Class/Object

virtufin.finance.simulation

FloatingLeg

Related Docs: object FloatingLeg | package simulation

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class FloatingLeg extends StatefulCompositeSimulatedFeature with SingleMarketObservableDerivative[Double] with Settling with CashSettled

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Inherited
  1. FloatingLeg
  2. CashSettled
  3. Settling
  4. Transacting
  5. Settling
  6. SingleMarketObservableDerivative
  7. SingleMarketObservableDerivative
  8. Derivative
  9. Derivative
  10. StatefulCompositeSimulatedFeature
  11. StatefulSimulatedFeature
  12. AbstractCompositeSimulatedFeature
  13. CompositeSimulatedFeature
  14. SimulatedFeature
  15. Feature
  16. Simulatable
  17. Simulatable
  18. AnyRef
  19. Any
Implicitly
  1. by any2stringadd
  2. by StringFormat
  3. by Ensuring
  4. by ArrowAssoc
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new FloatingLeg(leg: product.FloatingLeg)(implicit portfolioHierarchyAgent: AgentIdentifier, timeout: Timeout)

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Type Members

  1. type AgentType = StatefulAgent[ValueType]

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  2. type SettlementType = Transfer[Currency]

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    Definition Classes
    FloatingLegSettling
  3. type StateType = Quotes

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    Definition Classes
    Simulatable
  4. type TimeType = Day

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    Definition Classes
    Simulatable
  5. type ValueType = FixingValues[Double]

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Value Members

  1. final def !=(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any
  3. def +(other: String): String

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    Implicit information
    This member is added by an implicit conversion from FloatingLeg to any2stringadd[FloatingLeg] performed by method any2stringadd in scala.Predef.
    Definition Classes
    any2stringadd
  4. def ->[B](y: B): (FloatingLeg, B)

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    Implicit information
    This member is added by an implicit conversion from FloatingLeg to ArrowAssoc[FloatingLeg] performed by method ArrowAssoc in scala.Predef.
    Definition Classes
    ArrowAssoc
    Annotations
    @inline()
  5. final def ==(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any
  6. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any
  7. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  8. def createAgent(triggerFactory: (AgentType) ⇒ Trigger, transactionsGeneratorFactory: (AgentType) ⇒ TransactionsGenerator, messageProcessorFactory: (AgentType) ⇒ MessageProcessor): AgentType

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  9. final def createAgent(): AgentType

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    Definition Classes
    CompositeSimulatedFeatureSimulatable
  10. def createMessageProcessor(agent: AgentType): MessageProcessor

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  11. def createSettlementsTransactionsGenerator(agent: StatefulAgent[FixingValues[Double]]): (SettlementEvent) ⇒ Iterable[Transfer[Currency]]

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    This method returns a function, which is called at a settlement date.

    This method returns a function, which is called at a settlement date. The function returns

    Definition Classes
    FloatingLegSettling
  12. def createState(agent: StatefulAgent[FixingValues[Double]]): FixingValues[Double]

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    Definition Classes
    FloatingLegStatefulSimulatedFeature
  13. def createTransactionsGenerator(agent: AgentType): TransactionsGenerator

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    Definition Classes
    SettlingSimulatedFeature
  14. def createTrigger(agent: AgentType): Trigger

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    Definition Classes
    SettlingSimulatedFeature
  15. def ensuring(cond: (FloatingLeg) ⇒ Boolean, msg: ⇒ Any): FloatingLeg

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    Implicit information
    This member is added by an implicit conversion from FloatingLeg to Ensuring[FloatingLeg] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring
  16. def ensuring(cond: (FloatingLeg) ⇒ Boolean): FloatingLeg

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    Implicit information
    This member is added by an implicit conversion from FloatingLeg to Ensuring[FloatingLeg] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring
  17. def ensuring(cond: Boolean, msg: ⇒ Any): FloatingLeg

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    Implicit information
    This member is added by an implicit conversion from FloatingLeg to Ensuring[FloatingLeg] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring
  18. def ensuring(cond: Boolean): FloatingLeg

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    Implicit information
    This member is added by an implicit conversion from FloatingLeg to Ensuring[FloatingLeg] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring
  19. final def eq(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef
  20. def equals(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any
  21. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  22. def fixingDates: SortedSet[Time]

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  23. def fixings: Set[Fixing[Double]]

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  24. def formatted(fmtstr: String): String

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    Implicit information
    This member is added by an implicit conversion from FloatingLeg to StringFormat[FloatingLeg] performed by method StringFormat in scala.Predef.
    Definition Classes
    StringFormat
    Annotations
    @inline()
  25. final def getClass(): Class[_]

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    Definition Classes
    AnyRef → Any
  26. def hashCode(): Int

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    Definition Classes
    AnyRef → Any
  27. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any
  28. def marketObservable: MarketObservable[Double]

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  29. def marketObservables: Set[MarketObservable[Double]]

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  30. final def ne(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef
  31. final def notify(): Unit

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    Definition Classes
    AnyRef
  32. final def notifyAll(): Unit

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    Definition Classes
    AnyRef
  33. implicit val portfolioHierarchyAgent: AgentIdentifier

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    Definition Classes
    FloatingLegSettling
  34. def settlementDates: SortedSet[Time]

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    Definition Classes
    FloatingLegSettlingSettling
  35. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef
  36. def toString(): String

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    Definition Classes
    AnyRef → Any
  37. final lazy val transactionDates: SortedSet[Time]

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    Definition Classes
    SettlingTransacting
  38. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  39. final def wait(arg0: Long, arg1: Int): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  40. final def wait(arg0: Long): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  41. def [B](y: B): (FloatingLeg, B)

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    Implicit information
    This member is added by an implicit conversion from FloatingLeg to ArrowAssoc[FloatingLeg] performed by method ArrowAssoc in scala.Predef.
    Definition Classes
    ArrowAssoc

Inherited from CashSettled

Inherited from Settling

Inherited from Transacting

Inherited from Settling

Inherited from Derivative[Double]

Inherited from Derivative[Double]

Inherited from StatefulSimulatedFeature

Inherited from CompositeSimulatedFeature

Inherited from SimulatedFeature

Inherited from Feature

Inherited from Simulatable

Inherited from simulation.Simulatable

Inherited from AnyRef

Inherited from Any

Inherited by implicit conversion any2stringadd from FloatingLeg to any2stringadd[FloatingLeg]

Inherited by implicit conversion StringFormat from FloatingLeg to StringFormat[FloatingLeg]

Inherited by implicit conversion Ensuring from FloatingLeg to Ensuring[FloatingLeg]

Inherited by implicit conversion ArrowAssoc from FloatingLeg to ArrowAssoc[FloatingLeg]

Ungrouped