Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class EuriborSwapIfrFix

java.lang.Object

org.quantlib.Observable

org.quantlib.Index

org.quantlib.InterestRateIndex

org.quantlib.SwapIndex

org.quantlib.EuriborSwapIfrFix

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

Method Summary

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

EuriborSwapIfrFix

protected EuriborSwapIfrFix(long cPtr,
                            boolean cMemoryOwn)

EuriborSwapIfrFix

public EuriborSwapIfrFix(Period tenor,
                         YieldTermStructureHandle h)

EuriborSwapIfrFix

public EuriborSwapIfrFix(Period tenor)

EuriborSwapIfrFix

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

Method Detail

getCPtr

protected static long getCPtr(EuriborSwapIfrFix 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