/*
Copyright (C) 2009 Ueli Hofstetter
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.
*/
package org.jquantlib.cashflow;
import java.util.List;
import org.jquantlib.util.DefaultObservable;
import org.jquantlib.util.Observable;
import org.jquantlib.util.Observer;
public abstract class FloatingRateCouponPricer implements Observer, Observable {
private final DefaultObservable delegatedObservable = new DefaultObservable(this);
public abstract double swapletPrice();
public abstract double swapletRate();
public abstract double capletPrice(double effectiveCap);
public abstract double capletRate(double effectiveCap);
public abstract double floorletPrice(double effectiveFloor);
public abstract double floorletRate(double effectiveFloor);
public abstract void initialize(FloatingRateCoupon coupon);
//
// implements Observer
//
//XXX:registerWith
// @Override
// public void registerWith(final Observable o) {
// o.addObserver(this);
// }
//
// @Override
// public void unregisterWith(final Observable o) {
// o.deleteObserver(this);
// }
@Override
public void update() {
notifyObservers();
}
//
// implements Observable
//
@Override
public void addObserver(final Observer observer) {
delegatedObservable.addObserver(observer);
}
@Override
public int countObservers() {
return delegatedObservable.countObservers();
}
@Override
public void deleteObserver(final Observer observer) {
delegatedObservable.deleteObserver(observer);
}
@Override
public void deleteObservers() {
delegatedObservable.deleteObservers();
}
@Override
public List getObservers() {
return delegatedObservable.getObservers();
}
@Override
public void notifyObservers() {
delegatedObservable.notifyObservers();
}
@Override
public void notifyObservers(final Object arg) {
delegatedObservable.notifyObservers(arg);
}
}
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