Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ConstNotionalCrossCurrencyBasisSwapRateHelper

java.lang.Object

org.quantlib.Observable

org.quantlib.RateHelper

org.quantlib.ConstNotionalCrossCurrencyBasisSwapRateHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class ConstNotionalCrossCurrencyBasisSwapRateHelper
extends RateHelper
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ConstNotionalCrossCurrencyBasisSwapRateHelper(long cPtr, boolean cMemoryOwn)
	ConstNotionalCrossCurrencyBasisSwapRateHelper(QuoteHandle basis, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, IborIndex baseCurrencyIndex, IborIndex quoteCurrencyIndex, YieldTermStructureHandle collateralCurve, boolean isFxBaseCurrencyCollateralCurrency, boolean isBasisOnFxBaseCurrencyLeg)

Method Summary

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

Methods inherited from class org.quantlib.RateHelper

earliestDate, getCPtr, impliedQuote, latestDate, latestRelevantDate, maturityDate, pillarDate, quote, quoteError

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

ConstNotionalCrossCurrencyBasisSwapRateHelper

protected ConstNotionalCrossCurrencyBasisSwapRateHelper(long cPtr,
                                                        boolean cMemoryOwn)

ConstNotionalCrossCurrencyBasisSwapRateHelper

public ConstNotionalCrossCurrencyBasisSwapRateHelper(QuoteHandle basis,
                                                     Period tenor,
                                                     long fixingDays,
                                                     Calendar calendar,
                                                     BusinessDayConvention convention,
                                                     boolean endOfMonth,
                                                     IborIndex baseCurrencyIndex,
                                                     IborIndex quoteCurrencyIndex,
                                                     YieldTermStructureHandle collateralCurve,
                                                     boolean isFxBaseCurrencyCollateralCurrency,
                                                     boolean isBasisOnFxBaseCurrencyLeg)

Method Detail

getCPtr

protected static long getCPtr(ConstNotionalCrossCurrencyBasisSwapRateHelper obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class RateHelper

finalize

protected void finalize()

Overrides:

finalize in class RateHelper

delete

public void delete()

Specified by:

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

Overrides:

delete in class RateHelper