com.github.vonrosen.quantlib

Class InterestRateIndex

java.lang.Object

com.github.vonrosen.quantlib.Index

com.github.vonrosen.quantlib.InterestRateIndex

Direct Known Subclasses:

IborIndex, SwapIndex

public class InterestRateIndex
extends Index

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
Currency	currency()
DayCounter	dayCounter()
void	delete()
String	familyName()
protected void	finalize()
Date	fixingDate(Date valueDate)
long	fixingDays()
protected static long	getCPtr(InterestRateIndex obj)
Date	maturityDate(Date valueDate)
Period	tenor()
Date	valueDate(Date fixingDate)

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

InterestRateIndex

protected InterestRateIndex(long cPtr,
                            boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(InterestRateIndex obj)

finalize

protected void finalize()

Overrides:

finalize in class Index

delete

public void delete()

Overrides:

delete in class Index

familyName

public String familyName()

tenor

public Period tenor()

fixingDays

public long fixingDays()

fixingDate

public Date fixingDate(Date valueDate)

currency

public Currency currency()

dayCounter

public DayCounter dayCounter()

maturityDate

public Date maturityDate(Date valueDate)

valueDate

public Date valueDate(Date fixingDate)