Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FxSwapRateHelper

java.lang.Object

org.quantlib.Observable

org.quantlib.RateHelper

org.quantlib.FxSwapRateHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FxSwapRateHelper(long cPtr, boolean cMemoryOwn)
	FxSwapRateHelper(QuoteHandle fwdPoint, QuoteHandle spotFx, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, boolean isFxBaseCurrencyCollateralCurrency, YieldTermStructureHandle collateralCurve)
	FxSwapRateHelper(QuoteHandle fwdPoint, QuoteHandle spotFx, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, boolean isFxBaseCurrencyCollateralCurrency, YieldTermStructureHandle collateralCurve, Calendar tradingCalendar)

Method Summary

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

FxSwapRateHelper

protected FxSwapRateHelper(long cPtr,
                           boolean cMemoryOwn)

FxSwapRateHelper

public FxSwapRateHelper(QuoteHandle fwdPoint,
                        QuoteHandle spotFx,
                        Period tenor,
                        long fixingDays,
                        Calendar calendar,
                        BusinessDayConvention convention,
                        boolean endOfMonth,
                        boolean isFxBaseCurrencyCollateralCurrency,
                        YieldTermStructureHandle collateralCurve,
                        Calendar tradingCalendar)

FxSwapRateHelper

public FxSwapRateHelper(QuoteHandle fwdPoint,
                        QuoteHandle spotFx,
                        Period tenor,
                        long fixingDays,
                        Calendar calendar,
                        BusinessDayConvention convention,
                        boolean endOfMonth,
                        boolean isFxBaseCurrencyCollateralCurrency,
                        YieldTermStructureHandle collateralCurve)

Method Detail

getCPtr

protected static long getCPtr(FxSwapRateHelper 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