Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class IborCoupon

java.lang.Object

org.quantlib.Observable

org.quantlib.CashFlow

org.quantlib.Coupon

org.quantlib.FloatingRateCoupon

org.quantlib.IborCoupon

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class IborCoupon
extends FloatingRateCoupon
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	IborCoupon(long cPtr, boolean cMemoryOwn)
	IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index)
	IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing)
	IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread)
	IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart)
	IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
	IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
	IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)
	IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears, Date exCouponDate)

Method Summary

Modifier and Type	Method	Description
static void	createAtParCoupons()
static void	createIndexedCoupons()
void	delete()
protected void	finalize()
protected static long	getCPtr(IborCoupon obj)
protected void	swigSetCMemOwn(boolean own)
static boolean	usingAtParCoupons()

Methods inherited from class org.quantlib.FloatingRateCoupon

adjustedFixing, convexityAdjustment, fixingDate, fixingDays, gearing, getCPtr, index, indexFixing, isInArrears, price, setPricer, spread

Methods inherited from class org.quantlib.Coupon

accrualDays, accrualEndDate, accrualPeriod, accrualStartDate, accruedAmount, dayCounter, exCouponDate, getCPtr, nominal, rate, referencePeriodEnd, referencePeriodStart

Methods inherited from class org.quantlib.CashFlow

amount, date, getCPtr, hasOccurred, hasOccurred

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

IborCoupon

protected IborCoupon(long cPtr,
                     boolean cMemoryOwn)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  IborIndex index,
                  double gearing,
                  double spread,
                  Date refPeriodStart,
                  Date refPeriodEnd,
                  DayCounter dayCounter,
                  boolean isInArrears,
                  Date exCouponDate)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  IborIndex index,
                  double gearing,
                  double spread,
                  Date refPeriodStart,
                  Date refPeriodEnd,
                  DayCounter dayCounter,
                  boolean isInArrears)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  IborIndex index,
                  double gearing,
                  double spread,
                  Date refPeriodStart,
                  Date refPeriodEnd,
                  DayCounter dayCounter)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  IborIndex index,
                  double gearing,
                  double spread,
                  Date refPeriodStart,
                  Date refPeriodEnd)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  IborIndex index,
                  double gearing,
                  double spread,
                  Date refPeriodStart)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  IborIndex index,
                  double gearing,
                  double spread)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  IborIndex index,
                  double gearing)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  IborIndex index)

Method Detail

getCPtr

protected static long getCPtr(IborCoupon obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class FloatingRateCoupon

finalize

protected void finalize()

Overrides:

finalize in class FloatingRateCoupon

delete

public void delete()

Specified by:

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

Overrides:

delete in class FloatingRateCoupon

createAtParCoupons

public static void createAtParCoupons()

createIndexedCoupons

public static void createIndexedCoupons()

usingAtParCoupons

public static boolean usingAtParCoupons()