Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FloatFloatSwap

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Swap

org.quantlib.FloatFloatSwap

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class FloatFloatSwap
extends Swap
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested classes/interfaces inherited from class org.quantlib.Swap

Swap.Type

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FloatFloatSwap(long cPtr, boolean cMemoryOwn)
	FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2)
	FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange)
	FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange)
	FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1)
	FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1)
	FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1)
	FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1)
	FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2)
	FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2)
	FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2)
	FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2)
	FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2, BusinessDayConvention paymentConvention1)
	FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2, BusinessDayConvention paymentConvention1, BusinessDayConvention paymentConvention2)

Method Summary

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

Methods inherited from class org.quantlib.Swap

endDiscounts, getCPtr, leg, legBPS, legNPV, maturityDate, npvDateDiscount, numberOfLegs, payer, startDate, startDiscounts

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

FloatFloatSwap

protected FloatFloatSwap(long cPtr,
                         boolean cMemoryOwn)

FloatFloatSwap

public FloatFloatSwap(Swap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex index1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex index2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1,
                      DoubleVector flooredRate1,
                      DoubleVector gearing2,
                      DoubleVector spread2,
                      DoubleVector cappedRate2,
                      DoubleVector flooredRate2,
                      BusinessDayConvention paymentConvention1,
                      BusinessDayConvention paymentConvention2)

FloatFloatSwap

public FloatFloatSwap(Swap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex index1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex index2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1,
                      DoubleVector flooredRate1,
                      DoubleVector gearing2,
                      DoubleVector spread2,
                      DoubleVector cappedRate2,
                      DoubleVector flooredRate2,
                      BusinessDayConvention paymentConvention1)

FloatFloatSwap

public FloatFloatSwap(Swap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex index1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex index2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1,
                      DoubleVector flooredRate1,
                      DoubleVector gearing2,
                      DoubleVector spread2,
                      DoubleVector cappedRate2,
                      DoubleVector flooredRate2)

FloatFloatSwap

public FloatFloatSwap(Swap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex index1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex index2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1,
                      DoubleVector flooredRate1,
                      DoubleVector gearing2,
                      DoubleVector spread2,
                      DoubleVector cappedRate2)

FloatFloatSwap

public FloatFloatSwap(Swap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex index1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex index2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1,
                      DoubleVector flooredRate1,
                      DoubleVector gearing2,
                      DoubleVector spread2)

FloatFloatSwap

public FloatFloatSwap(Swap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex index1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex index2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1,
                      DoubleVector flooredRate1,
                      DoubleVector gearing2)

FloatFloatSwap

public FloatFloatSwap(Swap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex index1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex index2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1,
                      DoubleVector flooredRate1)

FloatFloatSwap

public FloatFloatSwap(Swap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex index1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex index2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1)

FloatFloatSwap

public FloatFloatSwap(Swap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex index1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex index2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1)

FloatFloatSwap

public FloatFloatSwap(Swap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex index1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex index2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1)

FloatFloatSwap

public FloatFloatSwap(Swap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex index1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex index2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange)

FloatFloatSwap

public FloatFloatSwap(Swap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex index1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex index2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange)

FloatFloatSwap

public FloatFloatSwap(Swap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex index1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex index2,
                      DayCounter dayCount2)

Method Detail

getCPtr

protected static long getCPtr(FloatFloatSwap obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Swap

finalize

protected void finalize()

Overrides:

finalize in class Swap

delete

public void delete()

Specified by:

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

Overrides:

delete in class Swap