com.github.vonrosen.quantlib

Class FloatingRateBond

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.Bond

com.github.vonrosen.quantlib.FloatingRateBond

public class FloatingRateBond
extends Bond

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	FloatingRateBond(long cPtr, boolean cMemoryOwn)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption)
	FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate)

Method Summary

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

FloatingRateBond

protected FloatingRateBond(long cPtr,
                           boolean cMemoryOwn)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads,
                        DoubleVector caps,
                        DoubleVector floors,
                        boolean inArrears,
                        double redemption,
                        Date issueDate)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads,
                        DoubleVector caps,
                        DoubleVector floors,
                        boolean inArrears,
                        double redemption)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads,
                        DoubleVector caps,
                        DoubleVector floors,
                        boolean inArrears)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads,
                        DoubleVector caps,
                        DoubleVector floors)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads,
                        DoubleVector caps)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings,
                        DoubleVector spreads)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays,
                        DoubleVector gearings)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention,
                        long fixingDays)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter,
                        BusinessDayConvention paymentConvention)

FloatingRateBond

public FloatingRateBond(long settlementDays,
                        double faceAmount,
                        Schedule schedule,
                        IborIndex index,
                        DayCounter paymentDayCounter)

Method Detail

getCPtr

protected static long getCPtr(FloatingRateBond obj)

finalize

protected void finalize()

Overrides:

finalize in class Bond

delete

public void delete()

Overrides:

delete in class Bond