Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class VanillaSwap

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Swap

org.quantlib.VanillaSwap

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Nested Class Summary

Nested classes/interfaces inherited from class org.quantlib.Swap

Swap.Type

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	VanillaSwap(long cPtr, boolean cMemoryOwn)
	VanillaSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, double spread, DayCounter floatingDayCount)
	VanillaSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, double spread, DayCounter floatingDayCount, OptionalBool withIndexedCoupons)

Method Summary

Modifier and Type	Method	Description
void	delete()
double	fairRate()
double	fairSpread()
protected void	finalize()
DayCounter	fixedDayCount()
Leg	fixedLeg()
double	fixedLegBPS()
double	fixedLegNPV()
double	fixedRate()
Schedule	fixedSchedule()
DayCounter	floatingDayCount()
Leg	floatingLeg()
double	floatingLegBPS()
double	floatingLegNPV()
Schedule	floatingSchedule()
protected static long	getCPtr(VanillaSwap obj)
double	nominal()
double	spread()
protected void	swigSetCMemOwn(boolean own)
Swap.Type	type()

Methods inherited from class org.quantlib.Swap

endDiscounts, getCPtr, leg, legBPS, legNPV, maturityDate, npvDateDiscount, numberOfLegs, payer, startDate, startDiscounts

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

VanillaSwap

protected VanillaSwap(long cPtr,
                      boolean cMemoryOwn)

VanillaSwap

public VanillaSwap(Swap.Type type,
                   double nominal,
                   Schedule fixedSchedule,
                   double fixedRate,
                   DayCounter fixedDayCount,
                   Schedule floatSchedule,
                   IborIndex index,
                   double spread,
                   DayCounter floatingDayCount,
                   OptionalBool withIndexedCoupons)

VanillaSwap

public VanillaSwap(Swap.Type type,
                   double nominal,
                   Schedule fixedSchedule,
                   double fixedRate,
                   DayCounter fixedDayCount,
                   Schedule floatSchedule,
                   IborIndex index,
                   double spread,
                   DayCounter floatingDayCount)

Method Detail

getCPtr

protected static long getCPtr(VanillaSwap obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class Swap

finalize

protected void finalize()

Overrides:

finalize in class Swap

delete

public void delete()

Specified by:

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

Overrides:

delete in class Swap

type

public Swap.Type type()

fairRate

public double fairRate()

fairSpread

public double fairSpread()

fixedLegBPS

public double fixedLegBPS()

floatingLegBPS

public double floatingLegBPS()

fixedLegNPV

public double fixedLegNPV()

floatingLegNPV

public double floatingLegNPV()

fixedLeg

public Leg fixedLeg()

floatingLeg

public Leg floatingLeg()

nominal

public double nominal()

fixedSchedule

public Schedule fixedSchedule()

floatingSchedule

public Schedule floatingSchedule()

fixedRate

public double fixedRate()

spread

public double spread()

floatingDayCount

public DayCounter floatingDayCount()

fixedDayCount

public DayCounter fixedDayCount()