org.jfin.date.accrual.impl

Class FixedAccrualPeriod

java.lang.Object

org.jfin.date.Period

org.jfin.date.accrual.AccrualPeriod

org.jfin.date.accrual.impl.FixedAccrualPeriod

All Implemented Interfaces:

java.lang.Comparable, Initialisable

public class FixedAccrualPeriod
extends AccrualPeriod

Concrete implementation of AccrualPeriod that models a Fixed Rate accrual period (e.g. a fixed rate Bond)

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
FixedAccrualPeriod	clone()
double	getFixedRate() Returns the fixed rate of this period
double	getPaymentAmount(double notional) Gets the payment amount for this period for a given notional
boolean	isPaymentPossible()
void	setFixedRate(double fixedRate) Sets the fixed rate of this period

Methods inherited from class org.jfin.date.accrual.AccrualPeriod

getAccrualBusinessDayConvention, getAccrualHolidayCalendar, getAdjustedDaycountFraction, getAdjustedEndCalendar, getAdjustedPaymentCalendar, getAdjustedStartCalendar, getDaycountCalculator, getPaymentBusinessDayConvention, getPaymentCalendar, getPaymentHolidayCalendar, getPaymentType, initialise, setAccrualBusinessDayConvention, setAccrualHolidayCalendar, setDaycountCalculator, setPaymentBusinessDayConvention, setPaymentCalendar, setPaymentHolidayCalendar, setPaymentType

Methods inherited from class org.jfin.date.Period

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

FixedAccrualPeriod

public FixedAccrualPeriod()

Default constructor

FixedAccrualPeriod

public FixedAccrualPeriod(Period toCopy)

Copy constructor

Parameters:

toCopy - The period to copy

Method Detail

clone

public FixedAccrualPeriod clone()

Overrides:

clone in class Period

getFixedRate

public double getFixedRate()

Returns the fixed rate of this period

Returns:

The fixed rate

setFixedRate

public void setFixedRate(double fixedRate)

Sets the fixed rate of this period

Parameters:

fixedRate - The fixed rate

getPaymentAmount

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

Gets the payment amount for this period for a given notional

Specified by:

getPaymentAmount in class AccrualPeriod

Parameters:

notional - The notional amount

Returns:

The payment amount

Throws:

java.lang.Exception - If there is a problem calculating the payment amount

isPaymentPossible

public boolean isPaymentPossible()

Specified by:

isPaymentPossible in class AccrualPeriod