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

Uses of InterestRateIndex in com.github.vonrosen.quantlib

Subclasses of InterestRateIndex in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	Aonia
class	AUDLibor
class	Bbsw
class	Bbsw1M
class	Bbsw2M
class	Bbsw3M
class	Bbsw4M
class	Bbsw5M
class	Bbsw6M
class	Bkbm
class	Bkbm1M
class	Bkbm2M
class	Bkbm3M
class	Bkbm4M
class	Bkbm5M
class	Bkbm6M
class	CADLibor
class	Cdor
class	CHFLibor
class	DKKLibor
class	Eonia
class	Euribor
class	Euribor10M
class	Euribor11M
class	Euribor1M
class	Euribor1Y
class	Euribor2M
class	Euribor2W
class	Euribor365
class	Euribor365_10M
class	Euribor365_11M
class	Euribor365_1M
class	Euribor365_1Y
class	Euribor365_2M
class	Euribor365_2W
class	Euribor365_3M
class	Euribor365_3W
class	Euribor365_4M
class	Euribor365_5M
class	Euribor365_6M
class	Euribor365_7M
class	Euribor365_8M
class	Euribor365_9M
class	Euribor365_SW
class	Euribor3M
class	Euribor3W
class	Euribor4M
class	Euribor5M
class	Euribor6M
class	Euribor7M
class	Euribor8M
class	Euribor9M
class	EuriborSW
class	EuriborSwapIfrFix
class	EuriborSwapIsdaFixA
class	EuriborSwapIsdaFixB
class	EURLibor
class	EURLibor10M
class	EURLibor11M
class	EURLibor1M
class	EURLibor1Y
class	EURLibor2M
class	EURLibor2W
class	EURLibor3M
class	EURLibor4M
class	EURLibor5M
class	EURLibor6M
class	EURLibor7M
class	EURLibor8M
class	EURLibor9M
class	EURLiborSW
class	EurLiborSwapIfrFix
class	EurLiborSwapIsdaFixA
class	EurLiborSwapIsdaFixB
class	FedFunds
class	GBPLibor
class	IborIndex
class	Jibar
class	JPYLibor
class	Libor
class	NZDLibor
class	Nzocr
class	OvernightIndex
class	SEKLibor
class	Sonia
class	SwapIndex
class	Tibor
class	TRLibor
class	USDLibor
class	Zibor

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

Modifier and Type	Method and Description
InterestRateIndex	FloatingRateCoupon.index()

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

Modifier and Type	Method and Description
static IborIndex	QuantLib.as_iborindex(InterestRateIndex index)
static long	QuantLibJNI.as_iborindex(long jarg1, InterestRateIndex jarg1_)
protected static long	InterestRateIndex.getCPtr(InterestRateIndex obj)
static long	QuantLibJNI.InterestRateIndex_currency(long jarg1, InterestRateIndex jarg1_)
static long	QuantLibJNI.InterestRateIndex_dayCounter(long jarg1, InterestRateIndex jarg1_)
static String	QuantLibJNI.InterestRateIndex_familyName(long jarg1, InterestRateIndex jarg1_)
static long	QuantLibJNI.InterestRateIndex_fixingDate(long jarg1, InterestRateIndex jarg1_, long jarg2, Date jarg2_)
static long	QuantLibJNI.InterestRateIndex_fixingDays(long jarg1, InterestRateIndex jarg1_)
static long	QuantLibJNI.InterestRateIndex_maturityDate(long jarg1, InterestRateIndex jarg1_, long jarg2, Date jarg2_)
static long	QuantLibJNI.InterestRateIndex_tenor(long jarg1, InterestRateIndex jarg1_)
static long	QuantLibJNI.InterestRateIndex_valueDate(long jarg1, InterestRateIndex jarg1_, long jarg2, Date jarg2_)
static long	QuantLibJNI.new_AssetSwap__SWIG_0(boolean jarg1, long jarg2, Bond jarg2_, double jarg3, long jarg4, InterestRateIndex jarg4_, double jarg5, long jarg6, Schedule jarg6_, long jarg7, DayCounter jarg7_, boolean jarg8)
static long	QuantLibJNI.new_AssetSwap__SWIG_1(boolean jarg1, long jarg2, Bond jarg2_, double jarg3, long jarg4, InterestRateIndex jarg4_, double jarg5, long jarg6, Schedule jarg6_, long jarg7, DayCounter jarg7_)
static long	QuantLibJNI.new_AssetSwap__SWIG_2(boolean jarg1, long jarg2, Bond jarg2_, double jarg3, long jarg4, InterestRateIndex jarg4_, double jarg5, long jarg6, Schedule jarg6_)
static long	QuantLibJNI.new_AssetSwap__SWIG_3(boolean jarg1, long jarg2, Bond jarg2_, double jarg3, long jarg4, InterestRateIndex jarg4_, double jarg5)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_0(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_, long jarg15, DoubleVector jarg15_, long jarg16, DoubleVector jarg16_, long jarg17, DoubleVector jarg17_, long jarg18, DoubleVector jarg18_, long jarg19, DoubleVector jarg19_, int jarg20, int jarg21)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_1(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_, long jarg15, DoubleVector jarg15_, long jarg16, DoubleVector jarg16_, long jarg17, DoubleVector jarg17_, long jarg18, DoubleVector jarg18_, long jarg19, DoubleVector jarg19_, int jarg20)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_10(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_11(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_12(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_2(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_, long jarg15, DoubleVector jarg15_, long jarg16, DoubleVector jarg16_, long jarg17, DoubleVector jarg17_, long jarg18, DoubleVector jarg18_, long jarg19, DoubleVector jarg19_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_3(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_, long jarg15, DoubleVector jarg15_, long jarg16, DoubleVector jarg16_, long jarg17, DoubleVector jarg17_, long jarg18, DoubleVector jarg18_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_4(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_, long jarg15, DoubleVector jarg15_, long jarg16, DoubleVector jarg16_, long jarg17, DoubleVector jarg17_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_5(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_, long jarg15, DoubleVector jarg15_, long jarg16, DoubleVector jarg16_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_6(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_, long jarg15, DoubleVector jarg15_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_7(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_, long jarg14, DoubleVector jarg14_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_8(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_, long jarg13, DoubleVector jarg13_)
static long	QuantLibJNI.new_FloatFloatSwap__SWIG_9(int jarg1, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, Schedule jarg4_, long jarg5, InterestRateIndex jarg5_, long jarg6, DayCounter jarg6_, long jarg7, Schedule jarg7_, long jarg8, InterestRateIndex jarg8_, long jarg9, DayCounter jarg9_, boolean jarg10, boolean jarg11, long jarg12, DoubleVector jarg12_)
static long	QuantLibJNI.new_IborCoupon__SWIG_0(long jarg1, Date jarg1_, double jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, int jarg5, long jarg6, InterestRateIndex jarg6_, double jarg7, double jarg8, long jarg9, Date jarg9_, long jarg10, Date jarg10_, long jarg11, DayCounter jarg11_)
static long	QuantLibJNI.new_IborCoupon__SWIG_1(long jarg1, Date jarg1_, double jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, int jarg5, long jarg6, InterestRateIndex jarg6_, double jarg7, double jarg8, long jarg9, Date jarg9_, long jarg10, Date jarg10_)
static long	QuantLibJNI.new_IborCoupon__SWIG_2(long jarg1, Date jarg1_, double jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, int jarg5, long jarg6, InterestRateIndex jarg6_, double jarg7, double jarg8, long jarg9, Date jarg9_)
static long	QuantLibJNI.new_IborCoupon__SWIG_3(long jarg1, Date jarg1_, double jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, int jarg5, long jarg6, InterestRateIndex jarg6_, double jarg7, double jarg8)
static long	QuantLibJNI.new_IborCoupon__SWIG_4(long jarg1, Date jarg1_, double jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, int jarg5, long jarg6, InterestRateIndex jarg6_, double jarg7)
static long	QuantLibJNI.new_IborCoupon__SWIG_5(long jarg1, Date jarg1_, double jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, int jarg5, long jarg6, InterestRateIndex jarg6_)

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

Constructor and Description
AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread)
AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread, Schedule floatSchedule)
AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount)
AssetSwap(boolean payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount, boolean parAssetSwap)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2, BusinessDayConvention paymentConvention1)
FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2, BusinessDayConvention paymentConvention1, BusinessDayConvention paymentConvention2)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd)
IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)