Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class BondForward

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Forward

org.quantlib.BondForward

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

FixedRateBondForward

public class BondForward
extends Forward
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	BondForward(long cPtr, boolean cMemoryOwn)
	BondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, Bond bond)
	BondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, Bond bond, YieldTermStructureHandle discountCurve)
	BondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, Bond bond, YieldTermStructureHandle discountCurve, YieldTermStructureHandle incomeDiscountCurve)

Method Summary

Modifier and Type	Method	Description
double	cleanForwardPrice()
void	delete()
protected void	finalize()
double	forwardPrice()
protected static long	getCPtr(BondForward obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.Forward

businessDayConvention, calendar, dayCounter, discountCurve, forwardValue, getCPtr, impliedYield, incomeDiscountCurve, isExpired, settlementDate, spotIncome, spotValue

Methods inherited from class org.quantlib.Instrument

errorEstimate, getCPtr, 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

BondForward

protected BondForward(long cPtr,
                      boolean cMemoryOwn)

BondForward

public BondForward(Date valueDate,
                   Date maturityDate,
                   Position.Type type,
                   double strike,
                   long settlementDays,
                   DayCounter dayCounter,
                   Calendar calendar,
                   BusinessDayConvention businessDayConvention,
                   Bond bond,
                   YieldTermStructureHandle discountCurve,
                   YieldTermStructureHandle incomeDiscountCurve)

BondForward

public BondForward(Date valueDate,
                   Date maturityDate,
                   Position.Type type,
                   double strike,
                   long settlementDays,
                   DayCounter dayCounter,
                   Calendar calendar,
                   BusinessDayConvention businessDayConvention,
                   Bond bond,
                   YieldTermStructureHandle discountCurve)

BondForward

public BondForward(Date valueDate,
                   Date maturityDate,
                   Position.Type type,
                   double strike,
                   long settlementDays,
                   DayCounter dayCounter,
                   Calendar calendar,
                   BusinessDayConvention businessDayConvention,
                   Bond bond)

Method Detail

getCPtr

protected static long getCPtr(BondForward obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Forward

finalize

protected void finalize()

Overrides:

finalize in class Forward

delete

public void delete()

Specified by:

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

Overrides:

delete in class Forward

forwardPrice

public double forwardPrice()

cleanForwardPrice

public double cleanForwardPrice()