Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class NonstandardSwap

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Swap

org.quantlib.NonstandardSwap

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class NonstandardSwap
extends Swap
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested classes/interfaces inherited from class org.quantlib.Swap

Swap.Type

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	NonstandardSwap(long cPtr, boolean cMemoryOwn)
	NonstandardSwap(Swap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount)
	NonstandardSwap(Swap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange)
	NonstandardSwap(Swap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange, boolean finalCapitalExchange)
	NonstandardSwap(Swap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange, boolean finalCapitalExchange, BusinessDayConvention paymentConvention)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
DayCounter	fixedDayCount()
Leg	fixedLeg()
DoubleVector	fixedNominal()
DoubleVector	fixedRate()
Schedule	fixedSchedule()
DayCounter	floatingDayCount()
Leg	floatingLeg()
DoubleVector	floatingNominal()
Schedule	floatingSchedule()
double	gearing()
DoubleVector	gearings()
protected static long	getCPtr(NonstandardSwap obj)
IborIndex	iborIndex()
BusinessDayConvention	paymentConvention()
double	spread()
DoubleVector	spreads()
protected void	swigSetCMemOwn(boolean own)
Swap.Type	type()

Methods inherited from class org.quantlib.Swap

endDiscounts, getCPtr, leg, legBPS, legNPV, maturityDate, npvDateDiscount, numberOfLegs, payer, startDate, startDiscounts

Methods inherited from class org.quantlib.Instrument

errorEstimate, getCPtr, isExpired, NPV, setPricingEngine

Methods inherited from class org.quantlib.LazyObject

alwaysForwardNotifications, forwardFirstNotificationOnly, forwardsAllNotifications, freeze, getCPtr, recalculate, unfreeze

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

NonstandardSwap

protected NonstandardSwap(long cPtr,
                          boolean cMemoryOwn)

NonstandardSwap

public NonstandardSwap(Swap.Type type,
                       DoubleVector fixedNominal,
                       DoubleVector floatingNominal,
                       Schedule fixedSchedule,
                       DoubleVector fixedRate,
                       DayCounter fixedDayCount,
                       Schedule floatSchedule,
                       IborIndex index,
                       DoubleVector gearing,
                       DoubleVector spread,
                       DayCounter floatDayCount,
                       boolean intermediateCapitalExchange,
                       boolean finalCapitalExchange,
                       BusinessDayConvention paymentConvention)

NonstandardSwap

public NonstandardSwap(Swap.Type type,
                       DoubleVector fixedNominal,
                       DoubleVector floatingNominal,
                       Schedule fixedSchedule,
                       DoubleVector fixedRate,
                       DayCounter fixedDayCount,
                       Schedule floatSchedule,
                       IborIndex index,
                       DoubleVector gearing,
                       DoubleVector spread,
                       DayCounter floatDayCount,
                       boolean intermediateCapitalExchange,
                       boolean finalCapitalExchange)

NonstandardSwap

public NonstandardSwap(Swap.Type type,
                       DoubleVector fixedNominal,
                       DoubleVector floatingNominal,
                       Schedule fixedSchedule,
                       DoubleVector fixedRate,
                       DayCounter fixedDayCount,
                       Schedule floatSchedule,
                       IborIndex index,
                       DoubleVector gearing,
                       DoubleVector spread,
                       DayCounter floatDayCount,
                       boolean intermediateCapitalExchange)

NonstandardSwap

public NonstandardSwap(Swap.Type type,
                       DoubleVector fixedNominal,
                       DoubleVector floatingNominal,
                       Schedule fixedSchedule,
                       DoubleVector fixedRate,
                       DayCounter fixedDayCount,
                       Schedule floatSchedule,
                       IborIndex index,
                       DoubleVector gearing,
                       DoubleVector spread,
                       DayCounter floatDayCount)

Method Detail

getCPtr

protected static long getCPtr(NonstandardSwap obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Swap

finalize

protected void finalize()

Overrides:

finalize in class Swap

delete

public void delete()

Specified by:

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

Overrides:

delete in class Swap

type

public Swap.Type type()

fixedNominal

public DoubleVector fixedNominal()

floatingNominal

public DoubleVector floatingNominal()

fixedSchedule

public Schedule fixedSchedule()

fixedRate

public DoubleVector fixedRate()

fixedDayCount

public DayCounter fixedDayCount()

floatingSchedule

public Schedule floatingSchedule()

iborIndex

public IborIndex iborIndex()

spread

public double spread()

gearing

public double gearing()

spreads

public DoubleVector spreads()

gearings

public DoubleVector gearings()

floatingDayCount

public DayCounter floatingDayCount()

paymentConvention

public BusinessDayConvention paymentConvention()

fixedLeg

public Leg fixedLeg()

floatingLeg

public Leg floatingLeg()