com.github.vonrosen.quantlib

Class Coupon

java.lang.Object

com.github.vonrosen.quantlib.CashFlow

com.github.vonrosen.quantlib.Coupon

Direct Known Subclasses:

FixedRateCoupon, FloatingRateCoupon

public class Coupon
extends CashFlow

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
int	accrualDays()
Date	accrualEndDate()
double	accrualPeriod()
Date	accrualStartDate()
double	accruedAmount(Date date)
DayCounter	dayCounter()
void	delete()
Date	exCouponDate()
protected void	finalize()
protected static long	getCPtr(Coupon obj)
double	nominal()
double	rate()
Date	referencePeriodEnd()
Date	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

Coupon

protected Coupon(long cPtr,
                 boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(Coupon obj)

finalize

protected void finalize()

Overrides:

finalize in class CashFlow

delete

public void delete()

Overrides:

delete in class CashFlow

nominal

public double nominal()

accrualStartDate

public Date accrualStartDate()

accrualEndDate

public Date accrualEndDate()

referencePeriodStart

public Date referencePeriodStart()

referencePeriodEnd

public Date referencePeriodEnd()

exCouponDate

public Date exCouponDate()

rate

public double rate()

accrualPeriod

public double accrualPeriod()

accrualDays

public int accrualDays()

dayCounter

public DayCounter dayCounter()

accruedAmount

public double accruedAmount(Date date)