org.jquantlib.cashflow

Class CappedFlooredIborCoupon

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.CappedFlooredIborCoupon

All Implemented Interfaces:

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

public class CappedFlooredIborCoupon
extends CappedFlooredCoupon

Constructor Summary

Constructors

Constructor and Description
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, double cap, double floor)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter)
CappedFlooredIborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex 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

CappedFlooredIborCoupon

public CappedFlooredIborCoupon(Date paymentDate,
                               double nominal,
                               Date startDate,
                               Date endDate,
                               int fixingDays,
                               IborIndex index)

CappedFlooredIborCoupon

public CappedFlooredIborCoupon(Date paymentDate,
                               double nominal,
                               Date startDate,
                               Date endDate,
                               int fixingDays,
                               IborIndex index,
                               double gearing)

CappedFlooredIborCoupon

public CappedFlooredIborCoupon(Date paymentDate,
                               double nominal,
                               Date startDate,
                               Date endDate,
                               int fixingDays,
                               IborIndex index,
                               double gearing,
                               double spread)

CappedFlooredIborCoupon

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

CappedFlooredIborCoupon

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

CappedFlooredIborCoupon

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

CappedFlooredIborCoupon

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