com.github.vonrosen.quantlib

Class EURLibor

java.lang.Object

com.github.vonrosen.quantlib.Index

com.github.vonrosen.quantlib.InterestRateIndex

com.github.vonrosen.quantlib.IborIndex

com.github.vonrosen.quantlib.EURLibor

Direct Known Subclasses:

EURLibor10M, EURLibor11M, EURLibor1M, EURLibor1Y, EURLibor2M, EURLibor2W, EURLibor3M, EURLibor4M, EURLibor5M, EURLibor6M, EURLibor7M, EURLibor8M, EURLibor9M, EURLiborSW

public class EURLibor
extends IborIndex

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	EURLibor(long cPtr, boolean cMemoryOwn)
	EURLibor(Period tenor)
	EURLibor(Period tenor, YieldTermStructureHandle h)

Method Summary

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

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

businessDayConvention, clone, endOfMonth, forwardingTermStructure, getCPtr

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

currency, dayCounter, familyName, fixingDate, fixingDays, getCPtr, maturityDate, tenor, valueDate

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

__deref__, addFixing, addFixings, asObservable, fixing, fixing, fixingCalendar, getCPtr, isNull, isValidFixingDate, name, toString

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

EURLibor

protected EURLibor(long cPtr,
                   boolean cMemoryOwn)

EURLibor

public EURLibor(Period tenor,
                YieldTermStructureHandle h)

EURLibor

public EURLibor(Period tenor)

Method Detail

getCPtr

protected static long getCPtr(EURLibor obj)

finalize

protected void finalize()

Overrides:

finalize in class IborIndex

delete

public void delete()

Overrides:

delete in class IborIndex