com.github.vonrosen.quantlib

Class ZeroCurve

java.lang.Object

com.github.vonrosen.quantlib.YieldTermStructure

com.github.vonrosen.quantlib.ZeroCurve

public class ZeroCurve
extends YieldTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
	ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
	ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Linear i)
	ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Linear i, Compounding compounding)
	ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Linear i, Compounding compounding, Frequency frequency)
protected	ZeroCurve(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
DoubleVector	data()
DateVector	dates()
void	delete()
protected void	finalize()
protected static long	getCPtr(ZeroCurve obj)
NodeVector	nodes()
DoubleVector	times()
DoubleVector	zeroRates()

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

ZeroCurve

protected ZeroCurve(long cPtr,
                    boolean cMemoryOwn)

ZeroCurve

public ZeroCurve(DateVector dates,
                 DoubleVector yields,
                 DayCounter dayCounter,
                 Calendar calendar,
                 Linear i,
                 Compounding compounding,
                 Frequency frequency)

ZeroCurve

public ZeroCurve(DateVector dates,
                 DoubleVector yields,
                 DayCounter dayCounter,
                 Calendar calendar,
                 Linear i,
                 Compounding compounding)

ZeroCurve

public ZeroCurve(DateVector dates,
                 DoubleVector yields,
                 DayCounter dayCounter,
                 Calendar calendar,
                 Linear i)

ZeroCurve

public ZeroCurve(DateVector dates,
                 DoubleVector yields,
                 DayCounter dayCounter,
                 Calendar calendar)

ZeroCurve

public ZeroCurve(DateVector dates,
                 DoubleVector yields,
                 DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(ZeroCurve obj)

finalize

protected void finalize()

Overrides:

finalize in class YieldTermStructure

delete

public void delete()

Overrides:

delete in class YieldTermStructure

times

public DoubleVector times()

data

public DoubleVector data()

dates

public DateVector dates()

zeroRates

public DoubleVector zeroRates()

nodes

public NodeVector nodes()