Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class SwapRateHelper

java.lang.Object

org.quantlib.Observable

org.quantlib.RateHelper

org.quantlib.SwapRateHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class SwapRateHelper
extends RateHelper
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index)
	SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread)
	SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart)
	SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve)
	SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays)
	SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar)
	SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate)
	SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth)
	SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)
	SwapRateHelper(double rate, SwapIndex index)
	SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread)
	SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart)
	SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve)
	SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar)
	SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate)
	SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth)
	SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)
protected	SwapRateHelper(long cPtr, boolean cMemoryOwn)
	SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index)
	SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread)
	SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart)
	SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve)
	SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays)
	SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar)
	SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate)
	SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth)
	SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)
	SwapRateHelper(QuoteHandle rate, SwapIndex index)
	SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread)
	SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart)
	SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve)
	SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar)
	SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate)
	SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth)
	SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(SwapRateHelper obj)
double	spread()
VanillaSwap	swap()
protected void	swigSetCMemOwn(boolean own)

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

SwapRateHelper

protected SwapRateHelper(long cPtr,
                         boolean cMemoryOwn)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      long settlementDays,
                      Pillar.Choice pillar,
                      Date customPillarDate,
                      boolean endOfMonth,
                      OptionalBool withIndexedCoupons)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      long settlementDays,
                      Pillar.Choice pillar,
                      Date customPillarDate,
                      boolean endOfMonth)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      long settlementDays,
                      Pillar.Choice pillar,
                      Date customPillarDate)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      long settlementDays,
                      Pillar.Choice pillar)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      long settlementDays)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread,
                      Period fwdStart)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index)

SwapRateHelper

public SwapRateHelper(double rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      long settlementDays,
                      Pillar.Choice pillar,
                      Date customPillarDate,
                      boolean endOfMonth,
                      OptionalBool withIndexedCoupons)

SwapRateHelper

public SwapRateHelper(double rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      long settlementDays,
                      Pillar.Choice pillar,
                      Date customPillarDate,
                      boolean endOfMonth)

SwapRateHelper

public SwapRateHelper(double rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      long settlementDays,
                      Pillar.Choice pillar,
                      Date customPillarDate)

SwapRateHelper

public SwapRateHelper(double rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      long settlementDays,
                      Pillar.Choice pillar)

SwapRateHelper

public SwapRateHelper(double rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      long settlementDays)

SwapRateHelper

public SwapRateHelper(double rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve)

SwapRateHelper

public SwapRateHelper(double rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread,
                      Period fwdStart)

SwapRateHelper

public SwapRateHelper(double rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index,
                      QuoteHandle spread)

SwapRateHelper

public SwapRateHelper(double rate,
                      Period tenor,
                      Calendar calendar,
                      Frequency fixedFrequency,
                      BusinessDayConvention fixedConvention,
                      DayCounter fixedDayCount,
                      IborIndex index)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      SwapIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      Pillar.Choice pillar,
                      Date customPillarDate,
                      boolean endOfMonth,
                      OptionalBool withIndexedCoupons)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      SwapIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      Pillar.Choice pillar,
                      Date customPillarDate,
                      boolean endOfMonth)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      SwapIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      Pillar.Choice pillar,
                      Date customPillarDate)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      SwapIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      Pillar.Choice pillar)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      SwapIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      SwapIndex index,
                      QuoteHandle spread,
                      Period fwdStart)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      SwapIndex index,
                      QuoteHandle spread)

SwapRateHelper

public SwapRateHelper(QuoteHandle rate,
                      SwapIndex index)

SwapRateHelper

public SwapRateHelper(double rate,
                      SwapIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      Pillar.Choice pillar,
                      Date customPillarDate,
                      boolean endOfMonth,
                      OptionalBool withIndexedCoupons)

SwapRateHelper

public SwapRateHelper(double rate,
                      SwapIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      Pillar.Choice pillar,
                      Date customPillarDate,
                      boolean endOfMonth)

SwapRateHelper

public SwapRateHelper(double rate,
                      SwapIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      Pillar.Choice pillar,
                      Date customPillarDate)

SwapRateHelper

public SwapRateHelper(double rate,
                      SwapIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve,
                      Pillar.Choice pillar)

SwapRateHelper

public SwapRateHelper(double rate,
                      SwapIndex index,
                      QuoteHandle spread,
                      Period fwdStart,
                      YieldTermStructureHandle discountingCurve)

SwapRateHelper

public SwapRateHelper(double rate,
                      SwapIndex index,
                      QuoteHandle spread,
                      Period fwdStart)

SwapRateHelper

public SwapRateHelper(double rate,
                      SwapIndex index,
                      QuoteHandle spread)

SwapRateHelper

public SwapRateHelper(double rate,
                      SwapIndex index)

Method Detail

getCPtr

protected static long getCPtr(SwapRateHelper obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class RateHelper

finalize

protected void finalize()

Overrides:

finalize in class RateHelper

delete

public void delete()

Specified by:

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

Overrides:

delete in class RateHelper

spread

public double spread()

swap

public VanillaSwap swap()