BV_VARIABLE_COUPON_BOND_SCHEDULE Class Reference

Public Member Functions
	BV_VARIABLE_COUPON_BOND_SCHEDULE ()
virtual	~BV_VARIABLE_COUPON_BOND_SCHEDULE ()
virtual ClassId::Enum	id () const
size_t	deserialize (const void *buf, size_t inLen)
virtual std::string	toString () const
virtual size_t	serializationBufSize () const
virtual BV_VARIABLE_COUPON_BOND_SCHEDULE *	clone () const
virtual BV_VARIABLE_COUPON_BOND_SCHEDULE *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	financialInstrumentId
UInt32	formulaResetDate
TI_COUPON_TYPE::Enum	couponType
Double	couponRate
UInt32	benchmarkId
Double	margin
TI_DAY_COUNT_CONVENTION_TYPE::Enum	dayCountConventionType
UInt16	couponFrequency
Double	cap
Double	floor

Detailed Description

Definition at line 43 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.

Constructor & Destructor Documentation

BV_VARIABLE_COUPON_BOND_SCHEDULE()

BV_VARIABLE_COUPON_BOND_SCHEDULE ( )

inline

Definition at line 46 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.

~BV_VARIABLE_COUPON_BOND_SCHEDULE()

virtual ~BV_VARIABLE_COUPON_BOND_SCHEDULE ( )

inlinevirtual

Definition at line 50 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.

Member Function Documentation

clone() [1/2]

virtual BV_VARIABLE_COUPON_BOND_SCHEDULE * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_VARIABLE_COUPON_BOND_SCHEDULE * clone ( void * ) const

virtual

Implements Class.

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

id()

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 53 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 96 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

benchmarkId

UInt32 benchmarkId

ID of the Benchmark used in the coupon rate calculation in case of floating coupons.

Definition at line 71 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.

cap

Double cap

Maximum value the coupon can assume.

Definition at line 83 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.

couponFrequency

UInt16 couponFrequency

Coupon Frequency.

Definition at line 80 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.

couponRate

Double couponRate

Coupon Rate.

Definition at line 68 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.

couponType

TI_COUPON_TYPE::Enum couponType

Specifies if the Coupon Type is Fixed or Floating.

Definition at line 65 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.

dayCountConventionType

TI_DAY_COUNT_CONVENTION_TYPE::Enum dayCountConventionType

Day Count used in the coupon rate calculation in case of floating coupons.

Definition at line 77 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.

financialInstrumentId

UInt32 financialInstrumentId

Unique ID of the financial instrument (Bond)

Definition at line 59 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.

floor

Double floor

Minimum value the coupon can assume.

Definition at line 86 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.

formulaResetDate

UInt32 formulaResetDate

Date when the coupon plan changes type or formula.

Definition at line 62 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.

margin

Double margin

Margin used in the coupon rate calculation in case of floating coupons.

Definition at line 74 of file SMP.Classes.BV_VARIABLE_COUPON_BOND_SCHEDULE.h.