yieldPoint Class Reference

#include <yieldCurve.h>

List of all members.

Public Member Functions
	yieldPoint (void)
	Default constructor.
	yieldPoint (Real r, Real T, TypeOfRate type=Cash, DayCountConvention dayCount=ACT_360)
	Constructor.
	~yieldPoint (void)
	Standard Destructor.
Real	getRate ()
	Returns the rate associated to the Point.
Real	getMaturity ()
	Returns the maturity associated to the Point.
TypeOfRate	getType ()
	Returns the type associated to the Point.
DayCountConvention	getDayCount ()
	Returns the dayCount associated to the Point.
void	setRate (Real r)
	Set the rate associated to the Point.
void	setMaturity (Real m)
	Set the maturity associated to the Point.
void	setType (TypeOfRate t)
	Set the type associated to the Point.
void	setDayCount (DayCountConvention d)
	Set the dayCount associated to the Point.
Static Public Member Functions
char *	TypeAsString (TypeOfRate t)
Private Attributes
Real	_rate
Real	_maturity
TypeOfRate	_type
DayCountConvention	_dayCount

---

Constructor & Destructor Documentation

yieldPoint::yieldPoint (  void   )

Default constructor. Definition at line 7 of file yieldCurve.cpp. References _dayCount, _maturity, _rate, ACT_360, and Cash.

yieldPoint::yieldPoint (  Real  r, Real  T, TypeOfRate  type = Cash, DayCountConvention  dayCount = ACT_360 )

Constructor. Parameters: r:  Real rate associated to the Point - on an annual basis T:  Real maturity of the rate Type:  Type of the market Point Type : either cash or swap. Default will be the case where the short term is always cash, long is swap. Definition at line 14 of file yieldCurve.cpp. References _dayCount, _maturity, _rate, r, and Real.

yieldPoint::~yieldPoint (  void   )

Standard Destructor. Definition at line 35 of file yieldCurve.cpp.

---

Member Function Documentation

DayCountConvention yieldPoint::getDayCount (   )  [inline]

Returns the dayCount associated to the Point. Definition at line 65 of file yieldCurve.h. References _dayCount, and DayCountConvention.

Real yieldPoint::getMaturity (   )  [inline]

Returns the maturity associated to the Point. Definition at line 59 of file yieldCurve.h. References _maturity, and Real.

Real yieldPoint::getRate (   )  [inline]

Returns the rate associated to the Point. Definition at line 56 of file yieldCurve.h. References _rate, and Real.

TypeOfRate yieldPoint::getType (   )  [inline]

Returns the type associated to the Point. Definition at line 62 of file yieldCurve.h. References TypeOfRate.

void yieldPoint::setDayCount (  DayCountConvention  d  )  [inline]

Set the dayCount associated to the Point. Definition at line 77 of file yieldCurve.h. References _dayCount.

void yieldPoint::setMaturity (  Real  m  )  [inline]

Set the maturity associated to the Point. Definition at line 71 of file yieldCurve.h. References _maturity, m, and Real.

void yieldPoint::setRate (  Real  r  )  [inline]

Set the rate associated to the Point. Definition at line 68 of file yieldCurve.h. References _rate, r, and Real.

void yieldPoint::setType (  TypeOfRate  t  )  [inline]

Set the type associated to the Point. Definition at line 74 of file yieldCurve.h.

char * yieldPoint::TypeAsString (  TypeOfRate  t  )  [static]

Definition at line 23 of file yieldCurve.cpp. References Cash, and Swap. Referenced by CSVParser::operator>>().

---

Member Data Documentation

DayCountConvention yieldPoint::_dayCount [private]

Definition at line 86 of file yieldCurve.h. Referenced by getDayCount(), setDayCount(), and yieldPoint().

Real yieldPoint::_maturity [private]

Definition at line 84 of file yieldCurve.h. Referenced by getMaturity(), setMaturity(), and yieldPoint().

Real yieldPoint::_rate [private]

Definition at line 83 of file yieldCurve.h. Referenced by getRate(), setRate(), and yieldPoint().

TypeOfRate yieldPoint::_type [private]

Definition at line 85 of file yieldCurve.h.

---

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

• yieldCurve.h
• yieldCurve.cpp

---