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

Uses of CreditDefaultSwap in com.github.vonrosen.quantlib

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

Modifier and Type	Method and Description
static double	QuantLibJNI.CreditDefaultSwap_couponLegBPS(long jarg1, CreditDefaultSwap jarg1_)
static double	QuantLibJNI.CreditDefaultSwap_couponLegNPV(long jarg1, CreditDefaultSwap jarg1_)
static long	QuantLibJNI.CreditDefaultSwap_coupons(long jarg1, CreditDefaultSwap jarg1_)
static double	QuantLibJNI.CreditDefaultSwap_defaultLegNPV(long jarg1, CreditDefaultSwap jarg1_)
static double	QuantLibJNI.CreditDefaultSwap_fairSpread(long jarg1, CreditDefaultSwap jarg1_)
static double	QuantLibJNI.CreditDefaultSwap_fairUpfront(long jarg1, CreditDefaultSwap jarg1_)
static double	QuantLibJNI.CreditDefaultSwap_impliedHazardRate__SWIG_0(long jarg1, CreditDefaultSwap jarg1_, double jarg2, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, DayCounter jarg4_, double jarg5, double jarg6)
static double	QuantLibJNI.CreditDefaultSwap_impliedHazardRate__SWIG_1(long jarg1, CreditDefaultSwap jarg1_, double jarg2, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, DayCounter jarg4_, double jarg5)
static double	QuantLibJNI.CreditDefaultSwap_impliedHazardRate__SWIG_2(long jarg1, CreditDefaultSwap jarg1_, double jarg2, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, DayCounter jarg4_)
static double	QuantLibJNI.CreditDefaultSwap_notional(long jarg1, CreditDefaultSwap jarg1_)
static boolean	QuantLibJNI.CreditDefaultSwap_paysAtDefaultTime(long jarg1, CreditDefaultSwap jarg1_)
static double	QuantLibJNI.CreditDefaultSwap_runningSpread(long jarg1, CreditDefaultSwap jarg1_)
static boolean	QuantLibJNI.CreditDefaultSwap_settlesAccrual(long jarg1, CreditDefaultSwap jarg1_)
static int	QuantLibJNI.CreditDefaultSwap_side(long jarg1, CreditDefaultSwap jarg1_)
static double	QuantLibJNI.CreditDefaultSwap_upfront(long jarg1, CreditDefaultSwap jarg1_)
static double	QuantLibJNI.CreditDefaultSwap_upfrontBPS(long jarg1, CreditDefaultSwap jarg1_)
static double	QuantLibJNI.CreditDefaultSwap_upfrontNPV(long jarg1, CreditDefaultSwap jarg1_)
protected static long	CreditDefaultSwap.getCPtr(CreditDefaultSwap obj)