Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class SubPeriodsCoupon

java.lang.Object

org.quantlib.Observable

org.quantlib.CashFlow

org.quantlib.Coupon

org.quantlib.FloatingRateCoupon

org.quantlib.SubPeriodsCoupon

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	SubPeriodsCoupon(long cPtr, boolean cMemoryOwn)
	SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index)
	SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing)
	SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread)
	SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread)
	SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread, Date refPeriodStart)
	SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread, Date refPeriodStart, Date refPeriodEnd)
	SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
	SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, Date exCouponDate)

Method Summary

Modifier and Type	Method	Description
void	delete()
DoubleVector	dt()
protected void	finalize()
DateVector	fixingDates()
protected static long	getCPtr(SubPeriodsCoupon obj)
double	rateSpread()
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

SubPeriodsCoupon

protected SubPeriodsCoupon(long cPtr,
                           boolean cMemoryOwn)

SubPeriodsCoupon

public SubPeriodsCoupon(Date paymentDate,
                        double nominal,
                        Date startDate,
                        Date endDate,
                        long fixingDays,
                        IborIndex index,
                        double gearing,
                        double couponSpread,
                        double rateSpread,
                        Date refPeriodStart,
                        Date refPeriodEnd,
                        DayCounter dayCounter,
                        Date exCouponDate)

SubPeriodsCoupon

public SubPeriodsCoupon(Date paymentDate,
                        double nominal,
                        Date startDate,
                        Date endDate,
                        long fixingDays,
                        IborIndex index,
                        double gearing,
                        double couponSpread,
                        double rateSpread,
                        Date refPeriodStart,
                        Date refPeriodEnd,
                        DayCounter dayCounter)

SubPeriodsCoupon

public SubPeriodsCoupon(Date paymentDate,
                        double nominal,
                        Date startDate,
                        Date endDate,
                        long fixingDays,
                        IborIndex index,
                        double gearing,
                        double couponSpread,
                        double rateSpread,
                        Date refPeriodStart,
                        Date refPeriodEnd)

SubPeriodsCoupon

public SubPeriodsCoupon(Date paymentDate,
                        double nominal,
                        Date startDate,
                        Date endDate,
                        long fixingDays,
                        IborIndex index,
                        double gearing,
                        double couponSpread,
                        double rateSpread,
                        Date refPeriodStart)

SubPeriodsCoupon

public SubPeriodsCoupon(Date paymentDate,
                        double nominal,
                        Date startDate,
                        Date endDate,
                        long fixingDays,
                        IborIndex index,
                        double gearing,
                        double couponSpread,
                        double rateSpread)

SubPeriodsCoupon

public SubPeriodsCoupon(Date paymentDate,
                        double nominal,
                        Date startDate,
                        Date endDate,
                        long fixingDays,
                        IborIndex index,
                        double gearing,
                        double couponSpread)

SubPeriodsCoupon

public SubPeriodsCoupon(Date paymentDate,
                        double nominal,
                        Date startDate,
                        Date endDate,
                        long fixingDays,
                        IborIndex index,
                        double gearing)

SubPeriodsCoupon

public SubPeriodsCoupon(Date paymentDate,
                        double nominal,
                        Date startDate,
                        Date endDate,
                        long fixingDays,
                        IborIndex index)

Method Detail

getCPtr

protected static long getCPtr(SubPeriodsCoupon 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()

valueDates

public DateVector valueDates()

rateSpread

public double rateSpread()