| Modifier and Type | Field and Description |
|---|---|
static _YearOnYearInflationSwap.Type |
YearOnYearInflationSwap.Payer |
static _YearOnYearInflationSwap.Type |
_YearOnYearInflationSwap.Type.Payer |
static _YearOnYearInflationSwap.Type |
YearOnYearInflationSwap.Receiver |
static _YearOnYearInflationSwap.Type |
_YearOnYearInflationSwap.Type.Receiver |
| Modifier and Type | Method and Description |
|---|---|
static _YearOnYearInflationSwap.Type |
_YearOnYearInflationSwap.Type.swigToEnum(int swigValue) |
| Constructor and Description |
|---|
YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type,
double nominal,
Schedule fixedSchedule,
double fixedRate,
DayCounter fixedDayCounter,
Schedule yoySchedule,
YoYInflationIndex index,
Period lag,
double spread,
DayCounter yoyDayCounter,
Calendar paymentCalendar) |
YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type,
double nominal,
Schedule fixedSchedule,
double fixedRate,
DayCounter fixedDayCounter,
Schedule yoySchedule,
YoYInflationIndex index,
Period lag,
double spread,
DayCounter yoyDayCounter,
Calendar paymentCalendar,
BusinessDayConvention paymentConvention) |
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