Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FixedRateBondForward

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Forward

org.quantlib.BondForward

org.quantlib.FixedRateBondForward

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class FixedRateBondForward
extends BondForward
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FixedRateBondForward(long cPtr, boolean cMemoryOwn)
	FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond)
	FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond, YieldTermStructureHandle discountCurve)
	FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond, YieldTermStructureHandle discountCurve, YieldTermStructureHandle incomeDiscountCurve)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(FixedRateBondForward obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.BondForward

cleanForwardPrice, forwardPrice, getCPtr

Methods inherited from class org.quantlib.Forward

businessDayConvention, calendar, dayCounter, discountCurve, forwardValue, getCPtr, impliedYield, incomeDiscountCurve, isExpired, settlementDate, spotIncome, spotValue

Methods inherited from class org.quantlib.Instrument

errorEstimate, getCPtr, 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

FixedRateBondForward

protected FixedRateBondForward(long cPtr,
                               boolean cMemoryOwn)

FixedRateBondForward

public FixedRateBondForward(Date valueDate,
                            Date maturityDate,
                            Position.Type type,
                            double strike,
                            long settlementDays,
                            DayCounter dayCounter,
                            Calendar calendar,
                            BusinessDayConvention businessDayConvention,
                            FixedRateBond fixedBond,
                            YieldTermStructureHandle discountCurve,
                            YieldTermStructureHandle incomeDiscountCurve)

FixedRateBondForward

public FixedRateBondForward(Date valueDate,
                            Date maturityDate,
                            Position.Type type,
                            double strike,
                            long settlementDays,
                            DayCounter dayCounter,
                            Calendar calendar,
                            BusinessDayConvention businessDayConvention,
                            FixedRateBond fixedBond,
                            YieldTermStructureHandle discountCurve)

FixedRateBondForward

public FixedRateBondForward(Date valueDate,
                            Date maturityDate,
                            Position.Type type,
                            double strike,
                            long settlementDays,
                            DayCounter dayCounter,
                            Calendar calendar,
                            BusinessDayConvention businessDayConvention,
                            FixedRateBond fixedBond)

Method Detail

getCPtr

protected static long getCPtr(FixedRateBondForward obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class BondForward

finalize

protected void finalize()

Overrides:

finalize in class BondForward

delete

public void delete()

Specified by:

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

Overrides:

delete in class BondForward