org.jquantlib.indexes

Class JpyLiborSwapIsdaFixAm

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.SwapIndex

org.jquantlib.indexes.JpyLiborSwapIsdaFixAm

All Implemented Interfaces:

Observable, Observer

public class JpyLiborSwapIsdaFixAm
extends SwapIndex

JpyLiborSwapIsdaFixAm index base class JPY Libor Swap indexes fixed by ISDA in cooperation with Reuters and Intercapital Brokers at 10am Tokyo. Semiannual Act/365 vs 6M Libor. Reuters page ISDAFIX1 or JPYSFIXA= Further info can be found at or Reuters page ISDAFIX.

Constructor Summary

Constructors

Constructor and Description
JpyLiborSwapIsdaFixAm(Period tenor)
JpyLiborSwapIsdaFixAm(Period tenor, Handle<YieldTermStructure> h)

Method Summary

Methods inherited from class org.jquantlib.indexes.SwapIndex

fixedLegConvention, fixedLegTenor, iborIndex, maturityDate, termStructure, underlyingSwap

Methods inherited from class org.jquantlib.indexes.InterestRateIndex

currency, dayCounter, familyName, fixing, fixing, fixingCalendar, fixingDate, fixingDays, isValidFixingDate, name, tenor, update, valueDate

Methods inherited from class org.jquantlib.indexes.Index

addFixing, addFixing, addFixings, addObserver, clearFixings, countObservers, deleteObserver, deleteObservers, getObservers, notifyObservers, notifyObservers, timeSeries

Methods inherited from class java.lang.Object

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

Constructor Detail

JpyLiborSwapIsdaFixAm

public JpyLiborSwapIsdaFixAm(Period tenor)

JpyLiborSwapIsdaFixAm

public JpyLiborSwapIsdaFixAm(Period tenor,
                             Handle<YieldTermStructure> h)