com.github.vonrosen.quantlib

Class UpfrontCdsHelper

java.lang.Object

com.github.vonrosen.quantlib.DefaultProbabilityHelper

com.github.vonrosen.quantlib.UpfrontCdsHelper

public class UpfrontCdsHelper
extends DefaultProbabilityHelper

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

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

UpfrontCdsHelper

protected UpfrontCdsHelper(long cPtr,
                           boolean cMemoryOwn)

UpfrontCdsHelper

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

UpfrontCdsHelper

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

UpfrontCdsHelper

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

UpfrontCdsHelper

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

UpfrontCdsHelper

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

UpfrontCdsHelper

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

UpfrontCdsHelper

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

UpfrontCdsHelper

public UpfrontCdsHelper(double upfront,
                        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(UpfrontCdsHelper obj)

finalize

protected void finalize()

Overrides:

finalize in class DefaultProbabilityHelper

delete

public void delete()

Overrides:

delete in class DefaultProbabilityHelper