Class implements builder design pattern supporting construction of bonds. More...

#include <bondBuilder.hpp>

Public Member Functions
	BuildBond ()
	default constructor More...

BuildBond &	withNotional (const double &)
	sets notional More...

BuildBond &	usingCalendar (const Calendar &)
	sets calendar More...

BuildBond &	withStartDate (const Date &)
	sets start date More...

BuildBond &	withCommenceOfTradingDate (const Date &)
	sets commence of trading date More...

BuildBond &	withMaturityDate (const Date &)
	sets maturity date More...

BuildBond &	withTenor (const Tenor &)
	sets maturity More...

BuildBond &	withFrequencyOfPayment (const Frequency &)
	sets frequency of payment More...

BuildBond &	withCoupon (const double &)
	sets bond coupon More...

BuildBond &	withMargin (const double &)
	sets bond margin More...

BuildBond &	withFaceValue (const double &)
	sets face value for zero-coupon bond More...

BuildBond &	withInterestRate (const InterestRate &)
	sets interest rate convention More...

	operator FixedIncomeBond ()
	builds FixedIncomeBond on the basis of provided inputs. More...

	operator FloatingRateBond ()
	builds FixedIncomeBond on the basis of provided inputs. More...

	operator ZeroCouponBond ()
	builds ZeroCouponBond on the basis of provided inputs. More...

Private Member Functions
void	reset ()
	resets inputs to default values More...

void	datesCalculation ()
	calculates More...

Private Attributes
double	notional_
	Notional of the bond. More...

double	coupon_
	Coupon paid by bond. More...

double	margin_
	Margin of floating rate bond. More...

double	face_amount_
	Face amount of Zero coupon bond. More...

Calendar	calendar_
	Calendar used to construct the bond. More...

Date	start_date_
	Date from which bond starts to accrue value. More...

Date	commence_of_trading_date_
	Bond issue date. More...

Date	maturity_date_
	Calendar used by a curve. More...

Tenor	maturity_
	Maturity of the bond. More...

InterestRate	rate_
	Interest rate convention. More...

Frequency	payment_frequency_
	Frequency of payment. More...

Detailed Description

Class implements builder design pattern supporting construction of bonds.

The builder class is an implementation of creational design pattern called Builder. The aim of creating this class was to provide robust, readable and flexible method of constructing object representing bonds.

The class contains setting methods that provides inputs to the construction process, and casting operator that transform builder into required bond.

Trade date must be provided. Other dates of the contract may not be defined if the calendar and adequate tenors are given. If notional is not provided it is set to 100.0.

Examples:: bondsExample.cpp.

Constructor & Destructor Documentation

julian::BuildBond::BuildBond ( )

default constructor

Member Function Documentation

void julian::BuildBond::datesCalculation ( )

private

calculates

julian::BuildBond::operator FixedIncomeBond ( )

builds FixedIncomeBond on the basis of provided inputs.

julian::BuildBond::operator FloatingRateBond ( )

builds FixedIncomeBond on the basis of provided inputs.

julian::BuildBond::operator ZeroCouponBond ( )

builds ZeroCouponBond on the basis of provided inputs.

void julian::BuildBond::reset ( )

private

resets inputs to default values

Notional is set to 100.0.
Coupon is set to 0.0

Remarks: method used in constructor so keep it non-virtual

BuildBond & julian::BuildBond::usingCalendar ( const Calendar & input )

sets calendar

Examples:: bondsExample.cpp.

BuildBond & julian::BuildBond::withCommenceOfTradingDate ( const Date & input )

sets commence of trading date

BuildBond & julian::BuildBond::withCoupon ( const double & input )

sets bond coupon

Examples:: bondsExample.cpp.

BuildBond & julian::BuildBond::withFaceValue ( const double & input )

sets face value for zero-coupon bond

Examples:: bondsExample.cpp.

BuildBond & julian::BuildBond::withFrequencyOfPayment ( const Frequency & input )

sets frequency of payment

Examples:: bondsExample.cpp.

BuildBond & julian::BuildBond::withInterestRate ( const InterestRate & input )

sets interest rate convention

Examples:: bondsExample.cpp.

BuildBond & julian::BuildBond::withMargin ( const double & input )

sets bond margin

Examples:: bondsExample.cpp.

BuildBond & julian::BuildBond::withMaturityDate ( const Date & input )

sets maturity date

Examples:: bondsExample.cpp.

BuildBond & julian::BuildBond::withNotional ( const double & input )

sets notional

Examples:: bondsExample.cpp.

BuildBond & julian::BuildBond::withStartDate ( const Date & input )

sets start date

Examples:: bondsExample.cpp.

BuildBond & julian::BuildBond::withTenor ( const Tenor & input )

sets maturity

Examples:: bondsExample.cpp.

Member Data Documentation

Calendar julian::BuildBond::calendar_

private

Calendar used to construct the bond.

Date julian::BuildBond::commence_of_trading_date_

private

Bond issue date.

double julian::BuildBond::coupon_

private

Coupon paid by bond.

double julian::BuildBond::face_amount_

private

Face amount of Zero coupon bond.

double julian::BuildBond::margin_

private

Margin of floating rate bond.

Tenor julian::BuildBond::maturity_

private

Maturity of the bond.

Date julian::BuildBond::maturity_date_

private

Calendar used by a curve.

double julian::BuildBond::notional_

private

Notional of the bond.

Frequency julian::BuildBond::payment_frequency_

private

Frequency of payment.

InterestRate julian::BuildBond::rate_

private

Interest rate convention.

Date julian::BuildBond::start_date_

private

Date from which bond starts to accrue value.

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

C:/Unix/home/OEM/jULIAN/src/instruments/bonds/bondBuilder.hpp
C:/Unix/home/OEM/jULIAN/src/instruments/bonds/bondBuilder.cpp

Public Member Functions

Private Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation