org.jquantlib.cashflow

Class FixedRateLeg

java.lang.Object

java.util.AbstractCollection<E>

java.util.AbstractList<E>

java.util.ArrayList<CashFlow>

org.jquantlib.cashflow.Leg

org.jquantlib.cashflow.FixedRateLeg

All Implemented Interfaces:

java.io.Serializable, java.lang.Cloneable, java.lang.Iterable<CashFlow>, java.util.Collection<CashFlow>, java.util.List<CashFlow>, java.util.RandomAccess

public class FixedRateLeg
extends Leg

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
FixedRateLeg(Schedule schedule, DayCounter paymentDayCounter)

Method Summary

Modifier and Type	Method and Description
Leg	Leg()
FixedRateLeg	withCouponRates(double couponRate)
FixedRateLeg	withCouponRates(double[] couponRates)
FixedRateLeg	withCouponRates(InterestRate couponRate)
FixedRateLeg	withCouponRates(InterestRate[] couponRates)
FixedRateLeg	withFirstPeriodDayCounter(DayCounter dayCounter)
FixedRateLeg	withNotionals(double notional)
FixedRateLeg	withNotionals(double[] notionals)
FixedRateLeg	withPaymentAdjustment(BusinessDayConvention convention)

Methods inherited from class org.jquantlib.cashflow.Leg

clone, first, last

Methods inherited from class java.util.ArrayList

add, add, addAll, addAll, clear, contains, ensureCapacity, forEach, get, indexOf, isEmpty, iterator, lastIndexOf, listIterator, listIterator, remove, remove, removeAll, removeIf, replaceAll, retainAll, set, size, sort, spliterator, subList, toArray, toArray, trimToSize

Methods inherited from class java.util.AbstractList

equals, hashCode

Methods inherited from class java.util.AbstractCollection

containsAll, toString

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface java.util.List

containsAll, equals, hashCode

Methods inherited from interface java.util.Collection

parallelStream, stream

Constructor Detail

FixedRateLeg

public FixedRateLeg(Schedule schedule,
                    DayCounter paymentDayCounter)

Method Detail

withNotionals

public FixedRateLeg withNotionals(double notional)

withNotionals

public FixedRateLeg withNotionals(double[] notionals)

withCouponRates

public FixedRateLeg withCouponRates(double couponRate)

withCouponRates

public FixedRateLeg withCouponRates(InterestRate couponRate)

withCouponRates

public FixedRateLeg withCouponRates(double[] couponRates)

withCouponRates

public FixedRateLeg withCouponRates(InterestRate[] couponRates)

withPaymentAdjustment

public FixedRateLeg withPaymentAdjustment(BusinessDayConvention convention)

withFirstPeriodDayCounter

public FixedRateLeg withFirstPeriodDayCounter(DayCounter dayCounter)

Leg

public Leg Leg()