/*
Copyright (C) 2008 Daniel Kong
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
/*
Copyright (C) 2005 Joseph Wang
Copyright (C) 2005, 2006 Theo Boafo
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
package org.jquantlib.cashflow;
import org.jquantlib.QL;
import org.jquantlib.time.Date;
/**
* @author Daniel Kong
*/
public class Callability extends Event {
public enum Type { Call, Put }
private final Price price;
private final Type type;
private final Date date;
public Callability(final Price price, final Type type, final Date date){
this.price=price;
this.type=type;
this.date=date;
}
@Override
public Date date() {
return date;
}
public Price price(){
return price;
}
public Type type(){
return type;
}
public static class Price {
public enum Type{ Dirty, Clean }
private final double amount;
private Type type;
public Price() {
amount = 0.0;
}
public Price(final double amount, final Type type) {
this.amount = amount;
this.type = type;
}
public double amount() {
QL.require(!Double.isNaN(amount) , "no amount given"); // TODO: message
return amount;
}
public Type type() {
return type;
}
}
}
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