com.github.vonrosen.quantlib

Class PiecewiseFlatForward

java.lang.Object

com.github.vonrosen.quantlib.YieldTermStructure

com.github.vonrosen.quantlib.PiecewiseFlatForward

public class PiecewiseFlatForward
extends YieldTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter)
	PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
	PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
	PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy)
	PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, BackwardFlat i)
	PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter)
	PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps)
	PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
	PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy)
	PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, BackwardFlat i)
protected	PiecewiseFlatForward(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

PiecewiseFlatForward

protected PiecewiseFlatForward(long cPtr,
                               boolean cMemoryOwn)

PiecewiseFlatForward

public PiecewiseFlatForward(Date referenceDate,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps,
                            DateVector jumpDates,
                            double accuracy,
                            BackwardFlat i)

PiecewiseFlatForward

public PiecewiseFlatForward(Date referenceDate,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps,
                            DateVector jumpDates,
                            double accuracy)

PiecewiseFlatForward

public PiecewiseFlatForward(Date referenceDate,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps,
                            DateVector jumpDates)

PiecewiseFlatForward

public PiecewiseFlatForward(Date referenceDate,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps)

PiecewiseFlatForward

public PiecewiseFlatForward(Date referenceDate,
                            RateHelperVector instruments,
                            DayCounter dayCounter)

PiecewiseFlatForward

public PiecewiseFlatForward(int settlementDays,
                            Calendar calendar,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps,
                            DateVector jumpDates,
                            double accuracy,
                            BackwardFlat i)

PiecewiseFlatForward

public PiecewiseFlatForward(int settlementDays,
                            Calendar calendar,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps,
                            DateVector jumpDates,
                            double accuracy)

PiecewiseFlatForward

public PiecewiseFlatForward(int settlementDays,
                            Calendar calendar,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps,
                            DateVector jumpDates)

PiecewiseFlatForward

public PiecewiseFlatForward(int settlementDays,
                            Calendar calendar,
                            RateHelperVector instruments,
                            DayCounter dayCounter,
                            QuoteHandleVector jumps)

PiecewiseFlatForward

public PiecewiseFlatForward(int settlementDays,
                            Calendar calendar,
                            RateHelperVector instruments,
                            DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(PiecewiseFlatForward obj)

finalize

protected void finalize()

Overrides:

finalize in class YieldTermStructure

delete

public void delete()

Overrides:

delete in class YieldTermStructure

dates

public DateVector dates()

times

public DoubleVector times()

nodes

public NodeVector nodes()