org.jquantlib.instruments.bonds

Class CmsRateBond

java.lang.Object

org.jquantlib.util.LazyObject

org.jquantlib.instruments.Instrument

org.jquantlib.instruments.Bond

org.jquantlib.instruments.bonds.CmsRateBond

All Implemented Interfaces:

Observable, Observer

public class CmsRateBond
extends Bond

Nested Class Summary

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

Bond.Arguments, Bond.ArgumentsImpl, Bond.Engine, Bond.EngineImpl, Bond.Results, Bond.ResultsImpl, Bond.YieldFinder

Constructor Summary

Constructors

Constructor and Description
CmsRateBond(int settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter)
CmsRateBond(int settlementDays, double faceAmount, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, int fixingDays, Array gearings, Array spreads, Array caps, Array floors, boolean inArrears, double redemption, Date issueDate)

Method Summary

Methods inherited from class org.jquantlib.instruments.Bond

accruedAmount, accruedAmount, calendar, cashflows, cleanPrice, cleanPrice, cleanPrice, cleanPriceFromZSpread, cleanPriceFromZSpread, dirtyPrice, dirtyPrice, dirtyPrice, dirtyPriceFromYield, dirtyPriceFromZSpread, dirtyPriceFromZSpread, faceAmount, isExpired, issueDate, maturityDate, nextCoupon, nextCoupon, notional, notional, notionals, previousCoupon, previousCoupon, redemption, redemptions, settlementDate, settlementDate, settlementDays, settlementValue, settlementValue, yield, yield, yield, yield, yield, yield

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

CmsRateBond

public CmsRateBond(int settlementDays,
                   double faceAmount,
                   Schedule schedule,
                   SwapIndex index,
                   DayCounter paymentDayCounter,
                   BusinessDayConvention paymentConvention,
                   int fixingDays,
                   Array gearings,
                   Array spreads,
                   Array caps,
                   Array floors,
                   boolean inArrears,
                   double redemption,
                   Date issueDate)

CmsRateBond

public CmsRateBond(int settlementDays,
                   double faceAmount,
                   Schedule schedule,
                   SwapIndex index,
                   DayCounter paymentDayCounter)