1 /**
2 * Investor, the open-source investment library
3 *
4 * (C) Copyright 2008, by individual contributors as indicated by the @author tag.
5 *
6 * This library is free software; you can redistribute it and/or modify it
7 * under the terms of the GNU Lesser General Public License as
8 * published by the Free Software Foundation; either version 2.1 of
9 * the License, or (at your option) any later version.
10 *
11 * This software is distributed in the hope that it will be useful,
12 * but WITHOUT ANY WARRANTY; without even the implied warranty of
13 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14 * Lesser General Public License for more details.
15 *
16 * You should have received a copy of the GNU Lesser General Public
17 * License along with this software; if not, write to the Free
18 * Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA
19 * 02110-1301 USA, or see the FSF site: http://www.fsf.org.
20 */
21 package com.nickokiss.investor.fin.env;
22
23 import java.math.BigDecimal;
24
25 /**
26 *
27 * @author Tomasz Koscinski <tomasz.koscinski@nickokiss.com>
28 */
29 public interface CompoundingStrategy {
30
31 public BigDecimal getForwardRate(BigDecimal startTime, BigDecimal endTime, InterestRateStrategy interestRateStrategy);
32
33 public BigDecimal getDiscountFactor(BigDecimal startTime, BigDecimal endTime, InterestRateStrategy interestRateStrategy);
34
35 public BigDecimal getDurationMultiplicand(BigDecimal time, BigDecimal spotRate);
36
37 }