com.github.vonrosen.quantlib

Class FraRateHelper

java.lang.Object

com.github.vonrosen.quantlib.RateHelper

com.github.vonrosen.quantlib.FraRateHelper

public class FraRateHelper
extends RateHelper

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	FraRateHelper(double rate, long monthsToStart, IborIndex index)
	FraRateHelper(double rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)
protected	FraRateHelper(long cPtr, boolean cMemoryOwn)
	FraRateHelper(QuoteHandle rate, long monthsToStart, IborIndex index)
	FraRateHelper(QuoteHandle rate, long monthsToStart, long monthsToEnd, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)

Method Summary

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

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

FraRateHelper

protected FraRateHelper(long cPtr,
                        boolean cMemoryOwn)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     long monthsToStart,
                     long monthsToEnd,
                     long fixingDays,
                     Calendar calendar,
                     BusinessDayConvention convention,
                     boolean endOfMonth,
                     DayCounter dayCounter)

FraRateHelper

public FraRateHelper(double rate,
                     long monthsToStart,
                     long monthsToEnd,
                     long fixingDays,
                     Calendar calendar,
                     BusinessDayConvention convention,
                     boolean endOfMonth,
                     DayCounter dayCounter)

FraRateHelper

public FraRateHelper(QuoteHandle rate,
                     long monthsToStart,
                     IborIndex index)

FraRateHelper

public FraRateHelper(double rate,
                     long monthsToStart,
                     IborIndex index)

Method Detail

getCPtr

protected static long getCPtr(FraRateHelper obj)

finalize

protected void finalize()

Overrides:

finalize in class RateHelper

delete

public void delete()

Overrides:

delete in class RateHelper