Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ZeroInflationCashFlow

java.lang.Object

org.quantlib.Observable

org.quantlib.CashFlow

org.quantlib.ZeroInflationCashFlow

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class ZeroInflationCashFlow
extends CashFlow
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	ZeroInflationCashFlow(double notional, ZeroInflationIndex index, CPI.InterpolationType observationInterpolation, Date startDate, Date endDate, Period observationLag, Date paymentDate)
	ZeroInflationCashFlow(double notional, ZeroInflationIndex index, CPI.InterpolationType observationInterpolation, Date startDate, Date endDate, Period observationLag, Date paymentDate, boolean growthOnly)
protected	ZeroInflationCashFlow(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
Date	baseDate()
void	delete()
protected void	finalize()
Date	fixingDate()
protected static long	getCPtr(ZeroInflationCashFlow obj)
boolean	growthOnly()
double	notional()
CPI.InterpolationType	observationInterpolation()
protected void	swigSetCMemOwn(boolean own)
ZeroInflationIndex	zeroInflationIndex()

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

ZeroInflationCashFlow

protected ZeroInflationCashFlow(long cPtr,
                                boolean cMemoryOwn)

ZeroInflationCashFlow

public ZeroInflationCashFlow(double notional,
                             ZeroInflationIndex index,
                             CPI.InterpolationType observationInterpolation,
                             Date startDate,
                             Date endDate,
                             Period observationLag,
                             Date paymentDate,
                             boolean growthOnly)

ZeroInflationCashFlow

public ZeroInflationCashFlow(double notional,
                             ZeroInflationIndex index,
                             CPI.InterpolationType observationInterpolation,
                             Date startDate,
                             Date endDate,
                             Period observationLag,
                             Date paymentDate)

Method Detail

getCPtr

protected static long getCPtr(ZeroInflationCashFlow obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class CashFlow

finalize

protected void finalize()

Overrides:

finalize in class CashFlow

delete

public void delete()

Specified by:

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

Overrides:

delete in class CashFlow

notional

public double notional()

baseDate

public Date baseDate()

fixingDate

public Date fixingDate()

growthOnly

public boolean growthOnly()

observationInterpolation

public CPI.InterpolationType observationInterpolation()

zeroInflationIndex

public ZeroInflationIndex zeroInflationIndex()