com.github.vonrosen.quantlib

Class NonstandardSwap

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.Swap

com.github.vonrosen.quantlib.NonstandardSwap

public class NonstandardSwap
extends Swap

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	NonstandardSwap(_VanillaSwap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount)
	NonstandardSwap(_VanillaSwap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange)
	NonstandardSwap(_VanillaSwap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange, boolean finalCapitalExchange)
	NonstandardSwap(_VanillaSwap.Type type, DoubleVector fixedNominal, DoubleVector floatingNominal, Schedule fixedSchedule, DoubleVector fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, DoubleVector gearing, DoubleVector spread, DayCounter floatDayCount, boolean intermediateCapitalExchange, boolean finalCapitalExchange, BusinessDayConvention paymentConvention)
protected	NonstandardSwap(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
DayCounter	fixedDayCount()
Leg	fixedLeg()
DoubleVector	fixedNominals()
DoubleVector	fixedRate()
Schedule	fixedSchedule()
DayCounter	floatingDayCount()
Leg	floatingLeg()
DoubleVector	floatingNominals()
Schedule	floatingSchedule()
DoubleVector	gearings()
protected static long	getCPtr(NonstandardSwap obj)
DoubleVector	spreads()

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

getCPtr, leg, legNPV, maturityDate, startDate

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

__deref__, asObservable, errorEstimate, freeze, getCPtr, isExpired, isNull, NPV, recalculate, setPricingEngine, unfreeze

Methods inherited from class java.lang.Object

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

Constructor Detail

NonstandardSwap

protected NonstandardSwap(long cPtr,
                          boolean cMemoryOwn)

NonstandardSwap

public NonstandardSwap(_VanillaSwap.Type type,
                       DoubleVector fixedNominal,
                       DoubleVector floatingNominal,
                       Schedule fixedSchedule,
                       DoubleVector fixedRate,
                       DayCounter fixedDayCount,
                       Schedule floatSchedule,
                       IborIndex index,
                       DoubleVector gearing,
                       DoubleVector spread,
                       DayCounter floatDayCount,
                       boolean intermediateCapitalExchange,
                       boolean finalCapitalExchange,
                       BusinessDayConvention paymentConvention)

NonstandardSwap

public NonstandardSwap(_VanillaSwap.Type type,
                       DoubleVector fixedNominal,
                       DoubleVector floatingNominal,
                       Schedule fixedSchedule,
                       DoubleVector fixedRate,
                       DayCounter fixedDayCount,
                       Schedule floatSchedule,
                       IborIndex index,
                       DoubleVector gearing,
                       DoubleVector spread,
                       DayCounter floatDayCount,
                       boolean intermediateCapitalExchange,
                       boolean finalCapitalExchange)

NonstandardSwap

public NonstandardSwap(_VanillaSwap.Type type,
                       DoubleVector fixedNominal,
                       DoubleVector floatingNominal,
                       Schedule fixedSchedule,
                       DoubleVector fixedRate,
                       DayCounter fixedDayCount,
                       Schedule floatSchedule,
                       IborIndex index,
                       DoubleVector gearing,
                       DoubleVector spread,
                       DayCounter floatDayCount,
                       boolean intermediateCapitalExchange)

NonstandardSwap

public NonstandardSwap(_VanillaSwap.Type type,
                       DoubleVector fixedNominal,
                       DoubleVector floatingNominal,
                       Schedule fixedSchedule,
                       DoubleVector fixedRate,
                       DayCounter fixedDayCount,
                       Schedule floatSchedule,
                       IborIndex index,
                       DoubleVector gearing,
                       DoubleVector spread,
                       DayCounter floatDayCount)

Method Detail

getCPtr

protected static long getCPtr(NonstandardSwap obj)

finalize

protected void finalize()

Overrides:

finalize in class Swap

delete

public void delete()

Overrides:

delete in class Swap

fixedLeg

public Leg fixedLeg()

floatingLeg

public Leg floatingLeg()

fixedNominals

public DoubleVector fixedNominals()

floatingNominals

public DoubleVector floatingNominals()

fixedSchedule

public Schedule fixedSchedule()

floatingSchedule

public Schedule floatingSchedule()

fixedRate

public DoubleVector fixedRate()

spreads

public DoubleVector spreads()

gearings

public DoubleVector gearings()

floatingDayCount

public DayCounter floatingDayCount()

fixedDayCount

public DayCounter fixedDayCount()