Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CallableZeroCouponBond

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Bond

org.quantlib.CallableBond

org.quantlib.CallableZeroCouponBond

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
	CallableZeroCouponBond(int settlementDays, double faceAmount, Calendar calendar, Date maturityDate, DayCounter dayCounter)
	CallableZeroCouponBond(int settlementDays, double faceAmount, Calendar calendar, Date maturityDate, DayCounter dayCounter, BusinessDayConvention paymentConvention)
	CallableZeroCouponBond(int settlementDays, double faceAmount, Calendar calendar, Date maturityDate, DayCounter dayCounter, BusinessDayConvention paymentConvention, double redemption)
	CallableZeroCouponBond(int settlementDays, double faceAmount, Calendar calendar, Date maturityDate, DayCounter dayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
	CallableZeroCouponBond(int settlementDays, double faceAmount, Calendar calendar, Date maturityDate, DayCounter dayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule)
protected	CallableZeroCouponBond(long cPtr, boolean cMemoryOwn)

Method Summary

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

CallableZeroCouponBond

protected CallableZeroCouponBond(long cPtr,
                                 boolean cMemoryOwn)

CallableZeroCouponBond

public CallableZeroCouponBond(int settlementDays,
                              double faceAmount,
                              Calendar calendar,
                              Date maturityDate,
                              DayCounter dayCounter,
                              BusinessDayConvention paymentConvention,
                              double redemption,
                              Date issueDate,
                              CallabilitySchedule putCallSchedule)

CallableZeroCouponBond

public CallableZeroCouponBond(int settlementDays,
                              double faceAmount,
                              Calendar calendar,
                              Date maturityDate,
                              DayCounter dayCounter,
                              BusinessDayConvention paymentConvention,
                              double redemption,
                              Date issueDate)

CallableZeroCouponBond

public CallableZeroCouponBond(int settlementDays,
                              double faceAmount,
                              Calendar calendar,
                              Date maturityDate,
                              DayCounter dayCounter,
                              BusinessDayConvention paymentConvention,
                              double redemption)

CallableZeroCouponBond

public CallableZeroCouponBond(int settlementDays,
                              double faceAmount,
                              Calendar calendar,
                              Date maturityDate,
                              DayCounter dayCounter,
                              BusinessDayConvention paymentConvention)

CallableZeroCouponBond

public CallableZeroCouponBond(int settlementDays,
                              double faceAmount,
                              Calendar calendar,
                              Date maturityDate,
                              DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(CallableZeroCouponBond 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