org.jquantlib.cashflow

Class CappedFlooredCmsCoupon

java.lang.Object

org.jquantlib.cashflow.Event

org.jquantlib.cashflow.CashFlow

org.jquantlib.cashflow.Coupon

org.jquantlib.cashflow.FloatingRateCoupon

org.jquantlib.cashflow.CappedFlooredCoupon

org.jquantlib.cashflow.CappedFlooredCmsCoupon

All Implemented Interfaces:

java.lang.Comparable<CashFlow>, Observable, Observer, PolymorphicVisitable

public class CappedFlooredCmsCoupon
extends CappedFlooredCoupon

Constructor Summary

Constructors

Constructor and Description
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
CappedFlooredCmsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, SwapIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears)

Method Summary

Methods inherited from class org.jquantlib.cashflow.CappedFlooredCoupon

accept, cap, convexityAdjustment, floor, isCapped, isFloored, rate, setPricer, update

Methods inherited from class org.jquantlib.cashflow.FloatingRateCoupon

accruedAmount, adjustedFixing, amount, convexityAdjustmentImpl, dayCounter, fixingDate, fixingDays, gearing, index, indexFixing, isInArrears, price, pricer, spread

Methods inherited from class org.jquantlib.cashflow.Coupon

accrualDays, accrualEndDate, accrualPeriod, accrualStartDate, date, nominal, referencePeriodEnd, referencePeriodStart

Methods inherited from class org.jquantlib.cashflow.CashFlow

compareTo

Methods inherited from class org.jquantlib.cashflow.Event

addObserver, countObservers, deleteObserver, deleteObservers, getObservers, hasOccurred, hasOccurred, notifyObservers, notifyObservers

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              int fixingDays,
                              SwapIndex index)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              int fixingDays,
                              SwapIndex index,
                              double gearing)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              int fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              int fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread,
                              double cap,
                              double floor)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              int fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread,
                              double cap,
                              double floor,
                              Date refPeriodStart,
                              Date refPeriodEnd)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              int fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread,
                              double cap,
                              double floor,
                              Date refPeriodStart,
                              Date refPeriodEnd,
                              DayCounter dayCounter)

CappedFlooredCmsCoupon

public CappedFlooredCmsCoupon(Date paymentDate,
                              double nominal,
                              Date startDate,
                              Date endDate,
                              int fixingDays,
                              SwapIndex index,
                              double gearing,
                              double spread,
                              double cap,
                              double floor,
                              Date refPeriodStart,
                              Date refPeriodEnd,
                              DayCounter dayCounter,
                              boolean isInArrears)