Uses of Class
org.quantlib.EquityIndex

Uses of EquityIndex in org.quantlib

Methods in org.quantlib that return EquityIndex

Modifier and Type	Method	Description
EquityIndex	EquityIndex.clone(YieldTermStructureHandle interest, YieldTermStructureHandle dividend, QuoteHandle spot)
EquityIndex	EquityTotalReturnSwap.equityIndex()

Methods in org.quantlib with parameters of type EquityIndex

Modifier and Type	Method	Description
protected static long	EquityIndex.getCPtr(EquityIndex obj)

Constructors in org.quantlib with parameters of type EquityIndex

Constructor	Description
EquityCashFlow(double notional, EquityIndex index, Date baseDate, Date fixingDate, Date paymentDate)
EquityCashFlow(double notional, EquityIndex index, Date baseDate, Date fixingDate, Date paymentDate, boolean growthOnly)
EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin)
EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing)
EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar)
EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar, BusinessDayConvention paymentConvention)
EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, IborIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar, BusinessDayConvention paymentConvention, long paymentDelay)
EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin)
EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing)
EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar)
EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar, BusinessDayConvention paymentConvention)
EquityTotalReturnSwap(Swap.Type type, double nominal, Schedule schedule, EquityIndex equityIndex, OvernightIndex interestRateIndex, DayCounter dayCounter, double margin, double gearing, Calendar paymentCalendar, BusinessDayConvention paymentConvention, long paymentDelay)