org.jquantlib.instruments

Class BMASwap

java.lang.Object

org.jquantlib.util.LazyObject

org.jquantlib.instruments.Instrument

org.jquantlib.instruments.Swap

org.jquantlib.instruments.BMASwap

All Implemented Interfaces:

Observable, Observer

public class BMASwap
extends Swap

BMA Swap swap paying Libor against BMA coupons

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	BMASwap.Type

Nested classes/interfaces inherited from class org.jquantlib.instruments.Swap

Swap.Arguments, Swap.ArgumentsImpl, Swap.EngineImpl, Swap.Results, Swap.ResultsImpl

Constructor Summary

Constructors

Constructor and Description
BMASwap(BMASwap.Type type, double nominal, Schedule liborSchedule, double liborFraction, double liborSpread, IborIndex liborIndex, DayCounter liborDayCount, Schedule bmaSchedule, BMAIndex bmaIndex, DayCounter bmaDayCount)

Method Summary

Modifier and Type	Method and Description
Leg	bmaLeg()
double	bmaLegBPS()
double	bmaLegNPV()
double	fairLiborFraction()
double	fairLiborSpread()
double	liborFraction()
Leg	liborLeg()
double	liborLegBPS()
double	liborLegNPV()
double	liborSpread()
double	nominal()
BMASwap.Type	type()

Methods inherited from class org.jquantlib.instruments.Swap

fetchResults, isExpired, maturityDate, setupArguments, startDate

Methods inherited from class org.jquantlib.instruments.Instrument

errorEstimate, NPV, setPricingEngine

Methods inherited from class org.jquantlib.util.LazyObject

addObserver, countObservers, deleteObserver, deleteObservers, freeze, getObservers, notifyObservers, notifyObservers, recalculate, unfreeze, update

Methods inherited from class java.lang.Object

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

Constructor Detail

BMASwap

public BMASwap(BMASwap.Type type,
               double nominal,
               Schedule liborSchedule,
               double liborFraction,
               double liborSpread,
               IborIndex liborIndex,
               DayCounter liborDayCount,
               Schedule bmaSchedule,
               BMAIndex bmaIndex,
               DayCounter bmaDayCount)

Method Detail

liborFraction

public double liborFraction()

liborSpread

public double liborSpread()

nominal

public double nominal()

type

public BMASwap.Type type()

liborLeg

public Leg liborLeg()

bmaLeg

public Leg bmaLeg()

liborLegBPS

public double liborLegBPS()

liborLegNPV

public double liborLegNPV()

fairLiborFraction

public double fairLiborFraction()

fairLiborSpread

public double fairLiborSpread()

bmaLegBPS

public double bmaLegBPS()

bmaLegNPV

public double bmaLegNPV()