com.github.vonrosen.quantlib

Class EURLibor4M

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.EURLibor4M

public class EURLibor4M
extends EURLibor

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	EURLibor4M()
protected	EURLibor4M(long cPtr, boolean cMemoryOwn)
	EURLibor4M(YieldTermStructureHandle h)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(EURLibor4M 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

EURLibor4M

protected EURLibor4M(long cPtr,
                     boolean cMemoryOwn)

EURLibor4M

public EURLibor4M(YieldTermStructureHandle h)

EURLibor4M

public EURLibor4M()

Method Detail

getCPtr

protected static long getCPtr(EURLibor4M obj)

finalize

protected void finalize()

Overrides:

finalize in class EURLibor

delete

public void delete()

Overrides:

delete in class EURLibor