Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class OvernightIndex

java.lang.Object

org.quantlib.Observable

org.quantlib.Index

org.quantlib.InterestRateIndex

org.quantlib.IborIndex

org.quantlib.OvernightIndex

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

Aonia, Corra, Destr, Eonia, Estr, FedFunds, Nzocr, Sofr, Sonia, Swestr

public class OvernightIndex
extends IborIndex
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	OvernightIndex(long cPtr, boolean cMemoryOwn)
	OvernightIndex(String familyName, int settlementDays, Currency currency, Calendar calendar, DayCounter dayCounter)
	OvernightIndex(String familyName, int settlementDays, Currency currency, Calendar calendar, DayCounter dayCounter, YieldTermStructureHandle h)

Method Summary

Modifier and Type	Method	Description
OvernightIndex	clone(YieldTermStructureHandle h)
void	delete()
protected void	finalize()
protected static long	getCPtr(OvernightIndex obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.IborIndex

businessDayConvention, endOfMonth, forwardingTermStructure, getCPtr

Methods inherited from class org.quantlib.InterestRateIndex

currency, dayCounter, familyName, fixingDate, fixingDays, getCPtr, maturityDate, tenor, valueDate

Methods inherited from class org.quantlib.Index

addFixing, addFixing, addFixings, addFixings, clearFixings, fixing, fixing, fixingCalendar, getCPtr, hasHistoricalFixing, isValidFixingDate, name, timeSeries, toString

Methods inherited from class org.quantlib.Observable

getCPtr

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

OvernightIndex

protected OvernightIndex(long cPtr,
                         boolean cMemoryOwn)

OvernightIndex

public OvernightIndex(String familyName,
                      int settlementDays,
                      Currency currency,
                      Calendar calendar,
                      DayCounter dayCounter,
                      YieldTermStructureHandle h)

OvernightIndex

public OvernightIndex(String familyName,
                      int settlementDays,
                      Currency currency,
                      Calendar calendar,
                      DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(OvernightIndex obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class IborIndex

finalize

protected void finalize()

Overrides:

finalize in class IborIndex

delete

public void delete()

Specified by:

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

Overrides:

delete in class IborIndex

clone

public OvernightIndex clone(YieldTermStructureHandle h)

Overrides:

clone in class IborIndex