com.github.vonrosen.quantlib

Class Forward

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.Forward

Direct Known Subclasses:

FixedRateBondForward

public class Forward
extends Instrument

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	Forward()
protected	Forward(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
double	forwardValue()
protected static long	getCPtr(Forward obj)
InterestRate	impliedYield(double underlyingSpotValue, double forwardValue, Date settlementDate, Compounding compoundingConvention, DayCounter dayCounter)

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

Forward

protected Forward(long cPtr,
                  boolean cMemoryOwn)

Forward

public Forward()

Method Detail

getCPtr

protected static long getCPtr(Forward obj)

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Overrides:

delete in class Instrument

forwardValue

public double forwardValue()

impliedYield

public InterestRate impliedYield(double underlyingSpotValue,
                                 double forwardValue,
                                 Date settlementDate,
                                 Compounding compoundingConvention,
                                 DayCounter dayCounter)