Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CappedFlooredCoupon

java.lang.Object

org.quantlib.Observable

org.quantlib.CashFlow

org.quantlib.Coupon

org.quantlib.FloatingRateCoupon

org.quantlib.CappedFlooredCoupon

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

CappedFlooredCmsCoupon, CappedFlooredCmsSpreadCoupon, CappedFlooredIborCoupon

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CappedFlooredCoupon(long cPtr, boolean cMemoryOwn)
	CappedFlooredCoupon(FloatingRateCoupon underlying)
	CappedFlooredCoupon(FloatingRateCoupon underlying, double cap)
	CappedFlooredCoupon(FloatingRateCoupon underlying, double cap, double floor)

Method Summary

Modifier and Type	Method	Description
double	cap()
void	delete()
double	effectiveCap()
double	effectiveFloor()
protected void	finalize()
double	floor()
protected static long	getCPtr(CappedFlooredCoupon obj)
boolean	isCapped()
boolean	isFloored()
void	setPricer(FloatingRateCouponPricer p)
protected void	swigSetCMemOwn(boolean own)

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

CappedFlooredCoupon

protected CappedFlooredCoupon(long cPtr,
                              boolean cMemoryOwn)

CappedFlooredCoupon

public CappedFlooredCoupon(FloatingRateCoupon underlying,
                           double cap,
                           double floor)

CappedFlooredCoupon

public CappedFlooredCoupon(FloatingRateCoupon underlying,
                           double cap)

CappedFlooredCoupon

public CappedFlooredCoupon(FloatingRateCoupon underlying)

Method Detail

getCPtr

protected static long getCPtr(CappedFlooredCoupon obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class FloatingRateCoupon

finalize

protected void finalize()

Overrides:

finalize in class FloatingRateCoupon

delete

public void delete()

Specified by:

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

Overrides:

delete in class FloatingRateCoupon

cap

public double cap()

floor

public double floor()

effectiveCap

public double effectiveCap()

effectiveFloor

public double effectiveFloor()

isCapped

public boolean isCapped()

isFloored

public boolean isFloored()

setPricer

public void setPricer(FloatingRateCouponPricer p)

Overrides:

setPricer in class FloatingRateCoupon