Uses of Class
org.quantlib.SwapIndex

Uses of SwapIndex in org.quantlib

Subclasses of SwapIndex in org.quantlib

Modifier and Type	Class	Description
class	ChfLiborSwapIsdaFix
class	EuriborSwapIfrFix
class	EuriborSwapIsdaFixA
class	EuriborSwapIsdaFixB
class	EurLiborSwapIfrFix
class	EurLiborSwapIsdaFixA
class	EurLiborSwapIsdaFixB
class	GbpLiborSwapIsdaFix
class	JpyLiborSwapIsdaFixAm
class	JpyLiborSwapIsdaFixPm
class	OvernightIndexedSwapIndex
class	UsdLiborSwapIsdaFixAm
class	UsdLiborSwapIsdaFixPm

Methods in org.quantlib that return SwapIndex

Modifier and Type	Method	Description
static SwapIndex	QuantLib.as_swap_index(InterestRateIndex index)
SwapIndex	SwapIndex.clone(Period tenor)
SwapIndex	SwapIndex.clone(YieldTermStructureHandle h)
SwapIndex	SwapIndex.clone(YieldTermStructureHandle forwarding, YieldTermStructureHandle discounting)
SwapIndex	SwapIndexVector.get(int index)
SwapIndex	SwapIndexVector.remove(int index)
SwapIndex	SwapIndexVector.set(int index, SwapIndex e)
SwapIndex	SwapSpreadIndex.swapIndex1()
SwapIndex	SwapSpreadIndex.swapIndex2()

Methods in org.quantlib with parameters of type SwapIndex

Modifier and Type	Method	Description
void	SwapIndexVector.add(int index, SwapIndex e)
boolean	SwapIndexVector.add(SwapIndex e)
BlackCalibrationHelperVector	FloatFloatSwaption.calibrationBasket(SwapIndex swapIndex, SwaptionVolatilityStructure swaptionVolatility, String typeStr)
BlackCalibrationHelperVector	NonstandardSwaption.calibrationBasket(SwapIndex swapIndex, SwaptionVolatilityStructure swaptionVolatility, String typeStr)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
protected static long	SwapIndex.getCPtr(SwapIndex obj)
SwapIndex	SwapIndexVector.set(int index, SwapIndex e)
double	Gaussian1dModel.swapAnnuity(Date fixing, Period tenor, Date referenceDate, double y, SwapIndex swapIdx)
double	Gaussian1dModel.swapRate(Date fixing, Period tenor, Date referenceDate, double y, SwapIndex swapIdx)

Constructors in org.quantlib with parameters of type SwapIndex

Constructor	Description
AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter)
AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays)
AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings)
AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads)
AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)
AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears)
AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears, Date exCouponDate)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)
CmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears, Date exCouponDate)
CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears)
CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption)
CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate)
InterpolatedSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, MarkovFunctionalSettings modelSettings)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria, double maxErrorTolerance)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria, double maxErrorTolerance, OptimizationMethod optMethod)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria, double maxErrorTolerance, OptimizationMethod optMethod, double errorAccept)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria, double maxErrorTolerance, OptimizationMethod optMethod, double errorAccept, boolean useMaxError)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria, double maxErrorTolerance, OptimizationMethod optMethod, double errorAccept, boolean useMaxError, long maxGuesses)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria, double maxErrorTolerance, OptimizationMethod optMethod, double errorAccept, boolean useMaxError, long maxGuesses, boolean backwardFlat)
SabrSwaptionVolatilityCube(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndex, SwapIndex shortSwapIndex, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, EndCriteria endCriteria, double maxErrorTolerance, OptimizationMethod optMethod, double errorAccept, boolean useMaxError, long maxGuesses, boolean backwardFlat, double cutoffStrike)
SwapIndexVector(int count, SwapIndex value)
SwapIndexVector(SwapIndex[] initialElements)
SwapRateHelper(double rate, SwapIndex index)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth)
SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)
SwapRateHelper(QuoteHandle rate, SwapIndex index)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth)
SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons)
SwapSpreadIndex(String familyName, SwapIndex swapIndex1, SwapIndex swapIndex2)
SwapSpreadIndex(String familyName, SwapIndex swapIndex1, SwapIndex swapIndex2, double gearing1)
SwapSpreadIndex(String familyName, SwapIndex swapIndex1, SwapIndex swapIndex2, double gearing1, double gearing2)

Constructor parameters in org.quantlib with type arguments of type SwapIndex

Constructor	Description
SwapIndexVector(Iterable<SwapIndex> initialElements)