org.jquantlib.cashflow

Class IborCoupon

java.lang.Object

org.jquantlib.cashflow.Event

org.jquantlib.cashflow.CashFlow

org.jquantlib.cashflow.Coupon

org.jquantlib.cashflow.FloatingRateCoupon

org.jquantlib.cashflow.IborCoupon

All Implemented Interfaces:

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

public class IborCoupon
extends FloatingRateCoupon

Constructor Summary

Constructors

Constructor and Description
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)

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	indexFixing()

Methods inherited from class org.jquantlib.cashflow.FloatingRateCoupon

accruedAmount, adjustedFixing, amount, convexityAdjustment, convexityAdjustmentImpl, dayCounter, fixingDate, fixingDays, gearing, index, isInArrears, price, pricer, rate, setPricer, spread, update

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

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  IborIndex index)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  IborIndex index,
                  double gearing)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  IborIndex index,
                  double gearing,
                  double spread)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  IborIndex index,
                  double gearing,
                  double spread,
                  Date refPeriodStart,
                  Date refPeriodEnd)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  IborIndex index,
                  double gearing,
                  double spread,
                  Date refPeriodStart,
                  Date refPeriodEnd,
                  DayCounter dayCounter)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  IborIndex index,
                  double gearing,
                  double spread,
                  Date refPeriodStart,
                  Date refPeriodEnd,
                  DayCounter dayCounter,
                  boolean isInArrears)

Method Detail

indexFixing

public double indexFixing()

Overrides:

indexFixing 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)