- 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.Euribor365
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
- Direct Known Subclasses:
Euribor365_10M,Euribor365_11M,Euribor365_1M,Euribor365_1Y,Euribor365_2M,Euribor365_2W,Euribor365_3M,Euribor365_3W,Euribor365_4M,Euribor365_5M,Euribor365_6M,Euribor365_7M,Euribor365_8M,Euribor365_9M,Euribor365_SW
public class Euribor365 extends IborIndex implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedEuribor365(long cPtr, boolean cMemoryOwn)Euribor365(Period tenor)Euribor365(Period tenor, YieldTermStructureHandle h)
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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(Euribor365 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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Constructor Detail
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Euribor365
protected Euribor365(long cPtr, boolean cMemoryOwn)
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Euribor365
public Euribor365(Period tenor, YieldTermStructureHandle h)
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Euribor365
public Euribor365(Period tenor)
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Method Detail
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getCPtr
protected static long getCPtr(Euribor365 obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classIborIndex
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