Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class EurLiborSwapIfrFix

java.lang.Object

org.quantlib.Observable

org.quantlib.Index

org.quantlib.InterestRateIndex

org.quantlib.SwapIndex

org.quantlib.EurLiborSwapIfrFix

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class EurLiborSwapIfrFix
extends SwapIndex
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	EurLiborSwapIfrFix(long cPtr, boolean cMemoryOwn)
	EurLiborSwapIfrFix(Period tenor)
	EurLiborSwapIfrFix(Period tenor, YieldTermStructureHandle h)
	EurLiborSwapIfrFix(Period tenor, YieldTermStructureHandle h1, YieldTermStructureHandle h2)

Method Summary

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

Methods inherited from class org.quantlib.SwapIndex

clone, clone, clone, discountingTermStructure, fixedLegConvention, fixedLegTenor, forwardingTermStructure, getCPtr, iborIndex

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

EurLiborSwapIfrFix

protected EurLiborSwapIfrFix(long cPtr,
                             boolean cMemoryOwn)

EurLiborSwapIfrFix

public EurLiborSwapIfrFix(Period tenor,
                          YieldTermStructureHandle h)

EurLiborSwapIfrFix

public EurLiborSwapIfrFix(Period tenor)

EurLiborSwapIfrFix

public EurLiborSwapIfrFix(Period tenor,
                          YieldTermStructureHandle h1,
                          YieldTermStructureHandle h2)

Method Detail

getCPtr

protected static long getCPtr(EurLiborSwapIfrFix obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class SwapIndex

finalize

protected void finalize()

Overrides:

finalize in class SwapIndex

delete

public void delete()

Specified by:

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

Overrides:

delete in class SwapIndex