Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ConvertibleFloatingRateBond

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Bond

org.quantlib.ConvertibleFloatingRateBond

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ConvertibleFloatingRateBond(long cPtr, boolean cMemoryOwn)
	ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule)
	ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption)
	ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod)
	ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar)
	ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
	ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(ConvertibleFloatingRateBond 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

ConvertibleFloatingRateBond

protected ConvertibleFloatingRateBond(long cPtr,
                                      boolean cMemoryOwn)

ConvertibleFloatingRateBond

public ConvertibleFloatingRateBond(Exercise exercise,
                                   double conversionRatio,
                                   CallabilitySchedule callability,
                                   Date issueDate,
                                   int settlementDays,
                                   IborIndex index,
                                   int fixingDays,
                                   DoubleVector spreads,
                                   DayCounter dayCounter,
                                   Schedule schedule,
                                   double redemption,
                                   Period exCouponPeriod,
                                   Calendar exCouponCalendar,
                                   BusinessDayConvention exCouponConvention,
                                   boolean exCouponEndOfMonth)

ConvertibleFloatingRateBond

public ConvertibleFloatingRateBond(Exercise exercise,
                                   double conversionRatio,
                                   CallabilitySchedule callability,
                                   Date issueDate,
                                   int settlementDays,
                                   IborIndex index,
                                   int fixingDays,
                                   DoubleVector spreads,
                                   DayCounter dayCounter,
                                   Schedule schedule,
                                   double redemption,
                                   Period exCouponPeriod,
                                   Calendar exCouponCalendar,
                                   BusinessDayConvention exCouponConvention)

ConvertibleFloatingRateBond

public ConvertibleFloatingRateBond(Exercise exercise,
                                   double conversionRatio,
                                   CallabilitySchedule callability,
                                   Date issueDate,
                                   int settlementDays,
                                   IborIndex index,
                                   int fixingDays,
                                   DoubleVector spreads,
                                   DayCounter dayCounter,
                                   Schedule schedule,
                                   double redemption,
                                   Period exCouponPeriod,
                                   Calendar exCouponCalendar)

ConvertibleFloatingRateBond

public ConvertibleFloatingRateBond(Exercise exercise,
                                   double conversionRatio,
                                   CallabilitySchedule callability,
                                   Date issueDate,
                                   int settlementDays,
                                   IborIndex index,
                                   int fixingDays,
                                   DoubleVector spreads,
                                   DayCounter dayCounter,
                                   Schedule schedule,
                                   double redemption,
                                   Period exCouponPeriod)

ConvertibleFloatingRateBond

public ConvertibleFloatingRateBond(Exercise exercise,
                                   double conversionRatio,
                                   CallabilitySchedule callability,
                                   Date issueDate,
                                   int settlementDays,
                                   IborIndex index,
                                   int fixingDays,
                                   DoubleVector spreads,
                                   DayCounter dayCounter,
                                   Schedule schedule,
                                   double redemption)

ConvertibleFloatingRateBond

public ConvertibleFloatingRateBond(Exercise exercise,
                                   double conversionRatio,
                                   CallabilitySchedule callability,
                                   Date issueDate,
                                   int settlementDays,
                                   IborIndex index,
                                   int fixingDays,
                                   DoubleVector spreads,
                                   DayCounter dayCounter,
                                   Schedule schedule)

Method Detail

getCPtr

protected static long getCPtr(ConvertibleFloatingRateBond 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