com.github.vonrosen.quantlib

Class ZeroCouponBond

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.Bond

com.github.vonrosen.quantlib.ZeroCouponBond

public class ZeroCouponBond
extends Bond

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	ZeroCouponBond(long cPtr, boolean cMemoryOwn)
	ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate)
	ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention)
	ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention, double redemption)
	ZeroCouponBond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, BusinessDayConvention paymentConvention, double redemption, Date issueDate)

Method Summary

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

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

accruedAmount, accruedAmount, calendar, cashflows, cleanPrice, cleanPrice, cleanPrice, dirtyPrice, dirtyPrice, dirtyPrice, getCPtr, issueDate, maturityDate, nextCouponRate, nextCouponRate, notional, notional, notionals, previousCouponRate, previousCouponRate, redemption, redemptions, settlementDate, settlementDate, settlementDays, settlementValue, settlementValue, startDate, yield, yield, yield, yield, yield, yield, yield

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

ZeroCouponBond

protected ZeroCouponBond(long cPtr,
                         boolean cMemoryOwn)

ZeroCouponBond

public ZeroCouponBond(long settlementDays,
                      Calendar calendar,
                      double faceAmount,
                      Date maturityDate,
                      BusinessDayConvention paymentConvention,
                      double redemption,
                      Date issueDate)

ZeroCouponBond

public ZeroCouponBond(long settlementDays,
                      Calendar calendar,
                      double faceAmount,
                      Date maturityDate,
                      BusinessDayConvention paymentConvention,
                      double redemption)

ZeroCouponBond

public ZeroCouponBond(long settlementDays,
                      Calendar calendar,
                      double faceAmount,
                      Date maturityDate,
                      BusinessDayConvention paymentConvention)

ZeroCouponBond

public ZeroCouponBond(long settlementDays,
                      Calendar calendar,
                      double faceAmount,
                      Date maturityDate)

Method Detail

getCPtr

protected static long getCPtr(ZeroCouponBond obj)

finalize

protected void finalize()

Overrides:

finalize in class Bond

delete

public void delete()

Overrides:

delete in class Bond