com.github.vonrosen.quantlib

Class CmsRateBond

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.Bond

com.github.vonrosen.quantlib.CmsRateBond

public class CmsRateBond
extends Bond

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	CmsRateBond(long cPtr, boolean cMemoryOwn)
	CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
	CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears)
	CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption)
	CmsRateBond(long settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate)

Method Summary

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

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

accruedAmount, accruedAmount, calendar, cashflows, cleanPrice, cleanPrice, cleanPrice, dirtyPrice, dirtyPrice, dirtyPrice, getCPtr, issueDate, maturityDate, nextCouponRate, nextCouponRate, notional, notional, notionals, previousCouponRate, previousCouponRate, redemption, redemptions, settlementDate, settlementDate, settlementDays, settlementValue, settlementValue, startDate, yield, yield, yield, yield, yield, yield, yield

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

CmsRateBond

protected CmsRateBond(long cPtr,
                      boolean cMemoryOwn)

CmsRateBond

public CmsRateBond(long settlementDays,
                   double faceAmount,
                   Schedule schedule,
                   SwapIndex index,
                   DayCounter paymentDayCounter,
                   BusinessDayConvention paymentConvention,
                   long fixingDays,
                   DoubleVector gearings,
                   DoubleVector spreads,
                   DoubleVector caps,
                   DoubleVector floors,
                   boolean inArrears,
                   double redemption,
                   Date issueDate)

CmsRateBond

public CmsRateBond(long settlementDays,
                   double faceAmount,
                   Schedule schedule,
                   SwapIndex index,
                   DayCounter paymentDayCounter,
                   BusinessDayConvention paymentConvention,
                   long fixingDays,
                   DoubleVector gearings,
                   DoubleVector spreads,
                   DoubleVector caps,
                   DoubleVector floors,
                   boolean inArrears,
                   double redemption)

CmsRateBond

public CmsRateBond(long settlementDays,
                   double faceAmount,
                   Schedule schedule,
                   SwapIndex index,
                   DayCounter paymentDayCounter,
                   BusinessDayConvention paymentConvention,
                   long fixingDays,
                   DoubleVector gearings,
                   DoubleVector spreads,
                   DoubleVector caps,
                   DoubleVector floors,
                   boolean inArrears)

CmsRateBond

public CmsRateBond(long settlementDays,
                   double faceAmount,
                   Schedule schedule,
                   SwapIndex index,
                   DayCounter paymentDayCounter,
                   BusinessDayConvention paymentConvention,
                   long fixingDays,
                   DoubleVector gearings,
                   DoubleVector spreads,
                   DoubleVector caps,
                   DoubleVector floors)

Method Detail

getCPtr

protected static long getCPtr(CmsRateBond obj)

finalize

protected void finalize()

Overrides:

finalize in class Bond

delete

public void delete()

Overrides:

delete in class Bond