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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class EURLiborSW extends EURLibor implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description EURLiborSW()protectedEURLiborSW(long cPtr, boolean cMemoryOwn)EURLiborSW(YieldTermStructureHandle h)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(EURLiborSW obj)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.IborIndex
businessDayConvention, clone, endOfMonth, forwardingTermStructure, getCPtr
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Methods inherited from class org.quantlib.InterestRateIndex
currency, dayCounter, familyName, fixingDate, fixingDays, getCPtr, maturityDate, tenor, valueDate
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Methods inherited from class org.quantlib.Index
addFixing, addFixing, addFixings, addFixings, clearFixings, fixing, fixing, fixingCalendar, getCPtr, hasHistoricalFixing, isValidFixingDate, name, timeSeries, toString
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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EURLiborSW
protected EURLiborSW(long cPtr, boolean cMemoryOwn)
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EURLiborSW
public EURLiborSW(YieldTermStructureHandle h)
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EURLiborSW
public EURLiborSW()
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Method Detail
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getCPtr
protected static long getCPtr(EURLiborSW obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classEURLibor
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