Uses of Class
org.quantlib.Swap.Type
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Uses of Swap.Type in org.quantlib
Fields in org.quantlib declared as Swap.Type Modifier and Type Field Description static Swap.TypeSwap.Type. Payerstatic Swap.TypeSwap.Type. ReceiverMethods in org.quantlib that return Swap.Type Modifier and Type Method Description static Swap.TypeSwap.Type. swigToEnum(int swigValue)Swap.TypeArithmeticAverageOIS. type()Swap.TypeEquityTotalReturnSwap. type()Swap.TypeNonstandardSwap. type()Swap.TypeOvernightIndexedSwap. type()Swap.TypeSwaption. type()Swap.TypeVanillaSwap. type()Swap.TypeZeroCouponInflationSwap. type()Swap.TypeZeroCouponSwap. type()Methods in org.quantlib with parameters of type Swap.Type Modifier and Type Method Description MakeOISMakeOIS. withType(Swap.Type type)MakeVanillaSwapMakeVanillaSwap. withType(Swap.Type type)Constructors in org.quantlib with parameters of type Swap.Type Constructor Description ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule)ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread)ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed)ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed, double volatility)ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed, double volatility, boolean byApprox)ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule)ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread)ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed)ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed, double volatility)ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed, double volatility, boolean byApprox)CPISwap(Swap.Type type, double nominal, boolean subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, long fixingDays, IborIndex floatIndex, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndex)CPISwap(Swap.Type type, double nominal, boolean subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, long fixingDays, IborIndex floatIndex, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndex, CPI.InterpolationType observationInterpolation)CPISwap(Swap.Type type, double nominal, boolean subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, long fixingDays, IborIndex floatIndex, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndex, CPI.InterpolationType observationInterpolation, double inflationNominal)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)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)NonstandardSwap(Swap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount)NonstandardSwap(Swap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange)NonstandardSwap(Swap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange, boolean finalCapitalExchange)NonstandardSwap(Swap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange, boolean finalCapitalExchange, BusinessDayConvention paymentConvention)OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index)OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread)OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag)OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment)OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar)OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates)OvernightIndexedSwap(Swap.Type type, double nominal, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates, RateAveraging.Type averagingMethod)OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex)OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex, double spread)OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex, double spread, long paymentLag)OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex, double spread, long paymentLag, BusinessDayConvention paymentAdjustment)OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar)OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates)OvernightIndexedSwap(Swap.Type type, DoubleVector fixedNominals, Schedule fixedSchedule, double fixedRate, DayCounter fixedDC, DoubleVector overnightNominals, Schedule overnightSchedule, OvernightIndex overnightIndex, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates, RateAveraging.Type averagingMethod)OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index)OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread)OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag)OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment)OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar)OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates)OvernightIndexedSwap(Swap.Type type, DoubleVector nominals, Schedule schedule, double fixedRate, DayCounter fixedDC, OvernightIndex index, double spread, long paymentLag, BusinessDayConvention paymentAdjustment, Calendar paymentCalendar, boolean telescopicValueDates, RateAveraging.Type averagingMethod)VanillaSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, double spread, DayCounter floatingDayCount)VanillaSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, double spread, DayCounter floatingDayCount, OptionalBool withIndexedCoupons)YearOnYearInflationSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar)YearOnYearInflationSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar, BusinessDayConvention paymentConvention)ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation)ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates)ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates, Calendar infCalendar)ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates, Calendar infCalendar, BusinessDayConvention infConvention)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)
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