Uses of Class
org.quantlib.InterestRateIndex

Uses of InterestRateIndex in org.quantlib

Subclasses of InterestRateIndex in org.quantlib

Modifier and Type	Class	Description
class	Aonia
class	AUDLibor
class	Bbsw
class	Bbsw1M
class	Bbsw2M
class	Bbsw3M
class	Bbsw4M
class	Bbsw5M
class	Bbsw6M
class	Bibor
class	Bibor1M
class	Bibor1Y
class	Bibor2M
class	Bibor3M
class	Bibor6M
class	Bibor9M
class	BiborSW
class	Bkbm
class	Bkbm1M
class	Bkbm2M
class	Bkbm3M
class	Bkbm4M
class	Bkbm5M
class	Bkbm6M
class	CADLibor
class	CADLiborON
class	Cdor
class	CHFLibor
class	ChfLiborSwapIsdaFix
class	Corra
class	DailyTenorLibor
class	Destr
class	DKKLibor
class	Eonia
class	Estr
class	Euribor
class	Euribor10M
class	Euribor11M
class	Euribor1M
class	Euribor1Y
class	Euribor2M
class	Euribor2W
class	Euribor365
class	Euribor365_10M
class	Euribor365_11M
class	Euribor365_1M
class	Euribor365_1Y
class	Euribor365_2M
class	Euribor365_2W
class	Euribor365_3M
class	Euribor365_3W
class	Euribor365_4M
class	Euribor365_5M
class	Euribor365_6M
class	Euribor365_7M
class	Euribor365_8M
class	Euribor365_9M
class	Euribor365_SW
class	Euribor3M
class	Euribor3W
class	Euribor4M
class	Euribor5M
class	Euribor6M
class	Euribor7M
class	Euribor8M
class	Euribor9M
class	EuriborSW
class	EuriborSwapIfrFix
class	EuriborSwapIsdaFixA
class	EuriborSwapIsdaFixB
class	EURLibor
class	EURLibor10M
class	EURLibor11M
class	EURLibor1M
class	EURLibor1Y
class	EURLibor2M
class	EURLibor2W
class	EURLibor3M
class	EURLibor4M
class	EURLibor5M
class	EURLibor6M
class	EURLibor7M
class	EURLibor8M
class	EURLibor9M
class	EURLiborSW
class	EurLiborSwapIfrFix
class	EurLiborSwapIsdaFixA
class	EurLiborSwapIsdaFixB
class	FedFunds
class	GBPLibor
class	GBPLiborON
class	GbpLiborSwapIsdaFix
class	IborIndex
class	Jibar
class	JPYLibor
class	JpyLiborSwapIsdaFixAm
class	JpyLiborSwapIsdaFixPm
class	Libor
class	Mosprime
class	NZDLibor
class	Nzocr
class	OvernightIndex
class	OvernightIndexedSwapIndex
class	Pribor
class	Robor
class	SEKLibor
class	Shibor
class	Sofr
class	Sonia
class	SwapIndex
class	SwapSpreadIndex
class	Swestr
class	THBFIX
class	Tibor
class	TRLibor
class	USDLibor
class	USDLiborON
class	UsdLiborSwapIsdaFixAm
class	UsdLiborSwapIsdaFixPm
class	Wibor
class	Zibor

Methods in org.quantlib that return InterestRateIndex

Modifier and Type	Method	Description
InterestRateIndex	FloatingRateCoupon.index()
InterestRateIndex	EquityTotalReturnSwap.interestRateIndex()

Methods in org.quantlib with parameters of type InterestRateIndex

Modifier and Type	Method	Description
static IborIndex	QuantLib.as_iborindex(InterestRateIndex index)
static OvernightIndexedSwap	QuantLib.as_overnight_swap_index(InterestRateIndex index)
static SwapIndex	QuantLib.as_swap_index(InterestRateIndex index)
protected static long	InterestRateIndex.getCPtr(InterestRateIndex obj)

Constructors in org.quantlib with parameters of type InterestRateIndex

Constructor	Description
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2)
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange)
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange)
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1)
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1)
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1)
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1)
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2)
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2)
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2)
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2)
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2, BusinessDayConvention paymentConvention1)
FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2, BusinessDayConvention paymentConvention1, BusinessDayConvention paymentConvention2)