Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ZeroCouponSwap

java.lang.Object

org.quantlib.Observable

org.quantlib.LazyObject

org.quantlib.Instrument

org.quantlib.Swap

org.quantlib.ZeroCouponSwap

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class ZeroCouponSwap
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	ZeroCouponSwap(long cPtr, boolean cMemoryOwn)
	ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedRate, DayCounter fixedDayCounter, IborIndex iborIndex, Calendar paymentCalendar)
	ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedRate, DayCounter fixedDayCounter, IborIndex iborIndex, Calendar paymentCalendar, BusinessDayConvention paymentConvention)
	ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedRate, DayCounter fixedDayCounter, IborIndex iborIndex, Calendar paymentCalendar, BusinessDayConvention paymentConvention, long paymentDelay)
	ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedPayment, IborIndex iborIndex, Calendar paymentCalendar)
	ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedPayment, IborIndex iborIndex, Calendar paymentCalendar, BusinessDayConvention paymentConvention)
	ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedPayment, IborIndex iborIndex, Calendar paymentCalendar, BusinessDayConvention paymentConvention, long paymentDelay)

Method Summary

Modifier and Type	Method	Description
double	baseNominal()
void	delete()
double	fairFixedPayment()
double	fairFixedRate(DayCounter dayCounter)
protected void	finalize()
Leg	fixedLeg()
double	fixedLegNPV()
double	fixedPayment()
Leg	floatingLeg()
double	floatingLegNPV()
protected static long	getCPtr(ZeroCouponSwap obj)
IborIndex	iborIndex()
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

ZeroCouponSwap

protected ZeroCouponSwap(long cPtr,
                         boolean cMemoryOwn)

ZeroCouponSwap

public ZeroCouponSwap(Swap.Type type,
                      double baseNominal,
                      Date startDate,
                      Date maturityDate,
                      double fixedPayment,
                      IborIndex iborIndex,
                      Calendar paymentCalendar,
                      BusinessDayConvention paymentConvention,
                      long paymentDelay)

ZeroCouponSwap

public ZeroCouponSwap(Swap.Type type,
                      double baseNominal,
                      Date startDate,
                      Date maturityDate,
                      double fixedPayment,
                      IborIndex iborIndex,
                      Calendar paymentCalendar,
                      BusinessDayConvention paymentConvention)

ZeroCouponSwap

public ZeroCouponSwap(Swap.Type type,
                      double baseNominal,
                      Date startDate,
                      Date maturityDate,
                      double fixedPayment,
                      IborIndex iborIndex,
                      Calendar paymentCalendar)

ZeroCouponSwap

public ZeroCouponSwap(Swap.Type type,
                      double baseNominal,
                      Date startDate,
                      Date maturityDate,
                      double fixedRate,
                      DayCounter fixedDayCounter,
                      IborIndex iborIndex,
                      Calendar paymentCalendar,
                      BusinessDayConvention paymentConvention,
                      long paymentDelay)

ZeroCouponSwap

public ZeroCouponSwap(Swap.Type type,
                      double baseNominal,
                      Date startDate,
                      Date maturityDate,
                      double fixedRate,
                      DayCounter fixedDayCounter,
                      IborIndex iborIndex,
                      Calendar paymentCalendar,
                      BusinessDayConvention paymentConvention)

ZeroCouponSwap

public ZeroCouponSwap(Swap.Type type,
                      double baseNominal,
                      Date startDate,
                      Date maturityDate,
                      double fixedRate,
                      DayCounter fixedDayCounter,
                      IborIndex iborIndex,
                      Calendar paymentCalendar)

Method Detail

getCPtr

protected static long getCPtr(ZeroCouponSwap 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()

baseNominal

public double baseNominal()

iborIndex

public IborIndex iborIndex()

fixedLeg

public Leg fixedLeg()

floatingLeg

public Leg floatingLeg()

fixedPayment

public double fixedPayment()

fixedLegNPV

public double fixedLegNPV()

floatingLegNPV

public double floatingLegNPV()

fairFixedPayment

public double fairFixedPayment()

fairFixedRate

public double fairFixedRate(DayCounter dayCounter)