Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class OvernightIndexFuture

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.OvernightIndexFuture

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class OvernightIndexFuture
extends Instrument
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	OvernightIndexFuture(long cPtr, boolean cMemoryOwn)
	OvernightIndexFuture(OvernightIndex overnightIndex, Date valueDate, Date maturityDate)
	OvernightIndexFuture(OvernightIndex overnightIndex, Date valueDate, Date maturityDate, QuoteHandle convexityAdjustment)
	OvernightIndexFuture(OvernightIndex overnightIndex, Date valueDate, Date maturityDate, QuoteHandle convexityAdjustment, RateAveraging.Type averagingMethod)

Method Summary

Modifier and Type	Method	Description
double	convexityAdjustment()
void	delete()
protected void	finalize()
protected static long	getCPtr(OvernightIndexFuture obj)
protected void	swigSetCMemOwn(boolean own)

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

OvernightIndexFuture

protected OvernightIndexFuture(long cPtr,
                               boolean cMemoryOwn)

OvernightIndexFuture

public OvernightIndexFuture(OvernightIndex overnightIndex,
                            Date valueDate,
                            Date maturityDate,
                            QuoteHandle convexityAdjustment,
                            RateAveraging.Type averagingMethod)

OvernightIndexFuture

public OvernightIndexFuture(OvernightIndex overnightIndex,
                            Date valueDate,
                            Date maturityDate,
                            QuoteHandle convexityAdjustment)

OvernightIndexFuture

public OvernightIndexFuture(OvernightIndex overnightIndex,
                            Date valueDate,
                            Date maturityDate)

Method Detail

getCPtr

protected static long getCPtr(OvernightIndexFuture obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Instrument

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Specified by:

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

Overrides:

delete in class Instrument

convexityAdjustment

public double convexityAdjustment()