycountCalculator) Sets the day count calculator used to calculate the value of the accrual period.
void	setPaymentBusinessDayConvention(BusinessDayConvention paymentBusinessDayConvention) Sets the business day convention used to adjust the payment date.
void	setPaymentCalendar(java.util.Calendar paymentCalendar) Sets the payment date
void	setPaymentHolidayCalendar(HolidayCalendar paymentHolidayCalendar) Sets the holiday calendar used to adjust the payment date.
void	setPaymentType(PaymentType paymentType) Sets the payment type (IN_ARREARS, IN_ADVANCE) which determines whether the payment date is the start of the period (IN_ADVANCE) or the end of the period (IN_ARREARS).

Methods inherited from class org.jfin.date.Period

clone, compareTo, getEndCalendar, getReferenceEndCalendar, getReferenceStartCalendar, getStartCalendar, setEndCalendar, setReferenceEndCalendar, setReferenceStartCalendar, setStartCalendar, toString

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

AccrualPeriod

public AccrualPeriod()

Default constructor

AccrualPeriod

public AccrualPeriod(Period toCopy)

Copy constructor

Parameters:

toCopy - the Period to copy

Method Detail

initialise

public void initialise()

Initialises the payment date after the start and end dates have been set.

Specified by:

initialise in interface Initialisable

getPaymentAmount

public abstract double getPaymentAmount(double notional)
                                 throws java.lang.Exception

Return the payment amount for a given notional

Parameters:

notional - The notional

Returns:

The payment amount for the given notional

Throws:

java.lang.Exception - Throws an Exception if there are problems calculating the payment amount

isPaymentPossible

public abstract boolean isPaymentPossible()

getPaymentCalendar

public java.util.Calendar getPaymentCalendar()

Gets the payment date

Returns:

Calendar representing the payment date

getAdjustedPaymentCalendar

public java.util.Calendar getAdjustedPaymentCalendar()
                                              throws AccrualException

Throws:

AccrualException

setPaymentCalendar

public void setPaymentCalendar(java.util.Calendar paymentCalendar)

Sets the payment date

Parameters:

paymentCalendar - The Calendar representing the payment date

getPaymentType

public PaymentType getPaymentType()

Gets the payment type (IN_ARREARS, IN_ADVANCE) which determines whether the payment date is the start of the period (IN_ADVANCE) or the end of the period (IN_ARREARS).

Returns:

The payment type

setPaymentType

public void setPaymentType(PaymentType paymentType)

Sets the payment type (IN_ARREARS, IN_ADVANCE) which determines whether the payment date is the start of the period (IN_ADVANCE) or the end of the period (IN_ARREARS).

Parameters:

paymentType - The payment type

getPaymentBusinessDayConvention

public BusinessDayConvention getPaymentBusinessDayConvention()

Gets the business day convention used to adjust the payment date.

Returns:

The payment business day convention

setPaymentBusinessDayConvention

public void setPaymentBusinessDayConvention(BusinessDayConvention paymentBusinessDayConvention)

Sets the business day convention used to adjust the payment date.

Parameters:

paymentBusinessDayConvention - The payment business day convention

getAccrualBusinessDayConvention

public BusinessDayConvention getAccrualBusinessDayConvention()

Gets the accrual business day convention

Returns:

The accrual business day convention

setAccrualBusinessDayConvention

public void setAccrualBusinessDayConvention(BusinessDayConvention accrualBusinessDayConvention)

Sets the accrual business day convention

Parameters:

accrualBusinessDayConvention - The accrual business day convention

getPaymentHolidayCalendar

public HolidayCalendar getPaymentHolidayCalendar()

Gets the holiday calendar used to adjust the payment date.

Returns:

The payment holiday calendar

setPaymentHolidayCalendar

public void setPaymentHolidayCalendar(HolidayCalendar paymentHolidayCalendar)

Sets the holiday calendar used to adjust the payment date.

Parameters:

paymentHolidayCalendar - The payment holiday calendar

getAccrualHolidayCalendar

public HolidayCalendar getAccrualHolidayCalendar()

Gets the accrual holiday calendar

Returns:

The accrual holiday calendar

setAccrualHolidayCalendar

public void setAccrualHolidayCalendar(HolidayCalendar accrualHolidayCalendar)

Sets the accrual holiday calendar

Parameters:

accrualHolidayCalendar - The accrual holiday calendar

getDaycountCalculator

public DaycountCalculator getDaycountCalculator()

Gets the day count calculator used to calculate the value of the accrual period.

Returns:

The day count calculator

setDaycountCalculator

public void setDaycountCalculator(DaycountCalculator daycountCalculator)

Sets the day count calculator used to calculate the value of the accrual period.

Parameters:

daycountCalculator - The day count calculator

getAdjustedStartCalendar

public java.util.Calendar getAdjustedStartCalendar()
                                            throws AccrualException

Returns the start calendar adjusted based upon the accrual holiday calendar and business day convention.

Returns:

The adjusted start calendar

Throws:

AccrualException - If the start calendar, payment business day convention or payment holiday are null

getAdjustedEndCalendar

public java.util.Calendar getAdjustedEndCalendar()
                                          throws AccrualException

Returns the end calendar adjusted based upon the accrual holiday calendar and business day convention.

Returns:

The adjusted end calendar

Throws:

AccrualException - If the start calendar, payment business day convention or payment holiday are null

getAdjustedDaycountFraction

public double getAdjustedDaycountFraction()
                                   throws AccrualException

Gets the daycount fraction for the adjusted period.

Returns:

The day count fraction of the adjusted accrual period

Throws:

AccrualException - If there is a problem creating the adjusted day count fraction