Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class OvernightIndexedSwapIndex

java.lang.Object

org.quantlib.Observable

org.quantlib.Index

org.quantlib.InterestRateIndex

org.quantlib.SwapIndex

org.quantlib.OvernightIndexedSwapIndex

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class OvernightIndexedSwapIndex
extends SwapIndex
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	OvernightIndexedSwapIndex(long cPtr, boolean cMemoryOwn)
	OvernightIndexedSwapIndex(String familyName, Period tenor, long settlementDays, Currency currency, OvernightIndex overnightIndex)
	OvernightIndexedSwapIndex(String familyName, Period tenor, long settlementDays, Currency currency, OvernightIndex overnightIndex, boolean telescopicValueDates)
	OvernightIndexedSwapIndex(String familyName, Period tenor, long settlementDays, Currency currency, OvernightIndex overnightIndex, boolean telescopicValueDates, RateAveraging.Type averagingMethod)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(OvernightIndexedSwapIndex obj)
OvernightIndex	overnightIndex()
protected void	swigSetCMemOwn(boolean own)
OvernightIndexedSwap	underlyingSwap(Date fixingDate)

Methods inherited from class org.quantlib.SwapIndex

clone, clone, clone, discountingTermStructure, fixedLegConvention, fixedLegTenor, forwardingTermStructure, getCPtr, iborIndex

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

OvernightIndexedSwapIndex

protected OvernightIndexedSwapIndex(long cPtr,
                                    boolean cMemoryOwn)

OvernightIndexedSwapIndex

public OvernightIndexedSwapIndex(String familyName,
                                 Period tenor,
                                 long settlementDays,
                                 Currency currency,
                                 OvernightIndex overnightIndex,
                                 boolean telescopicValueDates,
                                 RateAveraging.Type averagingMethod)

OvernightIndexedSwapIndex

public OvernightIndexedSwapIndex(String familyName,
                                 Period tenor,
                                 long settlementDays,
                                 Currency currency,
                                 OvernightIndex overnightIndex,
                                 boolean telescopicValueDates)

OvernightIndexedSwapIndex

public OvernightIndexedSwapIndex(String familyName,
                                 Period tenor,
                                 long settlementDays,
                                 Currency currency,
                                 OvernightIndex overnightIndex)

Method Detail

getCPtr

protected static long getCPtr(OvernightIndexedSwapIndex obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class SwapIndex

finalize

protected void finalize()

Overrides:

finalize in class SwapIndex

delete

public void delete()

Specified by:

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

Overrides:

delete in class SwapIndex

overnightIndex

public OvernightIndex overnightIndex()

underlyingSwap

public OvernightIndexedSwap underlyingSwap(Date fixingDate)