com.github.vonrosen.quantlib

Class SpreadedLinearZeroInterpolatedTermStructure

java.lang.Object

com.github.vonrosen.quantlib.YieldTermStructure

com.github.vonrosen.quantlib.SpreadedLinearZeroInterpolatedTermStructure

public class SpreadedLinearZeroInterpolatedTermStructure
extends YieldTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	SpreadedLinearZeroInterpolatedTermStructure(long cPtr, boolean cMemoryOwn)
	SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates)
	SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp)
	SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq)
	SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc)
	SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc, Linear factory)

Method Summary

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

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

SpreadedLinearZeroInterpolatedTermStructure

protected SpreadedLinearZeroInterpolatedTermStructure(long cPtr,
                                                      boolean cMemoryOwn)

SpreadedLinearZeroInterpolatedTermStructure

public SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle,
                                                   QuoteHandleVector spreadHandles,
                                                   DateVector dates,
                                                   Compounding comp,
                                                   Frequency freq,
                                                   DayCounter dc,
                                                   Linear factory)

SpreadedLinearZeroInterpolatedTermStructure

public SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle,
                                                   QuoteHandleVector spreadHandles,
                                                   DateVector dates,
                                                   Compounding comp,
                                                   Frequency freq,
                                                   DayCounter dc)

SpreadedLinearZeroInterpolatedTermStructure

public SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle,
                                                   QuoteHandleVector spreadHandles,
                                                   DateVector dates,
                                                   Compounding comp,
                                                   Frequency freq)

SpreadedLinearZeroInterpolatedTermStructure

public SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle,
                                                   QuoteHandleVector spreadHandles,
                                                   DateVector dates,
                                                   Compounding comp)

SpreadedLinearZeroInterpolatedTermStructure

public SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle,
                                                   QuoteHandleVector spreadHandles,
                                                   DateVector dates)

Method Detail

getCPtr

protected static long getCPtr(SpreadedLinearZeroInterpolatedTermStructure obj)

finalize

protected void finalize()

Overrides:

finalize in class YieldTermStructure

delete

public void delete()

Overrides:

delete in class YieldTermStructure