Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class AmortizingCmsRateBond

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Bond

org.quantlib.AmortizingCmsRateBond

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class AmortizingCmsRateBond
extends Bond
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AmortizingCmsRateBond(long cPtr, boolean cMemoryOwn)
	AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter)
	AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
	AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays)
	AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings)
	AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads)
	AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)
	AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
	AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears)
	AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(AmortizingCmsRateBond obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.Bond

accruedAmount, accruedAmount, calendar, cashflows, cleanPrice, cleanPrice, cleanPrice, dirtyPrice, dirtyPrice, dirtyPrice, getCPtr, issueDate, maturityDate, nextCouponRate, nextCouponRate, notional, notional, notionals, previousCouponRate, previousCouponRate, redemption, redemptions, settlementDate, settlementDate, settlementDays, settlementValue, settlementValue, startDate, yield, yield, yield, yield, yield, yield, yield

Methods inherited from class org.quantlib.Instrument

errorEstimate, getCPtr, isExpired, NPV, setPricingEngine

Methods inherited from class org.quantlib.LazyObject

alwaysForwardNotifications, forwardFirstNotificationOnly, forwardsAllNotifications, freeze, getCPtr, recalculate, unfreeze

Methods inherited from class org.quantlib.Observable

getCPtr

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

AmortizingCmsRateBond

protected AmortizingCmsRateBond(long cPtr,
                                boolean cMemoryOwn)

AmortizingCmsRateBond

public AmortizingCmsRateBond(long settlementDays,
                             DoubleVector notionals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             long fixingDays,
                             DoubleVector gearings,
                             DoubleVector spreads,
                             DoubleVector caps,
                             DoubleVector floors,
                             boolean inArrears,
                             Date issueDate)

AmortizingCmsRateBond

public AmortizingCmsRateBond(long settlementDays,
                             DoubleVector notionals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             long fixingDays,
                             DoubleVector gearings,
                             DoubleVector spreads,
                             DoubleVector caps,
                             DoubleVector floors,
                             boolean inArrears)

AmortizingCmsRateBond

public AmortizingCmsRateBond(long settlementDays,
                             DoubleVector notionals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             long fixingDays,
                             DoubleVector gearings,
                             DoubleVector spreads,
                             DoubleVector caps,
                             DoubleVector floors)

AmortizingCmsRateBond

public AmortizingCmsRateBond(long settlementDays,
                             DoubleVector notionals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             long fixingDays,
                             DoubleVector gearings,
                             DoubleVector spreads,
                             DoubleVector caps)

AmortizingCmsRateBond

public AmortizingCmsRateBond(long settlementDays,
                             DoubleVector notionals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             long fixingDays,
                             DoubleVector gearings,
                             DoubleVector spreads)

AmortizingCmsRateBond

public AmortizingCmsRateBond(long settlementDays,
                             DoubleVector notionals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             long fixingDays,
                             DoubleVector gearings)

AmortizingCmsRateBond

public AmortizingCmsRateBond(long settlementDays,
                             DoubleVector notionals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             long fixingDays)

AmortizingCmsRateBond

public AmortizingCmsRateBond(long settlementDays,
                             DoubleVector notionals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention)

AmortizingCmsRateBond

public AmortizingCmsRateBond(long settlementDays,
                             DoubleVector notionals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter)

Method Detail

getCPtr

protected static long getCPtr(AmortizingCmsRateBond obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Bond

finalize

protected void finalize()

Overrides:

finalize in class Bond

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Overrides:

delete in class Bond