com.github.vonrosen.quantlib

Class ConvertibleFloatingRateBond

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.Bond

com.github.vonrosen.quantlib.ConvertibleFloatingRateBond

public class ConvertibleFloatingRateBond
extends Bond

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule)
	ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption)
protected	ConvertibleFloatingRateBond(long cPtr, boolean cMemoryOwn)

Method Summary

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

ConvertibleFloatingRateBond

protected ConvertibleFloatingRateBond(long cPtr,
                                      boolean cMemoryOwn)

ConvertibleFloatingRateBond

public ConvertibleFloatingRateBond(Exercise exercise,
                                   double conversionRatio,
                                   DividendSchedule dividends,
                                   CallabilitySchedule callability,
                                   QuoteHandle creditSpread,
                                   Date issueDate,
                                   int settlementDays,
                                   IborIndex index,
                                   int fixingDays,
                                   DoubleVector spreads,
                                   DayCounter dayCounter,
                                   Schedule schedule,
                                   double redemption)

ConvertibleFloatingRateBond

public ConvertibleFloatingRateBond(Exercise exercise,
                                   double conversionRatio,
                                   DividendSchedule dividends,
                                   CallabilitySchedule callability,
                                   QuoteHandle creditSpread,
                                   Date issueDate,
                                   int settlementDays,
                                   IborIndex index,
                                   int fixingDays,
                                   DoubleVector spreads,
                                   DayCounter dayCounter,
                                   Schedule schedule)

Method Detail

getCPtr

protected static long getCPtr(ConvertibleFloatingRateBond obj)

finalize

protected void finalize()

Overrides:

finalize in class Bond

delete

public void delete()

Overrides:

delete in class Bond