Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class SwapIndex

java.lang.Object

org.quantlib.Observable

org.quantlib.Index

org.quantlib.InterestRateIndex

org.quantlib.SwapIndex

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

ChfLiborSwapIsdaFix, EuriborSwapIfrFix, EuriborSwapIsdaFixA, EuriborSwapIsdaFixB, EurLiborSwapIfrFix, EurLiborSwapIsdaFixA, EurLiborSwapIsdaFixB, GbpLiborSwapIsdaFix, JpyLiborSwapIsdaFixAm, JpyLiborSwapIsdaFixPm, OvernightIndexedSwapIndex, UsdLiborSwapIsdaFixAm, UsdLiborSwapIsdaFixPm

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	SwapIndex(long cPtr, boolean cMemoryOwn)
	SwapIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, Period fixedLegTenor, BusinessDayConvention fixedLegConvention, DayCounter fixedLegDayCounter, IborIndex iborIndex)
	SwapIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, Period fixedLegTenor, BusinessDayConvention fixedLegConvention, DayCounter fixedLegDayCounter, IborIndex iborIndex, YieldTermStructureHandle discountCurve)

Method Summary

Modifier and Type	Method	Description
SwapIndex	clone(Period tenor)
SwapIndex	clone(YieldTermStructureHandle h)
SwapIndex	clone(YieldTermStructureHandle forwarding, YieldTermStructureHandle discounting)
void	delete()
YieldTermStructureHandle	discountingTermStructure()
protected void	finalize()
BusinessDayConvention	fixedLegConvention()
Period	fixedLegTenor()
YieldTermStructureHandle	forwardingTermStructure()
protected static long	getCPtr(SwapIndex obj)
IborIndex	iborIndex()
protected void	swigSetCMemOwn(boolean own)

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

SwapIndex

protected SwapIndex(long cPtr,
                    boolean cMemoryOwn)

SwapIndex

public SwapIndex(String familyName,
                 Period tenor,
                 int settlementDays,
                 Currency currency,
                 Calendar calendar,
                 Period fixedLegTenor,
                 BusinessDayConvention fixedLegConvention,
                 DayCounter fixedLegDayCounter,
                 IborIndex iborIndex)

SwapIndex

public SwapIndex(String familyName,
                 Period tenor,
                 int settlementDays,
                 Currency currency,
                 Calendar calendar,
                 Period fixedLegTenor,
                 BusinessDayConvention fixedLegConvention,
                 DayCounter fixedLegDayCounter,
                 IborIndex iborIndex,
                 YieldTermStructureHandle discountCurve)

Method Detail

getCPtr

protected static long getCPtr(SwapIndex obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class InterestRateIndex

finalize

protected void finalize()

Overrides:

finalize in class InterestRateIndex

delete

public void delete()

Specified by:

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

Overrides:

delete in class InterestRateIndex

fixedLegTenor

public Period fixedLegTenor()

fixedLegConvention

public BusinessDayConvention fixedLegConvention()

iborIndex

public IborIndex iborIndex()

forwardingTermStructure

public YieldTermStructureHandle forwardingTermStructure()

discountingTermStructure

public YieldTermStructureHandle discountingTermStructure()

clone

public SwapIndex clone(YieldTermStructureHandle h)

clone

public SwapIndex clone(YieldTermStructureHandle forwarding,
                       YieldTermStructureHandle discounting)

clone

public SwapIndex clone(Period tenor)