com.github.vonrosen.quantlib

Class SwapIndex

java.lang.Object

com.github.vonrosen.quantlib.Index

com.github.vonrosen.quantlib.InterestRateIndex

com.github.vonrosen.quantlib.SwapIndex

Direct Known Subclasses:

EuriborSwapIfrFix, EuriborSwapIsdaFixA, EuriborSwapIsdaFixB, EurLiborSwapIfrFix, EurLiborSwapIsdaFixA, EurLiborSwapIsdaFixB

public class SwapIndex
extends InterestRateIndex

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	SwapIndex(long cPtr, boolean cMemoryOwn)
	SwapIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, Period fixedLegTenor, BusinessDayConvention fixedLegConvention, DayCounter fixedLegDayCounter, IborIndex iborIndex)
	SwapIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, Period fixedLegTenor, BusinessDayConvention fixedLegConvention, DayCounter fixedLegDayCounter, IborIndex iborIndex, YieldTermStructureHandle discountCurve)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
BusinessDayConvention	fixedLegConvention()
Period	fixedLegTenor()
YieldTermStructureHandle	forwardingTermStructure()
protected static long	getCPtr(SwapIndex obj)
IborIndex	iborIndex()

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

SwapIndex

protected SwapIndex(long cPtr,
                    boolean cMemoryOwn)

SwapIndex

public SwapIndex(String familyName,
                 Period tenor,
                 int settlementDays,
                 Currency currency,
                 Calendar calendar,
                 Period fixedLegTenor,
                 BusinessDayConvention fixedLegConvention,
                 DayCounter fixedLegDayCounter,
                 IborIndex iborIndex)

SwapIndex

public SwapIndex(String familyName,
                 Period tenor,
                 int settlementDays,
                 Currency currency,
                 Calendar calendar,
                 Period fixedLegTenor,
                 BusinessDayConvention fixedLegConvention,
                 DayCounter fixedLegDayCounter,
                 IborIndex iborIndex,
                 YieldTermStructureHandle discountCurve)

Method Detail

getCPtr

protected static long getCPtr(SwapIndex obj)

finalize

protected void finalize()

Overrides:

finalize in class InterestRateIndex

delete

public void delete()

Overrides:

delete in class InterestRateIndex

fixedLegTenor

public Period fixedLegTenor()

fixedLegConvention

public BusinessDayConvention fixedLegConvention()

iborIndex

public IborIndex iborIndex()

forwardingTermStructure

public YieldTermStructureHandle forwardingTermStructure()