com.github.vonrosen.quantlib

Class PiecewiseFlatHazardRate

java.lang.Object

com.github.vonrosen.quantlib.DefaultProbabilityTermStructure

com.github.vonrosen.quantlib.PiecewiseFlatHazardRate

public class PiecewiseFlatHazardRate
extends DefaultProbabilityTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	PiecewiseFlatHazardRate(Date referenceDate, DefaultProbabilityHelperVector instruments, DayCounter dayCounter)
	PiecewiseFlatHazardRate(Date referenceDate, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, double accuracy)
	PiecewiseFlatHazardRate(Date referenceDate, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, double accuracy, BackwardFlat i)
	PiecewiseFlatHazardRate(int settlementDays, Calendar calendar, DefaultProbabilityHelperVector instruments, DayCounter dayCounter)
	PiecewiseFlatHazardRate(int settlementDays, Calendar calendar, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, double accuracy)
	PiecewiseFlatHazardRate(int settlementDays, Calendar calendar, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, double accuracy, BackwardFlat i)
protected	PiecewiseFlatHazardRate(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

PiecewiseFlatHazardRate

protected PiecewiseFlatHazardRate(long cPtr,
                                  boolean cMemoryOwn)

PiecewiseFlatHazardRate

public PiecewiseFlatHazardRate(Date referenceDate,
                               DefaultProbabilityHelperVector instruments,
                               DayCounter dayCounter,
                               double accuracy,
                               BackwardFlat i)

PiecewiseFlatHazardRate

public PiecewiseFlatHazardRate(Date referenceDate,
                               DefaultProbabilityHelperVector instruments,
                               DayCounter dayCounter,
                               double accuracy)

PiecewiseFlatHazardRate

public PiecewiseFlatHazardRate(Date referenceDate,
                               DefaultProbabilityHelperVector instruments,
                               DayCounter dayCounter)

PiecewiseFlatHazardRate

public PiecewiseFlatHazardRate(int settlementDays,
                               Calendar calendar,
                               DefaultProbabilityHelperVector instruments,
                               DayCounter dayCounter,
                               double accuracy,
                               BackwardFlat i)

PiecewiseFlatHazardRate

public PiecewiseFlatHazardRate(int settlementDays,
                               Calendar calendar,
                               DefaultProbabilityHelperVector instruments,
                               DayCounter dayCounter,
                               double accuracy)

PiecewiseFlatHazardRate

public PiecewiseFlatHazardRate(int settlementDays,
                               Calendar calendar,
                               DefaultProbabilityHelperVector instruments,
                               DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(PiecewiseFlatHazardRate obj)

finalize

protected void finalize()

Overrides:

finalize in class DefaultProbabilityTermStructure

delete

public void delete()

Overrides:

delete in class DefaultProbabilityTermStructure

dates

public DateVector dates()

times

public DoubleVector times()

nodes

public NodeVector nodes()