com.github.vonrosen.quantlib

Class YoYInflationTermStructureHandle

java.lang.Object

com.github.vonrosen.quantlib.YoYInflationTermStructureHandle

Direct Known Subclasses:

RelinkableYoYInflationTermStructureHandle

public class YoYInflationTermStructureHandle
extends Object

Field Summary

Fields

Modifier and Type	Field and Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	YoYInflationTermStructureHandle()
protected	YoYInflationTermStructureHandle(long cPtr, boolean cMemoryOwn)
	YoYInflationTermStructureHandle(YoYInflationTermStructure arg0)

Method Summary

Modifier and Type	Method and Description
YoYInflationTermStructure	__deref__()
boolean	allowsExtrapolation()
Observable	asObservable()
Date	baseDate()
double	baseRate()
Calendar	calendar()
DayCounter	dayCounter()
void	delete()
void	disableExtrapolation()
boolean	empty()
void	enableExtrapolation()
protected void	finalize()
Frequency	frequency()
protected static long	getCPtr(YoYInflationTermStructureHandle obj)
boolean	hasSeasonality()
boolean	indexIsInterpolated()
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

YoYInflationTermStructureHandle

protected YoYInflationTermStructureHandle(long cPtr,
                                          boolean cMemoryOwn)

YoYInflationTermStructureHandle

public YoYInflationTermStructureHandle(YoYInflationTermStructure arg0)

YoYInflationTermStructureHandle

public YoYInflationTermStructureHandle()

Method Detail

getCPtr

protected static long getCPtr(YoYInflationTermStructureHandle obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

__deref__

public YoYInflationTermStructure __deref__()

empty

public boolean empty()

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()