com.github.vonrosen.quantlib

Class HazardRateCurve

java.lang.Object

com.github.vonrosen.quantlib.DefaultProbabilityTermStructure

com.github.vonrosen.quantlib.HazardRateCurve

public class HazardRateCurve
extends DefaultProbabilityTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

Methods inherited from class com.github.vonrosen.quantlib.DefaultProbabilityTermStructure

__deref__, allowsExtrapolation, asObservable, calendar, dayCounter, defaultDensity, defaultDensity, defaultDensity, defaultDensity, defaultProbability, defaultProbability, defaultProbability, defaultProbability, defaultProbability, defaultProbability, defaultProbability, defaultProbability, disableExtrapolation, enableExtrapolation, getCPtr, hazardRate, hazardRate, hazardRate, hazardRate, isNull, maxDate, maxTime, referenceDate, survivalProbability, survivalProbability, survivalProbability, survivalProbability

Methods inherited from class java.lang.Object

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

Constructor Detail

HazardRateCurve

protected HazardRateCurve(long cPtr,
                          boolean cMemoryOwn)

HazardRateCurve

public HazardRateCurve(DateVector dates,
                       DoubleVector hazardRates,
                       DayCounter dayCounter,
                       Calendar calendar,
                       BackwardFlat i)

HazardRateCurve

public HazardRateCurve(DateVector dates,
                       DoubleVector hazardRates,
                       DayCounter dayCounter,
                       Calendar calendar)

HazardRateCurve

public HazardRateCurve(DateVector dates,
                       DoubleVector hazardRates,
                       DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(HazardRateCurve obj)

finalize

protected void finalize()

Overrides:

finalize in class DefaultProbabilityTermStructure

delete

public void delete()

Overrides:

delete in class DefaultProbabilityTermStructure

dates

public DateVector dates()

hazardRates

public DoubleVector hazardRates()

nodes

public NodeVector nodes()