com.github.vonrosen.quantlib

Class PiecewiseYoYInflation

java.lang.Object

com.github.vonrosen.quantlib.YoYInflationTermStructure

com.github.vonrosen.quantlib.PiecewiseYoYInflation

public class PiecewiseYoYInflation
extends YoYInflationTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	PiecewiseYoYInflation(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, boolean indexIsInterpolated, double baseRate, YieldTermStructureHandle nominalTS, YoYHelperVector instruments)
	PiecewiseYoYInflation(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, boolean indexIsInterpolated, double baseRate, YieldTermStructureHandle nominalTS, YoYHelperVector instruments, double accuracy)
	PiecewiseYoYInflation(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, boolean indexIsInterpolated, double baseRate, YieldTermStructureHandle nominalTS, YoYHelperVector instruments, double accuracy, Linear i)
protected	PiecewiseYoYInflation(long cPtr, boolean cMemoryOwn)

Method Summary

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

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

__deref__, allowsExtrapolation, asObservable, baseDate, baseRate, calendar, dayCounter, disableExtrapolation, enableExtrapolation, frequency, getCPtr, hasSeasonality, indexIsInterpolated, isNull, maxDate, maxTime, nominalTermStructure, observationLag, referenceDate, seasonality, setSeasonality, setSeasonality, yoyRate, yoyRate, yoyRate, yoyRate

Methods inherited from class java.lang.Object

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

Constructor Detail

PiecewiseYoYInflation

protected PiecewiseYoYInflation(long cPtr,
                                boolean cMemoryOwn)

PiecewiseYoYInflation

public PiecewiseYoYInflation(Date referenceDate,
                             Calendar calendar,
                             DayCounter dayCounter,
                             Period lag,
                             Frequency frequency,
                             boolean indexIsInterpolated,
                             double baseRate,
                             YieldTermStructureHandle nominalTS,
                             YoYHelperVector instruments,
                             double accuracy,
                             Linear i)

PiecewiseYoYInflation

public PiecewiseYoYInflation(Date referenceDate,
                             Calendar calendar,
                             DayCounter dayCounter,
                             Period lag,
                             Frequency frequency,
                             boolean indexIsInterpolated,
                             double baseRate,
                             YieldTermStructureHandle nominalTS,
                             YoYHelperVector instruments,
                             double accuracy)

PiecewiseYoYInflation

public PiecewiseYoYInflation(Date referenceDate,
                             Calendar calendar,
                             DayCounter dayCounter,
                             Period lag,
                             Frequency frequency,
                             boolean indexIsInterpolated,
                             double baseRate,
                             YieldTermStructureHandle nominalTS,
                             YoYHelperVector instruments)

Method Detail

getCPtr

protected static long getCPtr(PiecewiseYoYInflation obj)

finalize

protected void finalize()

Overrides:

finalize in class YoYInflationTermStructure

delete

public void delete()

Overrides:

delete in class YoYInflationTermStructure

dates

public DateVector dates()

times

public DoubleVector times()

nodes

public NodeVector nodes()