| Modifier and Type | Class and Description |
|---|---|
class |
Argentina |
class |
Australia |
class |
BespokeCalendar |
class |
Brazil |
class |
Canada |
class |
China |
class |
CzechRepublic |
class |
Denmark |
class |
Finland |
class |
Germany |
class |
HongKong |
class |
Hungary |
class |
Iceland |
class |
India |
class |
Indonesia |
class |
Israel |
class |
Italy |
class |
Japan |
class |
JointCalendar |
class |
Mexico |
class |
NewZealand |
class |
Norway |
class |
NullCalendar |
class |
Poland |
class |
Romania |
class |
Russia |
class |
SaudiArabia |
class |
Singapore |
class |
Slovakia |
class |
SouthAfrica |
class |
SouthKorea |
class |
Sweden |
class |
Switzerland |
class |
Taiwan |
class |
TARGET |
class |
Turkey |
class |
Ukraine |
class |
UnitedKingdom |
class |
UnitedStates |
class |
WeekendsOnly |
| Modifier and Type | Method and Description |
|---|---|
Calendar |
ZeroInflationTermStructureHandle.calendar() |
Calendar |
ZeroInflationTermStructure.calendar() |
Calendar |
YoYInflationTermStructureHandle.calendar() |
Calendar |
YoYInflationTermStructure.calendar() |
Calendar |
YieldTermStructureHandle.calendar() |
Calendar |
YieldTermStructure.calendar() |
Calendar |
SwaptionVolatilityStructureHandle.calendar() |
Calendar |
SwaptionVolatilityStructure.calendar() |
Calendar |
StrippedOptionletBase.calendar() |
Calendar |
OptionletVolatilityStructureHandle.calendar() |
Calendar |
OptionletVolatilityStructure.calendar() |
Calendar |
LocalVolTermStructureHandle.calendar() |
Calendar |
LocalVolTermStructure.calendar() |
Calendar |
DefaultProbabilityTermStructureHandle.calendar() |
Calendar |
DefaultProbabilityTermStructure.calendar() |
Calendar |
Bond.calendar() |
Calendar |
BlackVolTermStructureHandle.calendar() |
Calendar |
BlackVolTermStructure.calendar() |
Calendar |
Index.fixingCalendar() |
| Modifier and Type | Method and Description |
|---|---|
static void |
QuantLibJNI.Calendar_addHoliday(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.Calendar_adjust__SWIG_0(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_,
int jarg3) |
static long |
QuantLibJNI.Calendar_adjust__SWIG_1(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.Calendar_advance__SWIG_0(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_,
int jarg3,
int jarg4,
int jarg5,
boolean jarg6) |
static long |
QuantLibJNI.Calendar_advance__SWIG_1(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_,
int jarg3,
int jarg4,
int jarg5) |
static long |
QuantLibJNI.Calendar_advance__SWIG_2(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_,
int jarg3,
int jarg4) |
static long |
QuantLibJNI.Calendar_advance__SWIG_3(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
int jarg4,
boolean jarg5) |
static long |
QuantLibJNI.Calendar_advance__SWIG_4(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
int jarg4) |
static long |
QuantLibJNI.Calendar_advance__SWIG_5(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_) |
static int |
QuantLibJNI.Calendar_businessDaysBetween__SWIG_0(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
boolean jarg4,
boolean jarg5) |
static int |
QuantLibJNI.Calendar_businessDaysBetween__SWIG_1(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
boolean jarg4) |
static int |
QuantLibJNI.Calendar_businessDaysBetween__SWIG_2(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_) |
static long |
QuantLibJNI.Calendar_endOfMonth(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_) |
static boolean |
QuantLibJNI.Calendar_equals(long jarg1,
Calendar jarg1_,
long jarg2,
Calendar jarg2_) |
static boolean |
QuantLibJNI.Calendar_isBusinessDay(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_) |
static boolean |
QuantLibJNI.Calendar_isEndOfMonth(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_) |
static boolean |
QuantLibJNI.Calendar_isHoliday(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_) |
static boolean |
QuantLibJNI.Calendar_isWeekend(long jarg1,
Calendar jarg1_,
int jarg2) |
static String |
QuantLibJNI.Calendar_name(long jarg1,
Calendar jarg1_) |
static void |
QuantLibJNI.Calendar_removeHoliday(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_) |
static String |
QuantLibJNI.Calendar_toString(long jarg1,
Calendar jarg1_) |
static boolean |
QuantLibJNI.Calendar_unEquals(long jarg1,
Calendar jarg1_,
long jarg2,
Calendar jarg2_) |
boolean |
Calendar.equals(Calendar other) |
protected static long |
Calendar.getCPtr(Calendar obj) |
static long |
QuantLibJNI.new_BackwardFlatZeroCurve__SWIG_0(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
BackwardFlat jarg5_,
int jarg6,
int jarg7) |
static long |
QuantLibJNI.new_BackwardFlatZeroCurve__SWIG_1(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
BackwardFlat jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_BackwardFlatZeroCurve__SWIG_2(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
BackwardFlat jarg5_) |
static long |
QuantLibJNI.new_BackwardFlatZeroCurve__SWIG_3(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_) |
static long |
QuantLibJNI.new_BlackConstantVol__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_BlackConstantVol__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_BlackConstantVol__SWIG_2(long jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_BlackConstantVol__SWIG_3(long jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_BlackVarianceSurface__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
DateVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
Matrix jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
int jarg8,
String jarg9) |
static long |
QuantLibJNI.new_BlackVarianceSurface__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
DateVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
Matrix jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
int jarg8) |
static long |
QuantLibJNI.new_BlackVarianceSurface__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
DateVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
Matrix jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7) |
static long |
QuantLibJNI.new_BlackVarianceSurface__SWIG_3(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
DateVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
Matrix jarg5_,
long jarg6,
DayCounter jarg6_) |
static long |
QuantLibJNI.new_Bond__SWIG_0(long jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_,
long jarg6,
Leg jarg6_) |
static long |
QuantLibJNI.new_Bond__SWIG_1(long jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static long |
QuantLibJNI.new_Bond__SWIG_2(long jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
Date jarg4_) |
static long |
QuantLibJNI.new_Business252__SWIG_0(long jarg1,
Calendar jarg1_) |
static long |
QuantLibJNI.new_CapFloorTermVolCurve__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
PeriodVector jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_) |
static long |
QuantLibJNI.new_CapFloorTermVolCurve__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
PeriodVector jarg4_,
long jarg5,
DoubleVector jarg5_) |
static long |
QuantLibJNI.new_CapFloorTermVolCurve__SWIG_2(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
PeriodVector jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_) |
static long |
QuantLibJNI.new_CapFloorTermVolCurve__SWIG_3(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
PeriodVector jarg4_,
long jarg5,
DoubleVector jarg5_) |
static long |
QuantLibJNI.new_CapFloorTermVolSurface__SWIG_0(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
PeriodVector jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
QuoteHandleVectorVector jarg6_,
long jarg7,
DayCounter jarg7_) |
static long |
QuantLibJNI.new_CapFloorTermVolSurface__SWIG_1(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
PeriodVector jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
QuoteHandleVectorVector jarg6_) |
static long |
QuantLibJNI.new_CapFloorTermVolSurface__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
PeriodVector jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
QuoteHandleVectorVector jarg6_,
long jarg7,
DayCounter jarg7_) |
static long |
QuantLibJNI.new_CapFloorTermVolSurface__SWIG_3(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
PeriodVector jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
QuoteHandleVectorVector jarg6_) |
static long |
QuantLibJNI.new_CapFloorTermVolSurface__SWIG_4(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
PeriodVector jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
Matrix jarg6_,
long jarg7,
DayCounter jarg7_) |
static long |
QuantLibJNI.new_CapFloorTermVolSurface__SWIG_5(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
PeriodVector jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
Matrix jarg6_) |
static long |
QuantLibJNI.new_CapFloorTermVolSurface__SWIG_6(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
PeriodVector jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
Matrix jarg6_,
long jarg7,
DayCounter jarg7_) |
static long |
QuantLibJNI.new_CapFloorTermVolSurface__SWIG_7(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
PeriodVector jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
Matrix jarg6_) |
static long |
QuantLibJNI.new_ConstantOptionletVolatility__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
double jarg4,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ConstantOptionletVolatility__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ConstantOptionletVolatility__SWIG_2(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
double jarg4,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ConstantOptionletVolatility__SWIG_3(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_0(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_1(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_10(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
double jarg4,
long jarg5,
DayCounter jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_11(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
double jarg4,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_2(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_3(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_4(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_5(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_6(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
double jarg4,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_7(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
double jarg4,
long jarg5,
DayCounter jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_8(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
double jarg4,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_9(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3,
double jarg4,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7) |
static long |
QuantLibJNI.new_CPIBond__SWIG_0(long jarg1,
double jarg2,
boolean jarg3,
double jarg4,
long jarg5,
Period jarg5_,
long jarg6,
ZeroInflationIndex jarg6_,
int jarg7,
long jarg8,
Schedule jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DayCounter jarg10_,
int jarg11,
long jarg12,
Date jarg12_,
long jarg13,
Calendar jarg13_,
long jarg14,
Period jarg14_,
long jarg15,
Calendar jarg15_,
int jarg16,
boolean jarg17) |
static long |
QuantLibJNI.new_CPIBond__SWIG_1(long jarg1,
double jarg2,
boolean jarg3,
double jarg4,
long jarg5,
Period jarg5_,
long jarg6,
ZeroInflationIndex jarg6_,
int jarg7,
long jarg8,
Schedule jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DayCounter jarg10_,
int jarg11,
long jarg12,
Date jarg12_,
long jarg13,
Calendar jarg13_,
long jarg14,
Period jarg14_,
long jarg15,
Calendar jarg15_,
int jarg16) |
static long |
QuantLibJNI.new_CPIBond__SWIG_2(long jarg1,
double jarg2,
boolean jarg3,
double jarg4,
long jarg5,
Period jarg5_,
long jarg6,
ZeroInflationIndex jarg6_,
int jarg7,
long jarg8,
Schedule jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DayCounter jarg10_,
int jarg11,
long jarg12,
Date jarg12_,
long jarg13,
Calendar jarg13_,
long jarg14,
Period jarg14_,
long jarg15,
Calendar jarg15_) |
static long |
QuantLibJNI.new_CPIBond__SWIG_3(long jarg1,
double jarg2,
boolean jarg3,
double jarg4,
long jarg5,
Period jarg5_,
long jarg6,
ZeroInflationIndex jarg6_,
int jarg7,
long jarg8,
Schedule jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DayCounter jarg10_,
int jarg11,
long jarg12,
Date jarg12_,
long jarg13,
Calendar jarg13_,
long jarg14,
Period jarg14_) |
static long |
QuantLibJNI.new_CPIBond__SWIG_4(long jarg1,
double jarg2,
boolean jarg3,
double jarg4,
long jarg5,
Period jarg5_,
long jarg6,
ZeroInflationIndex jarg6_,
int jarg7,
long jarg8,
Schedule jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DayCounter jarg10_,
int jarg11,
long jarg12,
Date jarg12_,
long jarg13,
Calendar jarg13_) |
static long |
QuantLibJNI.new_CubicZeroCurve__SWIG_0(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
Cubic jarg5_,
int jarg6,
int jarg7) |
static long |
QuantLibJNI.new_CubicZeroCurve__SWIG_1(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
Cubic jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_CubicZeroCurve__SWIG_2(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
Cubic jarg5_) |
static long |
QuantLibJNI.new_CubicZeroCurve__SWIG_3(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_) |
static long |
QuantLibJNI.new_DefaultDensityCurve__SWIG_0(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
Linear jarg5_) |
static long |
QuantLibJNI.new_DefaultDensityCurve__SWIG_1(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_) |
static long |
QuantLibJNI.new_DepositRateHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
boolean jarg6,
long jarg7,
DayCounter jarg7_) |
static long |
QuantLibJNI.new_DepositRateHelper__SWIG_1(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
boolean jarg6,
long jarg7,
DayCounter jarg7_) |
static long |
QuantLibJNI.new_DiscountCurve__SWIG_0(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
LogLinear jarg5_) |
static long |
QuantLibJNI.new_DiscountCurve__SWIG_1(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_) |
static long |
QuantLibJNI.new_FittedBondDiscountCurve__SWIG_0(long jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
FittingMethod jarg5_,
double jarg6,
long jarg7,
long jarg8,
Array jarg8_,
double jarg9) |
static long |
QuantLibJNI.new_FittedBondDiscountCurve__SWIG_1(long jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
FittingMethod jarg5_,
double jarg6,
long jarg7,
long jarg8,
Array jarg8_) |
static long |
QuantLibJNI.new_FittedBondDiscountCurve__SWIG_2(long jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
FittingMethod jarg5_,
double jarg6,
long jarg7) |
static long |
QuantLibJNI.new_FittedBondDiscountCurve__SWIG_3(long jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
FittingMethod jarg5_,
double jarg6) |
static long |
QuantLibJNI.new_FittedBondDiscountCurve__SWIG_4(long jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
FittingMethod jarg5_) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_0(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Calendar jarg9_,
long jarg10,
Period jarg10_,
long jarg11,
Calendar jarg11_,
int jarg12,
boolean jarg13) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_1(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Calendar jarg9_,
long jarg10,
Period jarg10_,
long jarg11,
Calendar jarg11_,
int jarg12) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_10(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
InterestRateVector jarg4_,
int jarg5,
double jarg6,
long jarg7,
Date jarg7_,
long jarg8,
Calendar jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
Calendar jarg10_,
int jarg11) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_11(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
InterestRateVector jarg4_,
int jarg5,
double jarg6,
long jarg7,
Date jarg7_,
long jarg8,
Calendar jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
Calendar jarg10_) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_12(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
InterestRateVector jarg4_,
int jarg5,
double jarg6,
long jarg7,
Date jarg7_,
long jarg8,
Calendar jarg8_,
long jarg9,
Period jarg9_) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_13(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
InterestRateVector jarg4_,
int jarg5,
double jarg6,
long jarg7,
Date jarg7_,
long jarg8,
Calendar jarg8_) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_2(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Calendar jarg9_,
long jarg10,
Period jarg10_,
long jarg11,
Calendar jarg11_) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_3(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Calendar jarg9_,
long jarg10,
Period jarg10_) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_4(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Calendar jarg9_) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_9(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
InterestRateVector jarg4_,
int jarg5,
double jarg6,
long jarg7,
Date jarg7_,
long jarg8,
Calendar jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
Calendar jarg10_,
int jarg11,
boolean jarg12) |
static long |
QuantLibJNI.new_FixedRateBondForward__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
int jarg3,
double jarg4,
long jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
Calendar jarg7_,
int jarg8,
long jarg9,
FixedRateBond jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11,
YieldTermStructureHandle jarg11_) |
static long |
QuantLibJNI.new_FixedRateBondForward__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
int jarg3,
double jarg4,
long jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
Calendar jarg7_,
int jarg8,
long jarg9,
FixedRateBond jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_FixedRateBondForward__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
int jarg3,
double jarg4,
long jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
Calendar jarg7_,
int jarg8,
long jarg9,
FixedRateBond jarg9_) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_,
long jarg12,
Calendar jarg12_,
int jarg13,
boolean jarg14,
boolean jarg15) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_,
long jarg12,
Calendar jarg12_,
int jarg13,
boolean jarg14) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_,
long jarg12,
Calendar jarg12_,
int jarg13) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_3(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_,
long jarg12,
Calendar jarg12_) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_4(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_5(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_) |
static long |
QuantLibJNI.new_FlatForward__SWIG_10(int jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5) |
static long |
QuantLibJNI.new_FlatForward__SWIG_11(int jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_FlatForward__SWIG_6(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
static long |
QuantLibJNI.new_FlatForward__SWIG_7(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5) |
static long |
QuantLibJNI.new_FlatForward__SWIG_8(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_FlatForward__SWIG_9(int jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
static long |
QuantLibJNI.new_FlatHazardRate__SWIG_0(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_ForwardCurve__SWIG_0(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
BackwardFlat jarg5_) |
static long |
QuantLibJNI.new_ForwardCurve__SWIG_1(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_) |
static long |
QuantLibJNI.new_ForwardFlatZeroCurve__SWIG_0(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
ForwardFlat jarg5_,
int jarg6,
int jarg7) |
static long |
QuantLibJNI.new_ForwardFlatZeroCurve__SWIG_1(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
ForwardFlat jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_ForwardFlatZeroCurve__SWIG_2(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
ForwardFlat jarg5_) |
static long |
QuantLibJNI.new_ForwardFlatZeroCurve__SWIG_3(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_) |
static long |
QuantLibJNI.new_FraRateHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
long jarg3,
long jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
boolean jarg7,
long jarg8,
DayCounter jarg8_) |
static long |
QuantLibJNI.new_FraRateHelper__SWIG_1(double jarg1,
long jarg2,
long jarg3,
long jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
boolean jarg7,
long jarg8,
DayCounter jarg8_) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
boolean jarg6,
long jarg7,
DayCounter jarg7_,
long jarg8,
QuoteHandle jarg8_,
int jarg9) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
boolean jarg6,
long jarg7,
DayCounter jarg7_,
long jarg8,
QuoteHandle jarg8_) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_2(double jarg1,
long jarg2,
Date jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
boolean jarg6,
long jarg7,
DayCounter jarg7_,
double jarg8,
int jarg9) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_3(double jarg1,
long jarg2,
Date jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
boolean jarg6,
long jarg7,
DayCounter jarg7_,
double jarg8) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_4(double jarg1,
long jarg2,
Date jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
boolean jarg6,
long jarg7,
DayCounter jarg7_) |
static long |
QuantLibJNI.new_HazardRateCurve__SWIG_0(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
BackwardFlat jarg5_) |
static long |
QuantLibJNI.new_HazardRateCurve__SWIG_1(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_) |
static long |
QuantLibJNI.new_HestonModelHelper__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
Calendar jarg2_,
double jarg3,
double jarg4,
long jarg5,
QuoteHandle jarg5_,
long jarg6,
YieldTermStructureHandle jarg6_,
long jarg7,
YieldTermStructureHandle jarg7_,
int jarg8) |
static long |
QuantLibJNI.new_HestonModelHelper__SWIG_1(long jarg1,
Period jarg1_,
long jarg2,
Calendar jarg2_,
double jarg3,
double jarg4,
long jarg5,
QuoteHandle jarg5_,
long jarg6,
YieldTermStructureHandle jarg6_,
long jarg7,
YieldTermStructureHandle jarg7_) |
static long |
QuantLibJNI.new_IborIndex__SWIG_0(String jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
int jarg6,
boolean jarg7,
long jarg8,
DayCounter jarg8_,
long jarg9,
YieldTermStructureHandle jarg9_) |
static long |
QuantLibJNI.new_IborIndex__SWIG_1(String jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
int jarg6,
boolean jarg7,
long jarg8,
DayCounter jarg8_) |
static long |
QuantLibJNI.new_JointCalendar__SWIG_0(long jarg1,
Calendar jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3) |
static long |
QuantLibJNI.new_JointCalendar__SWIG_1(long jarg1,
Calendar jarg1_,
long jarg2,
Calendar jarg2_) |
static long |
QuantLibJNI.new_JointCalendar__SWIG_2(long jarg1,
Calendar jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4) |
static long |
QuantLibJNI.new_JointCalendar__SWIG_3(long jarg1,
Calendar jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
Calendar jarg3_) |
static long |
QuantLibJNI.new_JointCalendar__SWIG_4(long jarg1,
Calendar jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
Calendar jarg3_,
long jarg4,
Calendar jarg4_,
int jarg5) |
static long |
QuantLibJNI.new_JointCalendar__SWIG_5(long jarg1,
Calendar jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
Calendar jarg3_,
long jarg4,
Calendar jarg4_) |
static long |
QuantLibJNI.new_Libor__SWIG_0(String jarg1,
long jarg2,
Period jarg2_,
long jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
YieldTermStructureHandle jarg7_) |
static long |
QuantLibJNI.new_Libor__SWIG_1(String jarg1,
long jarg2,
Period jarg2_,
long jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
long jarg6,
DayCounter jarg6_) |
static long |
QuantLibJNI.new_LocalConstantVol__SWIG_2(int jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_LocalConstantVol__SWIG_3(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_LogCubicZeroCurve__SWIG_0(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
LogCubic jarg5_,
int jarg6,
int jarg7) |
static long |
QuantLibJNI.new_LogCubicZeroCurve__SWIG_1(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
LogCubic jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_LogCubicZeroCurve__SWIG_2(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
LogCubic jarg5_) |
static long |
QuantLibJNI.new_LogCubicZeroCurve__SWIG_3(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_) |
static long |
QuantLibJNI.new_LogLinearZeroCurve__SWIG_0(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
LogLinear jarg5_,
int jarg6,
int jarg7) |
static long |
QuantLibJNI.new_LogLinearZeroCurve__SWIG_1(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
LogLinear jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_LogLinearZeroCurve__SWIG_2(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
LogLinear jarg5_) |
static long |
QuantLibJNI.new_LogLinearZeroCurve__SWIG_3(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_) |
static long |
QuantLibJNI.new_MonotonicCubicZeroCurve__SWIG_0(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
MonotonicCubic jarg5_,
int jarg6,
int jarg7) |
static long |
QuantLibJNI.new_MonotonicCubicZeroCurve__SWIG_1(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
MonotonicCubic jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_MonotonicCubicZeroCurve__SWIG_2(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
MonotonicCubic jarg5_) |
static long |
QuantLibJNI.new_MonotonicCubicZeroCurve__SWIG_3(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_) |
static long |
QuantLibJNI.new_OvernightIndex__SWIG_0(String jarg1,
int jarg2,
long jarg3,
Currency jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
DayCounter jarg5_,
long jarg6,
YieldTermStructureHandle jarg6_) |
static long |
QuantLibJNI.new_OvernightIndex__SWIG_1(String jarg1,
int jarg2,
long jarg3,
Currency jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_PiecewiseCubicZero__SWIG_5(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_,
double jarg7,
long jarg8,
Cubic jarg8_) |
static long |
QuantLibJNI.new_PiecewiseCubicZero__SWIG_6(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_,
double jarg7) |
static long |
QuantLibJNI.new_PiecewiseCubicZero__SWIG_7(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_) |
static long |
QuantLibJNI.new_PiecewiseCubicZero__SWIG_8(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseCubicZero__SWIG_9(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_PiecewiseFlatForward__SWIG_5(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_,
double jarg7,
long jarg8,
BackwardFlat jarg8_) |
static long |
QuantLibJNI.new_PiecewiseFlatForward__SWIG_6(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_,
double jarg7) |
static long |
QuantLibJNI.new_PiecewiseFlatForward__SWIG_7(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_) |
static long |
QuantLibJNI.new_PiecewiseFlatForward__SWIG_8(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseFlatForward__SWIG_9(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_PiecewiseFlatHazardRate__SWIG_3(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
DefaultProbabilityHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
double jarg5,
long jarg6,
BackwardFlat jarg6_) |
static long |
QuantLibJNI.new_PiecewiseFlatHazardRate__SWIG_4(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
DefaultProbabilityHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
double jarg5) |
static long |
QuantLibJNI.new_PiecewiseFlatHazardRate__SWIG_5(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
DefaultProbabilityHelperVector jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_PiecewiseLinearForward__SWIG_5(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_,
double jarg7,
long jarg8,
Linear jarg8_) |
static long |
QuantLibJNI.new_PiecewiseLinearForward__SWIG_6(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_,
double jarg7) |
static long |
QuantLibJNI.new_PiecewiseLinearForward__SWIG_7(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_) |
static long |
QuantLibJNI.new_PiecewiseLinearForward__SWIG_8(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseLinearForward__SWIG_9(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_PiecewiseLinearZero__SWIG_5(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_,
double jarg7,
long jarg8,
Linear jarg8_) |
static long |
QuantLibJNI.new_PiecewiseLinearZero__SWIG_6(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_,
double jarg7) |
static long |
QuantLibJNI.new_PiecewiseLinearZero__SWIG_7(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_) |
static long |
QuantLibJNI.new_PiecewiseLinearZero__SWIG_8(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseLinearZero__SWIG_9(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_PiecewiseLogCubicDiscount__SWIG_5(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_,
double jarg7,
long jarg8,
MonotonicLogCubic jarg8_) |
static long |
QuantLibJNI.new_PiecewiseLogCubicDiscount__SWIG_6(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_,
double jarg7) |
static long |
QuantLibJNI.new_PiecewiseLogCubicDiscount__SWIG_7(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_,
long jarg6,
DateVector jarg6_) |
static long |
QuantLibJNI.new_PiecewiseLogCubicDiscount__SWIG_8(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseLogCubicDiscount__SWIG_9(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_PiecewiseYoYInflation__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Period jarg4_,
int jarg5,
boolean jarg6,
double jarg7,
long jarg8,
YieldTermStructureHandle jarg8_,
long jarg9,
YoYHelperVector jarg9_,
double jarg10,
long jarg11,
Linear jarg11_) |
static long |
QuantLibJNI.new_PiecewiseYoYInflation__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Period jarg4_,
int jarg5,
boolean jarg6,
double jarg7,
long jarg8,
YieldTermStructureHandle jarg8_,
long jarg9,
YoYHelperVector jarg9_,
double jarg10) |
static long |
QuantLibJNI.new_PiecewiseYoYInflation__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Period jarg4_,
int jarg5,
boolean jarg6,
double jarg7,
long jarg8,
YieldTermStructureHandle jarg8_,
long jarg9,
YoYHelperVector jarg9_) |
static long |
QuantLibJNI.new_PiecewiseZeroInflation__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Period jarg4_,
int jarg5,
boolean jarg6,
double jarg7,
long jarg8,
YieldTermStructureHandle jarg8_,
long jarg9,
ZeroHelperVector jarg9_,
double jarg10,
long jarg11,
Linear jarg11_) |
static long |
QuantLibJNI.new_PiecewiseZeroInflation__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Period jarg4_,
int jarg5,
boolean jarg6,
double jarg7,
long jarg8,
YieldTermStructureHandle jarg8_,
long jarg9,
ZeroHelperVector jarg9_,
double jarg10) |
static long |
QuantLibJNI.new_PiecewiseZeroInflation__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
Calendar jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Period jarg4_,
int jarg5,
boolean jarg6,
double jarg7,
long jarg8,
YieldTermStructureHandle jarg8_,
long jarg9,
ZeroHelperVector jarg9_) |
static long |
QuantLibJNI.new_RebatedExercise__SWIG_0(long jarg1,
Exercise jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5) |
static long |
QuantLibJNI.new_RebatedExercise__SWIG_1(long jarg1,
Exercise jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_) |
static long |
QuantLibJNI.new_Schedule__SWIG_0(long jarg1,
DateVector jarg1_,
long jarg2,
Calendar jarg2_,
int jarg3) |
static long |
QuantLibJNI.new_Schedule__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
boolean jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Date jarg10_) |
static long |
QuantLibJNI.new_Schedule__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
boolean jarg8,
long jarg9,
Date jarg9_) |
static long |
QuantLibJNI.new_Schedule__SWIG_3(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
boolean jarg8) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_,
boolean jarg11,
boolean jarg12) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_,
boolean jarg11) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_3(double jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_,
boolean jarg11,
boolean jarg12) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_4(double jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_,
boolean jarg11) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_5(double jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_SwapIndex__SWIG_0(String jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
long jarg6,
Period jarg6_,
int jarg7,
long jarg8,
DayCounter jarg8_,
long jarg9,
IborIndex jarg9_) |
static long |
QuantLibJNI.new_SwapIndex__SWIG_1(String jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
long jarg6,
Period jarg6_,
int jarg7,
long jarg8,
DayCounter jarg8_,
long jarg9,
IborIndex jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11,
int jarg12,
long jarg13,
Date jarg13_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11,
int jarg12) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_10(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_11(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_12(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_13(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_3(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_4(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_5(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_6(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_7(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11,
int jarg12,
long jarg13,
Date jarg13_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_8(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11,
int jarg12) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_9(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_10(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
Matrix jarg5_,
long jarg6,
DayCounter jarg6_,
boolean jarg7) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_11(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
Matrix jarg5_,
long jarg6,
DayCounter jarg6_) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_4(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
DayCounter jarg6_,
boolean jarg7,
int jarg8,
long jarg9) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_5(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
DayCounter jarg6_,
boolean jarg7,
int jarg8) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_6(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
DayCounter jarg6_,
boolean jarg7) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_7(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
DayCounter jarg6_) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_8(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
Matrix jarg5_,
long jarg6,
DayCounter jarg6_,
boolean jarg7,
int jarg8,
long jarg9,
Matrix jarg9_) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_9(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
Matrix jarg5_,
long jarg6,
DayCounter jarg6_,
boolean jarg7,
int jarg8) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12,
boolean jarg13,
boolean jarg14) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12,
boolean jarg13) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_3(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_4(double jarg1,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12,
boolean jarg13,
boolean jarg14) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_5(double jarg1,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12,
boolean jarg13) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_6(double jarg1,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_7(double jarg1,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_) |
static long |
QuantLibJNI.new_YearOnYearInflationSwap__SWIG_0(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
double jarg4,
long jarg5,
DayCounter jarg5_,
long jarg6,
Schedule jarg6_,
long jarg7,
YoYInflationIndex jarg7_,
long jarg8,
Period jarg8_,
double jarg9,
long jarg10,
DayCounter jarg10_,
long jarg11,
Calendar jarg11_,
int jarg12) |
static long |
QuantLibJNI.new_YearOnYearInflationSwap__SWIG_1(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
double jarg4,
long jarg5,
DayCounter jarg5_,
long jarg6,
Schedule jarg6_,
long jarg7,
YoYInflationIndex jarg7_,
long jarg8,
Period jarg8_,
double jarg9,
long jarg10,
DayCounter jarg10_,
long jarg11,
Calendar jarg11_) |
static long |
QuantLibJNI.new_YearOnYearInflationSwapHelper(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Calendar jarg4_,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
YoYInflationIndex jarg7_) |
static long |
QuantLibJNI.new_ZeroCouponBond__SWIG_0(long jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
Date jarg4_,
int jarg5,
double jarg6,
long jarg7,
Date jarg7_) |
static long |
QuantLibJNI.new_ZeroCouponBond__SWIG_1(long jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
Date jarg4_,
int jarg5,
double jarg6) |
static long |
QuantLibJNI.new_ZeroCouponBond__SWIG_2(long jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
Date jarg4_,
int jarg5) |
static long |
QuantLibJNI.new_ZeroCouponBond__SWIG_3(long jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
Date jarg4_) |
static long |
QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_0(int jarg1,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Calendar jarg5_,
int jarg6,
long jarg7,
DayCounter jarg7_,
double jarg8,
long jarg9,
ZeroInflationIndex jarg9_,
long jarg10,
Period jarg10_,
boolean jarg11,
long jarg12,
Calendar jarg12_,
int jarg13) |
static long |
QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_1(int jarg1,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Calendar jarg5_,
int jarg6,
long jarg7,
DayCounter jarg7_,
double jarg8,
long jarg9,
ZeroInflationIndex jarg9_,
long jarg10,
Period jarg10_,
boolean jarg11,
long jarg12,
Calendar jarg12_) |
static long |
QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_2(int jarg1,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Calendar jarg5_,
int jarg6,
long jarg7,
DayCounter jarg7_,
double jarg8,
long jarg9,
ZeroInflationIndex jarg9_,
long jarg10,
Period jarg10_,
boolean jarg11) |
static long |
QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_3(int jarg1,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Calendar jarg5_,
int jarg6,
long jarg7,
DayCounter jarg7_,
double jarg8,
long jarg9,
ZeroInflationIndex jarg9_,
long jarg10,
Period jarg10_) |
static long |
QuantLibJNI.new_ZeroCouponInflationSwapHelper(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Calendar jarg4_,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
ZeroInflationIndex jarg7_) |
static long |
QuantLibJNI.new_ZeroCurve__SWIG_0(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
Linear jarg5_,
int jarg6,
int jarg7) |
static long |
QuantLibJNI.new_ZeroCurve__SWIG_1(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
Linear jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_ZeroCurve__SWIG_2(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
Linear jarg5_) |
static long |
QuantLibJNI.new_ZeroCurve__SWIG_3(long jarg1,
DateVector jarg1_,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
Calendar jarg4_) |
boolean |
Calendar.unEquals(Calendar other) |
| Constructor and Description |
|---|
BackwardFlatZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar) |
BackwardFlatZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
BackwardFlat i) |
BackwardFlatZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
BackwardFlat i,
Compounding compounding) |
BackwardFlatZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
BackwardFlat i,
Compounding compounding,
Frequency frequency) |
BlackConstantVol(Date referenceDate,
Calendar c,
double volatility,
DayCounter dayCounter) |
BlackConstantVol(Date referenceDate,
Calendar c,
QuoteHandle volatility,
DayCounter dayCounter) |
BlackConstantVol(long settlementDays,
Calendar calendar,
double volatility,
DayCounter dayCounter) |
BlackConstantVol(long settlementDays,
Calendar calendar,
QuoteHandle volatility,
DayCounter dayCounter) |
BlackVarianceSurface(Date referenceDate,
Calendar cal,
DateVector dates,
DoubleVector strikes,
Matrix blackVols,
DayCounter dayCounter,
_BlackVarianceSurface.Extrapolation lower,
_BlackVarianceSurface.Extrapolation upper) |
BlackVarianceSurface(Date referenceDate,
Calendar cal,
DateVector dates,
DoubleVector strikes,
Matrix blackVols,
DayCounter dayCounter,
_BlackVarianceSurface.Extrapolation lower,
_BlackVarianceSurface.Extrapolation upper,
String interpolator) |
BlackVarianceSurface(Date referenceDate,
Calendar cal,
DateVector dates,
DoubleVector strikes,
Matrix blackVols,
DayCounter dayCounter,
_BlackVarianceSurface.Extrapolation lower) |
BlackVarianceSurface(Date referenceDate,
Calendar cal,
DateVector dates,
DoubleVector strikes,
Matrix blackVols,
DayCounter dayCounter) |
Bond(long settlementDays,
Calendar calendar,
double faceAmount,
Date maturityDate) |
Bond(long settlementDays,
Calendar calendar,
double faceAmount,
Date maturityDate,
Date issueDate) |
Bond(long settlementDays,
Calendar calendar,
double faceAmount,
Date maturityDate,
Date issueDate,
Leg cashflows) |
Business252(Calendar c) |
CapFloorTermVolCurve(Date referenceDate,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector lengths,
DoubleVector vols) |
CapFloorTermVolCurve(Date referenceDate,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector lengths,
DoubleVector vols,
DayCounter dc) |
CapFloorTermVolCurve(long settlementDays,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector lengths,
DoubleVector vols) |
CapFloorTermVolCurve(long settlementDays,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector lengths,
DoubleVector vols,
DayCounter dc) |
CapFloorTermVolSurface(Date settlementDate,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
DoubleVector strikes,
Matrix volatilities) |
CapFloorTermVolSurface(Date settlementDate,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
DoubleVector strikes,
Matrix volatilities,
DayCounter dc) |
CapFloorTermVolSurface(Date settlementDate,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
DoubleVector strikes,
QuoteHandleVectorVector quotes) |
CapFloorTermVolSurface(Date settlementDate,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
DoubleVector strikes,
QuoteHandleVectorVector quotes,
DayCounter dc) |
CapFloorTermVolSurface(long settlementDays,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
DoubleVector strikes,
Matrix volatilities) |
CapFloorTermVolSurface(long settlementDays,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
DoubleVector strikes,
Matrix volatilities,
DayCounter dc) |
CapFloorTermVolSurface(long settlementDays,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
DoubleVector strikes,
QuoteHandleVectorVector quotes) |
CapFloorTermVolSurface(long settlementDays,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
DoubleVector strikes,
QuoteHandleVectorVector quotes,
DayCounter dc) |
ConstantOptionletVolatility(Date referenceDate,
Calendar cal,
BusinessDayConvention bdc,
double volatility,
DayCounter dayCounter) |
ConstantOptionletVolatility(Date referenceDate,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dayCounter) |
ConstantOptionletVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
double volatility,
DayCounter dayCounter) |
ConstantOptionletVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dayCounter) |
ConstantSwaptionVolatility(Date referenceDate,
Calendar cal,
BusinessDayConvention bdc,
double volatility,
DayCounter dc) |
ConstantSwaptionVolatility(Date referenceDate,
Calendar cal,
BusinessDayConvention bdc,
double volatility,
DayCounter dc,
VolatilityType type) |
ConstantSwaptionVolatility(Date referenceDate,
Calendar cal,
BusinessDayConvention bdc,
double volatility,
DayCounter dc,
VolatilityType type,
double shift) |
ConstantSwaptionVolatility(Date referenceDate,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc) |
ConstantSwaptionVolatility(Date referenceDate,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc,
VolatilityType type) |
ConstantSwaptionVolatility(Date referenceDate,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc,
VolatilityType type,
double shift) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
double volatility,
DayCounter dc) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
double volatility,
DayCounter dc,
VolatilityType type) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
double volatility,
DayCounter dc,
VolatilityType type,
double shift) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc,
VolatilityType type) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc,
VolatilityType type,
double shift) |
CPIBond(long settlementDays,
double faceAmount,
boolean growthOnly,
double baseCPI,
Period observationLag,
ZeroInflationIndex cpiIndex,
CPI.InterpolationType observationInterpolation,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention,
Date issueDate,
Calendar paymentCalendar) |
CPIBond(long settlementDays,
double faceAmount,
boolean growthOnly,
double baseCPI,
Period observationLag,
ZeroInflationIndex cpiIndex,
CPI.InterpolationType observationInterpolation,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod) |
CPIBond(long settlementDays,
double faceAmount,
boolean growthOnly,
double baseCPI,
Period observationLag,
ZeroInflationIndex cpiIndex,
CPI.InterpolationType observationInterpolation,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar) |
CPIBond(long settlementDays,
double faceAmount,
boolean growthOnly,
double baseCPI,
Period observationLag,
ZeroInflationIndex cpiIndex,
CPI.InterpolationType observationInterpolation,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention) |
CPIBond(long settlementDays,
double faceAmount,
boolean growthOnly,
double baseCPI,
Period observationLag,
ZeroInflationIndex cpiIndex,
CPI.InterpolationType observationInterpolation,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention,
boolean exCouponEndOfMonth) |
CubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar) |
CubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
Cubic i) |
CubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
Cubic i,
Compounding compounding) |
CubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
Cubic i,
Compounding compounding,
Frequency frequency) |
DefaultDensityCurve(DateVector dates,
DoubleVector densities,
DayCounter dayCounter,
Calendar calendar) |
DefaultDensityCurve(DateVector dates,
DoubleVector densities,
DayCounter dayCounter,
Calendar calendar,
Linear i) |
DepositRateHelper(double rate,
Period tenor,
long fixingDays,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
DepositRateHelper(QuoteHandle rate,
Period tenor,
long fixingDays,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
DiscountCurve(DateVector dates,
DoubleVector discounts,
DayCounter dayCounter,
Calendar calendar) |
DiscountCurve(DateVector dates,
DoubleVector discounts,
DayCounter dayCounter,
Calendar calendar,
LogLinear i) |
FittedBondDiscountCurve(long settlementDays,
Calendar calendar,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod) |
FittedBondDiscountCurve(long settlementDays,
Calendar calendar,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod,
double accuracy) |
FittedBondDiscountCurve(long settlementDays,
Calendar calendar,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod,
double accuracy,
long maxEvaluations) |
FittedBondDiscountCurve(long settlementDays,
Calendar calendar,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod,
double accuracy,
long maxEvaluations,
Array guess) |
FittedBondDiscountCurve(long settlementDays,
Calendar calendar,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod,
double accuracy,
long maxEvaluations,
Array guess,
double simplexLambda) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention,
boolean exCouponEndOfMonth) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
InterestRateVector coupons,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
InterestRateVector coupons,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
InterestRateVector coupons,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
InterestRateVector coupons,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
InterestRateVector coupons,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention,
boolean exCouponEndOfMonth) |
FixedRateBondForward(Date valueDate,
Date maturityDate,
Position.Type type,
double strike,
long settlementDays,
DayCounter dayCounter,
Calendar calendar,
BusinessDayConvention businessDayConvention,
FixedRateBond fixedBond) |
FixedRateBondForward(Date valueDate,
Date maturityDate,
Position.Type type,
double strike,
long settlementDays,
DayCounter dayCounter,
Calendar calendar,
BusinessDayConvention businessDayConvention,
FixedRateBond fixedBond,
YieldTermStructureHandle discountCurve) |
FixedRateBondForward(Date valueDate,
Date maturityDate,
Position.Type type,
double strike,
long settlementDays,
DayCounter dayCounter,
Calendar calendar,
BusinessDayConvention businessDayConvention,
FixedRateBond fixedBond,
YieldTermStructureHandle discountCurve,
YieldTermStructureHandle incomeDiscountCurve) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention,
boolean exCouponEndOfMonth) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention,
boolean exCouponEndOfMonth,
boolean useCleanPrice) |
FlatForward(int settlementDays,
Calendar calendar,
double forward,
DayCounter dayCounter) |
FlatForward(int settlementDays,
Calendar calendar,
double forward,
DayCounter dayCounter,
Compounding compounding) |
FlatForward(int settlementDays,
Calendar calendar,
double forward,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
FlatForward(int settlementDays,
Calendar calendar,
QuoteHandle forward,
DayCounter dayCounter) |
FlatForward(int settlementDays,
Calendar calendar,
QuoteHandle forward,
DayCounter dayCounter,
Compounding compounding) |
FlatForward(int settlementDays,
Calendar calendar,
QuoteHandle forward,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
FlatHazardRate(int settlementDays,
Calendar calendar,
QuoteHandle hazardRate,
DayCounter dayCounter) |
ForwardCurve(DateVector dates,
DoubleVector forwards,
DayCounter dayCounter,
Calendar calendar) |
ForwardCurve(DateVector dates,
DoubleVector forwards,
DayCounter dayCounter,
Calendar calendar,
BackwardFlat i) |
ForwardFlatZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar) |
ForwardFlatZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
ForwardFlat i) |
ForwardFlatZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
ForwardFlat i,
Compounding compounding) |
ForwardFlatZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
ForwardFlat i,
Compounding compounding,
Frequency frequency) |
FraRateHelper(double rate,
long monthsToStart,
long monthsToEnd,
long fixingDays,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
FraRateHelper(QuoteHandle rate,
long monthsToStart,
long monthsToEnd,
long fixingDays,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
FuturesRateHelper(double price,
Date iborStartDate,
long nMonths,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
FuturesRateHelper(double price,
Date iborStartDate,
long nMonths,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter,
double convexityAdjustment) |
FuturesRateHelper(double price,
Date iborStartDate,
long nMonths,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter,
double convexityAdjustment,
Futures.Type type) |
FuturesRateHelper(QuoteHandle price,
Date iborStartDate,
long nMonths,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter,
QuoteHandle convexityAdjustment) |
FuturesRateHelper(QuoteHandle price,
Date iborStartDate,
long nMonths,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter,
QuoteHandle convexityAdjustment,
Futures.Type type) |
HazardRateCurve(DateVector dates,
DoubleVector hazardRates,
DayCounter dayCounter,
Calendar calendar) |
HazardRateCurve(DateVector dates,
DoubleVector hazardRates,
DayCounter dayCounter,
Calendar calendar,
BackwardFlat i) |
HestonModelHelper(Period maturity,
Calendar calendar,
double s0,
double strikePrice,
QuoteHandle volatility,
YieldTermStructureHandle riskFreeRate,
YieldTermStructureHandle dividendYield,
_CalibrationHelper.CalibrationErrorType errorType) |
HestonModelHelper(Period maturity,
Calendar calendar,
double s0,
double strikePrice,
QuoteHandle volatility,
YieldTermStructureHandle riskFreeRate,
YieldTermStructureHandle dividendYield) |
IborIndex(String familyName,
Period tenor,
int settlementDays,
Currency currency,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
IborIndex(String familyName,
Period tenor,
int settlementDays,
Currency currency,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter,
YieldTermStructureHandle h) |
JointCalendar(Calendar arg0,
Calendar arg1) |
JointCalendar(Calendar arg0,
Calendar arg1,
Calendar arg2) |
JointCalendar(Calendar arg0,
Calendar arg1,
Calendar arg2,
Calendar arg3) |
JointCalendar(Calendar arg0,
Calendar arg1,
Calendar arg2,
Calendar arg3,
JointCalendarRule rule) |
JointCalendar(Calendar arg0,
Calendar arg1,
Calendar arg2,
JointCalendarRule rule) |
JointCalendar(Calendar arg0,
Calendar arg1,
JointCalendarRule rule) |
Libor(String familyName,
Period tenor,
long settlementDays,
Currency currency,
Calendar financialCenterCalendar,
DayCounter dayCounter) |
Libor(String familyName,
Period tenor,
long settlementDays,
Currency currency,
Calendar financialCenterCalendar,
DayCounter dayCounter,
YieldTermStructureHandle h) |
LocalConstantVol(int settlementDays,
Calendar calendar,
double volatility,
DayCounter dayCounter) |
LocalConstantVol(int settlementDays,
Calendar calendar,
QuoteHandle volatility,
DayCounter dayCounter) |
LogCubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar) |
LogCubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
LogCubic i) |
LogCubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
LogCubic i,
Compounding compounding) |
LogCubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
LogCubic i,
Compounding compounding,
Frequency frequency) |
LogLinearZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar) |
LogLinearZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
LogLinear i) |
LogLinearZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
LogLinear i,
Compounding compounding) |
LogLinearZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
LogLinear i,
Compounding compounding,
Frequency frequency) |
MonotonicCubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar) |
MonotonicCubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
MonotonicCubic i) |
MonotonicCubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
MonotonicCubic i,
Compounding compounding) |
MonotonicCubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
MonotonicCubic i,
Compounding compounding,
Frequency frequency) |
OvernightIndex(String familyName,
int settlementDays,
Currency currency,
Calendar calendar,
DayCounter dayCounter) |
OvernightIndex(String familyName,
int settlementDays,
Currency currency,
Calendar calendar,
DayCounter dayCounter,
YieldTermStructureHandle h) |
PiecewiseCubicZero(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseCubicZero(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
PiecewiseCubicZero(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates) |
PiecewiseCubicZero(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy) |
PiecewiseCubicZero(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy,
Cubic i) |
PiecewiseFlatForward(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseFlatForward(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
PiecewiseFlatForward(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates) |
PiecewiseFlatForward(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy) |
PiecewiseFlatForward(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy,
BackwardFlat i) |
PiecewiseFlatHazardRate(int settlementDays,
Calendar calendar,
DefaultProbabilityHelperVector instruments,
DayCounter dayCounter) |
PiecewiseFlatHazardRate(int settlementDays,
Calendar calendar,
DefaultProbabilityHelperVector instruments,
DayCounter dayCounter,
double accuracy) |
PiecewiseFlatHazardRate(int settlementDays,
Calendar calendar,
DefaultProbabilityHelperVector instruments,
DayCounter dayCounter,
double accuracy,
BackwardFlat i) |
PiecewiseLinearForward(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseLinearForward(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
PiecewiseLinearForward(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates) |
PiecewiseLinearForward(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy) |
PiecewiseLinearForward(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy,
Linear i) |
PiecewiseLinearZero(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseLinearZero(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
PiecewiseLinearZero(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates) |
PiecewiseLinearZero(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy) |
PiecewiseLinearZero(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy,
Linear i) |
PiecewiseLogCubicDiscount(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseLogCubicDiscount(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
PiecewiseLogCubicDiscount(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates) |
PiecewiseLogCubicDiscount(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy) |
PiecewiseLogCubicDiscount(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy,
MonotonicLogCubic i) |
PiecewiseYoYInflation(Date referenceDate,
Calendar calendar,
DayCounter dayCounter,
Period lag,
Frequency frequency,
boolean indexIsInterpolated,
double baseRate,
YieldTermStructureHandle nominalTS,
YoYHelperVector instruments) |
PiecewiseYoYInflation(Date referenceDate,
Calendar calendar,
DayCounter dayCounter,
Period lag,
Frequency frequency,
boolean indexIsInterpolated,
double baseRate,
YieldTermStructureHandle nominalTS,
YoYHelperVector instruments,
double accuracy) |
PiecewiseYoYInflation(Date referenceDate,
Calendar calendar,
DayCounter dayCounter,
Period lag,
Frequency frequency,
boolean indexIsInterpolated,
double baseRate,
YieldTermStructureHandle nominalTS,
YoYHelperVector instruments,
double accuracy,
Linear i) |
PiecewiseZeroInflation(Date referenceDate,
Calendar calendar,
DayCounter dayCounter,
Period lag,
Frequency frequency,
boolean indexIsInterpolated,
double baseRate,
YieldTermStructureHandle nominalTS,
ZeroHelperVector instruments) |
PiecewiseZeroInflation(Date referenceDate,
Calendar calendar,
DayCounter dayCounter,
Period lag,
Frequency frequency,
boolean indexIsInterpolated,
double baseRate,
YieldTermStructureHandle nominalTS,
ZeroHelperVector instruments,
double accuracy) |
PiecewiseZeroInflation(Date referenceDate,
Calendar calendar,
DayCounter dayCounter,
Period lag,
Frequency frequency,
boolean indexIsInterpolated,
double baseRate,
YieldTermStructureHandle nominalTS,
ZeroHelperVector instruments,
double accuracy,
Linear i) |
RebatedExercise(Exercise exercise,
DoubleVector rebates,
long rebateSettlementDays,
Calendar rebatePaymentCalendar) |
RebatedExercise(Exercise exercise,
DoubleVector rebates,
long rebateSettlementDays,
Calendar rebatePaymentCalendar,
BusinessDayConvention rebatePaymentConvention) |
Schedule(Date effectiveDate,
Date terminationDate,
Period tenor,
Calendar calendar,
BusinessDayConvention convention,
BusinessDayConvention terminationDateConvention,
DateGeneration.Rule rule,
boolean endOfMonth) |
Schedule(Date effectiveDate,
Date terminationDate,
Period tenor,
Calendar calendar,
BusinessDayConvention convention,
BusinessDayConvention terminationDateConvention,
DateGeneration.Rule rule,
boolean endOfMonth,
Date firstDate) |
Schedule(Date effectiveDate,
Date terminationDate,
Period tenor,
Calendar calendar,
BusinessDayConvention convention,
BusinessDayConvention terminationDateConvention,
DateGeneration.Rule rule,
boolean endOfMonth,
Date firstDate,
Date nextToLastDate) |
Schedule(DateVector arg0,
Calendar calendar,
BusinessDayConvention rollingConvention) |
SpreadCdsHelper(double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve) |
SpreadCdsHelper(double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
boolean settlesAccrual) |
SpreadCdsHelper(double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
boolean settlesAccrual,
boolean paysAtDefaultTime) |
SpreadCdsHelper(QuoteHandle spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve) |
SpreadCdsHelper(QuoteHandle spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
boolean settlesAccrual) |
SpreadCdsHelper(QuoteHandle spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
boolean settlesAccrual,
boolean paysAtDefaultTime) |
SwapIndex(String familyName,
Period tenor,
int settlementDays,
Currency currency,
Calendar calendar,
Period fixedLegTenor,
BusinessDayConvention fixedLegConvention,
DayCounter fixedLegDayCounter,
IborIndex iborIndex) |
SwapIndex(String familyName,
Period tenor,
int settlementDays,
Currency currency,
Calendar calendar,
Period fixedLegTenor,
BusinessDayConvention fixedLegConvention,
DayCounter fixedLegDayCounter,
IborIndex iborIndex,
YieldTermStructureHandle discountCurve) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays,
Pillar.Choice pillar) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays,
Pillar.Choice pillar,
Date customPillarDate) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays,
Pillar.Choice pillar) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays,
Pillar.Choice pillar,
Date customPillarDate) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
Matrix vols,
DayCounter dayCounter) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
Matrix vols,
DayCounter dayCounter,
boolean flatExtrapolation) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
Matrix vols,
DayCounter dayCounter,
boolean flatExtrapolation,
VolatilityType type) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
Matrix vols,
DayCounter dayCounter,
boolean flatExtrapolation,
VolatilityType type,
Matrix shifts) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
QuoteHandleVectorVector vols,
DayCounter dayCounter) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
QuoteHandleVectorVector vols,
DayCounter dayCounter,
boolean flatExtrapolation) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
QuoteHandleVectorVector vols,
DayCounter dayCounter,
boolean flatExtrapolation,
VolatilityType type) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
QuoteHandleVectorVector vols,
DayCounter dayCounter,
boolean flatExtrapolation,
VolatilityType type,
SWIGTYPE_p_std__vectorT_std__vectorT_double_t_t shifts) |
UpfrontCdsHelper(double upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve) |
UpfrontCdsHelper(double upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays) |
UpfrontCdsHelper(double upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays,
boolean settlesAccrual) |
UpfrontCdsHelper(double upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays,
boolean settlesAccrual,
boolean paysAtDefaultTime) |
UpfrontCdsHelper(QuoteHandle upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve) |
UpfrontCdsHelper(QuoteHandle upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays) |
UpfrontCdsHelper(QuoteHandle upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays,
boolean settlesAccrual) |
UpfrontCdsHelper(QuoteHandle upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays,
boolean settlesAccrual,
boolean paysAtDefaultTime) |
YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type,
double nominal,
Schedule fixedSchedule,
double fixedRate,
DayCounter fixedDayCounter,
Schedule yoySchedule,
YoYInflationIndex index,
Period lag,
double spread,
DayCounter yoyDayCounter,
Calendar paymentCalendar) |
YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type,
double nominal,
Schedule fixedSchedule,
double fixedRate,
DayCounter fixedDayCounter,
Schedule yoySchedule,
YoYInflationIndex index,
Period lag,
double spread,
DayCounter yoyDayCounter,
Calendar paymentCalendar,
BusinessDayConvention paymentConvention) |
YearOnYearInflationSwapHelper(double rate,
Period lag,
Date maturity,
Calendar calendar,
BusinessDayConvention bdc,
DayCounter dayCounter,
YoYInflationIndex index) |
ZeroCouponBond(long settlementDays,
Calendar calendar,
double faceAmount,
Date maturityDate) |
ZeroCouponBond(long settlementDays,
Calendar calendar,
double faceAmount,
Date maturityDate,
BusinessDayConvention paymentConvention) |
ZeroCouponBond(long settlementDays,
Calendar calendar,
double faceAmount,
Date maturityDate,
BusinessDayConvention paymentConvention,
double redemption) |
ZeroCouponBond(long settlementDays,
Calendar calendar,
double faceAmount,
Date maturityDate,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate) |
ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type,
double nominal,
Date start,
Date maturity,
Calendar calendar,
BusinessDayConvention convention,
DayCounter dayCounter,
double fixedRate,
ZeroInflationIndex index,
Period lag) |
ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type,
double nominal,
Date start,
Date maturity,
Calendar calendar,
BusinessDayConvention convention,
DayCounter dayCounter,
double fixedRate,
ZeroInflationIndex index,
Period lag,
boolean adjustInfObsDates) |
ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type,
double nominal,
Date start,
Date maturity,
Calendar calendar,
BusinessDayConvention convention,
DayCounter dayCounter,
double fixedRate,
ZeroInflationIndex index,
Period lag,
boolean adjustInfObsDates,
Calendar infCalendar) |
ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type,
double nominal,
Date start,
Date maturity,
Calendar calendar,
BusinessDayConvention convention,
DayCounter dayCounter,
double fixedRate,
ZeroInflationIndex index,
Period lag,
boolean adjustInfObsDates,
Calendar infCalendar,
BusinessDayConvention infConvention) |
ZeroCouponInflationSwapHelper(double rate,
Period lag,
Date maturity,
Calendar calendar,
BusinessDayConvention bdc,
DayCounter dayCounter,
ZeroInflationIndex index) |
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) |
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