Uses of Class
com.github.vonrosen.quantlib.FixedRateBond

Uses of FixedRateBond in com.github.vonrosen.quantlib

Methods in com.github.vonrosen.quantlib that return FixedRateBond

Modifier and Type	Method and Description
FixedRateBond	FixedRateBondHelper.bond()

Methods in com.github.vonrosen.quantlib with parameters of type FixedRateBond

Modifier and Type	Method and Description
static long	QuantLibJNI.FixedRateBond_dayCounter(long jarg1, FixedRateBond jarg1_)
static int	QuantLibJNI.FixedRateBond_frequency(long jarg1, FixedRateBond jarg1_)
protected static long	FixedRateBond.getCPtr(FixedRateBond obj)
static long	QuantLibJNI.new_FixedRateBondForward__SWIG_0(long jarg1, Date jarg1_, long jarg2, Date jarg2_, int jarg3, double jarg4, long jarg5, long jarg6, DayCounter jarg6_, long jarg7, Calendar jarg7_, int jarg8, long jarg9, FixedRateBond jarg9_, long jarg10, YieldTermStructureHandle jarg10_, long jarg11, YieldTermStructureHandle jarg11_)
static long	QuantLibJNI.new_FixedRateBondForward__SWIG_1(long jarg1, Date jarg1_, long jarg2, Date jarg2_, int jarg3, double jarg4, long jarg5, long jarg6, DayCounter jarg6_, long jarg7, Calendar jarg7_, int jarg8, long jarg9, FixedRateBond jarg9_, long jarg10, YieldTermStructureHandle jarg10_)
static long	QuantLibJNI.new_FixedRateBondForward__SWIG_2(long jarg1, Date jarg1_, long jarg2, Date jarg2_, int jarg3, double jarg4, long jarg5, long jarg6, DayCounter jarg6_, long jarg7, Calendar jarg7_, int jarg8, long jarg9, FixedRateBond jarg9_)

Constructors in com.github.vonrosen.quantlib with parameters of type FixedRateBond

Constructor and Description
FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond)
FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond, YieldTermStructureHandle discountCurve)
FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond, YieldTermStructureHandle discountCurve, YieldTermStructureHandle incomeDiscountCurve)