com.github.vonrosen.quantlib

Class YieldTermStructure

java.lang.Object

com.github.vonrosen.quantlib.YieldTermStructure

Direct Known Subclasses:

BackwardFlatZeroCurve, CubicZeroCurve, DiscountCurve, FittedBondDiscountCurve, FlatForward, ForwardCurve, ForwardFlatZeroCurve, ForwardSpreadedTermStructure, ImpliedTermStructure, LogCubicZeroCurve, LogLinearZeroCurve, MonotonicCubicZeroCurve, PiecewiseCubicZero, PiecewiseFlatForward, PiecewiseLinearForward, PiecewiseLinearZero, PiecewiseLogCubicDiscount, SpreadedLinearZeroInterpolatedTermStructure, ZeroCurve, ZeroSpreadedTermStructure

public class YieldTermStructure
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	YieldTermStructure()
protected	YieldTermStructure(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
SWIGTYPE_p_YieldTermStructure	__deref__()
boolean	allowsExtrapolation()
Observable	asObservable()
Calendar	calendar()
DayCounter	dayCounter()
void	delete()
void	disableExtrapolation()
double	discount(Date arg0)
double	discount(Date arg0, boolean extrapolate)
double	discount(double arg0)
double	discount(double arg0, boolean extrapolate)
void	enableExtrapolation()
protected void	finalize()
InterestRate	forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3)
InterestRate	forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f)
InterestRate	forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f, boolean extrapolate)
InterestRate	forwardRate(double t1, double t2, Compounding arg2)
InterestRate	forwardRate(double t1, double t2, Compounding arg2, Frequency f)
InterestRate	forwardRate(double t1, double t2, Compounding arg2, Frequency f, boolean extrapolate)
protected static long	getCPtr(YieldTermStructure obj)
boolean	isNull()
Date	maxDate()
double	maxTime()
Date	referenceDate()
InterestRate	zeroRate(Date d, DayCounter arg1, Compounding arg2)
InterestRate	zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f)
InterestRate	zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f, boolean extrapolate)
InterestRate	zeroRate(double t, Compounding arg1)
InterestRate	zeroRate(double t, Compounding arg1, Frequency f)
InterestRate	zeroRate(double t, Compounding arg1, Frequency f, boolean extrapolate)

Methods inherited from class java.lang.Object

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

YieldTermStructure

protected YieldTermStructure(long cPtr,
                             boolean cMemoryOwn)

YieldTermStructure

public YieldTermStructure()

Method Detail

getCPtr

protected static long getCPtr(YieldTermStructure obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public SWIGTYPE_p_YieldTermStructure __deref__()

isNull

public boolean isNull()

asObservable

public Observable asObservable()

dayCounter

public DayCounter dayCounter()

calendar

public Calendar calendar()

referenceDate

public Date referenceDate()

maxDate

public Date maxDate()

maxTime

public double maxTime()

discount

public double discount(Date arg0,
                       boolean extrapolate)

discount

public double discount(Date arg0)

discount

public double discount(double arg0,
                       boolean extrapolate)

discount

public double discount(double arg0)

zeroRate

public InterestRate zeroRate(Date d,
                             DayCounter arg1,
                             Compounding arg2,
                             Frequency f,
                             boolean extrapolate)

zeroRate

public InterestRate zeroRate(Date d,
                             DayCounter arg1,
                             Compounding arg2,
                             Frequency f)

zeroRate

public InterestRate zeroRate(Date d,
                             DayCounter arg1,
                             Compounding arg2)

zeroRate

public InterestRate zeroRate(double t,
                             Compounding arg1,
                             Frequency f,
                             boolean extrapolate)

zeroRate

public InterestRate zeroRate(double t,
                             Compounding arg1,
                             Frequency f)

zeroRate

public InterestRate zeroRate(double t,
                             Compounding arg1)

forwardRate

public InterestRate forwardRate(Date d1,
                                Date d2,
                                DayCounter arg2,
                                Compounding arg3,
                                Frequency f,
                                boolean extrapolate)

forwardRate

public InterestRate forwardRate(Date d1,
                                Date d2,
                                DayCounter arg2,
                                Compounding arg3,
                                Frequency f)

forwardRate

public InterestRate forwardRate(Date d1,
                                Date d2,
                                DayCounter arg2,
                                Compounding arg3)

forwardRate

public InterestRate forwardRate(double t1,
                                double t2,
                                Compounding arg2,
                                Frequency f,
                                boolean extrapolate)

forwardRate

public InterestRate forwardRate(double t1,
                                double t2,
                                Compounding arg2,
                                Frequency f)

forwardRate

public InterestRate forwardRate(double t1,
                                double t2,
                                Compounding arg2)

enableExtrapolation

public void enableExtrapolation()

disableExtrapolation

public void disableExtrapolation()

allowsExtrapolation

public boolean allowsExtrapolation()