Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CPICoupon

java.lang.Object

org.quantlib.Observable

org.quantlib.CashFlow

org.quantlib.Coupon

org.quantlib.InflationCoupon

org.quantlib.CPICoupon

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class CPICoupon
extends InflationCoupon
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate)
	CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread)
	CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart)
	CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd)
	CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
	CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart)
	CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd)
	CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
	CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate)
	CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread)
	CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart)
	CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd)
	CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
	CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart)
	CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd)
	CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
protected	CPICoupon(long cPtr, boolean cMemoryOwn)
	CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate)
	CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread)
	CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart)
	CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd)
	CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
	CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart)
	CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd)
	CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)

Method Summary

Modifier and Type	Method	Description
double	adjustedIndexGrowth()
double	baseCPI()
Date	baseDate()
ZeroInflationIndex	cpiIndex()
void	delete()
protected void	finalize()
double	fixedRate()
protected static long	getCPtr(CPICoupon obj)
double	indexFixing()
double	indexRatio(Date d)
CPI.InterpolationType	observationInterpolation()
void	setPricer(CPICouponPricer arg0)
double	spread()
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.InflationCoupon

fixingDate, fixingDays, getCPtr, index, observationLag

Methods inherited from class org.quantlib.Coupon

accrualDays, accrualEndDate, accrualPeriod, accrualStartDate, accruedAmount, dayCounter, exCouponDate, getCPtr, nominal, rate, referencePeriodEnd, referencePeriodStart

Methods inherited from class org.quantlib.CashFlow

amount, date, getCPtr, hasOccurred, hasOccurred

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

CPICoupon

protected CPICoupon(long cPtr,
                    boolean cMemoryOwn)

CPICoupon

public CPICoupon(double baseCPI,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 Date refPeriodStart,
                 Date refPeriodEnd,
                 Date exCouponDate)

CPICoupon

public CPICoupon(double baseCPI,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 Date refPeriodStart,
                 Date refPeriodEnd)

CPICoupon

public CPICoupon(double baseCPI,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 Date refPeriodStart)

CPICoupon

public CPICoupon(double baseCPI,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate)

CPICoupon

public CPICoupon(Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 Date refPeriodStart,
                 Date refPeriodEnd,
                 Date exCouponDate)

CPICoupon

public CPICoupon(Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 Date refPeriodStart,
                 Date refPeriodEnd)

CPICoupon

public CPICoupon(Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 Date refPeriodStart)

CPICoupon

public CPICoupon(Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate)

CPICoupon

public CPICoupon(double baseCPI,
                 Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 Date refPeriodStart,
                 Date refPeriodEnd,
                 Date exCouponDate)

CPICoupon

public CPICoupon(double baseCPI,
                 Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 Date refPeriodStart,
                 Date refPeriodEnd)

CPICoupon

public CPICoupon(double baseCPI,
                 Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 Date refPeriodStart)

CPICoupon

public CPICoupon(double baseCPI,
                 Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate)

CPICoupon

public CPICoupon(double baseCPI,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 double spread,
                 Date refPeriodStart,
                 Date refPeriodEnd,
                 Date exCouponDate)

CPICoupon

public CPICoupon(double baseCPI,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 double spread,
                 Date refPeriodStart,
                 Date refPeriodEnd)

CPICoupon

public CPICoupon(double baseCPI,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 double spread,
                 Date refPeriodStart)

CPICoupon

public CPICoupon(double baseCPI,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 double spread)

CPICoupon

public CPICoupon(Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 double spread,
                 Date refPeriodStart,
                 Date refPeriodEnd,
                 Date exCouponDate)

CPICoupon

public CPICoupon(Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 double spread,
                 Date refPeriodStart,
                 Date refPeriodEnd)

CPICoupon

public CPICoupon(Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 double spread,
                 Date refPeriodStart)

CPICoupon

public CPICoupon(Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 double spread)

CPICoupon

public CPICoupon(double baseCPI,
                 Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 double spread,
                 Date refPeriodStart,
                 Date refPeriodEnd,
                 Date exCouponDate)

CPICoupon

public CPICoupon(double baseCPI,
                 Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 double spread,
                 Date refPeriodStart,
                 Date refPeriodEnd)

CPICoupon

public CPICoupon(double baseCPI,
                 Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 double spread,
                 Date refPeriodStart)

CPICoupon

public CPICoupon(double baseCPI,
                 Date baseDate,
                 Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 ZeroInflationIndex index,
                 Period observationLag,
                 CPI.InterpolationType observationInterpolation,
                 DayCounter dayCounter,
                 double fixedRate,
                 double spread)

Method Detail

getCPtr

protected static long getCPtr(CPICoupon obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class InflationCoupon

finalize

protected void finalize()

Overrides:

finalize in class InflationCoupon

delete

public void delete()

Specified by:

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

Overrides:

delete in class InflationCoupon

fixedRate

public double fixedRate()

spread

public double spread()

adjustedIndexGrowth

public double adjustedIndexGrowth()

indexFixing

public double indexFixing()

Overrides:

indexFixing in class InflationCoupon

indexRatio

public double indexRatio(Date d)

baseCPI

public double baseCPI()

baseDate

public Date baseDate()

observationInterpolation

public CPI.InterpolationType observationInterpolation()

cpiIndex

public ZeroInflationIndex cpiIndex()

setPricer

public void setPricer(CPICouponPricer arg0)