com.github.vonrosen.quantlib

Class Swap

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.Swap

Direct Known Subclasses:

AssetSwap, FloatFloatSwap, NonstandardSwap, VanillaSwap

public class Swap
extends Instrument

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	Swap(Leg firstLeg, Leg secondLeg)
protected	Swap(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(Swap obj)
Leg	leg(long i)
double	legNPV(long j)
Date	maturityDate()
Date	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

Swap

protected Swap(long cPtr,
               boolean cMemoryOwn)

Swap

public Swap(Leg firstLeg,
            Leg secondLeg)

Method Detail

getCPtr

protected static long getCPtr(Swap obj)

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Overrides:

delete in class Instrument

startDate

public Date startDate()

maturityDate

public Date maturityDate()

leg

public Leg leg(long i)

legNPV

public double legNPV(long j)