com.github.vonrosen.quantlib

Class OvernightIndex

java.lang.Object

com.github.vonrosen.quantlib.Index

com.github.vonrosen.quantlib.InterestRateIndex

com.github.vonrosen.quantlib.IborIndex

com.github.vonrosen.quantlib.OvernightIndex

Direct Known Subclasses:

Aonia, Eonia, FedFunds, Nzocr, Sonia

public class OvernightIndex
extends IborIndex

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	OvernightIndex(long cPtr, boolean cMemoryOwn)
	OvernightIndex(String familyName, int settlementDays, Currency currency, Calendar calendar, DayCounter dayCounter)
	OvernightIndex(String familyName, int settlementDays, Currency currency, Calendar calendar, DayCounter dayCounter, YieldTermStructureHandle h)

Method Summary

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

OvernightIndex

protected OvernightIndex(long cPtr,
                         boolean cMemoryOwn)

OvernightIndex

public OvernightIndex(String familyName,
                      int settlementDays,
                      Currency currency,
                      Calendar calendar,
                      DayCounter dayCounter,
                      YieldTermStructureHandle h)

OvernightIndex

public OvernightIndex(String familyName,
                      int settlementDays,
                      Currency currency,
                      Calendar calendar,
                      DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(OvernightIndex obj)

finalize

protected void finalize()

Overrides:

finalize in class IborIndex

delete

public void delete()

Overrides:

delete in class IborIndex