com.github.vonrosen.quantlib

Class AssetSwap

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.Swap

com.github.vonrosen.quantlib.AssetSwap

public class AssetSwap
extends Swap

Field Summary

Fields inherited from class com.github.vonrosen.quantlib.Instrument

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread)
	AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread, Schedule floatSchedule)
	AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount)
	AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount, boolean parAssetSwap)
protected	AssetSwap(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
double	fairCleanPrice()
double	fairSpread()
protected void	finalize()
protected static long	getCPtr(AssetSwap obj)

Methods inherited from class com.github.vonrosen.quantlib.Swap

getCPtr, leg, legNPV, maturityDate, startDate

Methods inherited from class com.github.vonrosen.quantlib.Instrument

__deref__, asObservable, errorEstimate, freeze, getCPtr, isExpired, isNull, NPV, recalculate, setPricingEngine, unfreeze

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AssetSwap

protected AssetSwap(long cPtr,
                    boolean cMemoryOwn)

AssetSwap

public AssetSwap(boolean payFixedRate,
                 Bond bond,
                 double bondCleanPrice,
                 InterestRateIndex index,
                 double spread,
                 Schedule floatSchedule,
                 DayCounter floatingDayCount,
                 boolean parAssetSwap)

AssetSwap

public AssetSwap(boolean payFixedRate,
                 Bond bond,
                 double bondCleanPrice,
                 InterestRateIndex index,
                 double spread,
                 Schedule floatSchedule,
                 DayCounter floatingDayCount)

AssetSwap

public AssetSwap(boolean payFixedRate,
                 Bond bond,
                 double bondCleanPrice,
                 InterestRateIndex index,
                 double spread,
                 Schedule floatSchedule)

AssetSwap

public AssetSwap(boolean payFixedRate,
                 Bond bond,
                 double bondCleanPrice,
                 InterestRateIndex index,
                 double spread)

Method Detail

getCPtr

protected static long getCPtr(AssetSwap obj)

finalize

protected void finalize()

Overrides:

finalize in class Swap

delete

public void delete()

Overrides:

delete in class Swap

fairCleanPrice

public double fairCleanPrice()

fairSpread

public double fairSpread()