- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.Index
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- org.quantlib.InterestRateIndex
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
- Direct Known Subclasses:
IborIndex,SwapIndex,SwapSpreadIndex
public class InterestRateIndex extends Index implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedInterestRateIndex(long cPtr, boolean cMemoryOwn)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description Currencycurrency()DayCounterdayCounter()voiddelete()StringfamilyName()protected voidfinalize()DatefixingDate(Date valueDate)longfixingDays()protected static longgetCPtr(InterestRateIndex obj)DatematurityDate(Date valueDate)protected voidswigSetCMemOwn(boolean own)Periodtenor()DatevalueDate(Date fixingDate)-
Methods inherited from class org.quantlib.Index
addFixing, addFixing, addFixings, addFixings, clearFixings, fixing, fixing, fixingCalendar, getCPtr, hasHistoricalFixing, isValidFixingDate, name, timeSeries, toString
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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InterestRateIndex
protected InterestRateIndex(long cPtr, boolean cMemoryOwn)
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Method Detail
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getCPtr
protected static long getCPtr(InterestRateIndex obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classIndex
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delete
public void delete()
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familyName
public String familyName()
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fixingDays
public long fixingDays()
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fixingDate
public Date fixingDate(Date valueDate)
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dayCounter
public DayCounter dayCounter()
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maturityDate
public Date maturityDate(Date valueDate)
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