Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CmsCoupon

java.lang.Object

org.quantlib.Observable

org.quantlib.CashFlow

org.quantlib.Coupon

org.quantlib.FloatingRateCoupon

org.quantlib.CmsCoupon

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CmsCoupon(long cPtr, boolean cMemoryOwn)
	CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index)
	CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing)
	CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread)
	CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart)
	CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
	CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
	CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)
	CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, 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(CmsCoupon obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.FloatingRateCoupon

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

CmsCoupon

protected CmsCoupon(long cPtr,
                    boolean cMemoryOwn)

CmsCoupon

public CmsCoupon(Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 int fixingDays,
                 SwapIndex index,
                 double gearing,
                 double spread,
                 Date refPeriodStart,
                 Date refPeriodEnd,
                 DayCounter dayCounter,
                 boolean isInArrears,
                 Date exCouponDate)

CmsCoupon

public CmsCoupon(Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 int fixingDays,
                 SwapIndex index,
                 double gearing,
                 double spread,
                 Date refPeriodStart,
                 Date refPeriodEnd,
                 DayCounter dayCounter,
                 boolean isInArrears)

CmsCoupon

public CmsCoupon(Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 int fixingDays,
                 SwapIndex index,
                 double gearing,
                 double spread,
                 Date refPeriodStart,
                 Date refPeriodEnd,
                 DayCounter dayCounter)

CmsCoupon

public CmsCoupon(Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 int fixingDays,
                 SwapIndex index,
                 double gearing,
                 double spread,
                 Date refPeriodStart,
                 Date refPeriodEnd)

CmsCoupon

public CmsCoupon(Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 int fixingDays,
                 SwapIndex index,
                 double gearing,
                 double spread,
                 Date refPeriodStart)

CmsCoupon

public CmsCoupon(Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 int fixingDays,
                 SwapIndex index,
                 double gearing,
                 double spread)

CmsCoupon

public CmsCoupon(Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 int fixingDays,
                 SwapIndex index,
                 double gearing)

CmsCoupon

public CmsCoupon(Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 int fixingDays,
                 SwapIndex index)

Method Detail

getCPtr

protected static long getCPtr(CmsCoupon 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