Class ImmutableLegalEntityDiscountingProvider

  • All Implemented Interfaces:
    LegalEntityDiscountingProvider, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

    public final class ImmutableLegalEntityDiscountingProvider
    extends Object
    implements LegalEntityDiscountingProvider, org.joda.beans.ImmutableBean, Serializable
    An immutable provider of data for bond pricing, based on repo and issuer discounting.

    This used to price bonds issued by a legal entity. The data to do this includes discount factors of repo curves and issuer curves. If the bond is inflation linked, the price index data is obtained from RatesProvider.

    Two types of discount factors are provided by this class. Repo curves are looked up using either the security ID of the bond, or the issuer (legal entity). Issuer curves are only looked up using the issuer (legal entity).

    See Also:
    Serialized Form