com.github.vonrosen.quantlib

Class DiscountCurve

java.lang.Object

com.github.vonrosen.quantlib.YieldTermStructure

com.github.vonrosen.quantlib.DiscountCurve

public class DiscountCurve
extends YieldTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)
	DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)
	DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, LogLinear i)
protected	DiscountCurve(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

DiscountCurve

protected DiscountCurve(long cPtr,
                        boolean cMemoryOwn)

DiscountCurve

public DiscountCurve(DateVector dates,
                     DoubleVector discounts,
                     DayCounter dayCounter,
                     Calendar calendar,
                     LogLinear i)

DiscountCurve

public DiscountCurve(DateVector dates,
                     DoubleVector discounts,
                     DayCounter dayCounter,
                     Calendar calendar)

DiscountCurve

public DiscountCurve(DateVector dates,
                     DoubleVector discounts,
                     DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(DiscountCurve 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()

discounts

public DoubleVector discounts()

nodes

public NodeVector nodes()