Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class EquityIndex

java.lang.Object

org.quantlib.Observable

org.quantlib.Index

org.quantlib.EquityIndex

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class EquityIndex
extends Index
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	EquityIndex(long cPtr, boolean cMemoryOwn)
	EquityIndex(String name, Calendar fixingCalendar)
	EquityIndex(String name, Calendar fixingCalendar, YieldTermStructureHandle interest)
	EquityIndex(String name, Calendar fixingCalendar, YieldTermStructureHandle interest, YieldTermStructureHandle dividend)
	EquityIndex(String name, Calendar fixingCalendar, YieldTermStructureHandle interest, YieldTermStructureHandle dividend, QuoteHandle spot)

Method Summary

Modifier and Type	Method	Description
EquityIndex	clone(YieldTermStructureHandle interest, YieldTermStructureHandle dividend, QuoteHandle spot)
void	delete()
YieldTermStructureHandle	equityDividendCurve()
YieldTermStructureHandle	equityInterestRateCurve()
protected void	finalize()
protected static long	getCPtr(EquityIndex obj)
QuoteHandle	spot()
protected void	swigSetCMemOwn(boolean own)

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

EquityIndex

protected EquityIndex(long cPtr,
                      boolean cMemoryOwn)

EquityIndex

public EquityIndex(String name,
                   Calendar fixingCalendar,
                   YieldTermStructureHandle interest,
                   YieldTermStructureHandle dividend,
                   QuoteHandle spot)

EquityIndex

public EquityIndex(String name,
                   Calendar fixingCalendar,
                   YieldTermStructureHandle interest,
                   YieldTermStructureHandle dividend)

EquityIndex

public EquityIndex(String name,
                   Calendar fixingCalendar,
                   YieldTermStructureHandle interest)

EquityIndex

public EquityIndex(String name,
                   Calendar fixingCalendar)

Method Detail

getCPtr

protected static long getCPtr(EquityIndex obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Index

finalize

protected void finalize()

Overrides:

finalize in class Index

delete

public void delete()

Specified by:

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

Overrides:

delete in class Index

equityInterestRateCurve

public YieldTermStructureHandle equityInterestRateCurve()

equityDividendCurve

public YieldTermStructureHandle equityDividendCurve()

spot

public QuoteHandle spot()

clone

public EquityIndex clone(YieldTermStructureHandle interest,
                         YieldTermStructureHandle dividend,
                         QuoteHandle spot)