com.github.vonrosen.quantlib

Class InterestRate

java.lang.Object

com.github.vonrosen.quantlib.InterestRate

public class InterestRate
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	InterestRate()
	InterestRate(double r, DayCounter dc, Compounding comp, Frequency freq)
protected	InterestRate(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
double	compoundFactor(Date d1, Date d2)
double	compoundFactor(Date d1, Date d2, Date refStart)
double	compoundFactor(Date d1, Date d2, Date refStart, Date refEnd)
double	compoundFactor(double t)
Compounding	compounding()
DayCounter	dayCounter()
void	delete()
double	discountFactor(Date d1, Date d2)
double	discountFactor(Date d1, Date d2, Date refStart)
double	discountFactor(Date d1, Date d2, Date refStart, Date refEnd)
double	discountFactor(double t)
InterestRate	equivalentRate(Compounding comp, Frequency freq, double t)
InterestRate	equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2)
InterestRate	equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart)
InterestRate	equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart, Date refEnd)
protected void	finalize()
Frequency	frequency()
protected static long	getCPtr(InterestRate obj)
static InterestRate	impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2)
static InterestRate	impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart)
static InterestRate	impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart, Date refEnd)
static InterestRate	impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, double t)
double	rate()
String	toString()

Methods inherited from class java.lang.Object

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

InterestRate

protected InterestRate(long cPtr,
                       boolean cMemoryOwn)

InterestRate

public InterestRate()

InterestRate

public InterestRate(double r,
                    DayCounter dc,
                    Compounding comp,
                    Frequency freq)

Method Detail

getCPtr

protected static long getCPtr(InterestRate obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

rate

public double rate()

dayCounter

public DayCounter dayCounter()

compounding

public Compounding compounding()

frequency

public Frequency frequency()

discountFactor

public double discountFactor(double t)

discountFactor

public double discountFactor(Date d1,
                             Date d2,
                             Date refStart,
                             Date refEnd)

discountFactor

public double discountFactor(Date d1,
                             Date d2,
                             Date refStart)

discountFactor

public double discountFactor(Date d1,
                             Date d2)

compoundFactor

public double compoundFactor(double t)

compoundFactor

public double compoundFactor(Date d1,
                             Date d2,
                             Date refStart,
                             Date refEnd)

compoundFactor

public double compoundFactor(Date d1,
                             Date d2,
                             Date refStart)

compoundFactor

public double compoundFactor(Date d1,
                             Date d2)

impliedRate

public static InterestRate impliedRate(double compound,
                                       DayCounter resultDC,
                                       Compounding comp,
                                       Frequency freq,
                                       double t)

impliedRate

public static InterestRate impliedRate(double compound,
                                       DayCounter resultDC,
                                       Compounding comp,
                                       Frequency freq,
                                       Date d1,
                                       Date d2,
                                       Date refStart,
                                       Date refEnd)

impliedRate

public static InterestRate impliedRate(double compound,
                                       DayCounter resultDC,
                                       Compounding comp,
                                       Frequency freq,
                                       Date d1,
                                       Date d2,
                                       Date refStart)

impliedRate

public static InterestRate impliedRate(double compound,
                                       DayCounter resultDC,
                                       Compounding comp,
                                       Frequency freq,
                                       Date d1,
                                       Date d2)

equivalentRate

public InterestRate equivalentRate(Compounding comp,
                                   Frequency freq,
                                   double t)

equivalentRate

public InterestRate equivalentRate(DayCounter resultDayCounter,
                                   Compounding comp,
                                   Frequency freq,
                                   Date d1,
                                   Date d2,
                                   Date refStart,
                                   Date refEnd)

equivalentRate

public InterestRate equivalentRate(DayCounter resultDayCounter,
                                   Compounding comp,
                                   Frequency freq,
                                   Date d1,
                                   Date d2,
                                   Date refStart)

equivalentRate

public InterestRate equivalentRate(DayCounter resultDayCounter,
                                   Compounding comp,
                                   Frequency freq,
                                   Date d1,
                                   Date d2)

toString

public String toString()

Overrides:

toString in class Object