Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CmsSpreadCoupon

java.lang.Object

org.quantlib.Observable

org.quantlib.CashFlow

org.quantlib.Coupon

org.quantlib.FloatingRateCoupon

org.quantlib.CmsSpreadCoupon

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CmsSpreadCoupon(long cPtr, boolean cMemoryOwn)
	CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index)
	CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing)
	CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread)
	CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, Date refPeriodStart)
	CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
	CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
	CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)
	CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex 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(CmsSpreadCoupon 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

CmsSpreadCoupon

protected CmsSpreadCoupon(long cPtr,
                          boolean cMemoryOwn)

CmsSpreadCoupon

public CmsSpreadCoupon(Date paymentDate,
                       double nominal,
                       Date startDate,
                       Date endDate,
                       long fixingDays,
                       SwapSpreadIndex index,
                       double gearing,
                       double spread,
                       Date refPeriodStart,
                       Date refPeriodEnd,
                       DayCounter dayCounter,
                       boolean isInArrears,
                       Date exCouponDate)

CmsSpreadCoupon

public CmsSpreadCoupon(Date paymentDate,
                       double nominal,
                       Date startDate,
                       Date endDate,
                       long fixingDays,
                       SwapSpreadIndex index,
                       double gearing,
                       double spread,
                       Date refPeriodStart,
                       Date refPeriodEnd,
                       DayCounter dayCounter,
                       boolean isInArrears)

CmsSpreadCoupon

public CmsSpreadCoupon(Date paymentDate,
                       double nominal,
                       Date startDate,
                       Date endDate,
                       long fixingDays,
                       SwapSpreadIndex index,
                       double gearing,
                       double spread,
                       Date refPeriodStart,
                       Date refPeriodEnd,
                       DayCounter dayCounter)

CmsSpreadCoupon

public CmsSpreadCoupon(Date paymentDate,
                       double nominal,
                       Date startDate,
                       Date endDate,
                       long fixingDays,
                       SwapSpreadIndex index,
                       double gearing,
                       double spread,
                       Date refPeriodStart,
                       Date refPeriodEnd)

CmsSpreadCoupon

public CmsSpreadCoupon(Date paymentDate,
                       double nominal,
                       Date startDate,
                       Date endDate,
                       long fixingDays,
                       SwapSpreadIndex index,
                       double gearing,
                       double spread,
                       Date refPeriodStart)

CmsSpreadCoupon

public CmsSpreadCoupon(Date paymentDate,
                       double nominal,
                       Date startDate,
                       Date endDate,
                       long fixingDays,
                       SwapSpreadIndex index,
                       double gearing,
                       double spread)

CmsSpreadCoupon

public CmsSpreadCoupon(Date paymentDate,
                       double nominal,
                       Date startDate,
                       Date endDate,
                       long fixingDays,
                       SwapSpreadIndex index,
                       double gearing)

CmsSpreadCoupon

public CmsSpreadCoupon(Date paymentDate,
                       double nominal,
                       Date startDate,
                       Date endDate,
                       long fixingDays,
                       SwapSpreadIndex index)

Method Detail

getCPtr

protected static long getCPtr(CmsSpreadCoupon 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