org.jquantlib.cashflow

Class Coupon

java.lang.Object

org.jquantlib.cashflow.Event

org.jquantlib.cashflow.CashFlow

org.jquantlib.cashflow.Coupon

All Implemented Interfaces:

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

Direct Known Subclasses:

FixedRateCoupon, FloatingRateCoupon

public abstract class Coupon
extends CashFlow

Coupon accruing over a fixed period

This class implements part of the CashFlow interface but it is still abstract and provides derived classes with methods for accrual period calculations.

Constructor Summary

Constructors

Constructor and Description
Coupon(double nominal, Date paymentDate, Date accrualStartDate, Date accrualEndDate)
Coupon(double nominal, Date paymentDate, Date accrualStartDate, Date accrualEndDate, Date refPeriodStart, Date refPeriodEnd)

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)
long	accrualDays()
Date	accrualEndDate()
double	accrualPeriod()
Date	accrualStartDate()
abstract double	accruedAmount(Date date)
Date	date() Keeps the date at which the event occurs
abstract DayCounter	dayCounter()
double	nominal()
abstract double	rate()
Date	referencePeriodEnd()
Date	referencePeriodStart()

Methods inherited from class org.jquantlib.cashflow.CashFlow

amount, 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

Coupon

public Coupon(double nominal,
              Date paymentDate,
              Date accrualStartDate,
              Date accrualEndDate)

Coupon

public Coupon(double nominal,
              Date paymentDate,
              Date accrualStartDate,
              Date accrualEndDate,
              Date refPeriodStart,
              Date refPeriodEnd)

Method Detail

rate

public abstract double rate()

dayCounter

public abstract DayCounter dayCounter()

accruedAmount

public abstract double accruedAmount(Date date)

nominal

public double nominal()

accrualStartDate

public Date accrualStartDate()

accrualEndDate

public Date accrualEndDate()

referencePeriodStart

public Date referencePeriodStart()

referencePeriodEnd

public Date referencePeriodEnd()

accrualPeriod

public double accrualPeriod()

accrualDays

public long accrualDays()

date

public Date date()

Description copied from class: Event

Keeps the date at which the event occurs

Specified by:

date in class Event

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 CashFlow

See Also:

PolymorphicVisitor#getVisitor(Class)