com.github.vonrosen.quantlib

Class IborIndex

java.lang.Object

com.github.vonrosen.quantlib.Index

com.github.vonrosen.quantlib.InterestRateIndex

com.github.vonrosen.quantlib.IborIndex

Direct Known Subclasses:

AUDLibor, Bbsw, Bkbm, CADLibor, Cdor, CHFLibor, DKKLibor, Euribor, Euribor365, EURLibor, GBPLibor, Jibar, JPYLibor, Libor, NZDLibor, OvernightIndex, SEKLibor, Tibor, TRLibor, USDLibor, Zibor

public class IborIndex
extends InterestRateIndex

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	IborIndex(long cPtr, boolean cMemoryOwn)
	IborIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter)
	IborIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, YieldTermStructureHandle h)

Method Summary

Modifier and Type	Method and Description
BusinessDayConvention	businessDayConvention()
IborIndex	clone(YieldTermStructureHandle h)
void	delete()
boolean	endOfMonth()
protected void	finalize()
YieldTermStructureHandle	forwardingTermStructure()
protected static long	getCPtr(IborIndex obj)

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

currency, dayCounter, familyName, fixingDate, fixingDays, getCPtr, maturityDate, tenor, valueDate

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

__deref__, addFixing, addFixings, asObservable, fixing, fixing, fixingCalendar, getCPtr, isNull, isValidFixingDate, name, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

IborIndex

protected IborIndex(long cPtr,
                    boolean cMemoryOwn)

IborIndex

public IborIndex(String familyName,
                 Period tenor,
                 int settlementDays,
                 Currency currency,
                 Calendar calendar,
                 BusinessDayConvention convention,
                 boolean endOfMonth,
                 DayCounter dayCounter,
                 YieldTermStructureHandle h)

IborIndex

public IborIndex(String familyName,
                 Period tenor,
                 int settlementDays,
                 Currency currency,
                 Calendar calendar,
                 BusinessDayConvention convention,
                 boolean endOfMonth,
                 DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(IborIndex obj)

finalize

protected void finalize()

Overrides:

finalize in class InterestRateIndex

delete

public void delete()

Overrides:

delete in class InterestRateIndex

businessDayConvention

public BusinessDayConvention businessDayConvention()

endOfMonth

public boolean endOfMonth()

forwardingTermStructure

public YieldTermStructureHandle forwardingTermStructure()

clone

public IborIndex clone(YieldTermStructureHandle h)