Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FuturesRateHelper

java.lang.Object

org.quantlib.Observable

org.quantlib.RateHelper

org.quantlib.FuturesRateHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
	FuturesRateHelper(double price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)
	FuturesRateHelper(double price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, double convexityAdjustment)
	FuturesRateHelper(double price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, double convexityAdjustment, Futures.Type type)
	FuturesRateHelper(double price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter)
	FuturesRateHelper(double price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, double convexityAdjustment)
	FuturesRateHelper(double price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, double convexityAdjustment, Futures.Type type)
	FuturesRateHelper(double price, Date iborStartDate, IborIndex index)
	FuturesRateHelper(double price, Date iborStartDate, IborIndex index, double convexityAdjustment)
	FuturesRateHelper(double price, Date iborStartDate, IborIndex index, double convexityAdjustment, Futures.Type type)
protected	FuturesRateHelper(long cPtr, boolean cMemoryOwn)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, QuoteHandle convexityAdjustment)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, QuoteHandle convexityAdjustment, Futures.Type type)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, QuoteHandle convexityAdjustment)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, QuoteHandle convexityAdjustment, Futures.Type type)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index, QuoteHandle convexityAdjustment)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index, QuoteHandle convexityAdjustment, Futures.Type type)

Method Summary

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

FuturesRateHelper

protected FuturesRateHelper(long cPtr,
                            boolean cMemoryOwn)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         long nMonths,
                         Calendar calendar,
                         BusinessDayConvention convention,
                         boolean endOfMonth,
                         DayCounter dayCounter,
                         QuoteHandle convexityAdjustment,
                         Futures.Type type)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         long nMonths,
                         Calendar calendar,
                         BusinessDayConvention convention,
                         boolean endOfMonth,
                         DayCounter dayCounter,
                         QuoteHandle convexityAdjustment)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         long nMonths,
                         Calendar calendar,
                         BusinessDayConvention convention,
                         boolean endOfMonth,
                         DayCounter dayCounter)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         long nMonths,
                         Calendar calendar,
                         BusinessDayConvention convention,
                         boolean endOfMonth,
                         DayCounter dayCounter,
                         double convexityAdjustment,
                         Futures.Type type)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         long nMonths,
                         Calendar calendar,
                         BusinessDayConvention convention,
                         boolean endOfMonth,
                         DayCounter dayCounter,
                         double convexityAdjustment)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         long nMonths,
                         Calendar calendar,
                         BusinessDayConvention convention,
                         boolean endOfMonth,
                         DayCounter dayCounter)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         Date iborEndDate,
                         DayCounter dayCounter,
                         QuoteHandle convexityAdjustment,
                         Futures.Type type)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         Date iborEndDate,
                         DayCounter dayCounter,
                         QuoteHandle convexityAdjustment)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         Date iborEndDate,
                         DayCounter dayCounter)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         Date iborEndDate,
                         DayCounter dayCounter,
                         double convexityAdjustment,
                         Futures.Type type)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         Date iborEndDate,
                         DayCounter dayCounter,
                         double convexityAdjustment)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         Date iborEndDate,
                         DayCounter dayCounter)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         IborIndex index,
                         QuoteHandle convexityAdjustment,
                         Futures.Type type)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         IborIndex index,
                         QuoteHandle convexityAdjustment)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         IborIndex index)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         IborIndex index,
                         double convexityAdjustment,
                         Futures.Type type)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         IborIndex index,
                         double convexityAdjustment)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         IborIndex index)

Method Detail

getCPtr

protected static long getCPtr(FuturesRateHelper 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