Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CappedFlooredIborCoupon

java.lang.Object

org.quantlib.Observable

org.quantlib.CashFlow

org.quantlib.Coupon

org.quantlib.FloatingRateCoupon

org.quantlib.CappedFlooredCoupon

org.quantlib.CappedFlooredIborCoupon

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

CappedFlooredIborCoupon

protected CappedFlooredIborCoupon(long cPtr,
                                  boolean cMemoryOwn)

CappedFlooredIborCoupon

public CappedFlooredIborCoupon(Date paymentDate,
                               double nominal,
                               Date startDate,
                               Date endDate,
                               int fixingDays,
                               IborIndex index,
                               double gearing,
                               double spread,
                               double cap,
                               double floor,
                               Date refPeriodStart,
                               Date refPeriodEnd,
                               DayCounter dayCounter,
                               boolean isInArrears,
                               Date exCouponDate)

CappedFlooredIborCoupon

public CappedFlooredIborCoupon(Date paymentDate,
                               double nominal,
                               Date startDate,
                               Date endDate,
                               int fixingDays,
                               IborIndex index,
                               double gearing,
                               double spread,
                               double cap,
                               double floor,
                               Date refPeriodStart,
                               Date refPeriodEnd,
                               DayCounter dayCounter,
                               boolean isInArrears)

CappedFlooredIborCoupon

public CappedFlooredIborCoupon(Date paymentDate,
                               double nominal,
                               Date startDate,
                               Date endDate,
                               int fixingDays,
                               IborIndex index,
                               double gearing,
                               double spread,
                               double cap,
                               double floor,
                               Date refPeriodStart,
                               Date refPeriodEnd,
                               DayCounter dayCounter)

CappedFlooredIborCoupon

public CappedFlooredIborCoupon(Date paymentDate,
                               double nominal,
                               Date startDate,
                               Date endDate,
                               int fixingDays,
                               IborIndex index,
                               double gearing,
                               double spread,
                               double cap,
                               double floor,
                               Date refPeriodStart,
                               Date refPeriodEnd)

CappedFlooredIborCoupon

public CappedFlooredIborCoupon(Date paymentDate,
                               double nominal,
                               Date startDate,
                               Date endDate,
                               int fixingDays,
                               IborIndex index,
                               double gearing,
                               double spread,
                               double cap,
                               double floor,
                               Date refPeriodStart)

CappedFlooredIborCoupon

public CappedFlooredIborCoupon(Date paymentDate,
                               double nominal,
                               Date startDate,
                               Date endDate,
                               int fixingDays,
                               IborIndex index,
                               double gearing,
                               double spread,
                               double cap,
                               double floor)

CappedFlooredIborCoupon

public CappedFlooredIborCoupon(Date paymentDate,
                               double nominal,
                               Date startDate,
                               Date endDate,
                               int fixingDays,
                               IborIndex index,
                               double gearing,
                               double spread,
                               double cap)

CappedFlooredIborCoupon

public CappedFlooredIborCoupon(Date paymentDate,
                               double nominal,
                               Date startDate,
                               Date endDate,
                               int fixingDays,
                               IborIndex index,
                               double gearing,
                               double spread)

CappedFlooredIborCoupon

public CappedFlooredIborCoupon(Date paymentDate,
                               double nominal,
                               Date startDate,
                               Date endDate,
                               int fixingDays,
                               IborIndex index,
                               double gearing)

CappedFlooredIborCoupon

public CappedFlooredIborCoupon(Date paymentDate,
                               double nominal,
                               Date startDate,
                               Date endDate,
                               int fixingDays,
                               IborIndex index)

Method Detail

getCPtr

protected static long getCPtr(CappedFlooredIborCoupon 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