Interface for classes implementing settlement date conventions. More...

#include <settlementDateConvention.hpp>

Inheritance diagram for julian::SettlementDateConvention:

Public Member Functions
	SettlementDateConvention ()
	Constructor. More...

virtual Date	calculateSettlementDate (Date, Tenor, const Calendar &) const =0
	Calculates settlement date. More...

virtual Date	calculateExpiryDate (Date, Tenor, const Calendar &) const =0
	Calculates expiry date. More...

virtual SettlementDateConvention *	clone () const =0
	Virtual copy constructor. More...

virtual std::string	info () const =0
	Info about class. More...

virtual	~SettlementDateConvention ()
	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

Detailed Description

Interface for classes implementing settlement date conventions.

Class implements an interface for object calculating settlement date for a given date and tenor. This class enables to implement different conventions that are used in financial markets.

For more information about establishing expiry and delivery dates see introduction to [18]

Constructor & Destructor Documentation

julian::SettlementDateConvention::SettlementDateConvention ( )

inline

Constructor.

Default constructor.

virtual julian::SettlementDateConvention::~SettlementDateConvention ( )

inlinevirtual

destructor

Default destructor.

Member Function Documentation

virtual Date julian::SettlementDateConvention::calculateExpiryDate	(	Date	,
		Tenor	,
		const Calendar &
	)		const

pure virtual

Calculates expiry date.

Implemented in julian::SettlementFromSpot, and julian::SettlementFromExpiry.

virtual Date julian::SettlementDateConvention::calculateSettlementDate	(	Date	,
		Tenor	,
		const Calendar &
	)		const

pure virtual

Calculates settlement date.

Implemented in julian::SettlementFromSpot, and julian::SettlementFromExpiry.

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

pure virtual

Virtual copy constructor.

Method is an implementation of virtual copy constructor.

Implemented in julian::SettlementFromSpot, and julian::SettlementFromExpiry.

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

pure virtual

Info about class.

Method returns string that containing information about class.

Implemented in julian::SettlementFromSpot, and julian::SettlementFromExpiry.

template<class Archive >

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

inlineprivate

interface used by Boost serialization library

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

C:/Unix/home/OEM/jULIAN/src/dates/calendars/settlementDateConvention.hpp

Public Member Functions

Private Member Functions

Friends

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation