julian::Compounding Class Reference

Class is an abstract class expressing the concept of compounding interest rate. More...

#include <compounding.hpp>

Inheritance diagram for julian::Compounding:

Public Member Functions
	Compounding ()
	Default constructor. More...
virtual double	getCapitalization (double interest_rate, double accrual_time) const =0
	Calculates future value. More...
virtual double	getRate (double future_value, double accrual_time) const =0
	Calculates interest rate. More...
virtual Compounding *	clone () const =0
	Virtual copy constructor. More...
virtual	~Compounding ()
	Destructor. More...
virtual std::string	info () const =0
	Info about class. More...

Private Member Functions
template<class Archive >
void	serialize (Archive &, const unsigned int)
	interface used by Boost serialization library More...

Friends
class	boost::serialization::access

Detailed Description

Class is an abstract class expressing the concept of compounding interest rate.

This class is a interface of all interest rate compounding conventions.

Examples:

algebraicBootstrapperExample.cpp, constrainedBootstrapperExample.cpp, rootFindingBootstrapperExample.cpp, and unconstrainedBootstrapperExample.cpp.

Constructor & Destructor Documentation

julian::Compounding::Compounding ( )

inline

Default constructor.

Default constructor

virtual julian::Compounding::~Compounding ( )

inlinevirtual

Destructor.

Default destructor.

Member Function Documentation

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

pure virtual

Virtual copy constructor.

Method is an implementation of virtual copy constructor.

Implemented in julian::FractionRate, julian::CompoundedRate, julian::ExponentialRate, and julian::SimpleRate.

virtual double julian::Compounding::getCapitalization ( double  interest_rate, double  accrual_time  ) const

pure virtual

Calculates future value.

Method calculates the future value of 1 currency unit on the basis of annualized interest rate and interest accrual period.

Implemented in julian::FractionRate, julian::CompoundedRate, julian::ExponentialRate, and julian::SimpleRate.

virtual double julian::Compounding::getRate ( double  future_value, double  accrual_time  ) const

pure virtual

Calculates interest rate.

Method calculates the annualized interest rate on the basis of future value of interest rate value and interest accrual period.

Implemented in julian::FractionRate, julian::CompoundedRate, julian::ExponentialRate, and julian::SimpleRate.

virtual std::string julian::Compounding::info ( ) const

pure virtual

Info about class.

Method returns string that containing information about class.

Implemented in julian::FractionRate, julian::CompoundedRate, julian::ExponentialRate, and julian::SimpleRate.

template<class Archive >

void julian::Compounding::serialize ( Archive &  , const unsigned  int  )

inlineprivate

interface used by Boost serialization library

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

• C:/Unix/home/OEM/jULIAN/src/interestRates/compounding.hpp