com.github.vonrosen.quantlib

Class LogLinearZeroCurve

java.lang.Object

com.github.vonrosen.quantlib.YieldTermStructure

com.github.vonrosen.quantlib.LogLinearZeroCurve

public class LogLinearZeroCurve
extends YieldTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
	LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
	LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i)
	LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i, Compounding compounding)
	LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i, Compounding compounding, Frequency frequency)
protected	LogLinearZeroCurve(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
DoubleVector	data()
DateVector	dates()
void	delete()
protected void	finalize()
protected static long	getCPtr(LogLinearZeroCurve obj)
NodeVector	nodes()
DoubleVector	times()
DoubleVector	zeroRates()

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

LogLinearZeroCurve

protected LogLinearZeroCurve(long cPtr,
                             boolean cMemoryOwn)

LogLinearZeroCurve

public LogLinearZeroCurve(DateVector dates,
                          DoubleVector yields,
                          DayCounter dayCounter,
                          Calendar calendar,
                          LogLinear i,
                          Compounding compounding,
                          Frequency frequency)

LogLinearZeroCurve

public LogLinearZeroCurve(DateVector dates,
                          DoubleVector yields,
                          DayCounter dayCounter,
                          Calendar calendar,
                          LogLinear i,
                          Compounding compounding)

LogLinearZeroCurve

public LogLinearZeroCurve(DateVector dates,
                          DoubleVector yields,
                          DayCounter dayCounter,
                          Calendar calendar,
                          LogLinear i)

LogLinearZeroCurve

public LogLinearZeroCurve(DateVector dates,
                          DoubleVector yields,
                          DayCounter dayCounter,
                          Calendar calendar)

LogLinearZeroCurve

public LogLinearZeroCurve(DateVector dates,
                          DoubleVector yields,
                          DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(LogLinearZeroCurve obj)

finalize

protected void finalize()

Overrides:

finalize in class YieldTermStructure

delete

public void delete()

Overrides:

delete in class YieldTermStructure

times

public DoubleVector times()

data

public DoubleVector data()

dates

public DateVector dates()

zeroRates

public DoubleVector zeroRates()

nodes

public NodeVector nodes()