Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class YoYInflationCoupon

java.lang.Object

org.quantlib.Observable

org.quantlib.CashFlow

org.quantlib.Coupon

org.quantlib.InflationCoupon

org.quantlib.YoYInflationCoupon

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

CappedFlooredYoYInflationCoupon

public class YoYInflationCoupon
extends InflationCoupon
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	YoYInflationCoupon(long cPtr, boolean cMemoryOwn)
	YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter)
	YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing)
	YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread)
	YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, Date refPeriodStart)
	YoYInflationCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, YoYInflationIndex index, Period observationLag, DayCounter dayCounter, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)

Method Summary

Modifier and Type	Method	Description
double	adjustedFixing()
void	delete()
protected void	finalize()
double	gearing()
protected static long	getCPtr(YoYInflationCoupon obj)
double	spread()
protected void	swigSetCMemOwn(boolean own)
YoYInflationIndex	yoyIndex()

Methods inherited from class org.quantlib.InflationCoupon

fixingDate, fixingDays, getCPtr, index, indexFixing, observationLag

Methods inherited from class org.quantlib.Coupon

accrualDays, accrualEndDate, accrualPeriod, accrualStartDate, accruedAmount, dayCounter, exCouponDate, getCPtr, nominal, rate, referencePeriodEnd, referencePeriodStart

Methods inherited from class org.quantlib.CashFlow

amount, date, getCPtr, hasOccurred, hasOccurred

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

YoYInflationCoupon

protected YoYInflationCoupon(long cPtr,
                             boolean cMemoryOwn)

YoYInflationCoupon

public YoYInflationCoupon(Date paymentDate,
                          double nominal,
                          Date startDate,
                          Date endDate,
                          long fixingDays,
                          YoYInflationIndex index,
                          Period observationLag,
                          DayCounter dayCounter,
                          double gearing,
                          double spread,
                          Date refPeriodStart,
                          Date refPeriodEnd)

YoYInflationCoupon

public YoYInflationCoupon(Date paymentDate,
                          double nominal,
                          Date startDate,
                          Date endDate,
                          long fixingDays,
                          YoYInflationIndex index,
                          Period observationLag,
                          DayCounter dayCounter,
                          double gearing,
                          double spread,
                          Date refPeriodStart)

YoYInflationCoupon

public YoYInflationCoupon(Date paymentDate,
                          double nominal,
                          Date startDate,
                          Date endDate,
                          long fixingDays,
                          YoYInflationIndex index,
                          Period observationLag,
                          DayCounter dayCounter,
                          double gearing,
                          double spread)

YoYInflationCoupon

public YoYInflationCoupon(Date paymentDate,
                          double nominal,
                          Date startDate,
                          Date endDate,
                          long fixingDays,
                          YoYInflationIndex index,
                          Period observationLag,
                          DayCounter dayCounter,
                          double gearing)

YoYInflationCoupon

public YoYInflationCoupon(Date paymentDate,
                          double nominal,
                          Date startDate,
                          Date endDate,
                          long fixingDays,
                          YoYInflationIndex index,
                          Period observationLag,
                          DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(YoYInflationCoupon obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class InflationCoupon

finalize

protected void finalize()

Overrides:

finalize in class InflationCoupon

delete

public void delete()

Specified by:

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

Overrides:

delete in class InflationCoupon

gearing

public double gearing()

spread

public double spread()

adjustedFixing

public double adjustedFixing()

yoyIndex

public YoYInflationIndex yoyIndex()