com.github.vonrosen.quantlib

Class EURLibor2W

java.lang.Object

com.github.vonrosen.quantlib.Index

com.github.vonrosen.quantlib.InterestRateIndex

com.github.vonrosen.quantlib.IborIndex

com.github.vonrosen.quantlib.EURLibor

com.github.vonrosen.quantlib.EURLibor2W

public class EURLibor2W
extends EURLibor

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	EURLibor2W()
protected	EURLibor2W(long cPtr, boolean cMemoryOwn)
	EURLibor2W(YieldTermStructureHandle h)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(EURLibor2W obj)

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

getCPtr

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

EURLibor2W

protected EURLibor2W(long cPtr,
                     boolean cMemoryOwn)

EURLibor2W

public EURLibor2W(YieldTermStructureHandle h)

EURLibor2W

public EURLibor2W()

Method Detail

getCPtr

protected static long getCPtr(EURLibor2W obj)

finalize

protected void finalize()

Overrides:

finalize in class EURLibor

delete

public void delete()

Overrides:

delete in class EURLibor