FixedRateCoupon Class Reference

Coupon paying a fixed interest rate More...

#include <fixedratecoupon.hpp>

Inheritance diagram for FixedRateCoupon:

Collaboration diagram for FixedRateCoupon:

Public Member Functions
constructors
	FixedRateCoupon (const Date &paymentDate, Real nominal, Rate rate, const DayCounter &dayCounter, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date())
	FixedRateCoupon (const Date &paymentDate, Real nominal, InterestRate interestRate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date())
LazyObject interface
void	performCalculations () const override
CashFlow interface
Real	amount () const override
	returns the amount of the cash flow More...
Coupon interface
Rate	rate () const override
	accrued rate More...
InterestRate	interestRate () const
DayCounter	dayCounter () const override
	day counter for accrual calculation More...
Real	accruedAmount (const Date &) const override
	accrued amount at the given date More...
Public Member Functions inherited from Coupon
	Coupon (const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date())
Date	date () const override
Date	exCouponDate () const override
	returns the date that the cash flow trades exCoupon More...
virtual Real	nominal () const
const Date &	accrualStartDate () const
	start of the accrual period More...
const Date &	accrualEndDate () const
	end of the accrual period More...
const Date &	referencePeriodStart () const
	start date of the reference period More...
const Date &	referencePeriodEnd () const
	end date of the reference period More...
Time	accrualPeriod () const
	accrual period as fraction of year More...
Date::serial_type	accrualDays () const
	accrual period in days More...
Time	accruedPeriod (const Date &) const
	accrued period as fraction of year at the given date More...
Date::serial_type	accruedDays (const Date &) const
	accrued days at the given date More...
Public Member Functions inherited from CashFlow
	~CashFlow () override=default
bool	hasOccurred (const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const override
	returns true if an event has already occurred before a date More...
bool	tradingExCoupon (const Date &refDate=Date()) const
	returns true if the cashflow is trading ex-coupon on the refDate More...
Public Member Functions inherited from Event
	~Event () override=default
Public Member Functions inherited from Observable
	Observable ()=default
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
virtual	~Observable ()=default
void	notifyObservers ()
Public Member Functions inherited from LazyObject
	LazyObject ()
	~LazyObject () override=default
void	update () override
bool	isCalculated () const
void	forwardFirstNotificationOnly ()
void	alwaysForwardNotifications ()
void	recalculate ()
void	freeze ()
void	unfreeze ()
Public Member Functions inherited from Observer
	Observer ()=default
	Observer (const Observer &)
Observer &	operator= (const Observer &)
virtual	~Observer ()
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	update ()=0
virtual void	deepUpdate ()

Visitability
InterestRate	rate_
Real	amount_
void	accept (AcyclicVisitor &) override

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator
Protected Member Functions inherited from LazyObject
virtual void	calculate () const
Protected Attributes inherited from Coupon
Date	paymentDate_
Real	nominal_
Date	accrualStartDate_
Date	accrualEndDate_
Date	refPeriodStart_
Date	refPeriodEnd_
Date	exCouponDate_
Real	accrualPeriod_
Protected Attributes inherited from LazyObject
bool	calculated_ = false
bool	frozen_ = false
bool	alwaysForward_

Detailed Description

Coupon paying a fixed interest rate

Definition at line 41 of file fixedratecoupon.hpp.

Constructor & Destructor Documentation

FixedRateCoupon() [1/2]

FixedRateCoupon	(	const Date &	paymentDate,
		Real	nominal,
		Rate	rate,
		const DayCounter &	dayCounter,
		const Date &	accrualStartDate,
		const Date &	accrualEndDate,
		const Date &	refPeriodStart = Date(),
		const Date &	refPeriodEnd = Date(),
		const Date &	exCouponDate = Date()
	)

Definition at line 32 of file fixedratecoupon.cpp.

FixedRateCoupon() [2/2]

FixedRateCoupon	(	const Date &	paymentDate,
		Real	nominal,
		InterestRate	interestRate,
		const Date &	accrualStartDate,
		const Date &	accrualEndDate,
		const Date &	refPeriodStart = Date(),
		const Date &	refPeriodEnd = Date(),
		const Date &	exCouponDate = Date()
	)

Definition at line 45 of file fixedratecoupon.cpp.

Member Function Documentation

performCalculations()

void performCalculations ( ) const

overridevirtual

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Reimplemented from CashFlow.

Definition at line 67 of file fixedratecoupon.cpp.

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amount()

Real amount ( ) const

overridevirtual

returns the amount of the cash flow

Note

The amount is not discounted, i.e., it is the actual amount paid at the cash flow date.

Implements CashFlow.

Definition at line 62 of file fixedratecoupon.cpp.

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rate()

Rate rate ( ) const

overridevirtual

accrued rate

Implements Coupon.

Definition at line 73 of file fixedratecoupon.hpp.

interestRate()

InterestRate interestRate

(

)

const

Definition at line 74 of file fixedratecoupon.hpp.

dayCounter()

DayCounter dayCounter ( ) const

overridevirtual

day counter for accrual calculation

Implements Coupon.

Definition at line 75 of file fixedratecoupon.hpp.

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accruedAmount()

Real accruedAmount ( const Date &  ) const

overridevirtual

accrued amount at the given date

Implements Coupon.

Definition at line 73 of file fixedratecoupon.cpp.

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accept()

void accept ( AcyclicVisitor &  v )

overridevirtual

Reimplemented from Coupon.

Definition at line 129 of file fixedratecoupon.hpp.

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Member Data Documentation

rate_

InterestRate rate_

private

Definition at line 83 of file fixedratecoupon.hpp.

amount_

Real amount_

mutableprivate

Definition at line 84 of file fixedratecoupon.hpp.