tlmaloney

'''
Created on Nov 25, 2011

@author: tlmaloney
'''

class Agent(object):
    '''
    An Agent has a name and Unique ID.  
    '''

tlmaloney

'''
Created on Nov 25, 2011

@author: tlmaloney
'''

class Market(object):
    '''
    A market provides information about observables, like Assets, Prices,
    Agents, DiscountFactorCurves, etc.

tlmaloney

'''
Created on Nov 26, 2011

@author: tlmaloney
'''

import Payment

class Price(object):
    '''

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'''
Created on Nov 25, 2011

@author: tlmaloney
'''

class Payment(object):
    '''
    A payment is the transfer of ownership and possession of an amount of asset from Agent A to
    Agent B on a specific date.

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'''
Created on Dec 8, 2011

@author: tlmaloney
'''

import Asset

class Annuity(Asset.Asset):
    '''

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/*
 * func_names.cpp
 *
 *  Created on: Dec 1, 2011
 *      Author: tlmaloney
 */

#include "func_names.h"

// boundary condition along tau_final

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class InterestPayment(SeriesPayment):
    """ One of a series of rate-based payments """

    def __init__(self, rate_level_model, measure, period, inception_date, payment_date,
                 interest, asset_id, name, description):
        SeriesPayment.__init__(self, inception_date, payment_date, interest,
                               asset_id, name, description)
        self.rate_level_model = rate_level_model
        self.measure = measure
        self.period = period

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class Rate(object):
    ''' Abstract concept of a market rate '''

    def __init__(self, level, measure, periods):
        """Constructor
        
        Keyword arguments:
        level -- Float, the rate level (e.g. 0.05 means 5%)
        measure -- Measure
        periods -- Integer, the number of times the rate compounds in a year

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class DateMeasure(object):
    """An abstract base class for date measures"""

    name = None

    def measure_time(self, date, schedule):
        '''Returns a measure of time between date and
        schedule.prev_date(date)
        
        Keyword arguments:

tlmaloney

'''
:Name:      DateMeasureKit

:Descr:     The way we make calculations based on the number of days between two dates

:Synopsis:  Contains a set of conventions for determining the day-count between two dates. Finds both the number of days between two dates and the corresponding day count factor.  

:Author:    dpollini
            tmaloney