Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class MakeVanillaSwap

java.lang.Object

org.quantlib.MakeVanillaSwap

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class MakeVanillaSwap
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	MakeVanillaSwap(long cPtr, boolean cMemoryOwn)
	MakeVanillaSwap(Period swapTenor, IborIndex index, double fixedRate, Period forwardStart)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(MakeVanillaSwap obj)
VanillaSwap	makeVanillaSwap()
MakeVanillaSwap	receiveFixed()
MakeVanillaSwap	receiveFixed(boolean flag)
protected static long	swigRelease(MakeVanillaSwap obj)
MakeVanillaSwap	withAtParCoupons()
MakeVanillaSwap	withAtParCoupons(boolean flag)
MakeVanillaSwap	withDiscountingTermStructure(YieldTermStructureHandle discountCurve)
MakeVanillaSwap	withEffectiveDate(Date arg0)
MakeVanillaSwap	withFixedLegCalendar(Calendar cal)
MakeVanillaSwap	withFixedLegConvention(BusinessDayConvention bdc)
MakeVanillaSwap	withFixedLegDayCount(DayCounter dc)
MakeVanillaSwap	withFixedLegEndOfMonth()
MakeVanillaSwap	withFixedLegEndOfMonth(boolean flag)
MakeVanillaSwap	withFixedLegFirstDate(Date d)
MakeVanillaSwap	withFixedLegNextToLastDate(Date d)
MakeVanillaSwap	withFixedLegRule(DateGeneration.Rule r)
MakeVanillaSwap	withFixedLegTenor(Period t)
MakeVanillaSwap	withFixedLegTerminationDateConvention(BusinessDayConvention bdc)
MakeVanillaSwap	withFloatingLegCalendar(Calendar cal)
MakeVanillaSwap	withFloatingLegConvention(BusinessDayConvention bdc)
MakeVanillaSwap	withFloatingLegDayCount(DayCounter dc)
MakeVanillaSwap	withFloatingLegEndOfMonth()
MakeVanillaSwap	withFloatingLegEndOfMonth(boolean flag)
MakeVanillaSwap	withFloatingLegFirstDate(Date d)
MakeVanillaSwap	withFloatingLegNextToLastDate(Date d)
MakeVanillaSwap	withFloatingLegRule(DateGeneration.Rule r)
MakeVanillaSwap	withFloatingLegSpread(double sp)
MakeVanillaSwap	withFloatingLegTenor(Period t)
MakeVanillaSwap	withFloatingLegTerminationDateConvention(BusinessDayConvention bdc)
MakeVanillaSwap	withIndexedCoupons()
MakeVanillaSwap	withIndexedCoupons(boolean flag)
MakeVanillaSwap	withNominal(double n)
MakeVanillaSwap	withPricingEngine(PricingEngine engine)
MakeVanillaSwap	withRule(DateGeneration.Rule r)
MakeVanillaSwap	withSettlementDays(long settlementDays)
MakeVanillaSwap	withTerminationDate(Date arg0)
MakeVanillaSwap	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

MakeVanillaSwap

protected MakeVanillaSwap(long cPtr,
                          boolean cMemoryOwn)

MakeVanillaSwap

public MakeVanillaSwap(Period swapTenor,
                       IborIndex index,
                       double fixedRate,
                       Period forwardStart)

Method Detail

getCPtr

protected static long getCPtr(MakeVanillaSwap obj)

swigRelease

protected static long swigRelease(MakeVanillaSwap obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

receiveFixed

public MakeVanillaSwap receiveFixed(boolean flag)

receiveFixed

public MakeVanillaSwap receiveFixed()

withType

public MakeVanillaSwap withType(Swap.Type type)

withNominal

public MakeVanillaSwap withNominal(double n)

withSettlementDays

public MakeVanillaSwap withSettlementDays(long settlementDays)

withEffectiveDate

public MakeVanillaSwap withEffectiveDate(Date arg0)

withTerminationDate

public MakeVanillaSwap withTerminationDate(Date arg0)

withRule

public MakeVanillaSwap withRule(DateGeneration.Rule r)

withFixedLegTenor

public MakeVanillaSwap withFixedLegTenor(Period t)

withFixedLegCalendar

public MakeVanillaSwap withFixedLegCalendar(Calendar cal)

withFixedLegConvention

public MakeVanillaSwap withFixedLegConvention(BusinessDayConvention bdc)

withFixedLegTerminationDateConvention

public MakeVanillaSwap withFixedLegTerminationDateConvention(BusinessDayConvention bdc)

withFixedLegRule

public MakeVanillaSwap withFixedLegRule(DateGeneration.Rule r)

withFixedLegEndOfMonth

public MakeVanillaSwap withFixedLegEndOfMonth(boolean flag)

withFixedLegEndOfMonth

public MakeVanillaSwap withFixedLegEndOfMonth()

withFixedLegFirstDate

public MakeVanillaSwap withFixedLegFirstDate(Date d)

withFixedLegNextToLastDate

public MakeVanillaSwap withFixedLegNextToLastDate(Date d)

withFixedLegDayCount

public MakeVanillaSwap withFixedLegDayCount(DayCounter dc)

withFloatingLegTenor

public MakeVanillaSwap withFloatingLegTenor(Period t)

withFloatingLegCalendar

public MakeVanillaSwap withFloatingLegCalendar(Calendar cal)

withFloatingLegConvention

public MakeVanillaSwap withFloatingLegConvention(BusinessDayConvention bdc)

withFloatingLegTerminationDateConvention

public MakeVanillaSwap withFloatingLegTerminationDateConvention(BusinessDayConvention bdc)

withFloatingLegRule

public MakeVanillaSwap withFloatingLegRule(DateGeneration.Rule r)

withFloatingLegEndOfMonth

public MakeVanillaSwap withFloatingLegEndOfMonth(boolean flag)

withFloatingLegEndOfMonth

public MakeVanillaSwap withFloatingLegEndOfMonth()

withFloatingLegFirstDate

public MakeVanillaSwap withFloatingLegFirstDate(Date d)

withFloatingLegNextToLastDate

public MakeVanillaSwap withFloatingLegNextToLastDate(Date d)

withFloatingLegDayCount

public MakeVanillaSwap withFloatingLegDayCount(DayCounter dc)

withFloatingLegSpread

public MakeVanillaSwap withFloatingLegSpread(double sp)

withDiscountingTermStructure

public MakeVanillaSwap withDiscountingTermStructure(YieldTermStructureHandle discountCurve)

withPricingEngine

public MakeVanillaSwap withPricingEngine(PricingEngine engine)

withIndexedCoupons

public MakeVanillaSwap withIndexedCoupons(boolean flag)

withIndexedCoupons

public MakeVanillaSwap withIndexedCoupons()

withAtParCoupons

public MakeVanillaSwap withAtParCoupons(boolean flag)

withAtParCoupons

public MakeVanillaSwap withAtParCoupons()

makeVanillaSwap

public VanillaSwap makeVanillaSwap()