julian::Bond Class Reference

Class is an abstract class expressing the concept of bonds. More...

#include <bond.hpp>

Inheritance diagram for julian::Bond:

Public Member Functions
	Bond ()
	constructor More...
virtual double	prize (const SmartPointer< ir::Curve > &curve) const =0
	prize bonds More...
virtual double	prize (const SmartPointer< ir::Curve > &discounting_curve, const SmartPointer< ir::Curve > &projection_curve) const =0
	prize bonds More...
virtual void	valuation (const SmartPointer< ir::Curve > &curve) const =0
	bond valuation More...
virtual void	valuation (const SmartPointer< ir::Curve > &discounting_curve, const SmartPointer< ir::Curve > &projection_curve) const =0
	bond valuation More...
virtual double	getPrincipal () const =0
	returns the bond's principal More...
virtual Date	getDate () const =0
	returns the bond's maturity More...
virtual	~Bond ()
	destructor More...
virtual Bond *	clone () const =0
	virtual copy constructor More...

Detailed Description

Class is an abstract class expressing the concept of bonds.

Class implements the interface for bonds.

Constructor & Destructor Documentation

julian::Bond::Bond ( )

inline

constructor

virtual julian::Bond::~Bond ( )

inlinevirtual

destructor

Member Function Documentation

virtual Bond* julian::Bond::clone ( ) const

pure virtual

virtual copy constructor

Implemented in julian::FloatingRateBond, julian::FixedIncomeBond, and julian::ZeroCouponBond.

virtual Date julian::Bond::getDate ( ) const

pure virtual

returns the bond's maturity

Implemented in julian::FloatingRateBond, julian::FixedIncomeBond, and julian::ZeroCouponBond.

virtual double julian::Bond::getPrincipal ( ) const

pure virtual

returns the bond's principal

Implemented in julian::FloatingRateBond, julian::FixedIncomeBond, and julian::ZeroCouponBond.

virtual double julian::Bond::prize ( const SmartPointer< ir::Curve > &  curve ) const

pure virtual

prize bonds

Parameters

curve

Interest rate curve used to discount CFs

Returns

price of bonds

Implemented in julian::FloatingRateBond, julian::FixedIncomeBond, and julian::ZeroCouponBond.

virtual double julian::Bond::prize ( const SmartPointer< ir::Curve > &  discounting_curve, const SmartPointer< ir::Curve > &  projection_curve  ) const

pure virtual

prize bonds

Parameters

discounting_curve	Interest rate curve used to discount CFs
projection_curve	Interest rate curve used to estimate floating CFs

Returns

price of bonds

Implemented in julian::FloatingRateBond, julian::FixedIncomeBond, and julian::ZeroCouponBond.

virtual void julian::Bond::valuation ( const SmartPointer< ir::Curve > &  curve ) const

pure virtual

bond valuation

Parameters

curve

Interest rate curve used to discount CFs

Implemented in julian::FloatingRateBond, julian::FixedIncomeBond, and julian::ZeroCouponBond.

virtual void julian::Bond::valuation ( const SmartPointer< ir::Curve > &  discounting_curve, const SmartPointer< ir::Curve > &  projection_curve  ) const

pure virtual

bond valuation

Parameters

discounting_curve	Interest rate curve used to discount CFs
projection_curve	Interest rate curve used to estimate floating CFs

Implemented in julian::FloatingRateBond, julian::FixedIncomeBond, and julian::ZeroCouponBond.

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The documentation for this class was generated from the following file:

• C:/Unix/home/OEM/jULIAN/src/instruments/bonds/bond.hpp