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Coupon paying a fixed interest rate

Hierarchy

Index

Constructors

constructor

Properties

_accrualEndDate

_accrualEndDate: Date

_accrualPeriod

_accrualPeriod: Real

_accrualStartDate

_accrualStartDate: Date

_exCouponDate

_exCouponDate: Date

_isDisposed

_isDisposed: boolean = false

_nominal

_nominal: Real

_observers

_observers: Set<Observer>

_paymentDate

_paymentDate: Date

Private _rate

_refPeriodEnd

_refPeriodEnd: Date

_refPeriodStart

_refPeriodStart: Date

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

accept

accrualDays

accrualEndDate

  • accrualEndDate(): Date
  • end of the accrual period

    Returns Date

accrualPeriod

  • accrualPeriod(): Time
  • accrual period as fraction of year

    Returns Time

accrualStartDate

  • accrualStartDate(): Date
  • start of the accrual period

    Returns Date

accruedAmount

  • accruedAmount(d: Date): Real

accruedDays

  • accrued days at the given date

    Parameters

    • d: Date

    Returns Integer

accruedPeriod

  • accruedPeriod(d: Date): Time
  • accrued period as fraction of year at the given date

    Parameters

    • d: Date

    Returns Time

amount1

date

  • date(): Date
  • Returns Date

dayCounter

dispose

  • dispose(): void
  • Returns void

exCouponDate

  • exCouponDate(): Date

frcInit1

  • frcInit1(paymentDate: Date, nominal: Real, rate: Rate, dayCounter: DayCounter, accrualStartDate: Date, accrualEndDate: Date, refPeriodStart?: Date, refPeriodEnd?: Date, exCouponDate?: Date): FixedRateCoupon
  • Parameters

    • paymentDate: Date
    • nominal: Real
    • rate: Rate
    • dayCounter: DayCounter
    • accrualStartDate: Date
    • accrualEndDate: Date
    • Default value refPeriodStart: Date = null
    • Default value refPeriodEnd: Date = null
    • Default value exCouponDate: Date = null

    Returns FixedRateCoupon

frcInit2

  • frcInit2(paymentDate: Date, nominal: Real, interestRate: InterestRate, accrualStartDate: Date, accrualEndDate: Date, refPeriodStart?: Date, refPeriodEnd?: Date, exCouponDate?: Date): FixedRateCoupon
  • Parameters

    • paymentDate: Date
    • nominal: Real
    • interestRate: InterestRate
    • accrualStartDate: Date
    • accrualEndDate: Date
    • Default value refPeriodStart: Date = null
    • Default value refPeriodEnd: Date = null
    • Default value exCouponDate: Date = null

    Returns FixedRateCoupon

hasOccurred

  • hasOccurred(refDate?: Date, includeRefDate?: boolean): boolean
  • returns true if an event has already occurred before a date overloads Event::hasOccurred in order to take Settings.includeTodaysCashflows in account

    Parameters

    • Default value refDate: Date = null
    • Default value includeRefDate: boolean = null

    Returns boolean

init

  • init(paymentDate: Date, nominal: Real, accrualStartDate: Date, accrualEndDate: Date, refPeriodStart?: Date, refPeriodEnd?: Date, exCouponDate?: Date): Coupon
  • Parameters

    • paymentDate: Date
    • nominal: Real
    • accrualStartDate: Date
    • accrualEndDate: Date
    • Default value refPeriodStart: Date = null
    • Default value refPeriodEnd: Date = null
    • Default value exCouponDate: Date = null

    Returns Coupon

interestRate

  • Returns InterestRate

nominal

notifyObservers

  • notifyObservers(): void
  • This method should be called at the end of non-const methods or when the programmer desires to notify any changes.

    Returns void

rate

  • Returns Rate

referencePeriodEnd

  • referencePeriodEnd(): Date
  • end date of the reference period

    Returns Date

referencePeriodStart

  • referencePeriodStart(): Date

registerObserver

tradingExCoupon

  • tradingExCoupon(refDate?: Date): boolean
  • returns true if the cashflow is trading ex-coupon on the refDate

    Parameters

    • Default value refDate: Date = null

    Returns boolean

unregisterObserver