Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class SofrFutureRateHelper

java.lang.Object

org.quantlib.Observable

org.quantlib.RateHelper

org.quantlib.OvernightIndexFutureRateHelper

org.quantlib.SofrFutureRateHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
	SofrFutureRateHelper(double price, Month referenceMonth, int referenceYear, Frequency referenceFreq)
	SofrFutureRateHelper(double price, Month referenceMonth, int referenceYear, Frequency referenceFreq, double convexityAdjustment)
protected	SofrFutureRateHelper(long cPtr, boolean cMemoryOwn)
	SofrFutureRateHelper(QuoteHandle price, Month referenceMonth, int referenceYear, Frequency referenceFreq)
	SofrFutureRateHelper(QuoteHandle price, Month referenceMonth, int referenceYear, Frequency referenceFreq, QuoteHandle convexityAdjustment)

Method Summary

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

Methods inherited from class org.quantlib.OvernightIndexFutureRateHelper

getCPtr

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

SofrFutureRateHelper

protected SofrFutureRateHelper(long cPtr,
                               boolean cMemoryOwn)

SofrFutureRateHelper

public SofrFutureRateHelper(QuoteHandle price,
                            Month referenceMonth,
                            int referenceYear,
                            Frequency referenceFreq,
                            QuoteHandle convexityAdjustment)

SofrFutureRateHelper

public SofrFutureRateHelper(QuoteHandle price,
                            Month referenceMonth,
                            int referenceYear,
                            Frequency referenceFreq)

SofrFutureRateHelper

public SofrFutureRateHelper(double price,
                            Month referenceMonth,
                            int referenceYear,
                            Frequency referenceFreq,
                            double convexityAdjustment)

SofrFutureRateHelper

public SofrFutureRateHelper(double price,
                            Month referenceMonth,
                            int referenceYear,
                            Frequency referenceFreq)

Method Detail

getCPtr

protected static long getCPtr(SofrFutureRateHelper obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class OvernightIndexFutureRateHelper

finalize

protected void finalize()

Overrides:

finalize in class OvernightIndexFutureRateHelper

delete

public void delete()

Specified by:

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

Overrides:

delete in class OvernightIndexFutureRateHelper