Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class EquityTotalReturnSwap

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Swap

org.quantlib.EquityTotalReturnSwap

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class EquityTotalReturnSwap
extends Swap
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested classes/interfaces inherited from class org.quantlib.Swap

Swap.Type

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	EquityTotalReturnSwap(long cPtr, boolean cMemoryOwn)
	EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin)
	EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing)
	EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar)
	EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar, BusinessDayConvention paymentConvention)
	EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar, BusinessDayConvention paymentConvention, long paymentDelay)
	EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin)
	EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing)
	EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar)
	EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar, BusinessDayConvention paymentConvention)
	EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar, BusinessDayConvention paymentConvention, long paymentDelay)

Method Summary

Modifier and Type	Method	Description
DayCounter	dayCounter()
void	delete()
EquityIndex	equityIndex()
Leg	equityLeg()
double	equityLegNPV()
double	fairMargin()
protected void	finalize()
double	gearing()
protected static long	getCPtr(EquityTotalReturnSwap obj)
InterestRateIndex	interestRateIndex()
Leg	interestRateLeg()
double	interestRateLegNPV()
double	margin()
double	nominal()
Calendar	paymentCalendar()
BusinessDayConvention	paymentConvention()
long	paymentDelay()
Schedule	schedule()
protected void	swigSetCMemOwn(boolean own)
Swap.Type	type()

Methods inherited from class org.quantlib.Swap

endDiscounts, getCPtr, leg, legBPS, legNPV, maturityDate, npvDateDiscount, numberOfLegs, payer, startDate, startDiscounts

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

EquityTotalReturnSwap

protected EquityTotalReturnSwap(long cPtr,
                                boolean cMemoryOwn)

EquityTotalReturnSwap

public EquityTotalReturnSwap(Swap.Type type,
                             double nominal,
                             Schedule schedule,
                             EquityIndex equityIndex,
                             IborIndex interestRateIndex,
                             DayCounter dayCounter,
                             double margin,
                             double gearing,
                             Calendar paymentCalendar,
                             BusinessDayConvention paymentConvention,
                             long paymentDelay)

EquityTotalReturnSwap

public EquityTotalReturnSwap(Swap.Type type,
                             double nominal,
                             Schedule schedule,
                             EquityIndex equityIndex,
                             IborIndex interestRateIndex,
                             DayCounter dayCounter,
                             double margin,
                             double gearing,
                             Calendar paymentCalendar,
                             BusinessDayConvention paymentConvention)

EquityTotalReturnSwap

public EquityTotalReturnSwap(Swap.Type type,
                             double nominal,
                             Schedule schedule,
                             EquityIndex equityIndex,
                             IborIndex interestRateIndex,
                             DayCounter dayCounter,
                             double margin,
                             double gearing,
                             Calendar paymentCalendar)

EquityTotalReturnSwap

public EquityTotalReturnSwap(Swap.Type type,
                             double nominal,
                             Schedule schedule,
                             EquityIndex equityIndex,
                             IborIndex interestRateIndex,
                             DayCounter dayCounter,
                             double margin,
                             double gearing)

EquityTotalReturnSwap

public EquityTotalReturnSwap(Swap.Type type,
                             double nominal,
                             Schedule schedule,
                             EquityIndex equityIndex,
                             IborIndex interestRateIndex,
                             DayCounter dayCounter,
                             double margin)

EquityTotalReturnSwap

public EquityTotalReturnSwap(Swap.Type type,
                             double nominal,
                             Schedule schedule,
                             EquityIndex equityIndex,
                             OvernightIndex interestRateIndex,
                             DayCounter dayCounter,
                             double margin,
                             double gearing,
                             Calendar paymentCalendar,
                             BusinessDayConvention paymentConvention,
                             long paymentDelay)

EquityTotalReturnSwap

public EquityTotalReturnSwap(Swap.Type type,
                             double nominal,
                             Schedule schedule,
                             EquityIndex equityIndex,
                             OvernightIndex interestRateIndex,
                             DayCounter dayCounter,
                             double margin,
                             double gearing,
                             Calendar paymentCalendar,
                             BusinessDayConvention paymentConvention)

EquityTotalReturnSwap

public EquityTotalReturnSwap(Swap.Type type,
                             double nominal,
                             Schedule schedule,
                             EquityIndex equityIndex,
                             OvernightIndex interestRateIndex,
                             DayCounter dayCounter,
                             double margin,
                             double gearing,
                             Calendar paymentCalendar)

EquityTotalReturnSwap

public EquityTotalReturnSwap(Swap.Type type,
                             double nominal,
                             Schedule schedule,
                             EquityIndex equityIndex,
                             OvernightIndex interestRateIndex,
                             DayCounter dayCounter,
                             double margin,
                             double gearing)

EquityTotalReturnSwap

public EquityTotalReturnSwap(Swap.Type type,
                             double nominal,
                             Schedule schedule,
                             EquityIndex equityIndex,
                             OvernightIndex interestRateIndex,
                             DayCounter dayCounter,
                             double margin)

Method Detail

getCPtr

protected static long getCPtr(EquityTotalReturnSwap obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Swap

finalize

protected void finalize()

Overrides:

finalize in class Swap

delete

public void delete()

Specified by:

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

Overrides:

delete in class Swap

type

public Swap.Type type()

nominal

public double nominal()

equityIndex

public EquityIndex equityIndex()

interestRateIndex

public InterestRateIndex interestRateIndex()

schedule

public Schedule schedule()

dayCounter

public DayCounter dayCounter()

margin

public double margin()

gearing

public double gearing()

paymentCalendar

public Calendar paymentCalendar()

paymentConvention

public BusinessDayConvention paymentConvention()

paymentDelay

public long paymentDelay()

equityLeg

public Leg equityLeg()

interestRateLeg

public Leg interestRateLeg()

equityLegNPV

public double equityLegNPV()

interestRateLegNPV

public double interestRateLegNPV()

fairMargin

public double fairMargin()