com.github.vonrosen.quantlib

Class ZeroSpreadedTermStructure

java.lang.Object

com.github.vonrosen.quantlib.YieldTermStructure

com.github.vonrosen.quantlib.ZeroSpreadedTermStructure

public class ZeroSpreadedTermStructure
extends YieldTermStructure

Field Summary

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

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	ZeroSpreadedTermStructure(long cPtr, boolean cMemoryOwn)
	ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle)
	ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle, Compounding comp)
	ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle, Compounding comp, Frequency freq)
	ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle, Compounding comp, Frequency freq, DayCounter dc)

Method Summary

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

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

ZeroSpreadedTermStructure

protected ZeroSpreadedTermStructure(long cPtr,
                                    boolean cMemoryOwn)

ZeroSpreadedTermStructure

public ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
                                 QuoteHandle spreadHandle,
                                 Compounding comp,
                                 Frequency freq,
                                 DayCounter dc)

ZeroSpreadedTermStructure

public ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
                                 QuoteHandle spreadHandle,
                                 Compounding comp,
                                 Frequency freq)

ZeroSpreadedTermStructure

public ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
                                 QuoteHandle spreadHandle,
                                 Compounding comp)

ZeroSpreadedTermStructure

public ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
                                 QuoteHandle spreadHandle)

Method Detail

getCPtr

protected static long getCPtr(ZeroSpreadedTermStructure obj)

finalize

protected void finalize()

Overrides:

finalize in class YieldTermStructure

delete

public void delete()

Overrides:

delete in class YieldTermStructure