Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class AssetSwap

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Swap

org.quantlib.AssetSwap

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class AssetSwap
extends Swap
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested classes/interfaces inherited from class org.quantlib.Swap

Swap.Type

Constructor Summary

Constructors

Modifier	Constructor	Description
	AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread)
	AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule)
	AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount)
	AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount, boolean parAssetSwap)
protected	AssetSwap(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
double	fairCleanPrice()
double	fairSpread()
protected void	finalize()
protected static long	getCPtr(AssetSwap obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.Swap

endDiscounts, getCPtr, leg, legBPS, legNPV, maturityDate, npvDateDiscount, numberOfLegs, payer, startDate, startDiscounts

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

AssetSwap

protected AssetSwap(long cPtr,
                    boolean cMemoryOwn)

AssetSwap

public AssetSwap(boolean payFixedRate,
                 SWIGTYPE_p_ext__shared_ptrT_Bond_t bond,
                 double bondCleanPrice,
                 IborIndex index,
                 double spread,
                 Schedule floatSchedule,
                 DayCounter floatingDayCount,
                 boolean parAssetSwap)

AssetSwap

public AssetSwap(boolean payFixedRate,
                 SWIGTYPE_p_ext__shared_ptrT_Bond_t bond,
                 double bondCleanPrice,
                 IborIndex index,
                 double spread,
                 Schedule floatSchedule,
                 DayCounter floatingDayCount)

AssetSwap

public AssetSwap(boolean payFixedRate,
                 SWIGTYPE_p_ext__shared_ptrT_Bond_t bond,
                 double bondCleanPrice,
                 IborIndex index,
                 double spread,
                 Schedule floatSchedule)

AssetSwap

public AssetSwap(boolean payFixedRate,
                 SWIGTYPE_p_ext__shared_ptrT_Bond_t bond,
                 double bondCleanPrice,
                 IborIndex index,
                 double spread)

Method Detail

getCPtr

protected static long getCPtr(AssetSwap obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Swap

finalize

protected void finalize()

Overrides:

finalize in class Swap

delete

public void delete()

Specified by:

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

Overrides:

delete in class Swap

fairCleanPrice

public double fairCleanPrice()

fairSpread

public double fairSpread()