The class encapsulates the exponential rate compounding method. More...

#include <exponentialRate.hpp>

Inheritance diagram for julian::ExponentialRate:

Public Member Functions
virtual double	getCapitalization (double interest_rate, double accrual_time) const
	Calculates future value. More...

virtual double	getRate (double future_value, double accrual_time) const
	Calculates interest rate. More...

virtual std::string	info () const
	Info about class. More...

virtual ExponentialRate *	clone () const
	Virtual copy constructor. More...

Public Member Functions inherited from julian::Compounding
	Compounding ()
	Default constructor. More...

virtual	~Compounding ()
	Destructor. 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

std::ostream &	operator<< (std::ostream &s, ExponentialRate &c)
	Overloads stream operator. More...

Detailed Description

The class encapsulates the exponential rate compounding method.

Object of this class implements exponential interest rate compounding. Using exponential compounding the future value and interest rate are calculated according to formulae:

$\textrm{Future Value} = e^{\textrm{Interest Rate} \times \textrm{Accrual Time}}$

$\textrm{Interest Rate} = \frac{ln(\textrm{Future Value})}{\textrm{Accrual Time}}$

Examples:: bootstrapperComparison.cpp, InterestRateExample.cpp, and serializationExample.cpp.

Member Function Documentation

ExponentialRate * julian::ExponentialRate::clone ( ) const

virtual

Virtual copy constructor.

Method is an implementation of virtual copy constructor.

Implements julian::Compounding.

double julian::ExponentialRate::getCapitalization	(	double	interest_rate,
		double	accrual_time
	)		const

virtual

Calculates future value.

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

$\textrm{Future Value} = e^{\textrm{Interest Rate} \times \textrm{Accrual Period}}$

Implements julian::Compounding.

Examples:: InterestRateExample.cpp.

double julian::ExponentialRate::getRate	(	double	future_value,
		double	accrual_time
	)		const

virtual

Calculates interest rate.

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

$\textrm{Interest Rate} = \frac{ln(\textrm{Future Value})}{\textrm{Accrual Time}}$

Implements julian::Compounding.

Examples:: InterestRateExample.cpp.

std::string julian::ExponentialRate::info ( ) const

virtual

Info about class.

Method returns string that containing information about class.

Implements julian::Compounding.

template<class Archive >

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

inlineprivate

interface used by Boost serialization library

Friends And Related Function Documentation

std::ostream& operator<<	(	std::ostream &	s,
		ExponentialRate &	c
	)

friend

Overloads stream operator.

This overloaded operator enables to print the curve on the console.

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

C:/Unix/home/OEM/jULIAN/src/interestRates/exponentialRate.hpp
C:/Unix/home/OEM/jULIAN/src/interestRates/exponentialRate.cpp

Public Member Functions

Private Member Functions

Friends

Detailed Description

Member Function Documentation

Friends And Related Function Documentation