Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FloatingRateCoupon

java.lang.Object

org.quantlib.Observable

org.quantlib.CashFlow

org.quantlib.Coupon

org.quantlib.FloatingRateCoupon

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

CappedFlooredCoupon, CmsCoupon, CmsSpreadCoupon, IborCoupon, OvernightIndexedCoupon, SubPeriodsCoupon

public class FloatingRateCoupon
extends Coupon
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FloatingRateCoupon(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
double	adjustedFixing()
double	convexityAdjustment()
void	delete()
protected void	finalize()
Date	fixingDate()
int	fixingDays()
double	gearing()
protected static long	getCPtr(FloatingRateCoupon obj)
InterestRateIndex	index()
double	indexFixing()
boolean	isInArrears()
double	price(YieldTermStructureHandle discountCurve)
void	setPricer(FloatingRateCouponPricer p)
double	spread()
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.Coupon

accrualDays, accrualEndDate, accrualPeriod, accrualStartDate, accruedAmount, dayCounter, exCouponDate, getCPtr, nominal, rate, referencePeriodEnd, referencePeriodStart

Methods inherited from class org.quantlib.CashFlow

amount, date, getCPtr, hasOccurred, hasOccurred

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

FloatingRateCoupon

protected FloatingRateCoupon(long cPtr,
                             boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(FloatingRateCoupon obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Coupon

finalize

protected void finalize()

Overrides:

finalize in class Coupon

delete

public void delete()

Specified by:

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

Overrides:

delete in class Coupon

fixingDate

public Date fixingDate()

fixingDays

public int fixingDays()

isInArrears

public boolean isInArrears()

gearing

public double gearing()

spread

public double spread()

indexFixing

public double indexFixing()

adjustedFixing

public double adjustedFixing()

convexityAdjustment

public double convexityAdjustment()

price

public double price(YieldTermStructureHandle discountCurve)

index

public InterestRateIndex index()

setPricer

public void setPricer(FloatingRateCouponPricer p)