Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class AmortizingFloatingRateBond

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Bond

org.quantlib.AmortizingFloatingRateBond

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	AmortizingFloatingRateBond(long cPtr, boolean cMemoryOwn)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate, Period exCouponPeriod)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, DoubleVector redemptions)
	AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, DoubleVector redemptions, long paymentLag)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(AmortizingFloatingRateBond 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

AmortizingFloatingRateBond

protected AmortizingFloatingRateBond(long cPtr,
                                     boolean cMemoryOwn)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter,
                                  BusinessDayConvention paymentConvention,
                                  long fixingDays,
                                  DoubleVector gearings,
                                  DoubleVector spreads,
                                  DoubleVector caps,
                                  DoubleVector floors,
                                  boolean inArrears,
                                  Date issueDate,
                                  Period exCouponPeriod,
                                  Calendar exCouponCalendar,
                                  BusinessDayConvention exCouponConvention,
                                  boolean exCouponEndOfMonth,
                                  DoubleVector redemptions,
                                  long paymentLag)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter,
                                  BusinessDayConvention paymentConvention,
                                  long fixingDays,
                                  DoubleVector gearings,
                                  DoubleVector spreads,
                                  DoubleVector caps,
                                  DoubleVector floors,
                                  boolean inArrears,
                                  Date issueDate,
                                  Period exCouponPeriod,
                                  Calendar exCouponCalendar,
                                  BusinessDayConvention exCouponConvention,
                                  boolean exCouponEndOfMonth,
                                  DoubleVector redemptions)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter,
                                  BusinessDayConvention paymentConvention,
                                  long fixingDays,
                                  DoubleVector gearings,
                                  DoubleVector spreads,
                                  DoubleVector caps,
                                  DoubleVector floors,
                                  boolean inArrears,
                                  Date issueDate,
                                  Period exCouponPeriod,
                                  Calendar exCouponCalendar,
                                  BusinessDayConvention exCouponConvention,
                                  boolean exCouponEndOfMonth)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter,
                                  BusinessDayConvention paymentConvention,
                                  long fixingDays,
                                  DoubleVector gearings,
                                  DoubleVector spreads,
                                  DoubleVector caps,
                                  DoubleVector floors,
                                  boolean inArrears,
                                  Date issueDate,
                                  Period exCouponPeriod,
                                  Calendar exCouponCalendar,
                                  BusinessDayConvention exCouponConvention)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter,
                                  BusinessDayConvention paymentConvention,
                                  long fixingDays,
                                  DoubleVector gearings,
                                  DoubleVector spreads,
                                  DoubleVector caps,
                                  DoubleVector floors,
                                  boolean inArrears,
                                  Date issueDate,
                                  Period exCouponPeriod,
                                  Calendar exCouponCalendar)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter,
                                  BusinessDayConvention paymentConvention,
                                  long fixingDays,
                                  DoubleVector gearings,
                                  DoubleVector spreads,
                                  DoubleVector caps,
                                  DoubleVector floors,
                                  boolean inArrears,
                                  Date issueDate,
                                  Period exCouponPeriod)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter,
                                  BusinessDayConvention paymentConvention,
                                  long fixingDays,
                                  DoubleVector gearings,
                                  DoubleVector spreads,
                                  DoubleVector caps,
                                  DoubleVector floors,
                                  boolean inArrears,
                                  Date issueDate)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter,
                                  BusinessDayConvention paymentConvention,
                                  long fixingDays,
                                  DoubleVector gearings,
                                  DoubleVector spreads,
                                  DoubleVector caps,
                                  DoubleVector floors,
                                  boolean inArrears)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter,
                                  BusinessDayConvention paymentConvention,
                                  long fixingDays,
                                  DoubleVector gearings,
                                  DoubleVector spreads,
                                  DoubleVector caps,
                                  DoubleVector floors)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter,
                                  BusinessDayConvention paymentConvention,
                                  long fixingDays,
                                  DoubleVector gearings,
                                  DoubleVector spreads,
                                  DoubleVector caps)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter,
                                  BusinessDayConvention paymentConvention,
                                  long fixingDays,
                                  DoubleVector gearings,
                                  DoubleVector spreads)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter,
                                  BusinessDayConvention paymentConvention,
                                  long fixingDays,
                                  DoubleVector gearings)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter,
                                  BusinessDayConvention paymentConvention,
                                  long fixingDays)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter,
                                  BusinessDayConvention paymentConvention)

AmortizingFloatingRateBond

public AmortizingFloatingRateBond(long settlementDays,
                                  DoubleVector notional,
                                  Schedule schedule,
                                  IborIndex index,
                                  DayCounter accrualDayCounter)

Method Detail

getCPtr

protected static long getCPtr(AmortizingFloatingRateBond 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