Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FixedRateBond

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Bond

org.quantlib.FixedRateBond

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class FixedRateBond
extends Bond
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
	FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter)
	FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention)
	FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention)
	FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption)
	FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
	FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate)
	FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule)
	FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth)
	FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar)
	FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod)
	FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
	FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
	FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
protected	FixedRateBond(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
DayCounter	dayCounter()
void	delete()
protected void	finalize()
Frequency	frequency()
static FixedRateBond	from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter)
static FixedRateBond	from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention)
static FixedRateBond	from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention)
static FixedRateBond	from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption)
static FixedRateBond	from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
static FixedRateBond	from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate)
static FixedRateBond	from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule)
static FixedRateBond	from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth)
static FixedRateBond	from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar)
static FixedRateBond	from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod)
static FixedRateBond	from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
static FixedRateBond	from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
static FixedRateBond	from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
static FixedRateBond	from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons)
static FixedRateBond	from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention)
static FixedRateBond	from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption)
static FixedRateBond	from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
static FixedRateBond	from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
static FixedRateBond	from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
static FixedRateBond	from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
static FixedRateBond	from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
static FixedRateBond	from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
static FixedRateBond	from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter)
static FixedRateBond	from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
static FixedRateBond	from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption)
static FixedRateBond	from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
static FixedRateBond	from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
static FixedRateBond	from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
static FixedRateBond	from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
static FixedRateBond	from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
static FixedRateBond	from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
protected static long	getCPtr(FixedRateBond obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.Bond

accruedAmount, accruedAmount, calendar, cashflows, cleanPrice, cleanPrice, cleanPrice, dirtyPrice, dirtyPrice, dirtyPrice, getCPtr, issueDate, maturityDate, nextCouponRate, nextCouponRate, notional, notional, notionals, previousCouponRate, previousCouponRate, redemption, redemptions, settlementDate, settlementDate, settlementDays, settlementValue, settlementValue, startDate, yield, yield, yield, yield, yield, yield, yield

Methods inherited from class org.quantlib.Instrument

errorEstimate, getCPtr, isExpired, NPV, setPricingEngine

Methods inherited from class org.quantlib.LazyObject

alwaysForwardNotifications, forwardFirstNotificationOnly, forwardsAllNotifications, freeze, getCPtr, recalculate, unfreeze

Methods inherited from class org.quantlib.Observable

getCPtr

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

FixedRateBond

protected FixedRateBond(long cPtr,
                        boolean cMemoryOwn)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar,
                     BusinessDayConvention exCouponConvention,
                     boolean exCouponEndOfMonth)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar,
                     BusinessDayConvention exCouponConvention)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention,
                     double redemption)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar,
                     BusinessDayConvention exCouponConvention,
                     boolean exCouponEndOfMonth)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar,
                     BusinessDayConvention exCouponConvention)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention,
                     double redemption)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons)

FixedRateBond

public FixedRateBond(int settlementDays,
                     Calendar couponCalendar,
                     double faceAmount,
                     Date startDate,
                     Date maturityDate,
                     Period tenor,
                     DoubleVector coupons,
                     DayCounter accrualDayCounter,
                     BusinessDayConvention accrualConvention,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Date stubDate,
                     DateGeneration.Rule rule,
                     boolean endOfMonth,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar,
                     BusinessDayConvention exCouponConvention,
                     boolean exCouponEndOfMonth)

FixedRateBond

public FixedRateBond(int settlementDays,
                     Calendar couponCalendar,
                     double faceAmount,
                     Date startDate,
                     Date maturityDate,
                     Period tenor,
                     DoubleVector coupons,
                     DayCounter accrualDayCounter,
                     BusinessDayConvention accrualConvention,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Date stubDate,
                     DateGeneration.Rule rule,
                     boolean endOfMonth,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar,
                     BusinessDayConvention exCouponConvention)

FixedRateBond

public FixedRateBond(int settlementDays,
                     Calendar couponCalendar,
                     double faceAmount,
                     Date startDate,
                     Date maturityDate,
                     Period tenor,
                     DoubleVector coupons,
                     DayCounter accrualDayCounter,
                     BusinessDayConvention accrualConvention,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Date stubDate,
                     DateGeneration.Rule rule,
                     boolean endOfMonth,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar)

FixedRateBond

public FixedRateBond(int settlementDays,
                     Calendar couponCalendar,
                     double faceAmount,
                     Date startDate,
                     Date maturityDate,
                     Period tenor,
                     DoubleVector coupons,
                     DayCounter accrualDayCounter,
                     BusinessDayConvention accrualConvention,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Date stubDate,
                     DateGeneration.Rule rule,
                     boolean endOfMonth,
                     Calendar paymentCalendar,
                     Period exCouponPeriod)

FixedRateBond

public FixedRateBond(int settlementDays,
                     Calendar couponCalendar,
                     double faceAmount,
                     Date startDate,
                     Date maturityDate,
                     Period tenor,
                     DoubleVector coupons,
                     DayCounter accrualDayCounter,
                     BusinessDayConvention accrualConvention,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Date stubDate,
                     DateGeneration.Rule rule,
                     boolean endOfMonth,
                     Calendar paymentCalendar)

FixedRateBond

public FixedRateBond(int settlementDays,
                     Calendar couponCalendar,
                     double faceAmount,
                     Date startDate,
                     Date maturityDate,
                     Period tenor,
                     DoubleVector coupons,
                     DayCounter accrualDayCounter,
                     BusinessDayConvention accrualConvention,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Date stubDate,
                     DateGeneration.Rule rule,
                     boolean endOfMonth)

FixedRateBond

public FixedRateBond(int settlementDays,
                     Calendar couponCalendar,
                     double faceAmount,
                     Date startDate,
                     Date maturityDate,
                     Period tenor,
                     DoubleVector coupons,
                     DayCounter accrualDayCounter,
                     BusinessDayConvention accrualConvention,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Date stubDate,
                     DateGeneration.Rule rule)

FixedRateBond

public FixedRateBond(int settlementDays,
                     Calendar couponCalendar,
                     double faceAmount,
                     Date startDate,
                     Date maturityDate,
                     Period tenor,
                     DoubleVector coupons,
                     DayCounter accrualDayCounter,
                     BusinessDayConvention accrualConvention,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Date stubDate)

FixedRateBond

public FixedRateBond(int settlementDays,
                     Calendar couponCalendar,
                     double faceAmount,
                     Date startDate,
                     Date maturityDate,
                     Period tenor,
                     DoubleVector coupons,
                     DayCounter accrualDayCounter,
                     BusinessDayConvention accrualConvention,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate)

FixedRateBond

public FixedRateBond(int settlementDays,
                     Calendar couponCalendar,
                     double faceAmount,
                     Date startDate,
                     Date maturityDate,
                     Period tenor,
                     DoubleVector coupons,
                     DayCounter accrualDayCounter,
                     BusinessDayConvention accrualConvention,
                     BusinessDayConvention paymentConvention,
                     double redemption)

FixedRateBond

public FixedRateBond(int settlementDays,
                     Calendar couponCalendar,
                     double faceAmount,
                     Date startDate,
                     Date maturityDate,
                     Period tenor,
                     DoubleVector coupons,
                     DayCounter accrualDayCounter,
                     BusinessDayConvention accrualConvention,
                     BusinessDayConvention paymentConvention)

FixedRateBond

public FixedRateBond(int settlementDays,
                     Calendar couponCalendar,
                     double faceAmount,
                     Date startDate,
                     Date maturityDate,
                     Period tenor,
                     DoubleVector coupons,
                     DayCounter accrualDayCounter,
                     BusinessDayConvention accrualConvention)

FixedRateBond

public FixedRateBond(int settlementDays,
                     Calendar couponCalendar,
                     double faceAmount,
                     Date startDate,
                     Date maturityDate,
                     Period tenor,
                     DoubleVector coupons,
                     DayCounter accrualDayCounter)

Method Detail

getCPtr

protected static long getCPtr(FixedRateBond obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Bond

finalize

protected void finalize()

Overrides:

finalize in class Bond

delete

public void delete()

Specified by:

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

Overrides:

delete in class Bond

from_rates

public static FixedRateBond from_rates(int settlementDays,
                                       double faceAmount,
                                       Schedule schedule,
                                       DoubleVector coupons,
                                       DayCounter paymentDayCounter,
                                       BusinessDayConvention paymentConvention,
                                       double redemption,
                                       Date issueDate,
                                       Calendar paymentCalendar,
                                       Period exCouponPeriod,
                                       Calendar exCouponCalendar,
                                       BusinessDayConvention exCouponConvention,
                                       boolean exCouponEndOfMonth)

from_rates

public static FixedRateBond from_rates(int settlementDays,
                                       double faceAmount,
                                       Schedule schedule,
                                       DoubleVector coupons,
                                       DayCounter paymentDayCounter,
                                       BusinessDayConvention paymentConvention,
                                       double redemption,
                                       Date issueDate,
                                       Calendar paymentCalendar,
                                       Period exCouponPeriod,
                                       Calendar exCouponCalendar,
                                       BusinessDayConvention exCouponConvention)

from_rates

public static FixedRateBond from_rates(int settlementDays,
                                       double faceAmount,
                                       Schedule schedule,
                                       DoubleVector coupons,
                                       DayCounter paymentDayCounter,
                                       BusinessDayConvention paymentConvention,
                                       double redemption,
                                       Date issueDate,
                                       Calendar paymentCalendar,
                                       Period exCouponPeriod,
                                       Calendar exCouponCalendar)

from_rates

public static FixedRateBond from_rates(int settlementDays,
                                       double faceAmount,
                                       Schedule schedule,
                                       DoubleVector coupons,
                                       DayCounter paymentDayCounter,
                                       BusinessDayConvention paymentConvention,
                                       double redemption,
                                       Date issueDate,
                                       Calendar paymentCalendar,
                                       Period exCouponPeriod)

from_rates

public static FixedRateBond from_rates(int settlementDays,
                                       double faceAmount,
                                       Schedule schedule,
                                       DoubleVector coupons,
                                       DayCounter paymentDayCounter,
                                       BusinessDayConvention paymentConvention,
                                       double redemption,
                                       Date issueDate,
                                       Calendar paymentCalendar)

from_rates

public static FixedRateBond from_rates(int settlementDays,
                                       double faceAmount,
                                       Schedule schedule,
                                       DoubleVector coupons,
                                       DayCounter paymentDayCounter,
                                       BusinessDayConvention paymentConvention,
                                       double redemption,
                                       Date issueDate)

from_rates

public static FixedRateBond from_rates(int settlementDays,
                                       double faceAmount,
                                       Schedule schedule,
                                       DoubleVector coupons,
                                       DayCounter paymentDayCounter,
                                       BusinessDayConvention paymentConvention,
                                       double redemption)

from_rates

public static FixedRateBond from_rates(int settlementDays,
                                       double faceAmount,
                                       Schedule schedule,
                                       DoubleVector coupons,
                                       DayCounter paymentDayCounter,
                                       BusinessDayConvention paymentConvention)

from_rates

public static FixedRateBond from_rates(int settlementDays,
                                       double faceAmount,
                                       Schedule schedule,
                                       DoubleVector coupons,
                                       DayCounter paymentDayCounter)

from_interest_rates

public static FixedRateBond from_interest_rates(int settlementDays,
                                                double faceAmount,
                                                Schedule schedule,
                                                InterestRateVector coupons,
                                                BusinessDayConvention paymentConvention,
                                                double redemption,
                                                Date issueDate,
                                                Calendar paymentCalendar,
                                                Period exCouponPeriod,
                                                Calendar exCouponCalendar,
                                                BusinessDayConvention exCouponConvention,
                                                boolean exCouponEndOfMonth)

from_interest_rates

public static FixedRateBond from_interest_rates(int settlementDays,
                                                double faceAmount,
                                                Schedule schedule,
                                                InterestRateVector coupons,
                                                BusinessDayConvention paymentConvention,
                                                double redemption,
                                                Date issueDate,
                                                Calendar paymentCalendar,
                                                Period exCouponPeriod,
                                                Calendar exCouponCalendar,
                                                BusinessDayConvention exCouponConvention)

from_interest_rates

public static FixedRateBond from_interest_rates(int settlementDays,
                                                double faceAmount,
                                                Schedule schedule,
                                                InterestRateVector coupons,
                                                BusinessDayConvention paymentConvention,
                                                double redemption,
                                                Date issueDate,
                                                Calendar paymentCalendar,
                                                Period exCouponPeriod,
                                                Calendar exCouponCalendar)

from_interest_rates

public static FixedRateBond from_interest_rates(int settlementDays,
                                                double faceAmount,
                                                Schedule schedule,
                                                InterestRateVector coupons,
                                                BusinessDayConvention paymentConvention,
                                                double redemption,
                                                Date issueDate,
                                                Calendar paymentCalendar,
                                                Period exCouponPeriod)

from_interest_rates

public static FixedRateBond from_interest_rates(int settlementDays,
                                                double faceAmount,
                                                Schedule schedule,
                                                InterestRateVector coupons,
                                                BusinessDayConvention paymentConvention,
                                                double redemption,
                                                Date issueDate,
                                                Calendar paymentCalendar)

from_interest_rates

public static FixedRateBond from_interest_rates(int settlementDays,
                                                double faceAmount,
                                                Schedule schedule,
                                                InterestRateVector coupons,
                                                BusinessDayConvention paymentConvention,
                                                double redemption,
                                                Date issueDate)

from_interest_rates

public static FixedRateBond from_interest_rates(int settlementDays,
                                                double faceAmount,
                                                Schedule schedule,
                                                InterestRateVector coupons,
                                                BusinessDayConvention paymentConvention,
                                                double redemption)

from_interest_rates

public static FixedRateBond from_interest_rates(int settlementDays,
                                                double faceAmount,
                                                Schedule schedule,
                                                InterestRateVector coupons,
                                                BusinessDayConvention paymentConvention)

from_interest_rates

public static FixedRateBond from_interest_rates(int settlementDays,
                                                double faceAmount,
                                                Schedule schedule,
                                                InterestRateVector coupons)

from_date_info

public static FixedRateBond from_date_info(int settlementDays,
                                           Calendar couponCalendar,
                                           double faceAmount,
                                           Date startDate,
                                           Date maturityDate,
                                           Period tenor,
                                           DoubleVector coupons,
                                           DayCounter accrualDayCounter,
                                           BusinessDayConvention accrualConvention,
                                           BusinessDayConvention paymentConvention,
                                           double redemption,
                                           Date issueDate,
                                           Date stubDate,
                                           DateGeneration.Rule rule,
                                           boolean endOfMonth,
                                           Calendar paymentCalendar,
                                           Period exCouponPeriod,
                                           Calendar exCouponCalendar,
                                           BusinessDayConvention exCouponConvention,
                                           boolean exCouponEndOfMonth)

from_date_info

public static FixedRateBond from_date_info(int settlementDays,
                                           Calendar couponCalendar,
                                           double faceAmount,
                                           Date startDate,
                                           Date maturityDate,
                                           Period tenor,
                                           DoubleVector coupons,
                                           DayCounter accrualDayCounter,
                                           BusinessDayConvention accrualConvention,
                                           BusinessDayConvention paymentConvention,
                                           double redemption,
                                           Date issueDate,
                                           Date stubDate,
                                           DateGeneration.Rule rule,
                                           boolean endOfMonth,
                                           Calendar paymentCalendar,
                                           Period exCouponPeriod,
                                           Calendar exCouponCalendar,
                                           BusinessDayConvention exCouponConvention)

from_date_info

public static FixedRateBond from_date_info(int settlementDays,
                                           Calendar couponCalendar,
                                           double faceAmount,
                                           Date startDate,
                                           Date maturityDate,
                                           Period tenor,
                                           DoubleVector coupons,
                                           DayCounter accrualDayCounter,
                                           BusinessDayConvention accrualConvention,
                                           BusinessDayConvention paymentConvention,
                                           double redemption,
                                           Date issueDate,
                                           Date stubDate,
                                           DateGeneration.Rule rule,
                                           boolean endOfMonth,
                                           Calendar paymentCalendar,
                                           Period exCouponPeriod,
                                           Calendar exCouponCalendar)

from_date_info

public static FixedRateBond from_date_info(int settlementDays,
                                           Calendar couponCalendar,
                                           double faceAmount,
                                           Date startDate,
                                           Date maturityDate,
                                           Period tenor,
                                           DoubleVector coupons,
                                           DayCounter accrualDayCounter,
                                           BusinessDayConvention accrualConvention,
                                           BusinessDayConvention paymentConvention,
                                           double redemption,
                                           Date issueDate,
                                           Date stubDate,
                                           DateGeneration.Rule rule,
                                           boolean endOfMonth,
                                           Calendar paymentCalendar,
                                           Period exCouponPeriod)

from_date_info

public static FixedRateBond from_date_info(int settlementDays,
                                           Calendar couponCalendar,
                                           double faceAmount,
                                           Date startDate,
                                           Date maturityDate,
                                           Period tenor,
                                           DoubleVector coupons,
                                           DayCounter accrualDayCounter,
                                           BusinessDayConvention accrualConvention,
                                           BusinessDayConvention paymentConvention,
                                           double redemption,
                                           Date issueDate,
                                           Date stubDate,
                                           DateGeneration.Rule rule,
                                           boolean endOfMonth,
                                           Calendar paymentCalendar)

from_date_info

public static FixedRateBond from_date_info(int settlementDays,
                                           Calendar couponCalendar,
                                           double faceAmount,
                                           Date startDate,
                                           Date maturityDate,
                                           Period tenor,
                                           DoubleVector coupons,
                                           DayCounter accrualDayCounter,
                                           BusinessDayConvention accrualConvention,
                                           BusinessDayConvention paymentConvention,
                                           double redemption,
                                           Date issueDate,
                                           Date stubDate,
                                           DateGeneration.Rule rule,
                                           boolean endOfMonth)

from_date_info

public static FixedRateBond from_date_info(int settlementDays,
                                           Calendar couponCalendar,
                                           double faceAmount,
                                           Date startDate,
                                           Date maturityDate,
                                           Period tenor,
                                           DoubleVector coupons,
                                           DayCounter accrualDayCounter,
                                           BusinessDayConvention accrualConvention,
                                           BusinessDayConvention paymentConvention,
                                           double redemption,
                                           Date issueDate,
                                           Date stubDate,
                                           DateGeneration.Rule rule)

from_date_info

public static FixedRateBond from_date_info(int settlementDays,
                                           Calendar couponCalendar,
                                           double faceAmount,
                                           Date startDate,
                                           Date maturityDate,
                                           Period tenor,
                                           DoubleVector coupons,
                                           DayCounter accrualDayCounter,
                                           BusinessDayConvention accrualConvention,
                                           BusinessDayConvention paymentConvention,
                                           double redemption,
                                           Date issueDate,
                                           Date stubDate)

from_date_info

public static FixedRateBond from_date_info(int settlementDays,
                                           Calendar couponCalendar,
                                           double faceAmount,
                                           Date startDate,
                                           Date maturityDate,
                                           Period tenor,
                                           DoubleVector coupons,
                                           DayCounter accrualDayCounter,
                                           BusinessDayConvention accrualConvention,
                                           BusinessDayConvention paymentConvention,
                                           double redemption,
                                           Date issueDate)

from_date_info

public static FixedRateBond from_date_info(int settlementDays,
                                           Calendar couponCalendar,
                                           double faceAmount,
                                           Date startDate,
                                           Date maturityDate,
                                           Period tenor,
                                           DoubleVector coupons,
                                           DayCounter accrualDayCounter,
                                           BusinessDayConvention accrualConvention,
                                           BusinessDayConvention paymentConvention,
                                           double redemption)

from_date_info

public static FixedRateBond from_date_info(int settlementDays,
                                           Calendar couponCalendar,
                                           double faceAmount,
                                           Date startDate,
                                           Date maturityDate,
                                           Period tenor,
                                           DoubleVector coupons,
                                           DayCounter accrualDayCounter,
                                           BusinessDayConvention accrualConvention,
                                           BusinessDayConvention paymentConvention)

from_date_info

public static FixedRateBond from_date_info(int settlementDays,
                                           Calendar couponCalendar,
                                           double faceAmount,
                                           Date startDate,
                                           Date maturityDate,
                                           Period tenor,
                                           DoubleVector coupons,
                                           DayCounter accrualDayCounter,
                                           BusinessDayConvention accrualConvention)

from_date_info

public static FixedRateBond from_date_info(int settlementDays,
                                           Calendar couponCalendar,
                                           double faceAmount,
                                           Date startDate,
                                           Date maturityDate,
                                           Period tenor,
                                           DoubleVector coupons,
                                           DayCounter accrualDayCounter)

frequency

public Frequency frequency()

dayCounter

public DayCounter dayCounter()