com.github.vonrosen.quantlib

Class ForwardCurve

java.lang.Object

com.github.vonrosen.quantlib.YieldTermStructure

com.github.vonrosen.quantlib.ForwardCurve

public class ForwardCurve
extends YieldTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter)
	ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter, Calendar calendar)
	ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter, Calendar calendar, BackwardFlat i)
protected	ForwardCurve(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

ForwardCurve

protected ForwardCurve(long cPtr,
                       boolean cMemoryOwn)

ForwardCurve

public ForwardCurve(DateVector dates,
                    DoubleVector forwards,
                    DayCounter dayCounter,
                    Calendar calendar,
                    BackwardFlat i)

ForwardCurve

public ForwardCurve(DateVector dates,
                    DoubleVector forwards,
                    DayCounter dayCounter,
                    Calendar calendar)

ForwardCurve

public ForwardCurve(DateVector dates,
                    DoubleVector forwards,
                    DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(ForwardCurve obj)

finalize

protected void finalize()

Overrides:

finalize in class YieldTermStructure

delete

public void delete()

Overrides:

delete in class YieldTermStructure

dates

public DateVector dates()

forwards

public DoubleVector forwards()

nodes

public NodeVector nodes()