com.github.vonrosen.quantlib

Class FittedBondDiscountCurve

java.lang.Object

com.github.vonrosen.quantlib.YieldTermStructure

com.github.vonrosen.quantlib.FittedBondDiscountCurve

public class FittedBondDiscountCurve
extends YieldTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	FittedBondDiscountCurve(Date referenceDate, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod)
	FittedBondDiscountCurve(Date referenceDate, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy)
	FittedBondDiscountCurve(Date referenceDate, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations)
	FittedBondDiscountCurve(Date referenceDate, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess)
	FittedBondDiscountCurve(Date referenceDate, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess, double simplexLambda)
protected	FittedBondDiscountCurve(long cPtr, boolean cMemoryOwn)
	FittedBondDiscountCurve(long settlementDays, Calendar calendar, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod)
	FittedBondDiscountCurve(long settlementDays, Calendar calendar, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy)
	FittedBondDiscountCurve(long settlementDays, Calendar calendar, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations)
	FittedBondDiscountCurve(long settlementDays, Calendar calendar, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess)
	FittedBondDiscountCurve(long settlementDays, Calendar calendar, RateHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess, double simplexLambda)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
FittingMethod	fitResults()
protected static long	getCPtr(FittedBondDiscountCurve obj)

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

FittedBondDiscountCurve

protected FittedBondDiscountCurve(long cPtr,
                                  boolean cMemoryOwn)

FittedBondDiscountCurve

public FittedBondDiscountCurve(long settlementDays,
                               Calendar calendar,
                               RateHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy,
                               long maxEvaluations,
                               Array guess,
                               double simplexLambda)

FittedBondDiscountCurve

public FittedBondDiscountCurve(long settlementDays,
                               Calendar calendar,
                               RateHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy,
                               long maxEvaluations,
                               Array guess)

FittedBondDiscountCurve

public FittedBondDiscountCurve(long settlementDays,
                               Calendar calendar,
                               RateHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy,
                               long maxEvaluations)

FittedBondDiscountCurve

public FittedBondDiscountCurve(long settlementDays,
                               Calendar calendar,
                               RateHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy)

FittedBondDiscountCurve

public FittedBondDiscountCurve(long settlementDays,
                               Calendar calendar,
                               RateHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod)

FittedBondDiscountCurve

public FittedBondDiscountCurve(Date referenceDate,
                               RateHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy,
                               long maxEvaluations,
                               Array guess,
                               double simplexLambda)

FittedBondDiscountCurve

public FittedBondDiscountCurve(Date referenceDate,
                               RateHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy,
                               long maxEvaluations,
                               Array guess)

FittedBondDiscountCurve

public FittedBondDiscountCurve(Date referenceDate,
                               RateHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy,
                               long maxEvaluations)

FittedBondDiscountCurve

public FittedBondDiscountCurve(Date referenceDate,
                               RateHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy)

FittedBondDiscountCurve

public FittedBondDiscountCurve(Date referenceDate,
                               RateHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod)

Method Detail

getCPtr

protected static long getCPtr(FittedBondDiscountCurve obj)

finalize

protected void finalize()

Overrides:

finalize in class YieldTermStructure

delete

public void delete()

Overrides:

delete in class YieldTermStructure

fitResults

public FittingMethod fitResults()