Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class OvernightIndexedCoupon

java.lang.Object

org.quantlib.Observable

org.quantlib.CashFlow

org.quantlib.Coupon

org.quantlib.FloatingRateCoupon

org.quantlib.OvernightIndexedCoupon

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class OvernightIndexedCoupon
extends FloatingRateCoupon
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	OvernightIndexedCoupon(long cPtr, boolean cMemoryOwn)
	OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex)
	OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing)
	OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing, double spread)
	OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing, double spread, Date refPeriodStart)
	OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
	OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
	OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean telescopicValueDates)
	OvernightIndexedCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, OvernightIndex overnightIndex, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean telescopicValueDates, RateAveraging.Type averagingMethod)

Method Summary

Modifier and Type	Method	Description
void	delete()
DoubleVector	dt()
protected void	finalize()
DateVector	fixingDates()
protected static long	getCPtr(OvernightIndexedCoupon obj)
DoubleVector	indexFixings()
protected void	swigSetCMemOwn(boolean own)
DateVector	valueDates()

Methods inherited from class org.quantlib.FloatingRateCoupon

adjustedFixing, convexityAdjustment, fixingDate, fixingDays, gearing, getCPtr, index, indexFixing, isInArrears, price, setPricer, spread

Methods inherited from class org.quantlib.Coupon

accrualDays, accrualEndDate, accrualPeriod, accrualStartDate, accruedAmount, dayCounter, exCouponDate, getCPtr, nominal, rate, referencePeriodEnd, referencePeriodStart

Methods inherited from class org.quantlib.CashFlow

amount, date, getCPtr, hasOccurred, hasOccurred

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

OvernightIndexedCoupon

protected OvernightIndexedCoupon(long cPtr,
                                 boolean cMemoryOwn)

OvernightIndexedCoupon

public OvernightIndexedCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              OvernightIndex overnightIndex,
                              double gearing,
                              double spread,
                              Date refPeriodStart,
                              Date refPeriodEnd,
                              DayCounter dayCounter,
                              boolean telescopicValueDates,
                              RateAveraging.Type averagingMethod)

OvernightIndexedCoupon

public OvernightIndexedCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              OvernightIndex overnightIndex,
                              double gearing,
                              double spread,
                              Date refPeriodStart,
                              Date refPeriodEnd,
                              DayCounter dayCounter,
                              boolean telescopicValueDates)

OvernightIndexedCoupon

public OvernightIndexedCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              OvernightIndex overnightIndex,
                              double gearing,
                              double spread,
                              Date refPeriodStart,
                              Date refPeriodEnd,
                              DayCounter dayCounter)

OvernightIndexedCoupon

public OvernightIndexedCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              OvernightIndex overnightIndex,
                              double gearing,
                              double spread,
                              Date refPeriodStart,
                              Date refPeriodEnd)

OvernightIndexedCoupon

public OvernightIndexedCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              OvernightIndex overnightIndex,
                              double gearing,
                              double spread,
                              Date refPeriodStart)

OvernightIndexedCoupon

public OvernightIndexedCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              OvernightIndex overnightIndex,
                              double gearing,
                              double spread)

OvernightIndexedCoupon

public OvernightIndexedCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              OvernightIndex overnightIndex,
                              double gearing)

OvernightIndexedCoupon

public OvernightIndexedCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              OvernightIndex overnightIndex)

Method Detail

getCPtr

protected static long getCPtr(OvernightIndexedCoupon obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class FloatingRateCoupon

finalize

protected void finalize()

Overrides:

finalize in class FloatingRateCoupon

delete

public void delete()

Specified by:

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

Overrides:

delete in class FloatingRateCoupon

fixingDates

public DateVector fixingDates()

dt

public DoubleVector dt()

indexFixings

public DoubleVector indexFixings()

valueDates

public DateVector valueDates()