Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FloatingRateBond

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Bond

org.quantlib.FloatingRateBond

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FloatingRateBond(long cPtr, boolean cMemoryOwn)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate, Period exCouponPeriod)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)

Method Summary

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

FloatingRateBond

protected FloatingRateBond(long cPtr,
                           boolean cMemoryOwn)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads,
                        DoubleVector caps,
                        DoubleVector floors,
                        boolean inArrears,
                        double redemption,
                        Date issueDate,
                        Period exCouponPeriod,
                        Calendar exCouponCalendar,
                        BusinessDayConvention exCouponConvention,
                        boolean exCouponEndOfMonth)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads,
                        DoubleVector caps,
                        DoubleVector floors,
                        boolean inArrears,
                        double redemption,
                        Date issueDate,
                        Period exCouponPeriod,
                        Calendar exCouponCalendar,
                        BusinessDayConvention exCouponConvention)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads,
                        DoubleVector caps,
                        DoubleVector floors,
                        boolean inArrears,
                        double redemption,
                        Date issueDate,
                        Period exCouponPeriod,
                        Calendar exCouponCalendar)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads,
                        DoubleVector caps,
                        DoubleVector floors,
                        boolean inArrears,
                        double redemption,
                        Date issueDate,
                        Period exCouponPeriod)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads,
                        DoubleVector caps,
                        DoubleVector floors,
                        boolean inArrears,
                        double redemption,
                        Date issueDate)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads,
                        DoubleVector caps,
                        DoubleVector floors,
                        boolean inArrears,
                        double redemption)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads,
                        DoubleVector caps,
                        DoubleVector floors,
                        boolean inArrears)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads,
                        DoubleVector caps,
                        DoubleVector floors)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads,
                        DoubleVector caps)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter)

Method Detail

getCPtr

protected static long getCPtr(FloatingRateBond 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