Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ZeroCouponInflationSwap

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Swap

org.quantlib.ZeroCouponInflationSwap

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class ZeroCouponInflationSwap
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	ZeroCouponInflationSwap(long cPtr, boolean cMemoryOwn)
	ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation)
	ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates)
	ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates, Calendar infCalendar)
	ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates, Calendar infCalendar, BusinessDayConvention infConvention)

Method Summary

Modifier and Type	Method	Description
void	delete()
double	fairRate()
protected void	finalize()
Leg	fixedLeg()
double	fixedLegNPV()
protected static long	getCPtr(ZeroCouponInflationSwap obj)
Leg	inflationLeg()
double	inflationLegNPV()
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

ZeroCouponInflationSwap

protected ZeroCouponInflationSwap(long cPtr,
                                  boolean cMemoryOwn)

ZeroCouponInflationSwap

public ZeroCouponInflationSwap(Swap.Type type,
                               double nominal,
                               Date start,
                               Date maturity,
                               Calendar calendar,
                               BusinessDayConvention convention,
                               DayCounter dayCounter,
                               double fixedRate,
                               ZeroInflationIndex index,
                               Period lag,
                               CPI.InterpolationType observationInterpolation,
                               boolean adjustInfObsDates,
                               Calendar infCalendar,
                               BusinessDayConvention infConvention)

ZeroCouponInflationSwap

public ZeroCouponInflationSwap(Swap.Type type,
                               double nominal,
                               Date start,
                               Date maturity,
                               Calendar calendar,
                               BusinessDayConvention convention,
                               DayCounter dayCounter,
                               double fixedRate,
                               ZeroInflationIndex index,
                               Period lag,
                               CPI.InterpolationType observationInterpolation,
                               boolean adjustInfObsDates,
                               Calendar infCalendar)

ZeroCouponInflationSwap

public ZeroCouponInflationSwap(Swap.Type type,
                               double nominal,
                               Date start,
                               Date maturity,
                               Calendar calendar,
                               BusinessDayConvention convention,
                               DayCounter dayCounter,
                               double fixedRate,
                               ZeroInflationIndex index,
                               Period lag,
                               CPI.InterpolationType observationInterpolation,
                               boolean adjustInfObsDates)

ZeroCouponInflationSwap

public ZeroCouponInflationSwap(Swap.Type type,
                               double nominal,
                               Date start,
                               Date maturity,
                               Calendar calendar,
                               BusinessDayConvention convention,
                               DayCounter dayCounter,
                               double fixedRate,
                               ZeroInflationIndex index,
                               Period lag,
                               CPI.InterpolationType observationInterpolation)

Method Detail

getCPtr

protected static long getCPtr(ZeroCouponInflationSwap 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()

inflationLegNPV

public double inflationLegNPV()

fixedLeg

public Leg fixedLeg()

inflationLeg

public Leg inflationLeg()

type

public Swap.Type type()