Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class OvernightIndexFutureRateHelper

java.lang.Object

org.quantlib.Observable

org.quantlib.RateHelper

org.quantlib.OvernightIndexFutureRateHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

SofrFutureRateHelper

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

Constructor Summary

Constructors

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

Method Summary

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

OvernightIndexFutureRateHelper

protected OvernightIndexFutureRateHelper(long cPtr,
                                         boolean cMemoryOwn)

OvernightIndexFutureRateHelper

public OvernightIndexFutureRateHelper(QuoteHandle price,
                                      Date valueDate,
                                      Date maturityDate,
                                      OvernightIndex index,
                                      QuoteHandle convexityAdjustment,
                                      RateAveraging.Type averagingMethod)

OvernightIndexFutureRateHelper

public OvernightIndexFutureRateHelper(QuoteHandle price,
                                      Date valueDate,
                                      Date maturityDate,
                                      OvernightIndex index,
                                      QuoteHandle convexityAdjustment)

OvernightIndexFutureRateHelper

public OvernightIndexFutureRateHelper(QuoteHandle price,
                                      Date valueDate,
                                      Date maturityDate,
                                      OvernightIndex index)

Method Detail

getCPtr

protected static long getCPtr(OvernightIndexFutureRateHelper 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