com.github.vonrosen.quantlib

Class EuriborSwapIfrFix

java.lang.Object

com.github.vonrosen.quantlib.Index

com.github.vonrosen.quantlib.InterestRateIndex

com.github.vonrosen.quantlib.SwapIndex

com.github.vonrosen.quantlib.EuriborSwapIfrFix

public class EuriborSwapIfrFix
extends SwapIndex

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	EuriborSwapIfrFix(long cPtr, boolean cMemoryOwn)
	EuriborSwapIfrFix(Period tenor)
	EuriborSwapIfrFix(Period tenor, YieldTermStructureHandle h)
	EuriborSwapIfrFix(Period tenor, YieldTermStructureHandle h1, YieldTermStructureHandle h2)

Method Summary

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

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

fixedLegConvention, fixedLegTenor, forwardingTermStructure, getCPtr, iborIndex

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

EuriborSwapIfrFix

protected EuriborSwapIfrFix(long cPtr,
                            boolean cMemoryOwn)

EuriborSwapIfrFix

public EuriborSwapIfrFix(Period tenor,
                         YieldTermStructureHandle h)

EuriborSwapIfrFix

public EuriborSwapIfrFix(Period tenor)

EuriborSwapIfrFix

public EuriborSwapIfrFix(Period tenor,
                         YieldTermStructureHandle h1,
                         YieldTermStructureHandle h2)

Method Detail

getCPtr

protected static long getCPtr(EuriborSwapIfrFix obj)

finalize

protected void finalize()

Overrides:

finalize in class SwapIndex

delete

public void delete()

Overrides:

delete in class SwapIndex