Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CPISwap

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Swap

org.quantlib.CPISwap

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class CPISwap
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
protected	CPISwap(long cPtr, boolean cMemoryOwn)
	CPISwap(Swap.Type type, double nominal, boolean subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, long fixingDays, IborIndex floatIndex, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndex)
	CPISwap(Swap.Type type, double nominal, boolean subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, long fixingDays, IborIndex floatIndex, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndex, CPI.InterpolationType observationInterpolation)
	CPISwap(Swap.Type type, double nominal, boolean subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, long fixingDays, IborIndex floatIndex, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndex, CPI.InterpolationType observationInterpolation, double inflationNominal)

Method Summary

Modifier and Type	Method	Description
Leg	cpiLeg()
void	delete()
double	fairRate()
double	fairSpread()
protected void	finalize()
double	fixedLegNPV()
Leg	floatLeg()
double	floatLegNPV()
protected static long	getCPtr(CPISwap 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

CPISwap

protected CPISwap(long cPtr,
                  boolean cMemoryOwn)

CPISwap

public CPISwap(Swap.Type type,
               double nominal,
               boolean subtractInflationNominal,
               double spread,
               DayCounter floatDayCount,
               Schedule floatSchedule,
               BusinessDayConvention floatRoll,
               long fixingDays,
               IborIndex floatIndex,
               double fixedRate,
               double baseCPI,
               DayCounter fixedDayCount,
               Schedule fixedSchedule,
               BusinessDayConvention fixedRoll,
               Period observationLag,
               ZeroInflationIndex fixedIndex,
               CPI.InterpolationType observationInterpolation,
               double inflationNominal)

CPISwap

public CPISwap(Swap.Type type,
               double nominal,
               boolean subtractInflationNominal,
               double spread,
               DayCounter floatDayCount,
               Schedule floatSchedule,
               BusinessDayConvention floatRoll,
               long fixingDays,
               IborIndex floatIndex,
               double fixedRate,
               double baseCPI,
               DayCounter fixedDayCount,
               Schedule fixedSchedule,
               BusinessDayConvention fixedRoll,
               Period observationLag,
               ZeroInflationIndex fixedIndex,
               CPI.InterpolationType observationInterpolation)

CPISwap

public CPISwap(Swap.Type type,
               double nominal,
               boolean subtractInflationNominal,
               double spread,
               DayCounter floatDayCount,
               Schedule floatSchedule,
               BusinessDayConvention floatRoll,
               long fixingDays,
               IborIndex floatIndex,
               double fixedRate,
               double baseCPI,
               DayCounter fixedDayCount,
               Schedule fixedSchedule,
               BusinessDayConvention fixedRoll,
               Period observationLag,
               ZeroInflationIndex fixedIndex)

Method Detail

getCPtr

protected static long getCPtr(CPISwap 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

fairRate

public double fairRate()

floatLegNPV

public double floatLegNPV()

fairSpread

public double fairSpread()

fixedLegNPV

public double fixedLegNPV()

cpiLeg

public Leg cpiLeg()

floatLeg

public Leg floatLeg()