Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class OISRateHelper

java.lang.Object

org.quantlib.Observable

org.quantlib.RateHelper

org.quantlib.OISRateHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class OISRateHelper
extends RateHelper
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	OISRateHelper(long cPtr, boolean cMemoryOwn)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, Pillar.Choice pillar)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, Pillar.Choice pillar, Date customPillarDate)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, Pillar.Choice pillar, Date customPillarDate, RateAveraging.Type averagingMethod)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, Pillar.Choice pillar, Date customPillarDate, RateAveraging.Type averagingMethod, OptionalBool endOfMonth)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(OISRateHelper obj)
OvernightIndexedSwap	swap()
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.RateHelper

earliestDate, getCPtr, impliedQuote, latestDate, latestRelevantDate, maturityDate, pillarDate, quote, quoteError

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

OISRateHelper

protected OISRateHelper(long cPtr,
                        boolean cMemoryOwn)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index,
                     YieldTermStructureHandle discountingCurve,
                     boolean telescopicValueDates,
                     long paymentLag,
                     BusinessDayConvention paymentConvention,
                     Frequency paymentFrequency,
                     Calendar paymentCalendar,
                     Period forwardStart,
                     double overnightSpread,
                     Pillar.Choice pillar,
                     Date customPillarDate,
                     RateAveraging.Type averagingMethod,
                     OptionalBool endOfMonth)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index,
                     YieldTermStructureHandle discountingCurve,
                     boolean telescopicValueDates,
                     long paymentLag,
                     BusinessDayConvention paymentConvention,
                     Frequency paymentFrequency,
                     Calendar paymentCalendar,
                     Period forwardStart,
                     double overnightSpread,
                     Pillar.Choice pillar,
                     Date customPillarDate,
                     RateAveraging.Type averagingMethod)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index,
                     YieldTermStructureHandle discountingCurve,
                     boolean telescopicValueDates,
                     long paymentLag,
                     BusinessDayConvention paymentConvention,
                     Frequency paymentFrequency,
                     Calendar paymentCalendar,
                     Period forwardStart,
                     double overnightSpread,
                     Pillar.Choice pillar,
                     Date customPillarDate)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index,
                     YieldTermStructureHandle discountingCurve,
                     boolean telescopicValueDates,
                     long paymentLag,
                     BusinessDayConvention paymentConvention,
                     Frequency paymentFrequency,
                     Calendar paymentCalendar,
                     Period forwardStart,
                     double overnightSpread,
                     Pillar.Choice pillar)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index,
                     YieldTermStructureHandle discountingCurve,
                     boolean telescopicValueDates,
                     long paymentLag,
                     BusinessDayConvention paymentConvention,
                     Frequency paymentFrequency,
                     Calendar paymentCalendar,
                     Period forwardStart,
                     double overnightSpread)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index,
                     YieldTermStructureHandle discountingCurve,
                     boolean telescopicValueDates,
                     long paymentLag,
                     BusinessDayConvention paymentConvention,
                     Frequency paymentFrequency,
                     Calendar paymentCalendar,
                     Period forwardStart)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index,
                     YieldTermStructureHandle discountingCurve,
                     boolean telescopicValueDates,
                     long paymentLag,
                     BusinessDayConvention paymentConvention,
                     Frequency paymentFrequency,
                     Calendar paymentCalendar)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index,
                     YieldTermStructureHandle discountingCurve,
                     boolean telescopicValueDates,
                     long paymentLag,
                     BusinessDayConvention paymentConvention,
                     Frequency paymentFrequency)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index,
                     YieldTermStructureHandle discountingCurve,
                     boolean telescopicValueDates,
                     long paymentLag,
                     BusinessDayConvention paymentConvention)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index,
                     YieldTermStructureHandle discountingCurve,
                     boolean telescopicValueDates,
                     long paymentLag)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index,
                     YieldTermStructureHandle discountingCurve,
                     boolean telescopicValueDates)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index,
                     YieldTermStructureHandle discountingCurve)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index)

Method Detail

getCPtr

protected static long getCPtr(OISRateHelper obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class RateHelper

finalize

protected void finalize()

Overrides:

finalize in class RateHelper

delete

public void delete()

Specified by:

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

Overrides:

delete in class RateHelper

swap

public OvernightIndexedSwap swap()