com.github.vonrosen.quantlib

Class DefaultDensityCurve

java.lang.Object

com.github.vonrosen.quantlib.DefaultProbabilityTermStructure

com.github.vonrosen.quantlib.DefaultDensityCurve

public class DefaultDensityCurve
extends DefaultProbabilityTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter)
	DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter, Calendar calendar)
	DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter, Calendar calendar, Linear i)
protected	DefaultDensityCurve(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
DateVector	dates()
DoubleVector	defaultDensities()
void	delete()
protected void	finalize()
protected static long	getCPtr(DefaultDensityCurve obj)
NodeVector	nodes()

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

__deref__, allowsExtrapolation, asObservable, calendar, dayCounter, defaultDensity, defaultDensity, defaultDensity, defaultDensity, defaultProbability, defaultProbability, defaultProbability, defaultProbability, defaultProbability, defaultProbability, defaultProbability, defaultProbability, disableExtrapolation, enableExtrapolation, getCPtr, hazardRate, hazardRate, hazardRate, hazardRate, isNull, maxDate, maxTime, referenceDate, survivalProbability, survivalProbability, survivalProbability, survivalProbability

Methods inherited from class java.lang.Object

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

Constructor Detail

DefaultDensityCurve

protected DefaultDensityCurve(long cPtr,
                              boolean cMemoryOwn)

DefaultDensityCurve

public DefaultDensityCurve(DateVector dates,
                           DoubleVector densities,
                           DayCounter dayCounter,
                           Calendar calendar,
                           Linear i)

DefaultDensityCurve

public DefaultDensityCurve(DateVector dates,
                           DoubleVector densities,
                           DayCounter dayCounter,
                           Calendar calendar)

DefaultDensityCurve

public DefaultDensityCurve(DateVector dates,
                           DoubleVector densities,
                           DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(DefaultDensityCurve obj)

finalize

protected void finalize()

Overrides:

finalize in class DefaultProbabilityTermStructure

delete

public void delete()

Overrides:

delete in class DefaultProbabilityTermStructure

dates

public DateVector dates()

defaultDensities

public DoubleVector defaultDensities()

nodes

public NodeVector nodes()