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

Uses of VanillaSwap in com.github.vonrosen.quantlib

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

Modifier and Type	Method and Description
VanillaSwap	SwapRateHelper.swap()

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

Modifier and Type	Method and Description
protected static long	VanillaSwap.getCPtr(VanillaSwap obj)
static long	QuantLibJNI.new_Swaption__SWIG_0(long jarg1, VanillaSwap jarg1_, long jarg2, Exercise jarg2_, int jarg3)
static long	QuantLibJNI.new_Swaption__SWIG_1(long jarg1, VanillaSwap jarg1_, long jarg2, Exercise jarg2_)
static double	QuantLibJNI.VanillaSwap_fairRate(long jarg1, VanillaSwap jarg1_)
static double	QuantLibJNI.VanillaSwap_fairSpread(long jarg1, VanillaSwap jarg1_)
static long	QuantLibJNI.VanillaSwap_fixedDayCount(long jarg1, VanillaSwap jarg1_)
static long	QuantLibJNI.VanillaSwap_fixedLeg(long jarg1, VanillaSwap jarg1_)
static double	QuantLibJNI.VanillaSwap_fixedLegBPS(long jarg1, VanillaSwap jarg1_)
static double	QuantLibJNI.VanillaSwap_fixedLegNPV(long jarg1, VanillaSwap jarg1_)
static double	QuantLibJNI.VanillaSwap_fixedRate(long jarg1, VanillaSwap jarg1_)
static long	QuantLibJNI.VanillaSwap_fixedSchedule(long jarg1, VanillaSwap jarg1_)
static long	QuantLibJNI.VanillaSwap_floatingDayCount(long jarg1, VanillaSwap jarg1_)
static long	QuantLibJNI.VanillaSwap_floatingLeg(long jarg1, VanillaSwap jarg1_)
static double	QuantLibJNI.VanillaSwap_floatingLegBPS(long jarg1, VanillaSwap jarg1_)
static double	QuantLibJNI.VanillaSwap_floatingLegNPV(long jarg1, VanillaSwap jarg1_)
static long	QuantLibJNI.VanillaSwap_floatingSchedule(long jarg1, VanillaSwap jarg1_)
static double	QuantLibJNI.VanillaSwap_nominal(long jarg1, VanillaSwap jarg1_)
static double	QuantLibJNI.VanillaSwap_spread(long jarg1, VanillaSwap jarg1_)

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

Constructor and Description
Swaption(VanillaSwap simpleSwap, Exercise exercise)
Swaption(VanillaSwap simpleSwap, Exercise exercise, Settlement.Type type)