com.github.vonrosen.quantlib

Class CappedFlooredCoupon

java.lang.Object

com.github.vonrosen.quantlib.CashFlow

com.github.vonrosen.quantlib.Coupon

com.github.vonrosen.quantlib.FloatingRateCoupon

com.github.vonrosen.quantlib.CappedFlooredCoupon

Direct Known Subclasses:

CappedFlooredCmsCoupon

public class CappedFlooredCoupon
extends FloatingRateCoupon

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	CappedFlooredCoupon(FloatingRateCoupon underlying)
	CappedFlooredCoupon(FloatingRateCoupon underlying, double cap)
	CappedFlooredCoupon(FloatingRateCoupon underlying, double cap, double floor)
protected	CappedFlooredCoupon(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
double	cap()
void	delete()
double	effectiveCap()
double	effectiveFloor()
protected void	finalize()
double	floor()
protected static long	getCPtr(CappedFlooredCoupon obj)
boolean	isCapped()
boolean	isFloored()
void	setPricer(FloatingRateCouponPricer p)

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

CappedFlooredCoupon

protected CappedFlooredCoupon(long cPtr,
                              boolean cMemoryOwn)

CappedFlooredCoupon

public CappedFlooredCoupon(FloatingRateCoupon underlying,
                           double cap,
                           double floor)

CappedFlooredCoupon

public CappedFlooredCoupon(FloatingRateCoupon underlying,
                           double cap)

CappedFlooredCoupon

public CappedFlooredCoupon(FloatingRateCoupon underlying)

Method Detail

getCPtr

protected static long getCPtr(CappedFlooredCoupon obj)

finalize

protected void finalize()

Overrides:

finalize in class FloatingRateCoupon

delete

public void delete()

Overrides:

delete in class FloatingRateCoupon

cap

public double cap()

floor

public double floor()

effectiveCap

public double effectiveCap()

effectiveFloor

public double effectiveFloor()

isCapped

public boolean isCapped()

isFloored

public boolean isFloored()

setPricer

public void setPricer(FloatingRateCouponPricer p)

Overrides:

setPricer in class FloatingRateCoupon