com.github.vonrosen.quantlib

Class BackwardFlatZeroCurve

java.lang.Object

com.github.vonrosen.quantlib.YieldTermStructure

com.github.vonrosen.quantlib.BackwardFlatZeroCurve

public class BackwardFlatZeroCurve
extends YieldTermStructure

Field Summary

Fields inherited from class com.github.vonrosen.quantlib.YieldTermStructure

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
	BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
	BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, BackwardFlat i)
	BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, BackwardFlat i, Compounding compounding)
	BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, BackwardFlat i, Compounding compounding, Frequency frequency)
protected	BackwardFlatZeroCurve(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
DoubleVector	data()
DateVector	dates()
void	delete()
protected void	finalize()
protected static long	getCPtr(BackwardFlatZeroCurve obj)
NodeVector	nodes()
DoubleVector	times()
DoubleVector	zeroRates()

Methods inherited from class com.github.vonrosen.quantlib.YieldTermStructure

__deref__, allowsExtrapolation, asObservable, calendar, dayCounter, disableExtrapolation, discount, discount, discount, discount, enableExtrapolation, forwardRate, forwardRate, forwardRate, forwardRate, forwardRate, forwardRate, getCPtr, isNull, maxDate, maxTime, referenceDate, zeroRate, zeroRate, zeroRate, zeroRate, zeroRate, zeroRate

Methods inherited from class java.lang.Object

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

Constructor Detail

BackwardFlatZeroCurve

protected BackwardFlatZeroCurve(long cPtr,
                                boolean cMemoryOwn)

BackwardFlatZeroCurve

public BackwardFlatZeroCurve(DateVector dates,
                             DoubleVector yields,
                             DayCounter dayCounter,
                             Calendar calendar,
                             BackwardFlat i,
                             Compounding compounding,
                             Frequency frequency)

BackwardFlatZeroCurve

public BackwardFlatZeroCurve(DateVector dates,
                             DoubleVector yields,
                             DayCounter dayCounter,
                             Calendar calendar,
                             BackwardFlat i,
                             Compounding compounding)

BackwardFlatZeroCurve

public BackwardFlatZeroCurve(DateVector dates,
                             DoubleVector yields,
                             DayCounter dayCounter,
                             Calendar calendar,
                             BackwardFlat i)

BackwardFlatZeroCurve

public BackwardFlatZeroCurve(DateVector dates,
                             DoubleVector yields,
                             DayCounter dayCounter,
                             Calendar calendar)

BackwardFlatZeroCurve

public BackwardFlatZeroCurve(DateVector dates,
                             DoubleVector yields,
                             DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(BackwardFlatZeroCurve obj)

finalize

protected void finalize()

Overrides:

finalize in class YieldTermStructure

delete

public void delete()

Overrides:

delete in class YieldTermStructure

times

public DoubleVector times()

data

public DoubleVector data()

dates

public DateVector dates()

zeroRates

public DoubleVector zeroRates()

nodes

public NodeVector nodes()