com.github.vonrosen.quantlib

Class DefaultProbabilityTermStructure

java.lang.Object

com.github.vonrosen.quantlib.DefaultProbabilityTermStructure

Direct Known Subclasses:

DefaultDensityCurve, FlatHazardRate, HazardRateCurve, PiecewiseFlatHazardRate

public class DefaultProbabilityTermStructure
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	DefaultProbabilityTermStructure()
protected	DefaultProbabilityTermStructure(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
SWIGTYPE_p_DefaultProbabilityTermStructure	__deref__()
boolean	allowsExtrapolation()
Observable	asObservable()
Calendar	calendar()
DayCounter	dayCounter()
double	defaultDensity(Date arg0)
double	defaultDensity(Date arg0, boolean extrapolate)
double	defaultDensity(double arg0)
double	defaultDensity(double arg0, boolean extrapolate)
double	defaultProbability(Date arg0)
double	defaultProbability(Date arg0, boolean extrapolate)
double	defaultProbability(Date arg0, Date arg1)
double	defaultProbability(Date arg0, Date arg1, boolean extrapolate)
double	defaultProbability(double arg0)
double	defaultProbability(double arg0, boolean extrapolate)
double	defaultProbability(double arg0, double arg1)
double	defaultProbability(double arg0, double arg1, boolean extrapolate)
void	delete()
void	disableExtrapolation()
void	enableExtrapolation()
protected void	finalize()
protected static long	getCPtr(DefaultProbabilityTermStructure obj)
double	hazardRate(Date arg0)
double	hazardRate(Date arg0, boolean extrapolate)
double	hazardRate(double arg0)
double	hazardRate(double arg0, boolean extrapolate)
boolean	isNull()
Date	maxDate()
double	maxTime()
Date	referenceDate()
double	survivalProbability(Date arg0)
double	survivalProbability(Date arg0, boolean extrapolate)
double	survivalProbability(double arg0)
double	survivalProbability(double arg0, boolean extrapolate)

Methods inherited from class java.lang.Object

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

DefaultProbabilityTermStructure

protected DefaultProbabilityTermStructure(long cPtr,
                                          boolean cMemoryOwn)

DefaultProbabilityTermStructure

public DefaultProbabilityTermStructure()

Method Detail

getCPtr

protected static long getCPtr(DefaultProbabilityTermStructure obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public SWIGTYPE_p_DefaultProbabilityTermStructure __deref__()

isNull

public boolean isNull()

asObservable

public Observable asObservable()

dayCounter

public DayCounter dayCounter()

calendar

public Calendar calendar()

referenceDate

public Date referenceDate()

maxDate

public Date maxDate()

maxTime

public double maxTime()

defaultProbability

public double defaultProbability(Date arg0,
                                 boolean extrapolate)

defaultProbability

public double defaultProbability(Date arg0)

defaultProbability

public double defaultProbability(double arg0,
                                 boolean extrapolate)

defaultProbability

public double defaultProbability(double arg0)

defaultProbability

public double defaultProbability(Date arg0,
                                 Date arg1,
                                 boolean extrapolate)

defaultProbability

public double defaultProbability(Date arg0,
                                 Date arg1)

defaultProbability

public double defaultProbability(double arg0,
                                 double arg1,
                                 boolean extrapolate)

defaultProbability

public double defaultProbability(double arg0,
                                 double arg1)

survivalProbability

public double survivalProbability(Date arg0,
                                  boolean extrapolate)

survivalProbability

public double survivalProbability(Date arg0)

survivalProbability

public double survivalProbability(double arg0,
                                  boolean extrapolate)

survivalProbability

public double survivalProbability(double arg0)

defaultDensity

public double defaultDensity(Date arg0,
                             boolean extrapolate)

defaultDensity

public double defaultDensity(Date arg0)

defaultDensity

public double defaultDensity(double arg0,
                             boolean extrapolate)

defaultDensity

public double defaultDensity(double arg0)

hazardRate

public double hazardRate(Date arg0,
                         boolean extrapolate)

hazardRate

public double hazardRate(Date arg0)

hazardRate

public double hazardRate(double arg0,
                         boolean extrapolate)

hazardRate

public double hazardRate(double arg0)

enableExtrapolation

public void enableExtrapolation()

disableExtrapolation

public void disableExtrapolation()

allowsExtrapolation

public boolean allowsExtrapolation()