Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CallableFixedRateBond

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Bond

org.quantlib.CallableBond

org.quantlib.CallableFixedRateBond

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class CallableFixedRateBond
extends CallableBond
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	CallableFixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule)
	CallableFixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule, Period exCouponPeriod)
	CallableFixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule, Period exCouponPeriod, Calendar exCouponCalendar)
	CallableFixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
	CallableFixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
protected	CallableFixedRateBond(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(CallableFixedRateBond obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.CallableBond

callability, cleanPriceOAS, cleanPriceOAS, effectiveConvexity, effectiveConvexity, effectiveDuration, effectiveDuration, getCPtr, impliedVolatility, impliedVolatility, OAS, OAS, OAS, OAS, OAS

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

CallableFixedRateBond

protected CallableFixedRateBond(long cPtr,
                                boolean cMemoryOwn)

CallableFixedRateBond

public CallableFixedRateBond(int settlementDays,
                             double faceAmount,
                             Schedule schedule,
                             DoubleVector coupons,
                             DayCounter accrualDayCounter,
                             BusinessDayConvention paymentConvention,
                             double redemption,
                             Date issueDate,
                             CallabilitySchedule putCallSchedule,
                             Period exCouponPeriod,
                             Calendar exCouponCalendar,
                             BusinessDayConvention exCouponConvention,
                             boolean exCouponEndOfMonth)

CallableFixedRateBond

public CallableFixedRateBond(int settlementDays,
                             double faceAmount,
                             Schedule schedule,
                             DoubleVector coupons,
                             DayCounter accrualDayCounter,
                             BusinessDayConvention paymentConvention,
                             double redemption,
                             Date issueDate,
                             CallabilitySchedule putCallSchedule,
                             Period exCouponPeriod,
                             Calendar exCouponCalendar,
                             BusinessDayConvention exCouponConvention)

CallableFixedRateBond

public CallableFixedRateBond(int settlementDays,
                             double faceAmount,
                             Schedule schedule,
                             DoubleVector coupons,
                             DayCounter accrualDayCounter,
                             BusinessDayConvention paymentConvention,
                             double redemption,
                             Date issueDate,
                             CallabilitySchedule putCallSchedule,
                             Period exCouponPeriod,
                             Calendar exCouponCalendar)

CallableFixedRateBond

public CallableFixedRateBond(int settlementDays,
                             double faceAmount,
                             Schedule schedule,
                             DoubleVector coupons,
                             DayCounter accrualDayCounter,
                             BusinessDayConvention paymentConvention,
                             double redemption,
                             Date issueDate,
                             CallabilitySchedule putCallSchedule,
                             Period exCouponPeriod)

CallableFixedRateBond

public CallableFixedRateBond(int settlementDays,
                             double faceAmount,
                             Schedule schedule,
                             DoubleVector coupons,
                             DayCounter accrualDayCounter,
                             BusinessDayConvention paymentConvention,
                             double redemption,
                             Date issueDate,
                             CallabilitySchedule putCallSchedule)

Method Detail

getCPtr

protected static long getCPtr(CallableFixedRateBond obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class CallableBond

finalize

protected void finalize()

Overrides:

finalize in class CallableBond

delete

public void delete()

Specified by:

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

Overrides:

delete in class CallableBond