org.jquantlib.cashflow

Class FloatingRateCouponPricer

java.lang.Object

org.jquantlib.cashflow.FloatingRateCouponPricer

All Implemented Interfaces:

Observable, Observer

Direct Known Subclasses:

AverageBMACouponPricer, CmsCouponPricer, IborCouponPricer

public abstract class FloatingRateCouponPricer
extends java.lang.Object
implements Observer, Observable

Constructor Summary

Constructors

Constructor and Description
FloatingRateCouponPricer()

Method Summary

Modifier and Type	Method and Description
void	addObserver(Observer observer) Attaches a observer to the Observable.
abstract double	capletPrice(double effectiveCap)
abstract double	capletRate(double effectiveCap)
int	countObservers() Counts how many Observers were attached to this class.
void	deleteObserver(Observer observer) Detaches a previously attached observer to the observable.
void	deleteObservers() Detaches all previously attached observer to the observable.
abstract double	floorletPrice(double effectiveFloor)
abstract double	floorletRate(double effectiveFloor)
java.util.List<Observer>	getObservers() Returns list of observers registered with the Observable.
abstract void	initialize(FloatingRateCoupon coupon)
void	notifyObservers() Notifies all attached observers about changes in the observable.
void	notifyObservers(java.lang.Object arg) Notifies all attached observers about changes in the observable.
abstract double	swapletPrice()
abstract double	swapletRate()
void	update() This method is called whenever the observed object is changed.

Methods inherited from class java.lang.Object

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

Constructor Detail

FloatingRateCouponPricer

public FloatingRateCouponPricer()

Method Detail

swapletPrice

public abstract double swapletPrice()

swapletRate

public abstract double swapletRate()

capletPrice

public abstract double capletPrice(double effectiveCap)

capletRate

public abstract double capletRate(double effectiveCap)

floorletPrice

public abstract double floorletPrice(double effectiveFloor)

floorletRate

public abstract double floorletRate(double effectiveFloor)

initialize

public abstract void initialize(FloatingRateCoupon coupon)

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

addObserver

public void addObserver(Observer observer)

Description copied from interface: Observable

Attaches a observer to the Observable. After attachment the observer gets informed about changes in the Observable.

Specified by:

addObserver in interface Observable

Parameters:

observer - The observer to attach to the observable

countObservers

public int countObservers()

Description copied from interface: Observable

Counts how many Observers were attached to this class.

Specified by:

countObservers in interface Observable

Returns:

the number of Observers

See Also:

Observer

deleteObserver

public void deleteObserver(Observer observer)

Description copied from interface: Observable

Detaches a previously attached observer to the observable. After detachment the observer does no longer receive change notifications from the observable.

Specified by:

deleteObserver in interface Observable

Parameters:

observer - The observer to detach from the observable

deleteObservers

public void deleteObservers()

Description copied from interface: Observable

Detaches all previously attached observer to the observable. After detachment observers do not longer receive change notifications from the observable.

Specified by:

deleteObservers in interface Observable

getObservers

public java.util.List<Observer> getObservers()

Description copied from interface: Observable

Returns list of observers registered with the Observable. List returned is unmodifiable list.

Specified by:

getObservers in interface Observable

Returns:

list of observers

notifyObservers

public void notifyObservers()

Description copied from interface: Observable

Notifies all attached observers about changes in the observable.

Specified by:

notifyObservers in interface Observable

notifyObservers

public void notifyObservers(java.lang.Object arg)

Description copied from interface: Observable

Notifies all attached observers about changes in the observable.

Specified by:

notifyObservers in interface Observable

Parameters:

arg - an arbitrary Object to be passed to the Observer