Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class Forward

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Forward

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

BondForward

public class Forward
extends Instrument
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
BusinessDayConvention	businessDayConvention()
Calendar	calendar()
DayCounter	dayCounter()
void	delete()
YieldTermStructureHandle	discountCurve()
protected void	finalize()
double	forwardValue()
protected static long	getCPtr(Forward obj)
InterestRate	impliedYield(double underlyingSpotValue, double forwardValue, Date settlementDate, Compounding compoundingConvention, DayCounter dayCounter)
YieldTermStructureHandle	incomeDiscountCurve()
boolean	isExpired()
Date	settlementDate()
double	spotIncome(YieldTermStructureHandle incomeDiscountCurve)
double	spotValue()
protected void	swigSetCMemOwn(boolean own)

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

Forward

protected Forward(long cPtr,
                  boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(Forward obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Instrument

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Specified by:

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

Overrides:

delete in class Instrument

settlementDate

public Date settlementDate()

isExpired

public boolean isExpired()

Overrides:

isExpired in class Instrument

calendar

public Calendar calendar()

businessDayConvention

public BusinessDayConvention businessDayConvention()

dayCounter

public DayCounter dayCounter()

discountCurve

public YieldTermStructureHandle discountCurve()

incomeDiscountCurve

public YieldTermStructureHandle incomeDiscountCurve()

spotValue

public double spotValue()

spotIncome

public double spotIncome(YieldTermStructureHandle incomeDiscountCurve)

forwardValue

public double forwardValue()

impliedYield

public InterestRate impliedYield(double underlyingSpotValue,
                                 double forwardValue,
                                 Date settlementDate,
                                 Compounding compoundingConvention,
                                 DayCounter dayCounter)