com.github.vonrosen.quantlib

Class ZeroCouponInflationSwap

java.lang.Object

com.github.vonrosen.quantlib.Instrument

com.github.vonrosen.quantlib.ZeroCouponInflationSwap

public class ZeroCouponInflationSwap
extends Instrument

Field Summary

Fields

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

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag)
	ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, boolean adjustInfObsDates)
	ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, boolean adjustInfObsDates, Calendar infCalendar)
	ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, boolean adjustInfObsDates, Calendar infCalendar, BusinessDayConvention infConvention)
protected	ZeroCouponInflationSwap(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
double	fairRate()
protected void	finalize()
Leg	fixedLeg()
protected static long	getCPtr(ZeroCouponInflationSwap obj)
Leg	inflationLeg()
_ZeroCouponInflationSwap.Type	type()

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 _ZeroCouponInflationSwap.Type Receiver

Payer

public static final _ZeroCouponInflationSwap.Type Payer

Constructor Detail

ZeroCouponInflationSwap

protected ZeroCouponInflationSwap(long cPtr,
                                  boolean cMemoryOwn)

ZeroCouponInflationSwap

public ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type,
                               double nominal,
                               Date start,
                               Date maturity,
                               Calendar calendar,
                               BusinessDayConvention convention,
                               DayCounter dayCounter,
                               double fixedRate,
                               ZeroInflationIndex index,
                               Period lag,
                               boolean adjustInfObsDates,
                               Calendar infCalendar,
                               BusinessDayConvention infConvention)

ZeroCouponInflationSwap

public ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type,
                               double nominal,
                               Date start,
                               Date maturity,
                               Calendar calendar,
                               BusinessDayConvention convention,
                               DayCounter dayCounter,
                               double fixedRate,
                               ZeroInflationIndex index,
                               Period lag,
                               boolean adjustInfObsDates,
                               Calendar infCalendar)

ZeroCouponInflationSwap

public ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type,
                               double nominal,
                               Date start,
                               Date maturity,
                               Calendar calendar,
                               BusinessDayConvention convention,
                               DayCounter dayCounter,
                               double fixedRate,
                               ZeroInflationIndex index,
                               Period lag,
                               boolean adjustInfObsDates)

ZeroCouponInflationSwap

public ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type,
                               double nominal,
                               Date start,
                               Date maturity,
                               Calendar calendar,
                               BusinessDayConvention convention,
                               DayCounter dayCounter,
                               double fixedRate,
                               ZeroInflationIndex index,
                               Period lag)

Method Detail

getCPtr

protected static long getCPtr(ZeroCouponInflationSwap obj)

finalize

protected void finalize()

Overrides:

finalize in class Instrument

delete

public void delete()

Overrides:

delete in class Instrument

fairRate

public double fairRate()

fixedLeg

public Leg fixedLeg()

inflationLeg

public Leg inflationLeg()

type

public _ZeroCouponInflationSwap.Type type()