Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CappedFlooredYoYInflationCoupon

java.lang.Object

org.quantlib.Observable

org.quantlib.CashFlow

org.quantlib.Coupon

org.quantlib.InflationCoupon

org.quantlib.YoYInflationCoupon

org.quantlib.CappedFlooredYoYInflationCoupon

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class CappedFlooredYoYInflationCoupon
extends YoYInflationCoupon
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CappedFlooredYoYInflationCoupon(long cPtr, boolean cMemoryOwn)
	CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter)
	CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing)
	CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread)
	CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap)
	CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap, double floor)
	CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap, double floor, Date refPeriodStart)
	CappedFlooredYoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd)

Method Summary

Modifier and Type	Method	Description
double	cap()
void	delete()
double	effectiveCap()
double	effectiveFloor()
protected void	finalize()
double	floor()
protected static long	getCPtr(CappedFlooredYoYInflationCoupon obj)
boolean	isCapped()
boolean	isFloored()
double	rate()
protected void	swigSetCMemOwn(boolean own)
double	underlyingRate()

Methods inherited from class org.quantlib.YoYInflationCoupon

adjustedFixing, gearing, getCPtr, spread, yoyIndex

Methods inherited from class org.quantlib.InflationCoupon

fixingDate, fixingDays, getCPtr, index, indexFixing, observationLag

Methods inherited from class org.quantlib.Coupon

accrualDays, accrualEndDate, accrualPeriod, accrualStartDate, accruedAmount, dayCounter, exCouponDate, getCPtr, nominal, 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

CappedFlooredYoYInflationCoupon

protected CappedFlooredYoYInflationCoupon(long cPtr,
                                          boolean cMemoryOwn)

CappedFlooredYoYInflationCoupon

public CappedFlooredYoYInflationCoupon(Date paymentDate,
                                       double nominal,
                                       Date startDate,
                                       Date endDate,
                                       long fixingDays,
                                       YoYInflationIndex index,
                                       Period observationLag,
                                       DayCounter dayCounter,
                                       double gearing,
                                       double spread,
                                       double cap,
                                       double floor,
                                       Date refPeriodStart,
                                       Date refPeriodEnd)

CappedFlooredYoYInflationCoupon

public CappedFlooredYoYInflationCoupon(Date paymentDate,
                                       double nominal,
                                       Date startDate,
                                       Date endDate,
                                       long fixingDays,
                                       YoYInflationIndex index,
                                       Period observationLag,
                                       DayCounter dayCounter,
                                       double gearing,
                                       double spread,
                                       double cap,
                                       double floor,
                                       Date refPeriodStart)

CappedFlooredYoYInflationCoupon

public CappedFlooredYoYInflationCoupon(Date paymentDate,
                                       double nominal,
                                       Date startDate,
                                       Date endDate,
                                       long fixingDays,
                                       YoYInflationIndex index,
                                       Period observationLag,
                                       DayCounter dayCounter,
                                       double gearing,
                                       double spread,
                                       double cap,
                                       double floor)

CappedFlooredYoYInflationCoupon

public CappedFlooredYoYInflationCoupon(Date paymentDate,
                                       double nominal,
                                       Date startDate,
                                       Date endDate,
                                       long fixingDays,
                                       YoYInflationIndex index,
                                       Period observationLag,
                                       DayCounter dayCounter,
                                       double gearing,
                                       double spread,
                                       double cap)

CappedFlooredYoYInflationCoupon

public CappedFlooredYoYInflationCoupon(Date paymentDate,
                                       double nominal,
                                       Date startDate,
                                       Date endDate,
                                       long fixingDays,
                                       YoYInflationIndex index,
                                       Period observationLag,
                                       DayCounter dayCounter,
                                       double gearing,
                                       double spread)

CappedFlooredYoYInflationCoupon

public CappedFlooredYoYInflationCoupon(Date paymentDate,
                                       double nominal,
                                       Date startDate,
                                       Date endDate,
                                       long fixingDays,
                                       YoYInflationIndex index,
                                       Period observationLag,
                                       DayCounter dayCounter,
                                       double gearing)

CappedFlooredYoYInflationCoupon

public CappedFlooredYoYInflationCoupon(Date paymentDate,
                                       double nominal,
                                       Date startDate,
                                       Date endDate,
                                       long fixingDays,
                                       YoYInflationIndex index,
                                       Period observationLag,
                                       DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(CappedFlooredYoYInflationCoupon obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class YoYInflationCoupon

finalize

protected void finalize()

Overrides:

finalize in class YoYInflationCoupon

delete

public void delete()

Specified by:

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

Overrides:

delete in class YoYInflationCoupon

rate

public double rate()

Overrides:

rate in class Coupon

cap

public double cap()

floor

public double floor()

effectiveCap

public double effectiveCap()

effectiveFloor

public double effectiveFloor()

underlyingRate

public double underlyingRate()

isCapped

public boolean isCapped()

isFloored

public boolean isFloored()