Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CmsRateBond

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Bond

org.quantlib.CmsRateBond

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class CmsRateBond
extends Bond
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CmsRateBond(long cPtr, boolean cMemoryOwn)
	CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
	CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears)
	CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption)
	CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate)

Method Summary

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

Methods inherited from class org.quantlib.Bond

accruedAmount, accruedAmount, calendar, cashflows, cleanPrice, cleanPrice, cleanPrice, dirtyPrice, dirtyPrice, dirtyPrice, getCPtr, issueDate, maturityDate, nextCouponRate, nextCouponRate, notional, notional, notionals, previousCouponRate, previousCouponRate, redemption, redemptions, settlementDate, settlementDate, settlementDays, settlementValue, settlementValue, startDate, yield, yield, yield, yield, yield, yield, yield

Methods inherited from class org.quantlib.Instrument

errorEstimate, getCPtr, isExpired, NPV, setPricingEngine

Methods inherited from class org.quantlib.LazyObject

alwaysForwardNotifications, forwardFirstNotificationOnly, forwardsAllNotifications, freeze, getCPtr, recalculate, unfreeze

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

CmsRateBond

protected CmsRateBond(long cPtr,
                      boolean cMemoryOwn)

CmsRateBond

public CmsRateBond(long settlementDays,
                   double faceAmount,
                   Schedule schedule,
                   SwapIndex index,
                   DayCounter paymentDayCounter,
                   BusinessDayConvention paymentConvention,
                   long fixingDays,
                   DoubleVector gearings,
                   DoubleVector spreads,
                   DoubleVector caps,
                   DoubleVector floors,
                   boolean inArrears,
                   double redemption,
                   Date issueDate)

CmsRateBond

public CmsRateBond(long settlementDays,
                   double faceAmount,
                   Schedule schedule,
                   SwapIndex index,
                   DayCounter paymentDayCounter,
                   BusinessDayConvention paymentConvention,
                   long fixingDays,
                   DoubleVector gearings,
                   DoubleVector spreads,
                   DoubleVector caps,
                   DoubleVector floors,
                   boolean inArrears,
                   double redemption)

CmsRateBond

public CmsRateBond(long settlementDays,
                   double faceAmount,
                   Schedule schedule,
                   SwapIndex index,
                   DayCounter paymentDayCounter,
                   BusinessDayConvention paymentConvention,
                   long fixingDays,
                   DoubleVector gearings,
                   DoubleVector spreads,
                   DoubleVector caps,
                   DoubleVector floors,
                   boolean inArrears)

CmsRateBond

public CmsRateBond(long settlementDays,
                   double faceAmount,
                   Schedule schedule,
                   SwapIndex index,
                   DayCounter paymentDayCounter,
                   BusinessDayConvention paymentConvention,
                   long fixingDays,
                   DoubleVector gearings,
                   DoubleVector spreads,
                   DoubleVector caps,
                   DoubleVector floors)

Method Detail

getCPtr

protected static long getCPtr(CmsRateBond obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Bond

finalize

protected void finalize()

Overrides:

finalize in class Bond

delete

public void delete()

Specified by:

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

Overrides:

delete in class Bond