Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FixedRateBondHelper

java.lang.Object

org.quantlib.Observable

org.quantlib.RateHelper

org.quantlib.BondHelper

org.quantlib.FixedRateBondHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class FixedRateBondHelper
extends BondHelper
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FixedRateBondHelper(long cPtr, boolean cMemoryOwn)
	FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter)
	FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
	FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption)
	FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
	FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
	FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
	FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
	FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
	FixedRateBondHelper(QuoteHandle cleanPrice, long 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)
	FixedRateBondHelper(QuoteHandle cleanPrice, long 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, BondPrice.Type priceType)

Method Summary

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

Methods inherited from class org.quantlib.BondHelper

bond, getCPtr

Methods inherited from class org.quantlib.RateHelper

earliestDate, getCPtr, impliedQuote, latestDate, latestRelevantDate, maturityDate, pillarDate, quote, quoteError

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

FixedRateBondHelper

protected FixedRateBondHelper(long cPtr,
                              boolean cMemoryOwn)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long 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,
                           BondPrice.Type priceType)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long 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)

FixedRateBondHelper

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

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long settlementDays,
                           double faceAmount,
                           Schedule schedule,
                           DoubleVector coupons,
                           DayCounter paymentDayCounter,
                           BusinessDayConvention paymentConvention,
                           double redemption,
                           Date issueDate,
                           Calendar paymentCalendar,
                           Period exCouponPeriod,
                           Calendar exCouponCalendar)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long settlementDays,
                           double faceAmount,
                           Schedule schedule,
                           DoubleVector coupons,
                           DayCounter paymentDayCounter,
                           BusinessDayConvention paymentConvention,
                           double redemption,
                           Date issueDate,
                           Calendar paymentCalendar,
                           Period exCouponPeriod)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long settlementDays,
                           double faceAmount,
                           Schedule schedule,
                           DoubleVector coupons,
                           DayCounter paymentDayCounter,
                           BusinessDayConvention paymentConvention,
                           double redemption,
                           Date issueDate,
                           Calendar paymentCalendar)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long settlementDays,
                           double faceAmount,
                           Schedule schedule,
                           DoubleVector coupons,
                           DayCounter paymentDayCounter,
                           BusinessDayConvention paymentConvention,
                           double redemption,
                           Date issueDate)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long settlementDays,
                           double faceAmount,
                           Schedule schedule,
                           DoubleVector coupons,
                           DayCounter paymentDayCounter,
                           BusinessDayConvention paymentConvention,
                           double redemption)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long settlementDays,
                           double faceAmount,
                           Schedule schedule,
                           DoubleVector coupons,
                           DayCounter paymentDayCounter,
                           BusinessDayConvention paymentConvention)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long settlementDays,
                           double faceAmount,
                           Schedule schedule,
                           DoubleVector coupons,
                           DayCounter paymentDayCounter)

Method Detail

getCPtr

protected static long getCPtr(FixedRateBondHelper obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class BondHelper

finalize

protected void finalize()

Overrides:

finalize in class BondHelper

delete

public void delete()

Specified by:

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

Overrides:

delete in class BondHelper

fixedRateBond

public FixedRateBond fixedRateBond()