CashFlow Class Reference

Base class for cash flows. More...

#include <cashflow.hpp>

Inheritance diagram for CashFlow:

Collaboration diagram for CashFlow:

Public Member Functions
	~CashFlow () override=default
Event interface
Date	date () const override=0
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...
LazyObject interface
void	performCalculations () const override
CashFlow interface
virtual Real	amount () const =0
	returns the amount of the cash flow More...
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...
Visitability
void	accept (AcyclicVisitor &) override
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 ()

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

Base class for cash flows.

This class is purely virtual and acts as a base class for the actual cash flow implementations.

Definition at line 40 of file cashflow.hpp.

Constructor & Destructor Documentation

~CashFlow()

~CashFlow ( )

overridedefault

Member Function Documentation

date()

Date date ( ) const

overridepure virtual

Note

This is inherited from the event class

Implements Event.

Implemented in Coupon, Dividend, IndexedCashFlow, SimpleCashFlow, and CommodityCashFlow.

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hasOccurred()

bool hasOccurred ( const Date &  refDate = Date(), ext::optional< bool >  includeRefDate = ext::nullopt  ) const

overridevirtual

returns true if an event has already occurred before a date

overloads Event::hasOccurred in order to take Settings::includeTodaysCashflows in account

Reimplemented from Event.

Definition at line 27 of file cashflow.cpp.

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performCalculations()

void performCalculations ( ) const

overridevirtual

This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.

Reimplemented in CappedFlooredCoupon, DigitalCoupon, FixedRateCoupon, FloatingRateCoupon, IndexedCashFlow, InflationCoupon, ZeroInflationCashFlow, and StrippedCappedFlooredCoupon.

Definition at line 56 of file cashflow.hpp.

amount()

virtual Real amount ( ) const

pure virtual

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.

Implemented in CPICashFlow, FixedDividend, FractionalDividend, EquityCashFlow, FixedRateCoupon, FloatingRateCoupon, IndexedCashFlow, InflationCoupon, SimpleCashFlow, CommodityCashFlow, and Dividend.

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exCouponDate()

virtual Date exCouponDate ( ) const

virtual

returns the date that the cash flow trades exCoupon

Reimplemented in Coupon.

Definition at line 66 of file cashflow.hpp.

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tradingExCoupon()

bool tradingExCoupon

(

const Date &

refDate = Date()

)

const

returns true if the cashflow is trading ex-coupon on the refDate

Definition at line 51 of file cashflow.cpp.

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accept()

void accept ( AcyclicVisitor &  v )

overridevirtual

Reimplemented from Event.

Reimplemented in AverageBMACoupon, CappedFlooredCoupon, CmsCoupon, Coupon, CPICoupon, DigitalCmsCoupon, DigitalCoupon, DigitalIborCoupon, Dividend, EquityCashFlow, FixedRateCoupon, FloatingRateCoupon, IborCoupon, IndexedCashFlow, InflationCoupon, OvernightIndexedCoupon, RangeAccrualFloatersCoupon, SimpleCashFlow, Redemption, AmortizingPayment, SubPeriodsCoupon, YoYInflationCoupon, ZeroInflationCashFlow, CommodityCashFlow, CmsSpreadCoupon, DigitalCmsSpreadCoupon, StrippedCappedFlooredCoupon, CappedFlooredIborCoupon, CappedFlooredCmsCoupon, CappedFlooredYoYInflationCoupon, and CappedFlooredCmsSpreadCoupon.

Definition at line 63 of file cashflow.cpp.

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