Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class Swap

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Swap

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

ArithmeticAverageOIS, AssetSwap, CPISwap, EquityTotalReturnSwap, FloatFloatSwap, NonstandardSwap, OvernightIndexedSwap, VanillaSwap, YearOnYearInflationSwap, ZeroCouponInflationSwap, ZeroCouponSwap

public class Swap
extends Instrument
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	Swap.Type

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	Swap(long cPtr, boolean cMemoryOwn)
	Swap(Leg firstLeg, Leg secondLeg)
	Swap(LegVector legs, BoolVector payer)

Method Summary

Modifier and Type	Method	Description
void	delete()
double	endDiscounts(long j)
protected void	finalize()
protected static long	getCPtr(Swap obj)
Leg	leg(long i)
double	legBPS(long k)
double	legNPV(long j)
Date	maturityDate()
double	npvDateDiscount()
long	numberOfLegs()
boolean	payer(long j)
Date	startDate()
double	startDiscounts(long j)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.Instrument

errorEstimate, getCPtr, isExpired, NPV, setPricingEngine

Methods inherited from class org.quantlib.LazyObject

alwaysForwardNotifications, forwardFirstNotificationOnly, forwardsAllNotifications, freeze, getCPtr, recalculate, unfreeze

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

Swap

protected Swap(long cPtr,
               boolean cMemoryOwn)

Swap

public Swap(Leg firstLeg,
            Leg secondLeg)

Swap

public Swap(LegVector legs,
            BoolVector payer)

Method Detail

getCPtr

protected static long getCPtr(Swap obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Instrument

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Specified by:

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

Overrides:

delete in class Instrument

numberOfLegs

public long numberOfLegs()

startDate

public Date startDate()

maturityDate

public Date maturityDate()

leg

public Leg leg(long i)

legNPV

public double legNPV(long j)

legBPS

public double legBPS(long k)

startDiscounts

public double startDiscounts(long j)

endDiscounts

public double endDiscounts(long j)

npvDateDiscount

public double npvDateDiscount()

payer

public boolean payer(long j)