Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class IborIndex

java.lang.Object

org.quantlib.Observable

org.quantlib.Index

org.quantlib.InterestRateIndex

org.quantlib.IborIndex

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

AUDLibor, Bbsw, Bibor, Bkbm, CADLibor, Cdor, CHFLibor, DailyTenorLibor, DKKLibor, Euribor, Euribor365, EURLibor, GBPLibor, Jibar, JPYLibor, Libor, Mosprime, NZDLibor, OvernightIndex, Pribor, Robor, SEKLibor, Shibor, THBFIX, Tibor, TRLibor, USDLibor, Wibor, Zibor

public class IborIndex
extends InterestRateIndex
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	IborIndex(long cPtr, boolean cMemoryOwn)
	IborIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)
	IborIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, YieldTermStructureHandle h)

Method Summary

Modifier and Type	Method	Description
BusinessDayConvention	businessDayConvention()
IborIndex	clone(YieldTermStructureHandle arg0)
void	delete()
boolean	endOfMonth()
protected void	finalize()
YieldTermStructureHandle	forwardingTermStructure()
protected static long	getCPtr(IborIndex obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.InterestRateIndex

currency, dayCounter, familyName, fixingDate, fixingDays, getCPtr, maturityDate, tenor, valueDate

Methods inherited from class org.quantlib.Index

addFixing, addFixing, addFixings, addFixings, clearFixings, fixing, fixing, fixingCalendar, getCPtr, hasHistoricalFixing, isValidFixingDate, name, timeSeries, toString

Methods inherited from class org.quantlib.Observable

getCPtr

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

IborIndex

protected IborIndex(long cPtr,
                    boolean cMemoryOwn)

IborIndex

public IborIndex(String familyName,
                 Period tenor,
                 int settlementDays,
                 Currency currency,
                 Calendar calendar,
                 BusinessDayConvention convention,
                 boolean endOfMonth,
                 DayCounter dayCounter,
                 YieldTermStructureHandle h)

IborIndex

public IborIndex(String familyName,
                 Period tenor,
                 int settlementDays,
                 Currency currency,
                 Calendar calendar,
                 BusinessDayConvention convention,
                 boolean endOfMonth,
                 DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(IborIndex obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class InterestRateIndex

finalize

protected void finalize()

Overrides:

finalize in class InterestRateIndex

delete

public void delete()

Specified by:

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

Overrides:

delete in class InterestRateIndex

businessDayConvention

public BusinessDayConvention businessDayConvention()

endOfMonth

public boolean endOfMonth()

forwardingTermStructure

public YieldTermStructureHandle forwardingTermStructure()

clone

public IborIndex clone(YieldTermStructureHandle arg0)