com.github.vonrosen.quantlib

Class FloatFloatSwap

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.Swap

com.github.vonrosen.quantlib.FloatFloatSwap

public class FloatFloatSwap
extends Swap

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2)
	FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange)
	FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange)
	FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1)
	FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1)
	FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1)
	FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1)
	FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2)
	FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2)
	FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2)
	FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2)
	FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2, BusinessDayConvention paymentConvention1)
	FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2, BusinessDayConvention paymentConvention1, BusinessDayConvention paymentConvention2)
protected	FloatFloatSwap(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

getCPtr, leg, legNPV, maturityDate, startDate

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

FloatFloatSwap

protected FloatFloatSwap(long cPtr,
                         boolean cMemoryOwn)

FloatFloatSwap

public FloatFloatSwap(_VanillaSwap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex indexPtr1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex indexPtr2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1,
                      DoubleVector flooredRate1,
                      DoubleVector gearing2,
                      DoubleVector spread2,
                      DoubleVector cappedRate2,
                      DoubleVector flooredRate2,
                      BusinessDayConvention paymentConvention1,
                      BusinessDayConvention paymentConvention2)

FloatFloatSwap

public FloatFloatSwap(_VanillaSwap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex indexPtr1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex indexPtr2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1,
                      DoubleVector flooredRate1,
                      DoubleVector gearing2,
                      DoubleVector spread2,
                      DoubleVector cappedRate2,
                      DoubleVector flooredRate2,
                      BusinessDayConvention paymentConvention1)

FloatFloatSwap

public FloatFloatSwap(_VanillaSwap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex indexPtr1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex indexPtr2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1,
                      DoubleVector flooredRate1,
                      DoubleVector gearing2,
                      DoubleVector spread2,
                      DoubleVector cappedRate2,
                      DoubleVector flooredRate2)

FloatFloatSwap

public FloatFloatSwap(_VanillaSwap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex indexPtr1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex indexPtr2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1,
                      DoubleVector flooredRate1,
                      DoubleVector gearing2,
                      DoubleVector spread2,
                      DoubleVector cappedRate2)

FloatFloatSwap

public FloatFloatSwap(_VanillaSwap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex indexPtr1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex indexPtr2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1,
                      DoubleVector flooredRate1,
                      DoubleVector gearing2,
                      DoubleVector spread2)

FloatFloatSwap

public FloatFloatSwap(_VanillaSwap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex indexPtr1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex indexPtr2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1,
                      DoubleVector flooredRate1,
                      DoubleVector gearing2)

FloatFloatSwap

public FloatFloatSwap(_VanillaSwap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex indexPtr1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex indexPtr2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1,
                      DoubleVector flooredRate1)

FloatFloatSwap

public FloatFloatSwap(_VanillaSwap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex indexPtr1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex indexPtr2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1,
                      DoubleVector cappedRate1)

FloatFloatSwap

public FloatFloatSwap(_VanillaSwap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex indexPtr1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex indexPtr2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1,
                      DoubleVector spread1)

FloatFloatSwap

public FloatFloatSwap(_VanillaSwap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex indexPtr1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex indexPtr2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange,
                      DoubleVector gearing1)

FloatFloatSwap

public FloatFloatSwap(_VanillaSwap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex indexPtr1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex indexPtr2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange,
                      boolean finalCapitalExchange)

FloatFloatSwap

public FloatFloatSwap(_VanillaSwap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex indexPtr1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex indexPtr2,
                      DayCounter dayCount2,
                      boolean intermediateCapitalExchange)

FloatFloatSwap

public FloatFloatSwap(_VanillaSwap.Type type,
                      DoubleVector nominal1,
                      DoubleVector nominal2,
                      Schedule schedule1,
                      InterestRateIndex indexPtr1,
                      DayCounter dayCount1,
                      Schedule schedule2,
                      InterestRateIndex indexPtr2,
                      DayCounter dayCount2)

Method Detail

getCPtr

protected static long getCPtr(FloatFloatSwap obj)

finalize

protected void finalize()

Overrides:

finalize in class Swap

delete

public void delete()

Overrides:

delete in class Swap