Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ArithmeticOISRateHelper

java.lang.Object

org.quantlib.Observable

org.quantlib.RateHelper

org.quantlib.ArithmeticOISRateHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class ArithmeticOISRateHelper
extends RateHelper
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ArithmeticOISRateHelper(long cPtr, boolean cMemoryOwn)
	ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread)
	ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread, double meanReversionSpeed)
	ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread, double meanReversionSpeed, double volatility)
	ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread, double meanReversionSpeed, double volatility, boolean byApprox)
	ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread, double meanReversionSpeed, double volatility, boolean byApprox, YieldTermStructureHandle discountingCurve)

Method Summary

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

Methods inherited from class org.quantlib.RateHelper

earliestDate, getCPtr, impliedQuote, latestDate, latestRelevantDate, maturityDate, pillarDate, quote, quoteError

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

ArithmeticOISRateHelper

protected ArithmeticOISRateHelper(long cPtr,
                                  boolean cMemoryOwn)

ArithmeticOISRateHelper

public ArithmeticOISRateHelper(long settlementDays,
                               Period tenor,
                               Frequency fixedLegPaymentFrequency,
                               QuoteHandle fixedRate,
                               OvernightIndex overnightIndex,
                               Frequency overnightLegPaymentFrequency,
                               QuoteHandle spread,
                               double meanReversionSpeed,
                               double volatility,
                               boolean byApprox,
                               YieldTermStructureHandle discountingCurve)

ArithmeticOISRateHelper

public ArithmeticOISRateHelper(long settlementDays,
                               Period tenor,
                               Frequency fixedLegPaymentFrequency,
                               QuoteHandle fixedRate,
                               OvernightIndex overnightIndex,
                               Frequency overnightLegPaymentFrequency,
                               QuoteHandle spread,
                               double meanReversionSpeed,
                               double volatility,
                               boolean byApprox)

ArithmeticOISRateHelper

public ArithmeticOISRateHelper(long settlementDays,
                               Period tenor,
                               Frequency fixedLegPaymentFrequency,
                               QuoteHandle fixedRate,
                               OvernightIndex overnightIndex,
                               Frequency overnightLegPaymentFrequency,
                               QuoteHandle spread,
                               double meanReversionSpeed,
                               double volatility)

ArithmeticOISRateHelper

public ArithmeticOISRateHelper(long settlementDays,
                               Period tenor,
                               Frequency fixedLegPaymentFrequency,
                               QuoteHandle fixedRate,
                               OvernightIndex overnightIndex,
                               Frequency overnightLegPaymentFrequency,
                               QuoteHandle spread,
                               double meanReversionSpeed)

ArithmeticOISRateHelper

public ArithmeticOISRateHelper(long settlementDays,
                               Period tenor,
                               Frequency fixedLegPaymentFrequency,
                               QuoteHandle fixedRate,
                               OvernightIndex overnightIndex,
                               Frequency overnightLegPaymentFrequency,
                               QuoteHandle spread)

Method Detail

getCPtr

protected static long getCPtr(ArithmeticOISRateHelper obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class RateHelper

finalize

protected void finalize()

Overrides:

finalize in class RateHelper

delete

public void delete()

Specified by:

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

Overrides:

delete in class RateHelper

swap

public ArithmeticAverageOIS swap()