com.github.vonrosen.quantlib

Class SpreadCdsHelper

java.lang.Object

com.github.vonrosen.quantlib.DefaultProbabilityHelper

com.github.vonrosen.quantlib.SpreadCdsHelper

public class SpreadCdsHelper
extends DefaultProbabilityHelper

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve)
	SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual)
	SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime)
protected	SpreadCdsHelper(long cPtr, boolean cMemoryOwn)
	SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve)
	SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual)
	SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(SpreadCdsHelper obj)

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

__deref__, getCPtr, isNull

Methods inherited from class java.lang.Object

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

Constructor Detail

SpreadCdsHelper

protected SpreadCdsHelper(long cPtr,
                          boolean cMemoryOwn)

SpreadCdsHelper

public SpreadCdsHelper(QuoteHandle spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual,
                       boolean paysAtDefaultTime)

SpreadCdsHelper

public SpreadCdsHelper(QuoteHandle spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual)

SpreadCdsHelper

public SpreadCdsHelper(QuoteHandle spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve)

SpreadCdsHelper

public SpreadCdsHelper(double spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual,
                       boolean paysAtDefaultTime)

SpreadCdsHelper

public SpreadCdsHelper(double spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual)

SpreadCdsHelper

public SpreadCdsHelper(double spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve)

Method Detail

getCPtr

protected static long getCPtr(SpreadCdsHelper obj)

finalize

protected void finalize()

Overrides:

finalize in class DefaultProbabilityHelper

delete

public void delete()

Overrides:

delete in class DefaultProbabilityHelper