Uses of Class
org.quantlib.Position.Type

Uses of Position.Type in org.quantlib

Fields in org.quantlib declared as Position.Type

Modifier and Type	Field	Description
static Position.Type	Position.Type.Long
static Position.Type	Position.Type.Short

Methods in org.quantlib that return Position.Type

Modifier and Type	Method	Description
static Position.Type	Position.Type.swigToEnum(int swigValue)

Constructors in org.quantlib with parameters of type Position.Type

Constructor	Description
BondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, Bond bond)
BondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, Bond bond, YieldTermStructureHandle discountCurve)
BondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, Bond bond, YieldTermStructureHandle discountCurve, YieldTermStructureHandle incomeDiscountCurve)
FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond)
FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond, YieldTermStructureHandle discountCurve)
FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond, YieldTermStructureHandle discountCurve, YieldTermStructureHandle incomeDiscountCurve)
ForwardRateAgreement(Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index)
ForwardRateAgreement(Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index, YieldTermStructureHandle discountCurve)
ForwardRateAgreement(Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index, YieldTermStructureHandle discountCurve, boolean useIndexedCoupon)
ForwardRateAgreement(Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index)
ForwardRateAgreement(Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index, YieldTermStructureHandle discountCurve)
ForwardRateAgreement(IborIndex index, Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount)
ForwardRateAgreement(IborIndex index, Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, YieldTermStructureHandle discountCurve)
ForwardRateAgreement(IborIndex index, Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount)
ForwardRateAgreement(IborIndex index, Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount, YieldTermStructureHandle discountCurve)