Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class DailyTenorLibor

java.lang.Object

org.quantlib.Observable

org.quantlib.Index

org.quantlib.InterestRateIndex

org.quantlib.IborIndex

org.quantlib.DailyTenorLibor

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

CADLiborON, GBPLiborON, USDLiborON

public class DailyTenorLibor
extends IborIndex
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	DailyTenorLibor(long cPtr, boolean cMemoryOwn)
	DailyTenorLibor(String familyName, long settlementDays, Currency currency, Calendar financialCenterCalendar, DayCounter dayCounter)
	DailyTenorLibor(String familyName, long settlementDays, Currency currency, Calendar financialCenterCalendar, DayCounter dayCounter, YieldTermStructureHandle h)

Method Summary

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

Methods inherited from class org.quantlib.IborIndex

businessDayConvention, clone, endOfMonth, forwardingTermStructure, getCPtr

Methods inherited from class org.quantlib.InterestRateIndex

currency, dayCounter, familyName, fixingDate, fixingDays, getCPtr, maturityDate, tenor, valueDate

Methods inherited from class org.quantlib.Index

addFixing, addFixing, addFixings, addFixings, clearFixings, fixing, fixing, fixingCalendar, getCPtr, hasHistoricalFixing, isValidFixingDate, name, timeSeries, toString

Methods inherited from class org.quantlib.Observable

getCPtr

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

DailyTenorLibor

protected DailyTenorLibor(long cPtr,
                          boolean cMemoryOwn)

DailyTenorLibor

public DailyTenorLibor(String familyName,
                       long settlementDays,
                       Currency currency,
                       Calendar financialCenterCalendar,
                       DayCounter dayCounter,
                       YieldTermStructureHandle h)

DailyTenorLibor

public DailyTenorLibor(String familyName,
                       long settlementDays,
                       Currency currency,
                       Calendar financialCenterCalendar,
                       DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(DailyTenorLibor obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class IborIndex

finalize

protected void finalize()

Overrides:

finalize in class IborIndex

delete

public void delete()

Specified by:

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

Overrides:

delete in class IborIndex