com.github.vonrosen.quantlib

Class IborCoupon

java.lang.Object

com.github.vonrosen.quantlib.CashFlow

com.github.vonrosen.quantlib.Coupon

com.github.vonrosen.quantlib.FloatingRateCoupon

com.github.vonrosen.quantlib.IborCoupon

public class IborCoupon
extends FloatingRateCoupon

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index)
	IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing)
	IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread)
	IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart)
	IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
	IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
protected	IborCoupon(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

adjustedFixing, convexityAdjustment, fixingDate, fixingDays, gearing, getCPtr, index, indexFixing, isInArrears, price, setPricer, spread

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

accrualDays, accrualEndDate, accrualPeriod, accrualStartDate, accruedAmount, dayCounter, exCouponDate, getCPtr, nominal, rate, referencePeriodEnd, referencePeriodStart

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

__deref__, amount, asObservable, date, getCPtr, isNull

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

IborCoupon

protected IborCoupon(long cPtr,
                     boolean cMemoryOwn)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  InterestRateIndex index,
                  double gearing,
                  double spread,
                  Date refPeriodStart,
                  Date refPeriodEnd,
                  DayCounter dayCounter)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  InterestRateIndex index,
                  double gearing,
                  double spread,
                  Date refPeriodStart,
                  Date refPeriodEnd)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  InterestRateIndex index,
                  double gearing,
                  double spread,
                  Date refPeriodStart)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  InterestRateIndex index,
                  double gearing,
                  double spread)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  InterestRateIndex index,
                  double gearing)

IborCoupon

public IborCoupon(Date paymentDate,
                  double nominal,
                  Date startDate,
                  Date endDate,
                  int fixingDays,
                  InterestRateIndex index)

Method Detail

getCPtr

protected static long getCPtr(IborCoupon obj)

finalize

protected void finalize()

Overrides:

finalize in class FloatingRateCoupon

delete

public void delete()

Overrides:

delete in class FloatingRateCoupon