static double |
QuantLibJNI.FloatingRateCoupon_adjustedFixing(long jarg1,
FloatingRateCoupon jarg1_) |
static double |
QuantLibJNI.FloatingRateCoupon_convexityAdjustment(long jarg1,
FloatingRateCoupon jarg1_) |
static long |
QuantLibJNI.FloatingRateCoupon_fixingDate(long jarg1,
FloatingRateCoupon jarg1_) |
static int |
QuantLibJNI.FloatingRateCoupon_fixingDays(long jarg1,
FloatingRateCoupon jarg1_) |
static double |
QuantLibJNI.FloatingRateCoupon_gearing(long jarg1,
FloatingRateCoupon jarg1_) |
static long |
QuantLibJNI.FloatingRateCoupon_index(long jarg1,
FloatingRateCoupon jarg1_) |
static double |
QuantLibJNI.FloatingRateCoupon_indexFixing(long jarg1,
FloatingRateCoupon jarg1_) |
static boolean |
QuantLibJNI.FloatingRateCoupon_isInArrears(long jarg1,
FloatingRateCoupon jarg1_) |
static double |
QuantLibJNI.FloatingRateCoupon_price(long jarg1,
FloatingRateCoupon jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static void |
QuantLibJNI.FloatingRateCoupon_setPricer(long jarg1,
FloatingRateCoupon jarg1_,
long jarg2,
FloatingRateCouponPricer jarg2_) |
static double |
QuantLibJNI.FloatingRateCoupon_spread(long jarg1,
FloatingRateCoupon jarg1_) |
protected static long |
FloatingRateCoupon.getCPtr(FloatingRateCoupon obj) |
static long |
QuantLibJNI.new_CappedFlooredCoupon__SWIG_0(long jarg1,
FloatingRateCoupon jarg1_,
double jarg2,
double jarg3) |
static long |
QuantLibJNI.new_CappedFlooredCoupon__SWIG_1(long jarg1,
FloatingRateCoupon jarg1_,
double jarg2) |
static long |
QuantLibJNI.new_CappedFlooredCoupon__SWIG_2(long jarg1,
FloatingRateCoupon jarg1_) |