org.jquantlib.indexes.ibor

Class Jibar

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InterestRateIndex

org.jquantlib.indexes.IborIndex

org.jquantlib.indexes.ibor.Jibar

All Implemented Interfaces:

Observable, Observer

public class Jibar
extends IborIndex

Johannesburg Interbank Agreed Rate TODO check settlement days and day-count convention.

Constructor Summary

Constructors

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

Method Summary

Methods inherited from class org.jquantlib.indexes.IborIndex

businessDayConvention, clone, endOfMonth, maturityDate, termStructure

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

Jibar

public Jibar(Period tenor)

Jibar

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