Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class OvernightIborBasisSwapRateHelper

java.lang.Object

org.quantlib.Observable

org.quantlib.RateHelper

org.quantlib.OvernightIborBasisSwapRateHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	OvernightIborBasisSwapRateHelper(long cPtr, boolean cMemoryOwn)
	OvernightIborBasisSwapRateHelper(QuoteHandle basis, Period tenor, long settlementDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, OvernightIndex baseIndex, IborIndex otherIndex)
	OvernightIborBasisSwapRateHelper(QuoteHandle basis, Period tenor, long settlementDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, OvernightIndex baseIndex, IborIndex otherIndex, YieldTermStructureHandle discountHandle)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(OvernightIborBasisSwapRateHelper obj)
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

OvernightIborBasisSwapRateHelper

protected OvernightIborBasisSwapRateHelper(long cPtr,
                                           boolean cMemoryOwn)

OvernightIborBasisSwapRateHelper

public OvernightIborBasisSwapRateHelper(QuoteHandle basis,
                                        Period tenor,
                                        long settlementDays,
                                        Calendar calendar,
                                        BusinessDayConvention convention,
                                        boolean endOfMonth,
                                        OvernightIndex baseIndex,
                                        IborIndex otherIndex,
                                        YieldTermStructureHandle discountHandle)

OvernightIborBasisSwapRateHelper

public OvernightIborBasisSwapRateHelper(QuoteHandle basis,
                                        Period tenor,
                                        long settlementDays,
                                        Calendar calendar,
                                        BusinessDayConvention convention,
                                        boolean endOfMonth,
                                        OvernightIndex baseIndex,
                                        IborIndex otherIndex)

Method Detail

getCPtr

protected static long getCPtr(OvernightIborBasisSwapRateHelper 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