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.function;
22
23 import java.math.BigDecimal;
24
25 import com.nickokiss.investor.calc.BondCalc;
26 import com.nickokiss.investor.util.TkFinConstructionException;
27
28 /**
29 *
30 * @author Tomasz Koscinski <tomasz.koscinski@nickokiss.com>
31 */
32 public class BondPriceFunction implements Function {
33
34 private BigDecimal faceValue;
35 private BigDecimal paymentsPerYear;
36 private BigDecimal remainingCouponPayments;
37 private BigDecimal couponValue;
38
39 public BondPriceFunction(BigDecimal faceValue, BigDecimal paymentsPerYear, BigDecimal remainingCouponPayments, BigDecimal couponValue) {
40 this.faceValue = faceValue;
41 this.paymentsPerYear = paymentsPerYear;
42 this.remainingCouponPayments = remainingCouponPayments;
43 this.couponValue = couponValue;
44 }
45
46 @Override
47 public BigDecimal getValue(BigDecimal yield) throws TkFinConstructionException {
48 BondCalc calc = new BondCalc();
49 return calc.getCurrentPrice(faceValue, yield, paymentsPerYear, remainingCouponPayments, couponValue);
50 }
51 }