org.jquantlib.cashflow

Class FloatingLeg<InterestRateIndexType extends InterestRateIndex,FloatingCouponType extends FloatingRateCoupon,CappedFlooredCouponType>

java.lang.Object

java.util.AbstractCollection<E>

java.util.AbstractList<E>

java.util.ArrayList<CashFlow>

org.jquantlib.cashflow.Leg

org.jquantlib.cashflow.FloatingLeg<InterestRateIndexType,FloatingCouponType,CappedFlooredCouponType>

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 FloatingLeg<InterestRateIndexType extends InterestRateIndex,FloatingCouponType extends FloatingRateCoupon,CappedFlooredCouponType>
extends Leg

Cash flow vector builder

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
FloatingLeg(java.lang.Class<?> typeIRT, java.lang.Class<?> typeFCT, java.lang.Class<?> typeCFC, Array nominals, Schedule schedule, InterestRateIndexType index, DayCounter paymentDayCounter, BusinessDayConvention paymentAdj, Array fixingDays, Array gearings, Array spreads, Array caps, Array floors, boolean isInArrears, boolean isZero)

Method Summary

Modifier and Type	Method and Description
double	effectiveFixedRate(Array spreads, Array caps, Array floors, int i)
double	get(Array v, int i, double defaultValue)
boolean	noOption(Array caps, Array floors, int i)

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

FloatingLeg

public FloatingLeg(java.lang.Class<?> typeIRT,
                   java.lang.Class<?> typeFCT,
                   java.lang.Class<?> typeCFC,
                   Array nominals,
                   Schedule schedule,
                   InterestRateIndexType index,
                   DayCounter paymentDayCounter,
                   BusinessDayConvention paymentAdj,
                   Array fixingDays,
                   Array gearings,
                   Array spreads,
                   Array caps,
                   Array floors,
                   boolean isInArrears,
                   boolean isZero)

Method Detail

get

public double get(Array v,
                  int i,
                  double defaultValue)

effectiveFixedRate

public double effectiveFixedRate(Array spreads,
                                 Array caps,
                                 Array floors,
                                 int i)

noOption

public boolean noOption(Array caps,
                        Array floors,
                        int i)