Uses of Class
com.github.vonrosen.quantlib.CallabilitySchedule

Uses of CallabilitySchedule in com.github.vonrosen.quantlib

Methods in com.github.vonrosen.quantlib with parameters of type CallabilitySchedule

Modifier and Type	Method and Description
static void	QuantLibJNI.CallabilitySchedule_add(long jarg1, CallabilitySchedule jarg1_, long jarg2, Callability jarg2_)
static long	QuantLibJNI.CallabilitySchedule_capacity(long jarg1, CallabilitySchedule jarg1_)
static void	QuantLibJNI.CallabilitySchedule_clear(long jarg1, CallabilitySchedule jarg1_)
static long	QuantLibJNI.CallabilitySchedule_get(long jarg1, CallabilitySchedule jarg1_, int jarg2)
static boolean	QuantLibJNI.CallabilitySchedule_isEmpty(long jarg1, CallabilitySchedule jarg1_)
static void	QuantLibJNI.CallabilitySchedule_reserve(long jarg1, CallabilitySchedule jarg1_, long jarg2)
static void	QuantLibJNI.CallabilitySchedule_set(long jarg1, CallabilitySchedule jarg1_, int jarg2, long jarg3, Callability jarg3_)
static long	QuantLibJNI.CallabilitySchedule_size(long jarg1, CallabilitySchedule jarg1_)
protected static long	CallabilitySchedule.getCPtr(CallabilitySchedule obj)
static long	QuantLibJNI.new_CallableFixedRateBond(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, CallabilitySchedule jarg9_)
static long	QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_0(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DayCounter jarg9_, long jarg10, Schedule jarg10_, double jarg11)
static long	QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_1(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DayCounter jarg9_, long jarg10, Schedule jarg10_)
static long	QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_0(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, IborIndex jarg8_, int jarg9, long jarg10, DoubleVector jarg10_, long jarg11, DayCounter jarg11_, long jarg12, Schedule jarg12_, double jarg13)
static long	QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_1(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, IborIndex jarg8_, int jarg9, long jarg10, DoubleVector jarg10_, long jarg11, DayCounter jarg11_, long jarg12, Schedule jarg12_)
static long	QuantLibJNI.new_ConvertibleZeroCouponBond__SWIG_0(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, DayCounter jarg8_, long jarg9, Schedule jarg9_, double jarg10)
static long	QuantLibJNI.new_ConvertibleZeroCouponBond__SWIG_1(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, DayCounter jarg8_, long jarg9, Schedule jarg9_)

Constructors in com.github.vonrosen.quantlib with parameters of type CallabilitySchedule

Constructor and Description
CallableFixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule)
ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule)
ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption)
ConvertibleZeroCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, DayCounter dayCounter, Schedule schedule)
ConvertibleZeroCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, DayCounter dayCounter, Schedule schedule, double redemption)