Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CappedFlooredCmsCoupon

java.lang.Object

org.quantlib.Observable

org.quantlib.CashFlow

org.quantlib.Coupon

org.quantlib.FloatingRateCoupon

org.quantlib.CappedFlooredCoupon

org.quantlib.CappedFlooredCmsCoupon

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class CappedFlooredCmsCoupon
extends CappedFlooredCoupon
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CappedFlooredCmsCoupon(long cPtr, boolean cMemoryOwn)
	CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index)
	CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing)
	CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread)
	CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap)
	CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor)
	CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart)
	CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd)
	CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
	CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)
	CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears, Date exCouponDate)

Method Summary

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

Methods inherited from class org.quantlib.CappedFlooredCoupon

cap, effectiveCap, effectiveFloor, floor, getCPtr, isCapped, isFloored, setPricer

Methods inherited from class org.quantlib.FloatingRateCoupon

adjustedFixing, convexityAdjustment, fixingDate, fixingDays, gearing, getCPtr, index, indexFixing, isInArrears, price, spread

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

CappedFlooredCmsCoupon

protected CappedFlooredCmsCoupon(long cPtr,
                                 boolean cMemoryOwn)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread,
                              double cap,
                              double floor,
                              Date refPeriodStart,
                              Date refPeriodEnd,
                              DayCounter dayCounter,
                              boolean isInArrears,
                              Date exCouponDate)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread,
                              double cap,
                              double floor,
                              Date refPeriodStart,
                              Date refPeriodEnd,
                              DayCounter dayCounter,
                              boolean isInArrears)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread,
                              double cap,
                              double floor,
                              Date refPeriodStart,
                              Date refPeriodEnd,
                              DayCounter dayCounter)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread,
                              double cap,
                              double floor,
                              Date refPeriodStart,
                              Date refPeriodEnd)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread,
                              double cap,
                              double floor,
                              Date refPeriodStart)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread,
                              double cap,
                              double floor)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread,
                              double cap)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index,
                              double gearing)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index)

Method Detail

getCPtr

protected static long getCPtr(CappedFlooredCmsCoupon obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class CappedFlooredCoupon

finalize

protected void finalize()

Overrides:

finalize in class CappedFlooredCoupon

delete

public void delete()

Specified by:

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

Overrides:

delete in class CappedFlooredCoupon