com.github.vonrosen.quantlib

Class CappedFlooredCmsCoupon

java.lang.Object

com.github.vonrosen.quantlib.CashFlow

com.github.vonrosen.quantlib.Coupon

com.github.vonrosen.quantlib.FloatingRateCoupon

com.github.vonrosen.quantlib.CappedFlooredCoupon

com.github.vonrosen.quantlib.CappedFlooredCmsCoupon

public class CappedFlooredCmsCoupon
extends CappedFlooredCoupon

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	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)
protected	CappedFlooredCmsCoupon(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(CappedFlooredCmsCoupon obj)

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

cap, effectiveCap, effectiveFloor, floor, getCPtr, isCapped, isFloored, setPricer

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

adjustedFixing, convexityAdjustment, fixingDate, fixingDays, gearing, getCPtr, index, indexFixing, isInArrears, price, spread

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

accrualDays, accrualEndDate, accrualPeriod, accrualStartDate, accruedAmount, dayCounter, exCouponDate, getCPtr, nominal, rate, referencePeriodEnd, referencePeriodStart

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

__deref__, amount, asObservable, date, getCPtr, isNull

Methods inherited from class java.lang.Object

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

Constructor Detail

CappedFlooredCmsCoupon

protected CappedFlooredCmsCoupon(long cPtr,
                                 boolean cMemoryOwn)

CappedFlooredCmsCoupon

public 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

public 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

public 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

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread,
                              double cap,
                              double floor,
                              Date refPeriodStart)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread,
                              double cap,
                              double floor)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread,
                              double cap)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index,
                              double gearing)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              long fixingDays,
                              SwapIndex index)

Method Detail

getCPtr

protected static long getCPtr(CappedFlooredCmsCoupon obj)

finalize

protected void finalize()

Overrides:

finalize in class CappedFlooredCoupon

delete

public void delete()

Overrides:

delete in class CappedFlooredCoupon