com.github.vonrosen.quantlib

Class YoYInflationTermStructure

java.lang.Object

com.github.vonrosen.quantlib.YoYInflationTermStructure

Direct Known Subclasses:

PiecewiseYoYInflation

public class YoYInflationTermStructure
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
SWIGTYPE_p_YoYInflationTermStructure	__deref__()
boolean	allowsExtrapolation()
Observable	asObservable()
Date	baseDate()
double	baseRate()
Calendar	calendar()
DayCounter	dayCounter()
void	delete()
void	disableExtrapolation()
void	enableExtrapolation()
protected void	finalize()
Frequency	frequency()
protected static long	getCPtr(YoYInflationTermStructure obj)
boolean	hasSeasonality()
boolean	indexIsInterpolated()
boolean	isNull()
Date	maxDate()
double	maxTime()
YieldTermStructureHandle	nominalTermStructure()
Period	observationLag()
Date	referenceDate()
Seasonality	seasonality()
void	setSeasonality()
void	setSeasonality(Seasonality seasonality)
double	yoyRate(Date d)
double	yoyRate(Date d, Period instObsLag)
double	yoyRate(Date d, Period instObsLag, boolean forceLinearInterpolation)
double	yoyRate(Date d, Period instObsLag, boolean forceLinearInterpolation, 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

YoYInflationTermStructure

protected YoYInflationTermStructure(long cPtr,
                                    boolean cMemoryOwn)

YoYInflationTermStructure

public YoYInflationTermStructure()

Method Detail

getCPtr

protected static long getCPtr(YoYInflationTermStructure obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public SWIGTYPE_p_YoYInflationTermStructure __deref__()

isNull

public boolean isNull()

asObservable

public Observable asObservable()

yoyRate

public double yoyRate(Date d,
                      Period instObsLag,
                      boolean forceLinearInterpolation,
                      boolean extrapolate)

yoyRate

public double yoyRate(Date d,
                      Period instObsLag,
                      boolean forceLinearInterpolation)

yoyRate

public double yoyRate(Date d,
                      Period instObsLag)

yoyRate

public double yoyRate(Date d)

dayCounter

public DayCounter dayCounter()

calendar

public Calendar calendar()

referenceDate

public Date referenceDate()

maxDate

public Date maxDate()

maxTime

public double maxTime()

observationLag

public Period observationLag()

frequency

public Frequency frequency()

indexIsInterpolated

public boolean indexIsInterpolated()

baseRate

public double baseRate()

nominalTermStructure

public YieldTermStructureHandle nominalTermStructure()

baseDate

public Date baseDate()

setSeasonality

public void setSeasonality(Seasonality seasonality)

setSeasonality

public void setSeasonality()

seasonality

public Seasonality seasonality()

hasSeasonality

public boolean hasSeasonality()

enableExtrapolation

public void enableExtrapolation()

disableExtrapolation

public void disableExtrapolation()

allowsExtrapolation

public boolean allowsExtrapolation()