com.github.vonrosen.quantlib

Class OISRateHelper

java.lang.Object

com.github.vonrosen.quantlib.RateHelper

com.github.vonrosen.quantlib.OISRateHelper

public class OISRateHelper
extends RateHelper

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	OISRateHelper(long cPtr, boolean cMemoryOwn)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index)
	OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve)

Method Summary

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

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

__deref__, getCPtr, isNull, latestDate, quote

Methods inherited from class java.lang.Object

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

Constructor Detail

OISRateHelper

protected OISRateHelper(long cPtr,
                        boolean cMemoryOwn)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index,
                     YieldTermStructureHandle discountingCurve)

OISRateHelper

public OISRateHelper(long settlementDays,
                     Period tenor,
                     QuoteHandle rate,
                     OvernightIndex index)

Method Detail

getCPtr

protected static long getCPtr(OISRateHelper obj)

finalize

protected void finalize()

Overrides:

finalize in class RateHelper

delete

public void delete()

Overrides:

delete in class RateHelper