com.github.vonrosen.quantlib

Class FixedRateBond

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.Bond

com.github.vonrosen.quantlib.FixedRateBond

public class FixedRateBond
extends Bond

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
	FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
protected	FixedRateBond(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
DayCounter	dayCounter()
void	delete()
protected void	finalize()
Frequency	frequency()
protected static long	getCPtr(FixedRateBond obj)

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

accruedAmount, accruedAmount, calendar, cashflows, cleanPrice, cleanPrice, cleanPrice, dirtyPrice, dirtyPrice, dirtyPrice, getCPtr, issueDate, maturityDate, nextCouponRate, nextCouponRate, notional, notional, notionals, previousCouponRate, previousCouponRate, redemption, redemptions, settlementDate, settlementDate, settlementDays, settlementValue, settlementValue, startDate, yield, yield, yield, yield, yield, yield, yield

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

__deref__, asObservable, errorEstimate, freeze, getCPtr, isExpired, isNull, NPV, recalculate, setPricingEngine, unfreeze

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

FixedRateBond

protected FixedRateBond(long cPtr,
                        boolean cMemoryOwn)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar,
                     BusinessDayConvention exCouponConvention,
                     boolean exCouponEndOfMonth)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar,
                     BusinessDayConvention exCouponConvention)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention,
                     double redemption)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter,
                     BusinessDayConvention paymentConvention)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     DoubleVector coupons,
                     DayCounter paymentDayCounter)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar,
                     BusinessDayConvention exCouponConvention,
                     boolean exCouponEndOfMonth)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar,
                     BusinessDayConvention exCouponConvention)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod,
                     Calendar exCouponCalendar)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar,
                     Period exCouponPeriod)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate,
                     Calendar paymentCalendar)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention,
                     double redemption,
                     Date issueDate)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention,
                     double redemption)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons,
                     BusinessDayConvention paymentConvention)

FixedRateBond

public FixedRateBond(int settlementDays,
                     double faceAmount,
                     Schedule schedule,
                     InterestRateVector coupons)

Method Detail

getCPtr

protected static long getCPtr(FixedRateBond obj)

finalize

protected void finalize()

Overrides:

finalize in class Bond

delete

public void delete()

Overrides:

delete in class Bond

frequency

public Frequency frequency()

dayCounter

public DayCounter dayCounter()