com.github.vonrosen.quantlib

Class FedFunds

java.lang.Object

com.github.vonrosen.quantlib.Index

com.github.vonrosen.quantlib.InterestRateIndex

com.github.vonrosen.quantlib.IborIndex

com.github.vonrosen.quantlib.OvernightIndex

com.github.vonrosen.quantlib.FedFunds

public class FedFunds
extends OvernightIndex

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

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

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

FedFunds

protected FedFunds(long cPtr,
                   boolean cMemoryOwn)

FedFunds

public FedFunds(YieldTermStructureHandle h)

FedFunds

public FedFunds()

Method Detail

getCPtr

protected static long getCPtr(FedFunds obj)

finalize

protected void finalize()

Overrides:

finalize in class OvernightIndex

delete

public void delete()

Overrides:

delete in class OvernightIndex