com.github.vonrosen.quantlib

Class FuturesRateHelper

java.lang.Object

com.github.vonrosen.quantlib.RateHelper

com.github.vonrosen.quantlib.FuturesRateHelper

public class FuturesRateHelper
extends RateHelper

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	FuturesRateHelper(double price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter)
	FuturesRateHelper(double price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, double convexityAdjustment)
	FuturesRateHelper(double price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, double convexityAdjustment, Futures.Type type)
	FuturesRateHelper(double price, Date iborStartDate, IborIndex index)
	FuturesRateHelper(double price, Date iborStartDate, IborIndex index, double convexityAdjustment)
	FuturesRateHelper(double price, Date iborStartDate, IborIndex index, double convexityAdjustment, Futures.Type type)
	FuturesRateHelper(double price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)
	FuturesRateHelper(double price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, double convexityAdjustment)
	FuturesRateHelper(double price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, double convexityAdjustment, Futures.Type type)
protected	FuturesRateHelper(long cPtr, boolean cMemoryOwn)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, QuoteHandle convexityAdjustment)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, QuoteHandle convexityAdjustment, Futures.Type type)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index, QuoteHandle convexityAdjustment)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index, QuoteHandle convexityAdjustment, Futures.Type type)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, QuoteHandle convexityAdjustment)
	FuturesRateHelper(QuoteHandle price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, QuoteHandle convexityAdjustment, Futures.Type type)

Method Summary

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

FuturesRateHelper

protected FuturesRateHelper(long cPtr,
                            boolean cMemoryOwn)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         long nMonths,
                         Calendar calendar,
                         BusinessDayConvention convention,
                         boolean endOfMonth,
                         DayCounter dayCounter,
                         QuoteHandle convexityAdjustment,
                         Futures.Type type)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         long nMonths,
                         Calendar calendar,
                         BusinessDayConvention convention,
                         boolean endOfMonth,
                         DayCounter dayCounter,
                         QuoteHandle convexityAdjustment)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         long nMonths,
                         Calendar calendar,
                         BusinessDayConvention convention,
                         boolean endOfMonth,
                         DayCounter dayCounter,
                         double convexityAdjustment,
                         Futures.Type type)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         long nMonths,
                         Calendar calendar,
                         BusinessDayConvention convention,
                         boolean endOfMonth,
                         DayCounter dayCounter,
                         double convexityAdjustment)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         long nMonths,
                         Calendar calendar,
                         BusinessDayConvention convention,
                         boolean endOfMonth,
                         DayCounter dayCounter)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         Date iborEndDate,
                         DayCounter dayCounter,
                         QuoteHandle convexityAdjustment,
                         Futures.Type type)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         Date iborEndDate,
                         DayCounter dayCounter,
                         QuoteHandle convexityAdjustment)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         Date iborEndDate,
                         DayCounter dayCounter,
                         double convexityAdjustment,
                         Futures.Type type)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         Date iborEndDate,
                         DayCounter dayCounter,
                         double convexityAdjustment)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         Date iborEndDate,
                         DayCounter dayCounter)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         IborIndex index,
                         QuoteHandle convexityAdjustment,
                         Futures.Type type)

FuturesRateHelper

public FuturesRateHelper(QuoteHandle price,
                         Date iborStartDate,
                         IborIndex index,
                         QuoteHandle convexityAdjustment)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         IborIndex index,
                         double convexityAdjustment,
                         Futures.Type type)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         IborIndex index,
                         double convexityAdjustment)

FuturesRateHelper

public FuturesRateHelper(double price,
                         Date iborStartDate,
                         IborIndex index)

Method Detail

getCPtr

protected static long getCPtr(FuturesRateHelper obj)

finalize

protected void finalize()

Overrides:

finalize in class RateHelper

delete

public void delete()

Overrides:

delete in class RateHelper