com.github.vonrosen.quantlib

Class YearOnYearInflationSwap

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.YearOnYearInflationSwap

public class YearOnYearInflationSwap
extends Instrument

Field Summary

Fields

Modifier and Type	Field and Description
static _YearOnYearInflationSwap.Type	Payer
static _YearOnYearInflationSwap.Type	Receiver

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar)
	YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar, BusinessDayConvention paymentConvention)
protected	YearOnYearInflationSwap(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
double	fairRate()
protected void	finalize()
protected static long	getCPtr(YearOnYearInflationSwap obj)

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

Field Detail

Receiver

public static final _YearOnYearInflationSwap.Type Receiver

Payer

public static final _YearOnYearInflationSwap.Type Payer

Constructor Detail

YearOnYearInflationSwap

protected YearOnYearInflationSwap(long cPtr,
                                  boolean cMemoryOwn)

YearOnYearInflationSwap

public YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type,
                               double nominal,
                               Schedule fixedSchedule,
                               double fixedRate,
                               DayCounter fixedDayCounter,
                               Schedule yoySchedule,
                               YoYInflationIndex index,
                               Period lag,
                               double spread,
                               DayCounter yoyDayCounter,
                               Calendar paymentCalendar,
                               BusinessDayConvention paymentConvention)

YearOnYearInflationSwap

public YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type,
                               double nominal,
                               Schedule fixedSchedule,
                               double fixedRate,
                               DayCounter fixedDayCounter,
                               Schedule yoySchedule,
                               YoYInflationIndex index,
                               Period lag,
                               double spread,
                               DayCounter yoyDayCounter,
                               Calendar paymentCalendar)

Method Detail

getCPtr

protected static long getCPtr(YearOnYearInflationSwap obj)

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Overrides:

delete in class Instrument

fairRate

public double fairRate()