Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FraRateHelper

java.lang.Object

org.quantlib.Observable

org.quantlib.RateHelper

org.quantlib.FraRateHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class FraRateHelper
extends RateHelper
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	FraRateHelper(double rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)
	FraRateHelper(double rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar)
	FraRateHelper(double rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar, Date customPillarDate)
	FraRateHelper(double rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
	FraRateHelper(double rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex)
	FraRateHelper(double rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex, Pillar.Choice pillar)
	FraRateHelper(double rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate)
	FraRateHelper(double rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
	FraRateHelper(double rate, long monthsToStart, IborIndex index)
	FraRateHelper(double rate, long monthsToStart, IborIndex index, Pillar.Choice pillar)
	FraRateHelper(double rate, long monthsToStart, IborIndex index, Pillar.Choice pillar, Date customPillarDate)
	FraRateHelper(double rate, long monthsToStart, IborIndex index, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
	FraRateHelper(double rate, Period periodToStart, IborIndex iborIndex)
	FraRateHelper(double rate, Period periodToStart, IborIndex iborIndex, Pillar.Choice pillar)
	FraRateHelper(double rate, Period periodToStart, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate)
	FraRateHelper(double rate, Period periodToStart, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
protected	FraRateHelper(long cPtr, boolean cMemoryOwn)
	FraRateHelper(QuoteHandle rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)
	FraRateHelper(QuoteHandle rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar)
	FraRateHelper(QuoteHandle rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar, Date customPillarDate)
	FraRateHelper(QuoteHandle rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
	FraRateHelper(QuoteHandle rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex)
	FraRateHelper(QuoteHandle rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex, Pillar.Choice pillar)
	FraRateHelper(QuoteHandle rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate)
	FraRateHelper(QuoteHandle rate, long immOffsetStart, long immOffsetEnd, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
	FraRateHelper(QuoteHandle rate, long monthsToStart, IborIndex index)
	FraRateHelper(QuoteHandle rate, long monthsToStart, IborIndex index, Pillar.Choice pillar)
	FraRateHelper(QuoteHandle rate, long monthsToStart, IborIndex index, Pillar.Choice pillar, Date customPillarDate)
	FraRateHelper(QuoteHandle rate, long monthsToStart, IborIndex index, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)
	FraRateHelper(QuoteHandle rate, Period periodToStart, IborIndex iborIndex)
	FraRateHelper(QuoteHandle rate, Period periodToStart, IborIndex iborIndex, Pillar.Choice pillar)
	FraRateHelper(QuoteHandle rate, Period periodToStart, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate)
	FraRateHelper(QuoteHandle rate, Period periodToStart, IborIndex iborIndex, Pillar.Choice pillar, Date customPillarDate, boolean useIndexedCoupon)

Method Summary

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

Methods inherited from class org.quantlib.RateHelper

earliestDate, getCPtr, impliedQuote, latestDate, latestRelevantDate, maturityDate, pillarDate, quote, quoteError

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

FraRateHelper

protected FraRateHelper(long cPtr,
                        boolean cMemoryOwn)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     long monthsToStart,
                     long monthsToEnd,
                     long fixingDays,
                     Calendar calendar,
                     BusinessDayConvention convention,
                     boolean endOfMonth,
                     DayCounter dayCounter,
                     Pillar.Choice pillar,
                     Date customPillarDate,
                     boolean useIndexedCoupon)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     long monthsToStart,
                     long monthsToEnd,
                     long fixingDays,
                     Calendar calendar,
                     BusinessDayConvention convention,
                     boolean endOfMonth,
                     DayCounter dayCounter,
                     Pillar.Choice pillar,
                     Date customPillarDate)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     long monthsToStart,
                     long monthsToEnd,
                     long fixingDays,
                     Calendar calendar,
                     BusinessDayConvention convention,
                     boolean endOfMonth,
                     DayCounter dayCounter,
                     Pillar.Choice pillar)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     long monthsToStart,
                     long monthsToEnd,
                     long fixingDays,
                     Calendar calendar,
                     BusinessDayConvention convention,
                     boolean endOfMonth,
                     DayCounter dayCounter)

FraRateHelper

public FraRateHelper(double rate,
                     long monthsToStart,
                     long monthsToEnd,
                     long fixingDays,
                     Calendar calendar,
                     BusinessDayConvention convention,
                     boolean endOfMonth,
                     DayCounter dayCounter,
                     Pillar.Choice pillar,
                     Date customPillarDate,
                     boolean useIndexedCoupon)

FraRateHelper

public FraRateHelper(double rate,
                     long monthsToStart,
                     long monthsToEnd,
                     long fixingDays,
                     Calendar calendar,
                     BusinessDayConvention convention,
                     boolean endOfMonth,
                     DayCounter dayCounter,
                     Pillar.Choice pillar,
                     Date customPillarDate)

FraRateHelper

public FraRateHelper(double rate,
                     long monthsToStart,
                     long monthsToEnd,
                     long fixingDays,
                     Calendar calendar,
                     BusinessDayConvention convention,
                     boolean endOfMonth,
                     DayCounter dayCounter,
                     Pillar.Choice pillar)

FraRateHelper

public FraRateHelper(double rate,
                     long monthsToStart,
                     long monthsToEnd,
                     long fixingDays,
                     Calendar calendar,
                     BusinessDayConvention convention,
                     boolean endOfMonth,
                     DayCounter dayCounter)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     long monthsToStart,
                     IborIndex index,
                     Pillar.Choice pillar,
                     Date customPillarDate,
                     boolean useIndexedCoupon)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     long monthsToStart,
                     IborIndex index,
                     Pillar.Choice pillar,
                     Date customPillarDate)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     long monthsToStart,
                     IborIndex index,
                     Pillar.Choice pillar)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     long monthsToStart,
                     IborIndex index)

FraRateHelper

public FraRateHelper(double rate,
                     long monthsToStart,
                     IborIndex index,
                     Pillar.Choice pillar,
                     Date customPillarDate,
                     boolean useIndexedCoupon)

FraRateHelper

public FraRateHelper(double rate,
                     long monthsToStart,
                     IborIndex index,
                     Pillar.Choice pillar,
                     Date customPillarDate)

FraRateHelper

public FraRateHelper(double rate,
                     long monthsToStart,
                     IborIndex index,
                     Pillar.Choice pillar)

FraRateHelper

public FraRateHelper(double rate,
                     long monthsToStart,
                     IborIndex index)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     long immOffsetStart,
                     long immOffsetEnd,
                     IborIndex iborIndex,
                     Pillar.Choice pillar,
                     Date customPillarDate,
                     boolean useIndexedCoupon)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     long immOffsetStart,
                     long immOffsetEnd,
                     IborIndex iborIndex,
                     Pillar.Choice pillar,
                     Date customPillarDate)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     long immOffsetStart,
                     long immOffsetEnd,
                     IborIndex iborIndex,
                     Pillar.Choice pillar)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     long immOffsetStart,
                     long immOffsetEnd,
                     IborIndex iborIndex)

FraRateHelper

public FraRateHelper(double rate,
                     long immOffsetStart,
                     long immOffsetEnd,
                     IborIndex iborIndex,
                     Pillar.Choice pillar,
                     Date customPillarDate,
                     boolean useIndexedCoupon)

FraRateHelper

public FraRateHelper(double rate,
                     long immOffsetStart,
                     long immOffsetEnd,
                     IborIndex iborIndex,
                     Pillar.Choice pillar,
                     Date customPillarDate)

FraRateHelper

public FraRateHelper(double rate,
                     long immOffsetStart,
                     long immOffsetEnd,
                     IborIndex iborIndex,
                     Pillar.Choice pillar)

FraRateHelper

public FraRateHelper(double rate,
                     long immOffsetStart,
                     long immOffsetEnd,
                     IborIndex iborIndex)

FraRateHelper

public FraRateHelper(double rate,
                     Period periodToStart,
                     IborIndex iborIndex,
                     Pillar.Choice pillar,
                     Date customPillarDate,
                     boolean useIndexedCoupon)

FraRateHelper

public FraRateHelper(double rate,
                     Period periodToStart,
                     IborIndex iborIndex,
                     Pillar.Choice pillar,
                     Date customPillarDate)

FraRateHelper

public FraRateHelper(double rate,
                     Period periodToStart,
                     IborIndex iborIndex,
                     Pillar.Choice pillar)

FraRateHelper

public FraRateHelper(double rate,
                     Period periodToStart,
                     IborIndex iborIndex)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     Period periodToStart,
                     IborIndex iborIndex,
                     Pillar.Choice pillar,
                     Date customPillarDate,
                     boolean useIndexedCoupon)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     Period periodToStart,
                     IborIndex iborIndex,
                     Pillar.Choice pillar,
                     Date customPillarDate)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     Period periodToStart,
                     IborIndex iborIndex,
                     Pillar.Choice pillar)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     Period periodToStart,
                     IborIndex iborIndex)

Method Detail

getCPtr

protected static long getCPtr(FraRateHelper obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class RateHelper

finalize

protected void finalize()

Overrides:

finalize in class RateHelper

delete

public void delete()

Specified by:

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

Overrides:

delete in class RateHelper