org.jquantlib.indexes

Class Index

java.lang.Object

org.jquantlib.indexes.Index

All Implemented Interfaces:

Observable

Direct Known Subclasses:

InflationIndex, InterestRateIndex

public abstract class Index
extends java.lang.Object
implements Observable

Purely virtual base class for indexes

Constructor Summary

Constructors

Constructor and Description
Index()

Method Summary

Modifier and Type	Method and Description
void	addFixing(Date date, double value) Stores the historical fixing at the given date
void	addFixing(Date date, double value, boolean forceOverwrite) Stores the historical fixing at the given date
void	addFixings(java.util.Iterator<Date> dates, java.util.Iterator<java.lang.Double> values, boolean forceOverwrite) Stores historical fixings at the given dates
void	addObserver(Observer observer) Attaches a observer to the Observable.
void	clearFixings() Clear the fixings stored for the index
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.
double	fixing(Date fixingDate)
abstract double	fixing(Date fixingDate, boolean forecastTodaysFixing)
abstract Calendar	fixingCalendar()
java.util.List<Observer>	getObservers() Returns list of observers registered with the Observable.
abstract boolean	isValidFixingDate(Date fixingDate)
abstract java.lang.String	name()
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.
TimeSeries<java.lang.Double>	timeSeries()

Methods inherited from class java.lang.Object

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

Constructor Detail

Index

public Index()

Method Detail

name

public abstract java.lang.String name()

Returns:

name of the Index

fixingCalendar

public abstract Calendar fixingCalendar()

Returns:

the calendar defining valid fixing dates

isValidFixingDate

public abstract boolean isValidFixingDate(Date fixingDate)

Returns:

TRUE if the fixing date is a valid one

fixing

public abstract double fixing(Date fixingDate,
                              boolean forecastTodaysFixing)

Returns:

the fixing at the given date. The date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used.

timeSeries

public TimeSeries<java.lang.Double> timeSeries()

Returns:

the fixing TimeSeries

addFixing

public void addFixing(Date date,
                      double value)

Stores the historical fixing at the given date

The date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used.

addFixing

public void addFixing(Date date,
                      double value,
                      boolean forceOverwrite)

Stores the historical fixing at the given date

The date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used.

addFixings

public final void addFixings(java.util.Iterator<Date> dates,
                             java.util.Iterator<java.lang.Double> values,
                             boolean forceOverwrite)

Stores historical fixings at the given dates

The dates passed as arguments must be the actual calendar dates of the fixings; no settlement days must be used.

clearFixings

public final void clearFixings()

Clear the fixings stored for the index

fixing

public double fixing(Date fixingDate)

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

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

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