org.jquantlib.cashflow

Class CappedFlooredCoupon

java.lang.Object

org.jquantlib.cashflow.Event

org.jquantlib.cashflow.CashFlow

org.jquantlib.cashflow.Coupon

org.jquantlib.cashflow.FloatingRateCoupon

org.jquantlib.cashflow.CappedFlooredCoupon

All Implemented Interfaces:

java.lang.Comparable<CashFlow>, Observable, Observer, PolymorphicVisitable

Direct Known Subclasses:

CappedFlooredCmsCoupon, CappedFlooredIborCoupon

public class CappedFlooredCoupon
extends FloatingRateCoupon

Coupon paying a variable index-based rate

Constructor Summary

Constructors

Constructor and Description
CappedFlooredCoupon(FloatingRateCoupon underlying)
CappedFlooredCoupon(FloatingRateCoupon underlying, double cap, double floor)

Method Summary

Modifier and Type	Method and Description
void	accept(PolymorphicVisitor pv) This method is intended to extend the semantics of method Visitable.accept(Visitor)
double	cap()
double	convexityAdjustment()
double	floor()
boolean	isCapped()
boolean	isFloored()
double	rate()
void	setPricer(FloatingRateCouponPricer pricer)
void	update() This method is called whenever the observed object is changed.

Methods inherited from class org.jquantlib.cashflow.FloatingRateCoupon

accruedAmount, adjustedFixing, amount, convexityAdjustmentImpl, dayCounter, fixingDate, fixingDays, gearing, index, indexFixing, isInArrears, price, pricer, spread

Methods inherited from class org.jquantlib.cashflow.Coupon

accrualDays, accrualEndDate, accrualPeriod, accrualStartDate, date, nominal, referencePeriodEnd, referencePeriodStart

Methods inherited from class org.jquantlib.cashflow.CashFlow

compareTo

Methods inherited from class org.jquantlib.cashflow.Event

addObserver, countObservers, deleteObserver, deleteObservers, getObservers, hasOccurred, hasOccurred, notifyObservers, notifyObservers

Methods inherited from class java.lang.Object

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

Constructor Detail

CappedFlooredCoupon

public CappedFlooredCoupon(FloatingRateCoupon underlying)

CappedFlooredCoupon

public CappedFlooredCoupon(FloatingRateCoupon underlying,
                           double cap,
                           double floor)

Method Detail

setPricer

public void setPricer(FloatingRateCouponPricer pricer)

Overrides:

setPricer in class FloatingRateCoupon

rate

public double rate()

Overrides:

rate in class FloatingRateCoupon

convexityAdjustment

public double convexityAdjustment()

Overrides:

convexityAdjustment in class FloatingRateCoupon

isCapped

public boolean isCapped()

isFloored

public boolean isFloored()

cap

public double cap()

floor

public double floor()

update

public void update()

Description copied from interface: Observer

This method is called whenever the observed object is changed.

Specified by:

update in interface Observer

Overrides:

update in class FloatingRateCoupon

accept

public void accept(PolymorphicVisitor pv)

Description copied from interface: PolymorphicVisitable

This method is intended to extend the semantics of method Visitable.accept(Visitor)

In a conventional Visitor design pattern, the accept method is called when access to visit a data structure is requested. A Visitor object is passed as argument in case permission is granted to that Visitor to access the data structure. Obviously, Visitors and Visitables work in pairs and the class which provides the data structure to be visited also implements Visitable in order to properly grant access when the expected Visitor is received.

In the case of a PolymorphicVisitable, a PolymorphicVisitor is passed instead of a Visitor. A PolymorphicVisitor is in fact, a composition of Visitors and not only a single Visitor. A PolymorphicVisitor is responsible for returning the correct Visitor responsible for processing a certain data structure.

The initial design of pairs made of <Visitor,Visitable> is extended to a concept of a matrix made of multiple Visitors against multiple Visitables. Every class which implements PolymorphicVisitable passes different data structures when querying PolymorphicVisitors.

Specified by:

accept in interface PolymorphicVisitable

Overrides:

accept in class FloatingRateCoupon

See Also:

PolymorphicVisitor#getVisitor(Class)