com.github.vonrosen.quantlib

Class Libor

java.lang.Object

com.github.vonrosen.quantlib.Index

com.github.vonrosen.quantlib.InterestRateIndex

com.github.vonrosen.quantlib.IborIndex

com.github.vonrosen.quantlib.Libor

public class Libor
extends IborIndex

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	Libor(long cPtr, boolean cMemoryOwn)
	Libor(String familyName, Period tenor, long settlementDays, Currency currency, Calendar financialCenterCalendar, DayCounter dayCounter)
	Libor(String familyName, Period tenor, long settlementDays, Currency currency, Calendar financialCenterCalendar, DayCounter dayCounter, YieldTermStructureHandle h)

Method Summary

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

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

businessDayConvention, clone, endOfMonth, forwardingTermStructure, getCPtr

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

Libor

protected Libor(long cPtr,
                boolean cMemoryOwn)

Libor

public Libor(String familyName,
             Period tenor,
             long settlementDays,
             Currency currency,
             Calendar financialCenterCalendar,
             DayCounter dayCounter,
             YieldTermStructureHandle h)

Libor

public Libor(String familyName,
             Period tenor,
             long settlementDays,
             Currency currency,
             Calendar financialCenterCalendar,
             DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(Libor obj)

finalize

protected void finalize()

Overrides:

finalize in class IborIndex

delete

public void delete()

Overrides:

delete in class IborIndex