org.jquantlib.cashflow

Class FixedRateCoupon

java.lang.Object

org.jquantlib.cashflow.Event

org.jquantlib.cashflow.CashFlow

org.jquantlib.cashflow.Coupon

org.jquantlib.cashflow.FixedRateCoupon

All Implemented Interfaces:

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

public class FixedRateCoupon
extends Coupon

Constructor Summary

Constructors

Constructor and Description
FixedRateCoupon(double nominal, Date paymentDate, double rate, DayCounter dayCounter, Date accrualStartDate, Date accrualEndDate)
FixedRateCoupon(double nominal, Date paymentDate, double rate, DayCounter dayCounter, Date accrualStartDate, Date accrualEndDate, Date refPeriodStart, Date refPeriodEnd)
FixedRateCoupon(double nominal, Date paymentDate, InterestRate interestRate, DayCounter dayCounter, Date accrualStartDate, Date accrualEndDate)
FixedRateCoupon(double nominal, Date paymentDate, InterestRate interestRate, DayCounter dayCounter, 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)
double	accruedAmount(Date d)
double	amount()
DayCounter	dayCounter()
InterestRate	interestRate()
double	rate()

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

FixedRateCoupon

public FixedRateCoupon(double nominal,
                       Date paymentDate,
                       double rate,
                       DayCounter dayCounter,
                       Date accrualStartDate,
                       Date accrualEndDate)

FixedRateCoupon

public FixedRateCoupon(double nominal,
                       Date paymentDate,
                       double rate,
                       DayCounter dayCounter,
                       Date accrualStartDate,
                       Date accrualEndDate,
                       Date refPeriodStart,
                       Date refPeriodEnd)

FixedRateCoupon

public FixedRateCoupon(double nominal,
                       Date paymentDate,
                       InterestRate interestRate,
                       DayCounter dayCounter,
                       Date accrualStartDate,
                       Date accrualEndDate)

FixedRateCoupon

public FixedRateCoupon(double nominal,
                       Date paymentDate,
                       InterestRate interestRate,
                       DayCounter dayCounter,
                       Date accrualStartDate,
                       Date accrualEndDate,
                       Date refPeriodStart,
                       Date refPeriodEnd)

Method Detail

interestRate

public InterestRate interestRate()

dayCounter

public DayCounter dayCounter()

Specified by:

dayCounter in class Coupon

rate

public double rate()

Specified by:

rate in class Coupon

accruedAmount

public double accruedAmount(Date d)

Specified by:

accruedAmount in class Coupon

amount

public double amount()

Specified by:

amount in class CashFlow

Returns:

amount of the cash flow. The amount is not discounted, i.e., it is the actual amount paid at the cash flow date.

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 Coupon

See Also:

PolymorphicVisitor#getVisitor(Class)