com.github.vonrosen.quantlib

Class FixedRateBondHelper

java.lang.Object

com.github.vonrosen.quantlib.RateHelper

com.github.vonrosen.quantlib.BondHelper

com.github.vonrosen.quantlib.FixedRateBondHelper

public class FixedRateBondHelper
extends BondHelper

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
FixedRateBond	bond()
void	delete()
protected void	finalize()
protected static long	getCPtr(FixedRateBondHelper obj)

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

getCPtr

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

__deref__, getCPtr, isNull, latestDate, quote

Methods inherited from class java.lang.Object

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

Constructor Detail

FixedRateBondHelper

protected FixedRateBondHelper(long cPtr,
                              boolean cMemoryOwn)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long 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,
                           boolean useCleanPrice)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long 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)

FixedRateBondHelper

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

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long settlementDays,
                           double faceAmount,
                           Schedule schedule,
                           DoubleVector coupons,
                           DayCounter paymentDayCounter,
                           BusinessDayConvention paymentConvention,
                           double redemption,
                           Date issueDate,
                           Calendar paymentCalendar,
                           Period exCouponPeriod,
                           Calendar exCouponCalendar)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long settlementDays,
                           double faceAmount,
                           Schedule schedule,
                           DoubleVector coupons,
                           DayCounter paymentDayCounter,
                           BusinessDayConvention paymentConvention,
                           double redemption,
                           Date issueDate,
                           Calendar paymentCalendar,
                           Period exCouponPeriod)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long settlementDays,
                           double faceAmount,
                           Schedule schedule,
                           DoubleVector coupons,
                           DayCounter paymentDayCounter,
                           BusinessDayConvention paymentConvention,
                           double redemption,
                           Date issueDate,
                           Calendar paymentCalendar)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long settlementDays,
                           double faceAmount,
                           Schedule schedule,
                           DoubleVector coupons,
                           DayCounter paymentDayCounter,
                           BusinessDayConvention paymentConvention,
                           double redemption,
                           Date issueDate)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long settlementDays,
                           double faceAmount,
                           Schedule schedule,
                           DoubleVector coupons,
                           DayCounter paymentDayCounter,
                           BusinessDayConvention paymentConvention,
                           double redemption)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long settlementDays,
                           double faceAmount,
                           Schedule schedule,
                           DoubleVector coupons,
                           DayCounter paymentDayCounter,
                           BusinessDayConvention paymentConvention)

FixedRateBondHelper

public FixedRateBondHelper(QuoteHandle cleanPrice,
                           long settlementDays,
                           double faceAmount,
                           Schedule schedule,
                           DoubleVector coupons,
                           DayCounter paymentDayCounter)

Method Detail

getCPtr

protected static long getCPtr(FixedRateBondHelper obj)

finalize

protected void finalize()

Overrides:

finalize in class BondHelper

delete

public void delete()

Overrides:

delete in class BondHelper

bond

public FixedRateBond bond()

Overrides:

bond in class BondHelper