Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class SwapSpreadIndex

java.lang.Object

org.quantlib.Observable

org.quantlib.Index

org.quantlib.InterestRateIndex

org.quantlib.SwapSpreadIndex

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	SwapSpreadIndex(long cPtr, boolean cMemoryOwn)
	SwapSpreadIndex(String familyName, SwapIndex swapIndex1, SwapIndex swapIndex2)
	SwapSpreadIndex(String familyName, SwapIndex swapIndex1, SwapIndex swapIndex2, double gearing1)
	SwapSpreadIndex(String familyName, SwapIndex swapIndex1, SwapIndex swapIndex2, double gearing1, double gearing2)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
double	forecastFixing(Date fixingDate)
double	gearing1()
double	gearing2()
protected static long	getCPtr(SwapSpreadIndex obj)
double	pastFixing(Date fixingDate)
SwapIndex	swapIndex1()
SwapIndex	swapIndex2()
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

SwapSpreadIndex

protected SwapSpreadIndex(long cPtr,
                          boolean cMemoryOwn)

SwapSpreadIndex

public SwapSpreadIndex(String familyName,
                       SwapIndex swapIndex1,
                       SwapIndex swapIndex2,
                       double gearing1,
                       double gearing2)

SwapSpreadIndex

public SwapSpreadIndex(String familyName,
                       SwapIndex swapIndex1,
                       SwapIndex swapIndex2,
                       double gearing1)

SwapSpreadIndex

public SwapSpreadIndex(String familyName,
                       SwapIndex swapIndex1,
                       SwapIndex swapIndex2)

Method Detail

getCPtr

protected static long getCPtr(SwapSpreadIndex 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

forecastFixing

public double forecastFixing(Date fixingDate)

pastFixing

public double pastFixing(Date fixingDate)

swapIndex1

public SwapIndex swapIndex1()

swapIndex2

public SwapIndex swapIndex2()

gearing1

public double gearing1()

gearing2

public double gearing2()