com.github.vonrosen.quantlib

Class FixedRateCoupon

java.lang.Object

com.github.vonrosen.quantlib.CashFlow

com.github.vonrosen.quantlib.Coupon

com.github.vonrosen.quantlib.FixedRateCoupon

public class FixedRateCoupon
extends Coupon

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	FixedRateCoupon(Date paymentDate, double nominal, double rate, DayCounter dayCounter, Date startDate, Date endDate)
	FixedRateCoupon(Date paymentDate, double nominal, double rate, DayCounter dayCounter, Date startDate, Date endDate, Date refPeriodStart)
	FixedRateCoupon(Date paymentDate, double nominal, double rate, DayCounter dayCounter, Date startDate, Date endDate, Date refPeriodStart, Date refPeriodEnd)
	FixedRateCoupon(Date paymentDate, double nominal, double rate, DayCounter dayCounter, Date startDate, Date endDate, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
protected	FixedRateCoupon(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(FixedRateCoupon obj)
InterestRate	interestRate()

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

accrualDays, accrualEndDate, accrualPeriod, accrualStartDate, accruedAmount, dayCounter, exCouponDate, getCPtr, nominal, rate, referencePeriodEnd, referencePeriodStart

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

__deref__, amount, asObservable, date, getCPtr, isNull

Methods inherited from class java.lang.Object

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

Constructor Detail

FixedRateCoupon

protected FixedRateCoupon(long cPtr,
                          boolean cMemoryOwn)

FixedRateCoupon

public FixedRateCoupon(Date paymentDate,
                       double nominal,
                       double rate,
                       DayCounter dayCounter,
                       Date startDate,
                       Date endDate,
                       Date refPeriodStart,
                       Date refPeriodEnd,
                       Date exCouponDate)

FixedRateCoupon

public FixedRateCoupon(Date paymentDate,
                       double nominal,
                       double rate,
                       DayCounter dayCounter,
                       Date startDate,
                       Date endDate,
                       Date refPeriodStart,
                       Date refPeriodEnd)

FixedRateCoupon

public FixedRateCoupon(Date paymentDate,
                       double nominal,
                       double rate,
                       DayCounter dayCounter,
                       Date startDate,
                       Date endDate,
                       Date refPeriodStart)

FixedRateCoupon

public FixedRateCoupon(Date paymentDate,
                       double nominal,
                       double rate,
                       DayCounter dayCounter,
                       Date startDate,
                       Date endDate)

Method Detail

getCPtr

protected static long getCPtr(FixedRateCoupon obj)

finalize

protected void finalize()

Overrides:

finalize in class Coupon

delete

public void delete()

Overrides:

delete in class Coupon

interestRate

public InterestRate interestRate()