- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.LazyObject
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- org.quantlib.Instrument
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- org.quantlib.Bond
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- org.quantlib.ZeroCouponBond
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class ZeroCouponBond extends Bond implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedZeroCouponBond(long cPtr, boolean cMemoryOwn)ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate)ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention)ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention, double redemption)ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description voiddelete()protected voidfinalize()protected static longgetCPtr(ZeroCouponBond obj)protected voidswigSetCMemOwn(boolean own)-
Methods inherited from class org.quantlib.Bond
accruedAmount, accruedAmount, calendar, cashflows, cleanPrice, cleanPrice, cleanPrice, dirtyPrice, dirtyPrice, dirtyPrice, getCPtr, issueDate, maturityDate, nextCouponRate, nextCouponRate, notional, notional, notionals, previousCouponRate, previousCouponRate, redemption, redemptions, settlementDate, settlementDate, settlementDays, settlementValue, settlementValue, startDate, yield, yield, yield, yield, yield, yield, yield
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Methods inherited from class org.quantlib.Instrument
errorEstimate, getCPtr, isExpired, NPV, setPricingEngine
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Methods inherited from class org.quantlib.LazyObject
alwaysForwardNotifications, forwardFirstNotificationOnly, forwardsAllNotifications, freeze, getCPtr, recalculate, unfreeze
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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ZeroCouponBond
protected ZeroCouponBond(long cPtr, boolean cMemoryOwn)
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ZeroCouponBond
public ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
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ZeroCouponBond
public ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention, double redemption)
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ZeroCouponBond
public ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention)
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ZeroCouponBond
public ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate)
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Method Detail
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getCPtr
protected static long getCPtr(ZeroCouponBond obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classBond
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