Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CPIBond

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Bond

org.quantlib.CPIBond

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CPIBond(long cPtr, boolean cMemoryOwn)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
	CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)

Method Summary

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

CPIBond

protected CPIBond(long cPtr,
                  boolean cMemoryOwn)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter,
               BusinessDayConvention paymentConvention,
               Date issueDate,
               Calendar paymentCalendar,
               Period exCouponPeriod,
               Calendar exCouponCalendar,
               BusinessDayConvention exCouponConvention,
               boolean exCouponEndOfMonth)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter,
               BusinessDayConvention paymentConvention,
               Date issueDate,
               Calendar paymentCalendar,
               Period exCouponPeriod,
               Calendar exCouponCalendar,
               BusinessDayConvention exCouponConvention)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter,
               BusinessDayConvention paymentConvention,
               Date issueDate,
               Calendar paymentCalendar,
               Period exCouponPeriod,
               Calendar exCouponCalendar)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter,
               BusinessDayConvention paymentConvention,
               Date issueDate,
               Calendar paymentCalendar,
               Period exCouponPeriod)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter,
               BusinessDayConvention paymentConvention,
               Date issueDate,
               Calendar paymentCalendar)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter,
               BusinessDayConvention paymentConvention,
               Date issueDate)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter,
               BusinessDayConvention paymentConvention)

CPIBond

public CPIBond(long settlementDays,
               double faceAmount,
               boolean growthOnly,
               double baseCPI,
               Period observationLag,
               ZeroInflationIndex cpiIndex,
               CPI.InterpolationType observationInterpolation,
               Schedule schedule,
               DoubleVector coupons,
               DayCounter accrualDayCounter)

Method Detail

getCPtr

protected static long getCPtr(CPIBond 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