com.github.vonrosen.quantlib

Class EURLibor6M

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.EURLibor6M

public class EURLibor6M
extends EURLibor

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	EURLibor6M()
protected	EURLibor6M(long cPtr, boolean cMemoryOwn)
	EURLibor6M(YieldTermStructureHandle h)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(EURLibor6M 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

EURLibor6M

protected EURLibor6M(long cPtr,
                     boolean cMemoryOwn)

EURLibor6M

public EURLibor6M(YieldTermStructureHandle h)

EURLibor6M

public EURLibor6M()

Method Detail

getCPtr

protected static long getCPtr(EURLibor6M obj)

finalize

protected void finalize()

Overrides:

finalize in class EURLibor

delete

public void delete()

Overrides:

delete in class EURLibor