com.github.vonrosen.quantlib

Class PiecewiseZeroInflation

java.lang.Object

com.github.vonrosen.quantlib.ZeroInflationTermStructure

com.github.vonrosen.quantlib.PiecewiseZeroInflation

public class PiecewiseZeroInflation
extends ZeroInflationTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

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

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

Methods inherited from class java.lang.Object

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

Constructor Detail

PiecewiseZeroInflation

protected PiecewiseZeroInflation(long cPtr,
                                 boolean cMemoryOwn)

PiecewiseZeroInflation

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

PiecewiseZeroInflation

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

PiecewiseZeroInflation

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

Method Detail

getCPtr

protected static long getCPtr(PiecewiseZeroInflation obj)

finalize

protected void finalize()

Overrides:

finalize in class ZeroInflationTermStructure

delete

public void delete()

Overrides:

delete in class ZeroInflationTermStructure

dates

public DateVector dates()

times

public DoubleVector times()

nodes

public NodeVector nodes()