Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ForwardRateAgreement

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.ForwardRateAgreement

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ForwardRateAgreement(long cPtr, boolean cMemoryOwn)
	ForwardRateAgreement(Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index)
	ForwardRateAgreement(Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index, YieldTermStructureHandle discountCurve)
	ForwardRateAgreement(Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index, YieldTermStructureHandle discountCurve, boolean useIndexedCoupon)
	ForwardRateAgreement(Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index)
	ForwardRateAgreement(Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index, YieldTermStructureHandle discountCurve)
	ForwardRateAgreement(IborIndex index, Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount)
	ForwardRateAgreement(IborIndex index, Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, YieldTermStructureHandle discountCurve)
	ForwardRateAgreement(IborIndex index, Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount)
	ForwardRateAgreement(IborIndex index, Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount, YieldTermStructureHandle discountCurve)

Method Summary

Modifier and Type	Method	Description
double	amount()
void	delete()
protected void	finalize()
Date	fixingDate()
InterestRate	forwardRate()
protected static long	getCPtr(ForwardRateAgreement obj)
protected void	swigSetCMemOwn(boolean own)

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

ForwardRateAgreement

protected ForwardRateAgreement(long cPtr,
                               boolean cMemoryOwn)

ForwardRateAgreement

public ForwardRateAgreement(Date valueDate,
                            Date maturityDate,
                            Position.Type type,
                            double strikeForwardRate,
                            double notionalAmount,
                            IborIndex index,
                            YieldTermStructureHandle discountCurve,
                            boolean useIndexedCoupon)

ForwardRateAgreement

public ForwardRateAgreement(Date valueDate,
                            Date maturityDate,
                            Position.Type type,
                            double strikeForwardRate,
                            double notionalAmount,
                            IborIndex index,
                            YieldTermStructureHandle discountCurve)

ForwardRateAgreement

public ForwardRateAgreement(Date valueDate,
                            Date maturityDate,
                            Position.Type type,
                            double strikeForwardRate,
                            double notionalAmount,
                            IborIndex index)

ForwardRateAgreement

public ForwardRateAgreement(Date valueDate,
                            Position.Type type,
                            double strikeForwardRate,
                            double notionalAmount,
                            IborIndex index,
                            YieldTermStructureHandle discountCurve)

ForwardRateAgreement

public ForwardRateAgreement(Date valueDate,
                            Position.Type type,
                            double strikeForwardRate,
                            double notionalAmount,
                            IborIndex index)

ForwardRateAgreement

public ForwardRateAgreement(IborIndex index,
                            Date valueDate,
                            Position.Type type,
                            double strikeForwardRate,
                            double notionalAmount,
                            YieldTermStructureHandle discountCurve)

ForwardRateAgreement

public ForwardRateAgreement(IborIndex index,
                            Date valueDate,
                            Position.Type type,
                            double strikeForwardRate,
                            double notionalAmount)

ForwardRateAgreement

public ForwardRateAgreement(IborIndex index,
                            Date valueDate,
                            Date maturityDate,
                            Position.Type type,
                            double strikeForwardRate,
                            double notionalAmount,
                            YieldTermStructureHandle discountCurve)

ForwardRateAgreement

public ForwardRateAgreement(IborIndex index,
                            Date valueDate,
                            Date maturityDate,
                            Position.Type type,
                            double strikeForwardRate,
                            double notionalAmount)

Method Detail

getCPtr

protected static long getCPtr(ForwardRateAgreement 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

amount

public double amount()

fixingDate

public Date fixingDate()

forwardRate

public InterestRate forwardRate()