com.github.vonrosen.quantlib

Class FlatForward

java.lang.Object

com.github.vonrosen.quantlib.YieldTermStructure

com.github.vonrosen.quantlib.FlatForward

public class FlatForward
extends YieldTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	FlatForward(Date referenceDate, double forward, DayCounter dayCounter)
	FlatForward(Date referenceDate, double forward, DayCounter dayCounter, Compounding compounding)
	FlatForward(Date referenceDate, double forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)
	FlatForward(Date referenceDate, QuoteHandle forward, DayCounter dayCounter)
	FlatForward(Date referenceDate, QuoteHandle forward, DayCounter dayCounter, Compounding compounding)
	FlatForward(Date referenceDate, QuoteHandle forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)
	FlatForward(int settlementDays, Calendar calendar, double forward, DayCounter dayCounter)
	FlatForward(int settlementDays, Calendar calendar, double forward, DayCounter dayCounter, Compounding compounding)
	FlatForward(int settlementDays, Calendar calendar, double forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)
	FlatForward(int settlementDays, Calendar calendar, QuoteHandle forward, DayCounter dayCounter)
	FlatForward(int settlementDays, Calendar calendar, QuoteHandle forward, DayCounter dayCounter, Compounding compounding)
	FlatForward(int settlementDays, Calendar calendar, QuoteHandle forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)
protected	FlatForward(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(FlatForward 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

FlatForward

protected FlatForward(long cPtr,
                      boolean cMemoryOwn)

FlatForward

public FlatForward(Date referenceDate,
                   QuoteHandle forward,
                   DayCounter dayCounter,
                   Compounding compounding,
                   Frequency frequency)

FlatForward

public FlatForward(Date referenceDate,
                   QuoteHandle forward,
                   DayCounter dayCounter,
                   Compounding compounding)

FlatForward

public FlatForward(Date referenceDate,
                   QuoteHandle forward,
                   DayCounter dayCounter)

FlatForward

public FlatForward(Date referenceDate,
                   double forward,
                   DayCounter dayCounter,
                   Compounding compounding,
                   Frequency frequency)

FlatForward

public FlatForward(Date referenceDate,
                   double forward,
                   DayCounter dayCounter,
                   Compounding compounding)

FlatForward

public FlatForward(Date referenceDate,
                   double forward,
                   DayCounter dayCounter)

FlatForward

public FlatForward(int settlementDays,
                   Calendar calendar,
                   QuoteHandle forward,
                   DayCounter dayCounter,
                   Compounding compounding,
                   Frequency frequency)

FlatForward

public FlatForward(int settlementDays,
                   Calendar calendar,
                   QuoteHandle forward,
                   DayCounter dayCounter,
                   Compounding compounding)

FlatForward

public FlatForward(int settlementDays,
                   Calendar calendar,
                   QuoteHandle forward,
                   DayCounter dayCounter)

FlatForward

public FlatForward(int settlementDays,
                   Calendar calendar,
                   double forward,
                   DayCounter dayCounter,
                   Compounding compounding,
                   Frequency frequency)

FlatForward

public FlatForward(int settlementDays,
                   Calendar calendar,
                   double forward,
                   DayCounter dayCounter,
                   Compounding compounding)

FlatForward

public FlatForward(int settlementDays,
                   Calendar calendar,
                   double forward,
                   DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(FlatForward obj)

finalize

protected void finalize()

Overrides:

finalize in class YieldTermStructure

delete

public void delete()

Overrides:

delete in class YieldTermStructure