Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MakeOIS

java.lang.Object

org.quantlib.MakeOIS

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class MakeOIS
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	MakeOIS(long cPtr, boolean cMemoryOwn)
	MakeOIS(Period swapTenor, OvernightIndex overnightIndex)
	MakeOIS(Period swapTenor, OvernightIndex overnightIndex, double fixedRate)
	MakeOIS(Period swapTenor, OvernightIndex overnightIndex, double fixedRate, Period fwdStart)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(MakeOIS obj)
OvernightIndexedSwap	makeOIS()
MakeOIS	receiveFixed()
MakeOIS	receiveFixed(boolean flag)
protected static long	swigRelease(MakeOIS obj)
MakeOIS	withAveragingMethod(RateAveraging.Type averagingMethod)
MakeOIS	withDiscountingTermStructure(YieldTermStructureHandle discountingTermStructure)
MakeOIS	withEffectiveDate(Date arg0)
MakeOIS	withEndOfMonth()
MakeOIS	withEndOfMonth(boolean flag)
MakeOIS	withFixedLegDayCount(DayCounter dc)
MakeOIS	withNominal(double n)
MakeOIS	withOvernightLegSpread(double sp)
MakeOIS	withPaymentAdjustment(BusinessDayConvention convention)
MakeOIS	withPaymentCalendar(Calendar cal)
MakeOIS	withPaymentFrequency(Frequency f)
MakeOIS	withPaymentLag(long lag)
MakeOIS	withPricingEngine(PricingEngine engine)
MakeOIS	withRule(DateGeneration.Rule r)
MakeOIS	withSettlementDays(long settlementDays)
MakeOIS	withTelescopicValueDates(boolean telescopicValueDates)
MakeOIS	withTerminationDate(Date arg0)
MakeOIS	withType(Swap.Type type)

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

MakeOIS

protected MakeOIS(long cPtr,
                  boolean cMemoryOwn)

MakeOIS

public MakeOIS(Period swapTenor,
               OvernightIndex overnightIndex,
               double fixedRate,
               Period fwdStart)

MakeOIS

public MakeOIS(Period swapTenor,
               OvernightIndex overnightIndex,
               double fixedRate)

MakeOIS

public MakeOIS(Period swapTenor,
               OvernightIndex overnightIndex)

Method Detail

getCPtr

protected static long getCPtr(MakeOIS obj)

swigRelease

protected static long swigRelease(MakeOIS obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

makeOIS

public OvernightIndexedSwap makeOIS()

receiveFixed

public MakeOIS receiveFixed(boolean flag)

receiveFixed

public MakeOIS receiveFixed()

withType

public MakeOIS withType(Swap.Type type)

withNominal

public MakeOIS withNominal(double n)

withSettlementDays

public MakeOIS withSettlementDays(long settlementDays)

withEffectiveDate

public MakeOIS withEffectiveDate(Date arg0)

withTerminationDate

public MakeOIS withTerminationDate(Date arg0)

withRule

public MakeOIS withRule(DateGeneration.Rule r)

withPaymentFrequency

public MakeOIS withPaymentFrequency(Frequency f)

withPaymentAdjustment

public MakeOIS withPaymentAdjustment(BusinessDayConvention convention)

withPaymentLag

public MakeOIS withPaymentLag(long lag)

withPaymentCalendar

public MakeOIS withPaymentCalendar(Calendar cal)

withEndOfMonth

public MakeOIS withEndOfMonth(boolean flag)

withEndOfMonth

public MakeOIS withEndOfMonth()

withFixedLegDayCount

public MakeOIS withFixedLegDayCount(DayCounter dc)

withOvernightLegSpread

public MakeOIS withOvernightLegSpread(double sp)

withDiscountingTermStructure

public MakeOIS withDiscountingTermStructure(YieldTermStructureHandle discountingTermStructure)

withTelescopicValueDates

public MakeOIS withTelescopicValueDates(boolean telescopicValueDates)

withAveragingMethod

public MakeOIS withAveragingMethod(RateAveraging.Type averagingMethod)

withPricingEngine

public MakeOIS withPricingEngine(PricingEngine engine)