Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class YearOnYearInflationSwap

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Swap

org.quantlib.YearOnYearInflationSwap

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class YearOnYearInflationSwap
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	YearOnYearInflationSwap(long cPtr, boolean cMemoryOwn)
	YearOnYearInflationSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar)
	YearOnYearInflationSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar, BusinessDayConvention paymentConvention)

Method Summary

Modifier and Type	Method	Description
void	delete()
double	fairRate()
double	fairSpread()
protected void	finalize()
Leg	fixedLeg()
double	fixedLegNPV()
protected static long	getCPtr(YearOnYearInflationSwap obj)
protected void	swigSetCMemOwn(boolean own)
Leg	yoyLeg()
double	yoyLegNPV()

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

YearOnYearInflationSwap

protected YearOnYearInflationSwap(long cPtr,
                                  boolean cMemoryOwn)

YearOnYearInflationSwap

public YearOnYearInflationSwap(Swap.Type type,
                               double nominal,
                               Schedule fixedSchedule,
                               double fixedRate,
                               DayCounter fixedDayCounter,
                               Schedule yoySchedule,
                               YoYInflationIndex index,
                               Period lag,
                               double spread,
                               DayCounter yoyDayCounter,
                               Calendar paymentCalendar,
                               BusinessDayConvention paymentConvention)

YearOnYearInflationSwap

public YearOnYearInflationSwap(Swap.Type type,
                               double nominal,
                               Schedule fixedSchedule,
                               double fixedRate,
                               DayCounter fixedDayCounter,
                               Schedule yoySchedule,
                               YoYInflationIndex index,
                               Period lag,
                               double spread,
                               DayCounter yoyDayCounter,
                               Calendar paymentCalendar)

Method Detail

getCPtr

protected static long getCPtr(YearOnYearInflationSwap 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

fairRate

public double fairRate()

fixedLegNPV

public double fixedLegNPV()

yoyLegNPV

public double yoyLegNPV()

fairSpread

public double fairSpread()

fixedLeg

public Leg fixedLeg()

yoyLeg

public Leg yoyLeg()