Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class EurLiborSwapIsdaFixB

java.lang.Object

org.quantlib.Observable

org.quantlib.Index

org.quantlib.InterestRateIndex

org.quantlib.SwapIndex

org.quantlib.EurLiborSwapIsdaFixB

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

Method Summary

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

EurLiborSwapIsdaFixB

protected EurLiborSwapIsdaFixB(long cPtr,
                               boolean cMemoryOwn)

EurLiborSwapIsdaFixB

public EurLiborSwapIsdaFixB(Period tenor,
                            YieldTermStructureHandle h)

EurLiborSwapIsdaFixB

public EurLiborSwapIsdaFixB(Period tenor)

EurLiborSwapIsdaFixB

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

Method Detail

getCPtr

protected static long getCPtr(EurLiborSwapIsdaFixB 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