Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class DatedOISRateHelper

java.lang.Object

org.quantlib.Observable

org.quantlib.RateHelper

org.quantlib.DatedOISRateHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	DatedOISRateHelper(long cPtr, boolean cMemoryOwn)
	DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index)
	DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve)
	DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates)
	DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod)
	DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag)
	DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention)
	DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency)
	DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar)
	DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart)
	DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread)
	DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, OptionalBool endOfMonth)

Method Summary

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

DatedOISRateHelper

protected DatedOISRateHelper(long cPtr,
                             boolean cMemoryOwn)

DatedOISRateHelper

public DatedOISRateHelper(Date startDate,
                          Date endDate,
                          QuoteHandle rate,
                          OvernightIndex index,
                          YieldTermStructureHandle discountingCurve,
                          boolean telescopicValueDates,
                          RateAveraging.Type averagingMethod,
                          long paymentLag,
                          BusinessDayConvention paymentConvention,
                          Frequency paymentFrequency,
                          Calendar paymentCalendar,
                          Period forwardStart,
                          double overnightSpread,
                          OptionalBool endOfMonth)

DatedOISRateHelper

public DatedOISRateHelper(Date startDate,
                          Date endDate,
                          QuoteHandle rate,
                          OvernightIndex index,
                          YieldTermStructureHandle discountingCurve,
                          boolean telescopicValueDates,
                          RateAveraging.Type averagingMethod,
                          long paymentLag,
                          BusinessDayConvention paymentConvention,
                          Frequency paymentFrequency,
                          Calendar paymentCalendar,
                          Period forwardStart,
                          double overnightSpread)

DatedOISRateHelper

public DatedOISRateHelper(Date startDate,
                          Date endDate,
                          QuoteHandle rate,
                          OvernightIndex index,
                          YieldTermStructureHandle discountingCurve,
                          boolean telescopicValueDates,
                          RateAveraging.Type averagingMethod,
                          long paymentLag,
                          BusinessDayConvention paymentConvention,
                          Frequency paymentFrequency,
                          Calendar paymentCalendar,
                          Period forwardStart)

DatedOISRateHelper

public DatedOISRateHelper(Date startDate,
                          Date endDate,
                          QuoteHandle rate,
                          OvernightIndex index,
                          YieldTermStructureHandle discountingCurve,
                          boolean telescopicValueDates,
                          RateAveraging.Type averagingMethod,
                          long paymentLag,
                          BusinessDayConvention paymentConvention,
                          Frequency paymentFrequency,
                          Calendar paymentCalendar)

DatedOISRateHelper

public DatedOISRateHelper(Date startDate,
                          Date endDate,
                          QuoteHandle rate,
                          OvernightIndex index,
                          YieldTermStructureHandle discountingCurve,
                          boolean telescopicValueDates,
                          RateAveraging.Type averagingMethod,
                          long paymentLag,
                          BusinessDayConvention paymentConvention,
                          Frequency paymentFrequency)

DatedOISRateHelper

public DatedOISRateHelper(Date startDate,
                          Date endDate,
                          QuoteHandle rate,
                          OvernightIndex index,
                          YieldTermStructureHandle discountingCurve,
                          boolean telescopicValueDates,
                          RateAveraging.Type averagingMethod,
                          long paymentLag,
                          BusinessDayConvention paymentConvention)

DatedOISRateHelper

public DatedOISRateHelper(Date startDate,
                          Date endDate,
                          QuoteHandle rate,
                          OvernightIndex index,
                          YieldTermStructureHandle discountingCurve,
                          boolean telescopicValueDates,
                          RateAveraging.Type averagingMethod,
                          long paymentLag)

DatedOISRateHelper

public DatedOISRateHelper(Date startDate,
                          Date endDate,
                          QuoteHandle rate,
                          OvernightIndex index,
                          YieldTermStructureHandle discountingCurve,
                          boolean telescopicValueDates,
                          RateAveraging.Type averagingMethod)

DatedOISRateHelper

public DatedOISRateHelper(Date startDate,
                          Date endDate,
                          QuoteHandle rate,
                          OvernightIndex index,
                          YieldTermStructureHandle discountingCurve,
                          boolean telescopicValueDates)

DatedOISRateHelper

public DatedOISRateHelper(Date startDate,
                          Date endDate,
                          QuoteHandle rate,
                          OvernightIndex index,
                          YieldTermStructureHandle discountingCurve)

DatedOISRateHelper

public DatedOISRateHelper(Date startDate,
                          Date endDate,
                          QuoteHandle rate,
                          OvernightIndex index)

Method Detail

getCPtr

protected static long getCPtr(DatedOISRateHelper 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