Uses of Class
org.quantlib.SwapSpreadIndex

Uses of SwapSpreadIndex in org.quantlib

Methods in org.quantlib with parameters of type SwapSpreadIndex

Modifier and Type	Method	Description
static Leg	QuantLib.CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index)
static Leg	QuantLib.CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter)
static Leg	QuantLib.CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
static Leg	QuantLib.CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)
static Leg	QuantLib.CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)
static Leg	QuantLib.CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)
static Leg	QuantLib.CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)
static Leg	QuantLib.CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
static Leg	QuantLib.CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears)
protected static long	SwapSpreadIndex.getCPtr(SwapSpreadIndex obj)

Constructors in org.quantlib with parameters of type SwapSpreadIndex

Constructor	Description
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)
CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears, Date exCouponDate)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, Date refPeriodStart)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)
CmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears, Date exCouponDate)