CommodityCashFlow Class Reference

#include <commoditycashflow.hpp>

Inheritance diagram for CommodityCashFlow:

Collaboration diagram for CommodityCashFlow:

Public Member Functions
	CommodityCashFlow (const Date &date, Money discountedAmount, Money undiscountedAmount, Money discountedPaymentAmount, Money undiscountedPaymentAmount, Real discountFactor, Real paymentDiscountFactor, bool finalized)
Event interface
Date	date () const override
CashFlow interface
Real	amount () const override
	returns the amount of the cash flow More...
const Currency &	currency () const
const Money &	discountedAmount () const
const Money &	undiscountedAmount () const
const Money &	discountedPaymentAmount () const
const Money &	undiscountedPaymentAmount () const
Real	discountFactor () const
Real	paymentDiscountFactor () const
bool	finalized () const
Public Member Functions inherited from CashFlow
	~CashFlow () override=default
bool	hasOccurred (const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const override
	returns true if an event has already occurred before a date More...
void	performCalculations () const override
virtual Date	exCouponDate () const
	returns the date that the cash flow trades exCoupon More...
bool	tradingExCoupon (const Date &refDate=Date()) const
	returns true if the cashflow is trading ex-coupon on the refDate More...
Public Member Functions inherited from Event
	~Event () override=default
Public Member Functions inherited from Observable
	Observable ()
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
virtual	~Observable ()=default
void	notifyObservers ()
Public Member Functions inherited from LazyObject
	LazyObject ()
	~LazyObject () override=default
void	update () override
bool	isCalculated () const
void	forwardFirstNotificationOnly ()
void	alwaysForwardNotifications ()
void	recalculate ()
void	freeze ()
void	unfreeze ()
Public Member Functions inherited from Observer
	Observer ()=default
	Observer (const Observer &)
Observer &	operator= (const Observer &)
virtual	~Observer ()
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	update ()=0
virtual void	deepUpdate ()

Visitability
Date	date_
Money	discountedAmount_
Money	undiscountedAmount_
Money	discountedPaymentAmount_
Money	undiscountedPaymentAmount_
Real	discountFactor_
Real	paymentDiscountFactor_
bool	finalized_
void	accept (AcyclicVisitor &) override

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator
Protected Member Functions inherited from LazyObject
virtual void	calculate () const
Protected Attributes inherited from LazyObject
bool	calculated_ = false
bool	frozen_ = false
bool	alwaysForward_

Detailed Description

Definition at line 34 of file commoditycashflow.hpp.

Constructor & Destructor Documentation

CommodityCashFlow()

CommodityCashFlow	(	const Date &	date,
		Money	discountedAmount,
		Money	undiscountedAmount,
		Money	discountedPaymentAmount,
		Money	undiscountedPaymentAmount,
		Real	discountFactor,
		Real	paymentDiscountFactor,
		bool	finalized
	)

Definition at line 36 of file commoditycashflow.hpp.

Member Function Documentation

date()

Date date ( ) const

overridevirtual

Note

This is inherited from the event class

Implements CashFlow.

Definition at line 52 of file commoditycashflow.hpp.

amount()

Real amount ( ) const

overridevirtual

returns the amount of the cash flow

Note

The amount is not discounted, i.e., it is the actual amount paid at the cash flow date.

Implements CashFlow.

Definition at line 56 of file commoditycashflow.hpp.

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currency()

const Currency & currency

(

)

const

Definition at line 58 of file commoditycashflow.hpp.

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discountedAmount()

const Money & discountedAmount

(

)

const

Definition at line 62 of file commoditycashflow.hpp.

undiscountedAmount()

const Money & undiscountedAmount

(

)

const

Definition at line 63 of file commoditycashflow.hpp.

discountedPaymentAmount()

const Money & discountedPaymentAmount

(

)

const

Definition at line 64 of file commoditycashflow.hpp.

undiscountedPaymentAmount()

const Money & undiscountedPaymentAmount

(

)

const

Definition at line 67 of file commoditycashflow.hpp.

discountFactor()

Real discountFactor

(

)

const

Definition at line 70 of file commoditycashflow.hpp.

paymentDiscountFactor()

Real paymentDiscountFactor

(

)

const

Definition at line 71 of file commoditycashflow.hpp.

finalized()

bool finalized

(

)

const

Definition at line 72 of file commoditycashflow.hpp.

accept()

void accept ( AcyclicVisitor &  v )

overridevirtual

Reimplemented from CashFlow.

Definition at line 26 of file commoditycashflow.cpp.

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Member Data Documentation

date_

Date date_

private

Definition at line 79 of file commoditycashflow.hpp.

discountedAmount_

Money discountedAmount_

private

Definition at line 80 of file commoditycashflow.hpp.

undiscountedAmount_

Money undiscountedAmount_

private

Definition at line 80 of file commoditycashflow.hpp.

discountedPaymentAmount_

Money discountedPaymentAmount_

private

Definition at line 81 of file commoditycashflow.hpp.

undiscountedPaymentAmount_

Money undiscountedPaymentAmount_

private

Definition at line 81 of file commoditycashflow.hpp.

discountFactor_

Real discountFactor_

private

Definition at line 82 of file commoditycashflow.hpp.

paymentDiscountFactor_

Real paymentDiscountFactor_

private

Definition at line 82 of file commoditycashflow.hpp.

finalized_

bool finalized_

private

Definition at line 83 of file commoditycashflow.hpp.