- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.Index
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- org.quantlib.InterestRateIndex
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- org.quantlib.IborIndex
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- org.quantlib.Euribor
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
- Direct Known Subclasses:
Euribor10M,Euribor11M,Euribor1M,Euribor1Y,Euribor2M,Euribor2W,Euribor3M,Euribor3W,Euribor4M,Euribor5M,Euribor6M,Euribor7M,Euribor8M,Euribor9M,EuriborSW
public class Euribor extends IborIndex implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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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(Euribor 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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Method Detail
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classIborIndex
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