Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class AmortizingFixedRateBond

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Bond

org.quantlib.AmortizingFixedRateBond

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
	AmortizingFixedRateBond(int settlementDays, Calendar paymentCalendar, double faceAmount, Date startDate, Period bondTenor, Frequency sinkingFrequency, double coupon, DayCounter accrualDayCounter)
	AmortizingFixedRateBond(int settlementDays, Calendar paymentCalendar, double faceAmount, Date startDate, Period bondTenor, Frequency sinkingFrequency, double coupon, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention)
	AmortizingFixedRateBond(int settlementDays, Calendar paymentCalendar, double faceAmount, Date startDate, Period bondTenor, Frequency sinkingFrequency, double coupon, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, DoubleVector redemptions)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, DoubleVector redemptions, long paymentLag)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
	AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
protected	AmortizingFixedRateBond(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
DayCounter	dayCounter()
void	delete()
protected void	finalize()
Frequency	frequency()
protected static long	getCPtr(AmortizingFixedRateBond 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

AmortizingFixedRateBond

protected AmortizingFixedRateBond(long cPtr,
                                  boolean cMemoryOwn)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               DoubleVector coupons,
                               DayCounter accrualDayCounter,
                               BusinessDayConvention paymentConvention,
                               Date issueDate,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar,
                               BusinessDayConvention exCouponConvention,
                               boolean exCouponEndOfMonth,
                               DoubleVector redemptions,
                               long paymentLag)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               DoubleVector coupons,
                               DayCounter accrualDayCounter,
                               BusinessDayConvention paymentConvention,
                               Date issueDate,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar,
                               BusinessDayConvention exCouponConvention,
                               boolean exCouponEndOfMonth,
                               DoubleVector redemptions)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               DoubleVector coupons,
                               DayCounter accrualDayCounter,
                               BusinessDayConvention paymentConvention,
                               Date issueDate,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar,
                               BusinessDayConvention exCouponConvention,
                               boolean exCouponEndOfMonth)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               DoubleVector coupons,
                               DayCounter accrualDayCounter,
                               BusinessDayConvention paymentConvention,
                               Date issueDate,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar,
                               BusinessDayConvention exCouponConvention)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               DoubleVector coupons,
                               DayCounter accrualDayCounter,
                               BusinessDayConvention paymentConvention,
                               Date issueDate,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               DoubleVector coupons,
                               DayCounter accrualDayCounter,
                               BusinessDayConvention paymentConvention,
                               Date issueDate,
                               Period exCouponPeriod)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               DoubleVector coupons,
                               DayCounter accrualDayCounter,
                               BusinessDayConvention paymentConvention,
                               Date issueDate)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               DoubleVector coupons,
                               DayCounter accrualDayCounter,
                               BusinessDayConvention paymentConvention)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               DoubleVector coupons,
                               DayCounter accrualDayCounter)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               Calendar paymentCalendar,
                               double faceAmount,
                               Date startDate,
                               Period bondTenor,
                               Frequency sinkingFrequency,
                               double coupon,
                               DayCounter accrualDayCounter,
                               BusinessDayConvention paymentConvention,
                               Date issueDate)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               Calendar paymentCalendar,
                               double faceAmount,
                               Date startDate,
                               Period bondTenor,
                               Frequency sinkingFrequency,
                               double coupon,
                               DayCounter accrualDayCounter,
                               BusinessDayConvention paymentConvention)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               Calendar paymentCalendar,
                               double faceAmount,
                               Date startDate,
                               Period bondTenor,
                               Frequency sinkingFrequency,
                               double coupon,
                               DayCounter accrualDayCounter)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               InterestRateVector coupons,
                               BusinessDayConvention paymentConvention,
                               Date issueDate,
                               Calendar paymentCalendar,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar,
                               BusinessDayConvention exCouponConvention,
                               boolean exCouponEndOfMonth)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               InterestRateVector coupons,
                               BusinessDayConvention paymentConvention,
                               Date issueDate,
                               Calendar paymentCalendar,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar,
                               BusinessDayConvention exCouponConvention)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               InterestRateVector coupons,
                               BusinessDayConvention paymentConvention,
                               Date issueDate,
                               Calendar paymentCalendar,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               InterestRateVector coupons,
                               BusinessDayConvention paymentConvention,
                               Date issueDate,
                               Calendar paymentCalendar,
                               Period exCouponPeriod)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               InterestRateVector coupons,
                               BusinessDayConvention paymentConvention,
                               Date issueDate,
                               Calendar paymentCalendar)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               InterestRateVector coupons,
                               BusinessDayConvention paymentConvention,
                               Date issueDate)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               InterestRateVector coupons,
                               BusinessDayConvention paymentConvention)

AmortizingFixedRateBond

public AmortizingFixedRateBond(int settlementDays,
                               DoubleVector notionals,
                               Schedule schedule,
                               InterestRateVector coupons)

Method Detail

getCPtr

protected static long getCPtr(AmortizingFixedRateBond 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

frequency

public Frequency frequency()

dayCounter

public DayCounter dayCounter()