com.github.vonrosen.quantlib

Class CmsCoupon

java.lang.Object

com.github.vonrosen.quantlib.CashFlow

com.github.vonrosen.quantlib.Coupon

com.github.vonrosen.quantlib.FloatingRateCoupon

com.github.vonrosen.quantlib.CmsCoupon

public class CmsCoupon
extends FloatingRateCoupon

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

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

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

CmsCoupon

protected CmsCoupon(long cPtr,
                    boolean cMemoryOwn)

CmsCoupon

public 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

public CmsCoupon(Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 int fixingDays,
                 SwapIndex index,
                 double gearing,
                 double spread,
                 Date refPeriodStart,
                 Date refPeriodEnd,
                 DayCounter dayCounter)

CmsCoupon

public CmsCoupon(Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 int fixingDays,
                 SwapIndex index,
                 double gearing,
                 double spread,
                 Date refPeriodStart,
                 Date refPeriodEnd)

CmsCoupon

public CmsCoupon(Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 int fixingDays,
                 SwapIndex index,
                 double gearing,
                 double spread,
                 Date refPeriodStart)

CmsCoupon

public CmsCoupon(Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 int fixingDays,
                 SwapIndex index,
                 double gearing,
                 double spread)

CmsCoupon

public CmsCoupon(Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 int fixingDays,
                 SwapIndex index,
                 double gearing)

CmsCoupon

public CmsCoupon(Date paymentDate,
                 double nominal,
                 Date startDate,
                 Date endDate,
                 int fixingDays,
                 SwapIndex index)

Method Detail

getCPtr

protected static long getCPtr(CmsCoupon obj)

finalize

protected void finalize()

Overrides:

finalize in class FloatingRateCoupon

delete

public void delete()

Overrides:

delete in class FloatingRateCoupon