| Modifier and Type | Method and Description |
|---|---|
Date |
Coupon.accrualEndDate() |
static Date |
BondFunctions.accrualEndDate(Bond bond) |
static Date |
BondFunctions.accrualEndDate(Bond bond,
Date settlementDate) |
Date |
Coupon.accrualStartDate() |
static Date |
BondFunctions.accrualStartDate(Bond bond) |
static Date |
BondFunctions.accrualStartDate(Bond bond,
Date settlementDate) |
Date |
Date.add(int days) |
Date |
Date.add(Period arg0) |
Date |
Calendar.adjust(Date d) |
Date |
Calendar.adjust(Date d,
BusinessDayConvention convention) |
Date |
Calendar.advance(Date d,
int n,
TimeUnit unit) |
Date |
Calendar.advance(Date d,
int n,
TimeUnit unit,
BusinessDayConvention convention) |
Date |
Calendar.advance(Date d,
int n,
TimeUnit unit,
BusinessDayConvention convention,
boolean endOfMonth) |
Date |
Calendar.advance(Date d,
Period period) |
Date |
Calendar.advance(Date d,
Period period,
BusinessDayConvention convention) |
Date |
Calendar.advance(Date d,
Period period,
BusinessDayConvention convention,
boolean endOfMonth) |
Date |
ZeroInflationTermStructureHandle.baseDate() |
Date |
ZeroInflationTermStructure.baseDate() |
Date |
YoYInflationTermStructureHandle.baseDate() |
Date |
YoYInflationTermStructure.baseDate() |
Date |
Dividend.date() |
Date |
CashFlow.date() |
Date |
Callability.date() |
Date |
_Callability.date() |
Date |
Schedule.date(long i) |
static Date |
IMM.date(String immCode) |
static Date |
ASX.date(String asxCode) |
static Date |
IMM.date(String immCode,
Date referenceDate) |
static Date |
ASX.date(String asxCode,
Date referenceDate) |
static Date |
Date.endOfMonth(Date arg0) |
Date |
Calendar.endOfMonth(Date arg0) |
Date |
Coupon.exCouponDate() |
Date |
FloatingRateCoupon.fixingDate() |
Date |
InterestRateIndex.fixingDate(Date valueDate) |
Date |
DateVector.get(int i) |
Date |
Settings.getEvaluationDate() |
Date |
NodePair.getFirst() |
static Date |
QuantLib.inflationBaseDate(Date referenceDate,
Period observationLag,
Frequency frequency,
boolean indexIsInterpolated) |
Date |
Bond.issueDate() |
Date |
Exercise.lastDate() |
Date |
_Exercise.lastDate() |
Date |
RateHelper.latestDate() |
static Date |
Date.localDateTime() |
Date |
Swap.maturityDate() |
Date |
CapFloor.maturityDate() |
Date |
Bond.maturityDate() |
static Date |
BondFunctions.maturityDate(Bond bond) |
Date |
InterestRateIndex.maturityDate(Date valueDate) |
static Date |
CashFlows.maturityDate(Leg arg0) |
Date |
ZeroInflationTermStructureHandle.maxDate() |
Date |
ZeroInflationTermStructure.maxDate() |
Date |
YoYInflationTermStructureHandle.maxDate() |
Date |
YoYInflationTermStructure.maxDate() |
Date |
YieldTermStructureHandle.maxDate() |
Date |
YieldTermStructure.maxDate() |
Date |
OptionletVolatilityStructureHandle.maxDate() |
Date |
OptionletVolatilityStructure.maxDate() |
Date |
LocalVolTermStructureHandle.maxDate() |
Date |
LocalVolTermStructure.maxDate() |
Date |
DefaultProbabilityTermStructureHandle.maxDate() |
Date |
DefaultProbabilityTermStructure.maxDate() |
static Date |
Date.maxDate() |
Date |
BlackVolTermStructureHandle.maxDate() |
Date |
BlackVolTermStructure.maxDate() |
static Date |
Date.minDate() |
static Date |
BondFunctions.nextCashFlowDate(Bond bond) |
static Date |
BondFunctions.nextCashFlowDate(Bond bond,
Date refDate) |
static Date |
IMM.nextDate() |
static Date |
ASX.nextDate() |
static Date |
IMM.nextDate(Date d) |
static Date |
ASX.nextDate(Date d) |
static Date |
IMM.nextDate(Date d,
boolean mainCycle) |
static Date |
ASX.nextDate(Date d,
boolean mainCycle) |
static Date |
IMM.nextDate(String immCode) |
static Date |
ASX.nextDate(String asxCode) |
static Date |
IMM.nextDate(String immCode,
boolean mainCycle) |
static Date |
ASX.nextDate(String asxCode,
boolean mainCycle) |
static Date |
IMM.nextDate(String immCode,
boolean mainCycle,
Date referenceDate) |
static Date |
ASX.nextDate(String asxCode,
boolean mainCycle,
Date referenceDate) |
static Date |
Date.nextWeekday(Date arg0,
Weekday arg1) |
static Date |
Date.nthWeekday(long n,
Weekday arg1,
Month m,
int y) |
Date |
SwaptionVolatilityStructureHandle.optionDateFromTenor(Period p) |
Date |
SwaptionVolatilityStructure.optionDateFromTenor(Period p) |
static Date |
DateParser.parse(String str,
String fmt) |
static Date |
DateParser.parseFormatted(String str,
String fmt) |
static Date |
DateParser.parseISO(String str) |
static Date |
BondFunctions.previousCashFlowDate(Bond bond) |
static Date |
BondFunctions.previousCashFlowDate(Bond bond,
Date refDate) |
Date |
ZeroInflationTermStructureHandle.referenceDate() |
Date |
ZeroInflationTermStructure.referenceDate() |
Date |
YoYInflationTermStructureHandle.referenceDate() |
Date |
YoYInflationTermStructure.referenceDate() |
Date |
YieldTermStructureHandle.referenceDate() |
Date |
YieldTermStructure.referenceDate() |
Date |
SwaptionVolatilityStructureHandle.referenceDate() |
Date |
SwaptionVolatilityStructure.referenceDate() |
Date |
OptionletVolatilityStructureHandle.referenceDate() |
Date |
OptionletVolatilityStructure.referenceDate() |
Date |
LocalVolTermStructureHandle.referenceDate() |
Date |
LocalVolTermStructure.referenceDate() |
Date |
DefaultProbabilityTermStructureHandle.referenceDate() |
Date |
DefaultProbabilityTermStructure.referenceDate() |
Date |
BlackVolTermStructureHandle.referenceDate() |
Date |
BlackVolTermStructure.referenceDate() |
Date |
Coupon.referencePeriodEnd() |
Date |
Coupon.referencePeriodStart() |
Date |
Bond.settlementDate() |
Date |
Bond.settlementDate(Date d) |
Date |
Swap.startDate() |
Date |
CapFloor.startDate() |
Date |
Bond.startDate() |
static Date |
BondFunctions.startDate(Bond bond) |
static Date |
CashFlows.startDate(Leg arg0) |
Date |
Date.subtract(int days) |
Date |
Date.subtract(Period arg0) |
Date |
CalibrationHelper.swaptionExpiryDate() |
Date |
CalibrationHelper.swaptionMaturityDate() |
static Date |
Date.todaysDate() |
static Date |
Date.universalDateTime() |
Date |
InterestRateIndex.valueDate(Date fixingDate) |
| Modifier and Type | Method and Description |
|---|---|
static int |
BondFunctions.accrualDays(Bond bond,
Date settlementDate) |
static Date |
BondFunctions.accrualEndDate(Bond bond,
Date settlementDate) |
static double |
BondFunctions.accrualPeriod(Bond bond,
Date settlementDate) |
static Date |
BondFunctions.accrualStartDate(Bond bond,
Date settlementDate) |
static double |
BondFunctions.accruedAmount(Bond bond,
Date settlementDate) |
double |
Coupon.accruedAmount(Date date) |
double |
Bond.accruedAmount(Date settlement) |
static int |
BondFunctions.accruedDays(Bond bond,
Date settlementDate) |
static double |
BondFunctions.accruedPeriod(Bond bond,
Date settlementDate) |
void |
DateVector.add(Date x) |
void |
ExchangeRateManager.add(ExchangeRate arg0,
Date startDate) |
void |
ExchangeRateManager.add(ExchangeRate arg0,
Date startDate,
Date endDate) |
void |
Index.addFixing(Date fixingDate,
double fixing) |
void |
Calendar.addHoliday(Date arg0) |
Date |
Calendar.adjust(Date d) |
Date |
Calendar.adjust(Date d,
BusinessDayConvention convention) |
Date |
Calendar.advance(Date d,
int n,
TimeUnit unit) |
Date |
Calendar.advance(Date d,
int n,
TimeUnit unit,
BusinessDayConvention convention) |
Date |
Calendar.advance(Date d,
int n,
TimeUnit unit,
BusinessDayConvention convention,
boolean endOfMonth) |
Date |
Calendar.advance(Date d,
Period period) |
Date |
Calendar.advance(Date d,
Period period,
BusinessDayConvention convention) |
Date |
Calendar.advance(Date d,
Period period,
BusinessDayConvention convention,
boolean endOfMonth) |
static String |
QuantLibJNI.ASX_code(long jarg1,
Date jarg1_) |
static long |
QuantLibJNI.ASX_date__SWIG_0(String jarg1,
long jarg2,
Date jarg2_) |
static boolean |
QuantLibJNI.ASX_isASXdate__SWIG_0(long jarg1,
Date jarg1_,
boolean jarg2) |
static boolean |
QuantLibJNI.ASX_isASXdate__SWIG_1(long jarg1,
Date jarg1_) |
static String |
QuantLibJNI.ASX_nextCode__SWIG_0(long jarg1,
Date jarg1_,
boolean jarg2) |
static String |
QuantLibJNI.ASX_nextCode__SWIG_1(long jarg1,
Date jarg1_) |
static String |
QuantLibJNI.ASX_nextCode__SWIG_3(String jarg1,
boolean jarg2,
long jarg3,
Date jarg3_) |
static long |
QuantLibJNI.ASX_nextDate__SWIG_0(long jarg1,
Date jarg1_,
boolean jarg2) |
static long |
QuantLibJNI.ASX_nextDate__SWIG_1(long jarg1,
Date jarg1_) |
static long |
QuantLibJNI.ASX_nextDate__SWIG_3(String jarg1,
boolean jarg2,
long jarg3,
Date jarg3_) |
static double |
BondFunctions.atmRate(Bond bond,
YieldTermStructure discountCurve,
Date settlementDate) |
static double |
BondFunctions.atmRate(Bond bond,
YieldTermStructure discountCurve,
Date settlementDate,
double cleanPrice) |
static double |
CashFlows.atmRate(Leg leg,
YieldTermStructure discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.atmRate(Leg leg,
YieldTermStructure discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.atmRate(Leg leg,
YieldTermStructure discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double npv) |
static double |
BondFunctions.basisPointValue(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.basisPointValue(Bond bond,
InterestRate yield,
Date settlementDate) |
static double |
CashFlows.basisPointValue(Leg leg,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.basisPointValue(Leg leg,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.basisPointValue(Leg leg,
InterestRate yield,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.basisPointValue(Leg leg,
InterestRate yield,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
double |
BlackVolTermStructureHandle.blackForwardVariance(Date arg0,
Date arg1,
double strike) |
double |
BlackVolTermStructure.blackForwardVariance(Date arg0,
Date arg1,
double strike) |
double |
BlackVolTermStructureHandle.blackForwardVariance(Date arg0,
Date arg1,
double strike,
boolean extrapolate) |
double |
BlackVolTermStructure.blackForwardVariance(Date arg0,
Date arg1,
double strike,
boolean extrapolate) |
double |
BlackVolTermStructureHandle.blackForwardVol(Date arg0,
Date arg1,
double strike) |
double |
BlackVolTermStructure.blackForwardVol(Date arg0,
Date arg1,
double strike) |
double |
BlackVolTermStructureHandle.blackForwardVol(Date arg0,
Date arg1,
double strike,
boolean extrapolate) |
double |
BlackVolTermStructure.blackForwardVol(Date arg0,
Date arg1,
double strike,
boolean extrapolate) |
double |
OptionletVolatilityStructureHandle.blackVariance(Date arg0,
double strike) |
double |
OptionletVolatilityStructure.blackVariance(Date arg0,
double strike) |
double |
BlackVolTermStructureHandle.blackVariance(Date arg0,
double strike) |
double |
BlackVolTermStructure.blackVariance(Date arg0,
double strike) |
double |
OptionletVolatilityStructureHandle.blackVariance(Date arg0,
double strike,
boolean extrapolate) |
double |
OptionletVolatilityStructure.blackVariance(Date arg0,
double strike,
boolean extrapolate) |
double |
BlackVolTermStructureHandle.blackVariance(Date arg0,
double strike,
boolean extrapolate) |
double |
BlackVolTermStructure.blackVariance(Date arg0,
double strike,
boolean extrapolate) |
double |
SwaptionVolatilityStructureHandle.blackVariance(Date start,
Period length,
double strike) |
double |
SwaptionVolatilityStructure.blackVariance(Date start,
Period length,
double strike) |
double |
SwaptionVolatilityStructureHandle.blackVariance(Date start,
Period length,
double strike,
boolean extrapolate) |
double |
SwaptionVolatilityStructure.blackVariance(Date start,
Period length,
double strike,
boolean extrapolate) |
double |
BlackVolTermStructureHandle.blackVol(Date arg0,
double strike) |
double |
BlackVolTermStructure.blackVol(Date arg0,
double strike) |
double |
BlackVolTermStructureHandle.blackVol(Date arg0,
double strike,
boolean extrapolate) |
double |
BlackVolTermStructure.blackVol(Date arg0,
double strike,
boolean extrapolate) |
static double |
QuantLibJNI.BlackVolTermStructure_blackForwardVariance__SWIG_0(long jarg1,
BlackVolTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
double jarg4,
boolean jarg5) |
static double |
QuantLibJNI.BlackVolTermStructure_blackForwardVariance__SWIG_1(long jarg1,
BlackVolTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
double jarg4) |
static double |
QuantLibJNI.BlackVolTermStructure_blackForwardVol__SWIG_0(long jarg1,
BlackVolTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
double jarg4,
boolean jarg5) |
static double |
QuantLibJNI.BlackVolTermStructure_blackForwardVol__SWIG_1(long jarg1,
BlackVolTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
double jarg4) |
static double |
QuantLibJNI.BlackVolTermStructure_blackVariance__SWIG_0(long jarg1,
BlackVolTermStructure jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
boolean jarg4) |
static double |
QuantLibJNI.BlackVolTermStructure_blackVariance__SWIG_1(long jarg1,
BlackVolTermStructure jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
static double |
QuantLibJNI.BlackVolTermStructure_blackVol__SWIG_0(long jarg1,
BlackVolTermStructure jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
boolean jarg4) |
static double |
QuantLibJNI.BlackVolTermStructure_blackVol__SWIG_1(long jarg1,
BlackVolTermStructure jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
static double |
QuantLibJNI.BlackVolTermStructureHandle_blackForwardVariance__SWIG_0(long jarg1,
BlackVolTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
double jarg4,
boolean jarg5) |
static double |
QuantLibJNI.BlackVolTermStructureHandle_blackForwardVariance__SWIG_1(long jarg1,
BlackVolTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
double jarg4) |
static double |
QuantLibJNI.BlackVolTermStructureHandle_blackForwardVol__SWIG_0(long jarg1,
BlackVolTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
double jarg4,
boolean jarg5) |
static double |
QuantLibJNI.BlackVolTermStructureHandle_blackForwardVol__SWIG_1(long jarg1,
BlackVolTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
double jarg4) |
static double |
QuantLibJNI.BlackVolTermStructureHandle_blackVariance__SWIG_0(long jarg1,
BlackVolTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
boolean jarg4) |
static double |
QuantLibJNI.BlackVolTermStructureHandle_blackVariance__SWIG_1(long jarg1,
BlackVolTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
static double |
QuantLibJNI.BlackVolTermStructureHandle_blackVol__SWIG_0(long jarg1,
BlackVolTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
boolean jarg4) |
static double |
QuantLibJNI.BlackVolTermStructureHandle_blackVol__SWIG_1(long jarg1,
BlackVolTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
static double |
QuantLibJNI.Bond_accruedAmount__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.Bond_cleanPrice__SWIG_1(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
long jarg6,
Date jarg6_) |
static double |
QuantLibJNI.Bond_dirtyPrice__SWIG_1(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
long jarg6,
Date jarg6_) |
static double |
QuantLibJNI.Bond_nextCouponRate__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.Bond_notional__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.Bond_previousCouponRate__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.Bond_settlementDate__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.Bond_yield__SWIG_3(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
long jarg6,
Date jarg6_,
double jarg7,
long jarg8) |
static double |
QuantLibJNI.Bond_yield__SWIG_4(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
long jarg6,
Date jarg6_,
double jarg7) |
static double |
QuantLibJNI.Bond_yield__SWIG_5(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
long jarg6,
Date jarg6_) |
static int |
QuantLibJNI.BondFunctions_accrualDays__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.BondFunctions_accrualEndDate__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.BondFunctions_accrualPeriod__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.BondFunctions_accrualStartDate__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.BondFunctions_accruedAmount__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static int |
QuantLibJNI.BondFunctions_accruedDays__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.BondFunctions_accruedPeriod__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.BondFunctions_atmRate__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_,
long jarg3,
Date jarg3_,
double jarg4) |
static double |
QuantLibJNI.BondFunctions_atmRate__SWIG_1(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_basisPointValue__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_basisPointValue__SWIG_2(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
long jarg6,
Date jarg6_) |
static double |
QuantLibJNI.BondFunctions_bps__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_bps__SWIG_2(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_bps__SWIG_4(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
long jarg6,
Date jarg6_) |
static double |
QuantLibJNI.BondFunctions_cleanPrice__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_cleanPrice__SWIG_2(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_cleanPrice__SWIG_4(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
long jarg6,
Date jarg6_) |
static double |
QuantLibJNI.BondFunctions_convexity__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_convexity__SWIG_2(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
long jarg6,
Date jarg6_) |
static double |
QuantLibJNI.BondFunctions_duration__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_,
int jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.BondFunctions_duration__SWIG_3(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_) |
static boolean |
QuantLibJNI.BondFunctions_isTradable__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.BondFunctions_nextCashFlowAmount__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.BondFunctions_nextCashFlowDate__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.BondFunctions_nextCouponRate__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.BondFunctions_previousCashFlowAmount__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.BondFunctions_previousCashFlowDate__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.BondFunctions_previousCouponRate__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.BondFunctions_yield__SWIG_0(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
long jarg6,
Date jarg6_,
double jarg7,
long jarg8,
double jarg9) |
static double |
QuantLibJNI.BondFunctions_yield__SWIG_1(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
long jarg6,
Date jarg6_,
double jarg7,
long jarg8) |
static double |
QuantLibJNI.BondFunctions_yield__SWIG_2(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
long jarg6,
Date jarg6_,
double jarg7) |
static double |
QuantLibJNI.BondFunctions_yield__SWIG_3(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
long jarg6,
Date jarg6_) |
static double |
QuantLibJNI.BondFunctions_yieldBisection__SWIG_0(long jarg1,
Bisection jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8,
double jarg9) |
static double |
QuantLibJNI.BondFunctions_yieldBisection__SWIG_1(long jarg1,
Bisection jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8) |
static double |
QuantLibJNI.BondFunctions_yieldBisection__SWIG_2(long jarg1,
Bisection jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_) |
static double |
QuantLibJNI.BondFunctions_yieldBrent__SWIG_0(long jarg1,
Brent jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8,
double jarg9) |
static double |
QuantLibJNI.BondFunctions_yieldBrent__SWIG_1(long jarg1,
Brent jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8) |
static double |
QuantLibJNI.BondFunctions_yieldBrent__SWIG_2(long jarg1,
Brent jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_) |
static double |
QuantLibJNI.BondFunctions_yieldFalsePosition__SWIG_0(long jarg1,
FalsePosition jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8,
double jarg9) |
static double |
QuantLibJNI.BondFunctions_yieldFalsePosition__SWIG_1(long jarg1,
FalsePosition jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8) |
static double |
QuantLibJNI.BondFunctions_yieldFalsePosition__SWIG_2(long jarg1,
FalsePosition jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_) |
static double |
QuantLibJNI.BondFunctions_yieldRidder__SWIG_0(long jarg1,
Ridder jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8,
double jarg9) |
static double |
QuantLibJNI.BondFunctions_yieldRidder__SWIG_1(long jarg1,
Ridder jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8) |
static double |
QuantLibJNI.BondFunctions_yieldRidder__SWIG_2(long jarg1,
Ridder jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_) |
static double |
QuantLibJNI.BondFunctions_yieldSecant__SWIG_0(long jarg1,
Secant jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8,
double jarg9) |
static double |
QuantLibJNI.BondFunctions_yieldSecant__SWIG_1(long jarg1,
Secant jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8) |
static double |
QuantLibJNI.BondFunctions_yieldSecant__SWIG_2(long jarg1,
Secant jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_) |
static double |
QuantLibJNI.BondFunctions_yieldValueBasisPoint__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_yieldValueBasisPoint__SWIG_2(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
long jarg6,
Date jarg6_) |
static double |
QuantLibJNI.BondFunctions_zSpread__SWIG_0(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8,
long jarg9,
double jarg10) |
static double |
QuantLibJNI.BondFunctions_zSpread__SWIG_1(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8,
long jarg9) |
static double |
QuantLibJNI.BondFunctions_zSpread__SWIG_2(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8) |
static double |
QuantLibJNI.BondFunctions_zSpread__SWIG_3(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_) |
static double |
BondFunctions.bps(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.bps(Bond bond,
InterestRate yield,
Date settlementDate) |
static double |
BondFunctions.bps(Bond bond,
YieldTermStructure discountCurve,
Date settlementDate) |
static double |
CashFlows.bps(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.bps(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.bps(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.bps(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.bps(Leg leg,
YieldTermStructure discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.bps(Leg leg,
YieldTermStructure discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.bps(Leg leg,
YieldTermStructureHandle discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.bps(Leg leg,
YieldTermStructureHandle discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
int |
Calendar.businessDaysBetween(Date from,
Date to) |
int |
Calendar.businessDaysBetween(Date from,
Date to,
boolean includeFirst) |
int |
Calendar.businessDaysBetween(Date from,
Date to,
boolean includeFirst,
boolean includeLast) |
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_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 void |
QuantLibJNI.Calendar_removeHoliday(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_2(long jarg1,
CapFloorTermVolatilityStructure jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
boolean jarg4) |
static double |
QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_3(long jarg1,
CapFloorTermVolatilityStructure jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
static double |
QuantLibJNI.CapFloorTermVolatilityStructureHandle_volatility__SWIG_2(long jarg1,
CapFloorTermVolatilityStructureHandle jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
boolean jarg4) |
static double |
QuantLibJNI.CapFloorTermVolatilityStructureHandle_volatility__SWIG_3(long jarg1,
CapFloorTermVolatilityStructureHandle jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
static double |
QuantLibJNI.CashFlows_atmRate__SWIG_0(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_,
double jarg6) |
static double |
QuantLibJNI.CashFlows_atmRate__SWIG_1(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_atmRate__SWIG_2(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.CashFlows_basisPointValue__SWIG_0(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_basisPointValue__SWIG_1(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.CashFlows_basisPointValue__SWIG_3(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6,
long jarg7,
Date jarg7_,
long jarg8,
Date jarg8_) |
static double |
QuantLibJNI.CashFlows_basisPointValue__SWIG_4(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6,
long jarg7,
Date jarg7_) |
static double |
QuantLibJNI.CashFlows_bps__SWIG_0(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_bps__SWIG_1(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.CashFlows_bps__SWIG_10(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6,
long jarg7,
Date jarg7_) |
static double |
QuantLibJNI.CashFlows_bps__SWIG_3(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_bps__SWIG_4(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.CashFlows_bps__SWIG_6(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_bps__SWIG_7(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.CashFlows_bps__SWIG_9(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6,
long jarg7,
Date jarg7_,
long jarg8,
Date jarg8_) |
static double |
QuantLibJNI.CashFlows_convexity__SWIG_0(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_convexity__SWIG_1(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.CashFlows_convexity__SWIG_3(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6,
long jarg7,
Date jarg7_,
long jarg8,
Date jarg8_) |
static double |
QuantLibJNI.CashFlows_convexity__SWIG_4(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6,
long jarg7,
Date jarg7_) |
static double |
QuantLibJNI.CashFlows_duration__SWIG_0(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
int jarg3,
boolean jarg4,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_duration__SWIG_2(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Date jarg9_) |
static double |
QuantLibJNI.CashFlows_duration__SWIG_3(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_0(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Date jarg9_) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_1(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_10(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6,
long jarg7,
Date jarg7_) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_3(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_4(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_6(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_7(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_9(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6,
long jarg7,
Date jarg7_,
long jarg8,
Date jarg8_) |
static double |
QuantLibJNI.CashFlows_yield__SWIG_0(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6,
long jarg7,
Date jarg7_,
long jarg8,
Date jarg8_,
double jarg9,
long jarg10,
double jarg11) |
static double |
QuantLibJNI.CashFlows_yield__SWIG_1(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6,
long jarg7,
Date jarg7_,
long jarg8,
Date jarg8_,
double jarg9,
long jarg10) |
static double |
QuantLibJNI.CashFlows_yield__SWIG_2(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6,
long jarg7,
Date jarg7_,
long jarg8,
Date jarg8_,
double jarg9) |
static double |
QuantLibJNI.CashFlows_yield__SWIG_3(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6,
long jarg7,
Date jarg7_,
long jarg8,
Date jarg8_) |
static double |
QuantLibJNI.CashFlows_yield__SWIG_4(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6,
long jarg7,
Date jarg7_) |
static double |
QuantLibJNI.CashFlows_zSpread__SWIG_0(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Date jarg9_,
double jarg10,
long jarg11,
double jarg12) |
static double |
QuantLibJNI.CashFlows_zSpread__SWIG_1(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Date jarg9_,
double jarg10,
long jarg11) |
static double |
QuantLibJNI.CashFlows_zSpread__SWIG_2(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Date jarg9_,
double jarg10) |
static double |
QuantLibJNI.CashFlows_zSpread__SWIG_3(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Date jarg9_) |
static double |
QuantLibJNI.CashFlows_zSpread__SWIG_4(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_) |
static double |
BondFunctions.cleanPrice(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.cleanPrice(Bond bond,
InterestRate yield,
Date settlementDate) |
static double |
BondFunctions.cleanPrice(Bond bond,
YieldTermStructure discountCurve,
Date settlementDate) |
double |
Bond.cleanPrice(double yield,
DayCounter dc,
Compounding compounding,
Frequency frequency,
Date settlement) |
static double |
QuantLibJNI.cleanPriceFromZSpread__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_) |
static double |
QuantLib.cleanPriceFromZSpread(Bond bond,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dc,
Compounding compounding,
Frequency freq,
Date settlementDate) |
static String |
IMM.code(Date immDate) |
static String |
ASX.code(Date asxDate) |
double |
InterestRate.compoundFactor(Date d1,
Date d2) |
double |
InterestRate.compoundFactor(Date d1,
Date d2,
Date refStart) |
double |
InterestRate.compoundFactor(Date d1,
Date d2,
Date refStart,
Date refEnd) |
static double |
BondFunctions.convexity(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.convexity(Bond bond,
InterestRate yield,
Date settlementDate) |
static double |
CashFlows.convexity(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.convexity(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.convexity(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.convexity(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
double |
Seasonality.correctYoYRate(Date d,
double r,
SWIGTYPE_p_InflationTermStructure iTS) |
double |
Seasonality.correctZeroRate(Date d,
double r,
SWIGTYPE_p_InflationTermStructure iTS) |
static double |
QuantLibJNI.Coupon_accruedAmount(long jarg1,
Coupon jarg1_,
long jarg2,
Date jarg2_) |
static String |
QuantLibJNI.Date___repr__(long jarg1,
Date jarg1_) |
static long |
QuantLibJNI.Date_add__SWIG_0(long jarg1,
Date jarg1_,
int jarg2) |
static long |
QuantLibJNI.Date_add__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_) |
static int |
QuantLibJNI.Date_dayOfMonth(long jarg1,
Date jarg1_) |
static int |
QuantLibJNI.Date_dayOfYear(long jarg1,
Date jarg1_) |
static long |
QuantLibJNI.Date_endOfMonth(long jarg1,
Date jarg1_) |
static double |
QuantLibJNI.Date_fractionOfDay(long jarg1,
Date jarg1_) |
static double |
QuantLibJNI.Date_fractionOfSecond(long jarg1,
Date jarg1_) |
static int |
QuantLibJNI.Date_hours(long jarg1,
Date jarg1_) |
static boolean |
QuantLibJNI.Date_isEndOfMonth(long jarg1,
Date jarg1_) |
static String |
QuantLibJNI.Date_ISO(long jarg1,
Date jarg1_) |
static int |
QuantLibJNI.Date_microseconds(long jarg1,
Date jarg1_) |
static int |
QuantLibJNI.Date_milliseconds(long jarg1,
Date jarg1_) |
static int |
QuantLibJNI.Date_minutes(long jarg1,
Date jarg1_) |
static int |
QuantLibJNI.Date_month(long jarg1,
Date jarg1_) |
static long |
QuantLibJNI.Date_nextWeekday(long jarg1,
Date jarg1_,
int jarg2) |
static int |
QuantLibJNI.Date_seconds(long jarg1,
Date jarg1_) |
static int |
QuantLibJNI.Date_serialNumber(long jarg1,
Date jarg1_) |
static long |
QuantLibJNI.Date_subtract__SWIG_0(long jarg1,
Date jarg1_,
int jarg2) |
static long |
QuantLibJNI.Date_subtract__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_) |
static String |
QuantLibJNI.Date_toString(long jarg1,
Date jarg1_) |
static int |
QuantLibJNI.Date_weekday(long jarg1,
Date jarg1_) |
static int |
QuantLibJNI.Date_weekdayNumber(long jarg1,
Date jarg1_) |
static int |
QuantLibJNI.Date_year(long jarg1,
Date jarg1_) |
static Date |
IMM.date(String immCode,
Date referenceDate) |
static Date |
ASX.date(String asxCode,
Date referenceDate) |
static void |
QuantLibJNI.DateVector_add(long jarg1,
DateVector jarg1_,
long jarg2,
Date jarg2_) |
static void |
QuantLibJNI.DateVector_set(long jarg1,
DateVector jarg1_,
int jarg2,
long jarg3,
Date jarg3_) |
int |
DayCounter.dayCount(Date d1,
Date d2) |
static int |
QuantLibJNI.DayCounter_dayCount(long jarg1,
DayCounter jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.DayCounter_yearFraction__SWIG_0(long jarg1,
DayCounter jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.DayCounter_yearFraction__SWIG_1(long jarg1,
DayCounter jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.DayCounter_yearFraction__SWIG_2(long jarg1,
DayCounter jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_) |
double |
DefaultProbabilityTermStructureHandle.defaultDensity(Date arg0) |
double |
DefaultProbabilityTermStructure.defaultDensity(Date arg0) |
double |
DefaultProbabilityTermStructureHandle.defaultDensity(Date arg0,
boolean extrapolate) |
double |
DefaultProbabilityTermStructure.defaultDensity(Date arg0,
boolean extrapolate) |
double |
DefaultProbabilityTermStructureHandle.defaultProbability(Date arg0) |
double |
DefaultProbabilityTermStructure.defaultProbability(Date arg0) |
double |
DefaultProbabilityTermStructureHandle.defaultProbability(Date arg0,
boolean extrapolate) |
double |
DefaultProbabilityTermStructure.defaultProbability(Date arg0,
boolean extrapolate) |
double |
DefaultProbabilityTermStructureHandle.defaultProbability(Date arg0,
Date arg1) |
double |
DefaultProbabilityTermStructure.defaultProbability(Date arg0,
Date arg1) |
double |
DefaultProbabilityTermStructureHandle.defaultProbability(Date arg0,
Date arg1,
boolean extrapolate) |
double |
DefaultProbabilityTermStructure.defaultProbability(Date arg0,
Date arg1,
boolean extrapolate) |
static double |
QuantLibJNI.DefaultProbabilityTermStructure_defaultDensity__SWIG_0(long jarg1,
DefaultProbabilityTermStructure jarg1_,
long jarg2,
Date jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.DefaultProbabilityTermStructure_defaultDensity__SWIG_1(long jarg1,
DefaultProbabilityTermStructure jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.DefaultProbabilityTermStructure_defaultProbability__SWIG_0(long jarg1,
DefaultProbabilityTermStructure jarg1_,
long jarg2,
Date jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.DefaultProbabilityTermStructure_defaultProbability__SWIG_1(long jarg1,
DefaultProbabilityTermStructure jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.DefaultProbabilityTermStructure_defaultProbability__SWIG_4(long jarg1,
DefaultProbabilityTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
boolean jarg4) |
static double |
QuantLibJNI.DefaultProbabilityTermStructure_defaultProbability__SWIG_5(long jarg1,
DefaultProbabilityTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.DefaultProbabilityTermStructure_hazardRate__SWIG_0(long jarg1,
DefaultProbabilityTermStructure jarg1_,
long jarg2,
Date jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.DefaultProbabilityTermStructure_hazardRate__SWIG_1(long jarg1,
DefaultProbabilityTermStructure jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.DefaultProbabilityTermStructure_survivalProbability__SWIG_0(long jarg1,
DefaultProbabilityTermStructure jarg1_,
long jarg2,
Date jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.DefaultProbabilityTermStructure_survivalProbability__SWIG_1(long jarg1,
DefaultProbabilityTermStructure jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.DefaultProbabilityTermStructureHandle_defaultDensity__SWIG_0(long jarg1,
DefaultProbabilityTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.DefaultProbabilityTermStructureHandle_defaultDensity__SWIG_1(long jarg1,
DefaultProbabilityTermStructureHandle jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.DefaultProbabilityTermStructureHandle_defaultProbability__SWIG_0(long jarg1,
DefaultProbabilityTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.DefaultProbabilityTermStructureHandle_defaultProbability__SWIG_1(long jarg1,
DefaultProbabilityTermStructureHandle jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.DefaultProbabilityTermStructureHandle_defaultProbability__SWIG_4(long jarg1,
DefaultProbabilityTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
boolean jarg4) |
static double |
QuantLibJNI.DefaultProbabilityTermStructureHandle_defaultProbability__SWIG_5(long jarg1,
DefaultProbabilityTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.DefaultProbabilityTermStructureHandle_hazardRate__SWIG_0(long jarg1,
DefaultProbabilityTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.DefaultProbabilityTermStructureHandle_hazardRate__SWIG_1(long jarg1,
DefaultProbabilityTermStructureHandle jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.DefaultProbabilityTermStructureHandle_survivalProbability__SWIG_0(long jarg1,
DefaultProbabilityTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.DefaultProbabilityTermStructureHandle_survivalProbability__SWIG_1(long jarg1,
DefaultProbabilityTermStructureHandle jarg1_,
long jarg2,
Date jarg2_) |
double |
Bond.dirtyPrice(double yield,
DayCounter dc,
Compounding compounding,
Frequency frequency,
Date settlement) |
double |
YieldTermStructureHandle.discount(Date arg0) |
double |
YieldTermStructure.discount(Date arg0) |
double |
YieldTermStructureHandle.discount(Date arg0,
boolean extrapolate) |
double |
YieldTermStructure.discount(Date arg0,
boolean extrapolate) |
double |
InterestRate.discountFactor(Date d1,
Date d2) |
double |
InterestRate.discountFactor(Date d1,
Date d2,
Date refStart) |
double |
InterestRate.discountFactor(Date d1,
Date d2,
Date refStart,
Date refEnd) |
static double |
BondFunctions.duration(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Duration.Type type,
Date settlementDate) |
static double |
BondFunctions.duration(Bond bond,
InterestRate yield,
Duration.Type type,
Date settlementDate) |
static double |
CashFlows.duration(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Duration.Type type,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.duration(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Duration.Type type,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.duration(Leg arg0,
InterestRate arg1,
Duration.Type type,
boolean includeSettlementDateFlows,
Date settlementDate) |
static Date |
Date.endOfMonth(Date arg0) |
Date |
Calendar.endOfMonth(Date arg0) |
InterestRate |
InterestRate.equivalentRate(DayCounter resultDayCounter,
Compounding comp,
Frequency freq,
Date d1,
Date d2) |
InterestRate |
InterestRate.equivalentRate(DayCounter resultDayCounter,
Compounding comp,
Frequency freq,
Date d1,
Date d2,
Date refStart) |
InterestRate |
InterestRate.equivalentRate(DayCounter resultDayCounter,
Compounding comp,
Frequency freq,
Date d1,
Date d2,
Date refStart,
Date refEnd) |
static void |
QuantLibJNI.ExchangeRateManager_add__SWIG_0(long jarg1,
ExchangeRateManager jarg1_,
long jarg2,
ExchangeRate jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_) |
static void |
QuantLibJNI.ExchangeRateManager_add__SWIG_1(long jarg1,
ExchangeRateManager jarg1_,
long jarg2,
ExchangeRate jarg2_,
long jarg3,
Date jarg3_) |
static long |
QuantLibJNI.ExchangeRateManager_lookup__SWIG_0(long jarg1,
ExchangeRateManager jarg1_,
long jarg2,
Currency jarg2_,
long jarg3,
Currency jarg3_,
long jarg4,
Date jarg4_,
int jarg5) |
static long |
QuantLibJNI.ExchangeRateManager_lookup__SWIG_1(long jarg1,
ExchangeRateManager jarg1_,
long jarg2,
Currency jarg2_,
long jarg3,
Currency jarg3_,
long jarg4,
Date jarg4_) |
double |
Index.fixing(Date fixingDate) |
double |
Index.fixing(Date fixingDate,
boolean forecastTodaysFixing) |
Date |
InterestRateIndex.fixingDate(Date valueDate) |
static long |
QuantLibJNI.Forward_impliedYield(long jarg1,
Forward jarg1_,
double jarg2,
double jarg3,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
DayCounter jarg6_) |
double |
Gaussian1dModel.forwardRate(Date fixing) |
double |
Gaussian1dModel.forwardRate(Date fixing,
Date referenceDate) |
InterestRate |
YieldTermStructureHandle.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3) |
InterestRate |
YieldTermStructure.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3) |
InterestRate |
YieldTermStructureHandle.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3,
Frequency f) |
InterestRate |
YieldTermStructure.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3,
Frequency f) |
InterestRate |
YieldTermStructureHandle.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3,
Frequency f,
boolean extrapolate) |
InterestRate |
YieldTermStructure.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3,
Frequency f,
boolean extrapolate) |
double |
Gaussian1dModel.forwardRate(Date fixing,
Date referenceDate,
double y) |
double |
Gaussian1dModel.forwardRate(Date fixing,
Date referenceDate,
double y,
SWIGTYPE_p_boost__shared_ptrT_IborIndex_t iborIdx) |
static double |
QuantLibJNI.Gaussian1dModel_forwardRate__SWIG_0(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
double jarg4,
long jarg5) |
static double |
QuantLibJNI.Gaussian1dModel_forwardRate__SWIG_1(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
double jarg4) |
static double |
QuantLibJNI.Gaussian1dModel_forwardRate__SWIG_2(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.Gaussian1dModel_forwardRate__SWIG_3(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.Gaussian1dModel_numeraire__SWIG_3(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
long jarg4,
YieldTermStructureHandle jarg4_) |
static double |
QuantLibJNI.Gaussian1dModel_numeraire__SWIG_4(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
static double |
QuantLibJNI.Gaussian1dModel_numeraire__SWIG_5(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_0(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Date jarg4_,
double jarg5,
long jarg6) |
static double |
QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_1(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Date jarg4_,
double jarg5) |
static double |
QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_2(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_3(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_) |
static double |
QuantLibJNI.Gaussian1dModel_swapRate__SWIG_0(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Date jarg4_,
double jarg5,
long jarg6) |
static double |
QuantLibJNI.Gaussian1dModel_swapRate__SWIG_1(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Date jarg4_,
double jarg5) |
static double |
QuantLibJNI.Gaussian1dModel_swapRate__SWIG_2(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.Gaussian1dModel_swapRate__SWIG_3(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_) |
static double |
QuantLibJNI.Gaussian1dModel_zerobond__SWIG_4(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
double jarg4,
long jarg5,
YieldTermStructureHandle jarg5_) |
static double |
QuantLibJNI.Gaussian1dModel_zerobond__SWIG_5(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
double jarg4) |
static double |
QuantLibJNI.Gaussian1dModel_zerobond__SWIG_6(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.Gaussian1dModel_zerobond__SWIG_7(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_0(long jarg1,
Gaussian1dModel jarg1_,
int jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_,
double jarg6,
long jarg7,
Date jarg7_,
double jarg8,
long jarg9,
YieldTermStructureHandle jarg9_,
double jarg10,
long jarg11,
boolean jarg12,
boolean jarg13) |
static double |
QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_1(long jarg1,
Gaussian1dModel jarg1_,
int jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_,
double jarg6,
long jarg7,
Date jarg7_,
double jarg8,
long jarg9,
YieldTermStructureHandle jarg9_,
double jarg10,
long jarg11,
boolean jarg12) |
static double |
QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_2(long jarg1,
Gaussian1dModel jarg1_,
int jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_,
double jarg6,
long jarg7,
Date jarg7_,
double jarg8,
long jarg9,
YieldTermStructureHandle jarg9_,
double jarg10,
long jarg11) |
static double |
QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_3(long jarg1,
Gaussian1dModel jarg1_,
int jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_,
double jarg6,
long jarg7,
Date jarg7_,
double jarg8,
long jarg9,
YieldTermStructureHandle jarg9_,
double jarg10) |
static double |
QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_4(long jarg1,
Gaussian1dModel jarg1_,
int jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_,
double jarg6,
long jarg7,
Date jarg7_,
double jarg8,
long jarg9,
YieldTermStructureHandle jarg9_) |
static double |
QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_5(long jarg1,
Gaussian1dModel jarg1_,
int jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_,
double jarg6,
long jarg7,
Date jarg7_,
double jarg8) |
static double |
QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_6(long jarg1,
Gaussian1dModel jarg1_,
int jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_,
double jarg6,
long jarg7,
Date jarg7_) |
static double |
QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_7(long jarg1,
Gaussian1dModel jarg1_,
int jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_,
double jarg6) |
protected static long |
Date.getCPtr(Date obj) |
double |
DefaultProbabilityTermStructureHandle.hazardRate(Date arg0) |
double |
DefaultProbabilityTermStructure.hazardRate(Date arg0) |
double |
DefaultProbabilityTermStructureHandle.hazardRate(Date arg0,
boolean extrapolate) |
double |
DefaultProbabilityTermStructure.hazardRate(Date arg0,
boolean extrapolate) |
static String |
QuantLibJNI.IMM_code(long jarg1,
Date jarg1_) |
static long |
QuantLibJNI.IMM_date__SWIG_0(String jarg1,
long jarg2,
Date jarg2_) |
static boolean |
QuantLibJNI.IMM_isIMMdate__SWIG_0(long jarg1,
Date jarg1_,
boolean jarg2) |
static boolean |
QuantLibJNI.IMM_isIMMdate__SWIG_1(long jarg1,
Date jarg1_) |
static String |
QuantLibJNI.IMM_nextCode__SWIG_0(long jarg1,
Date jarg1_,
boolean jarg2) |
static String |
QuantLibJNI.IMM_nextCode__SWIG_1(long jarg1,
Date jarg1_) |
static String |
QuantLibJNI.IMM_nextCode__SWIG_3(String jarg1,
boolean jarg2,
long jarg3,
Date jarg3_) |
static long |
QuantLibJNI.IMM_nextDate__SWIG_0(long jarg1,
Date jarg1_,
boolean jarg2) |
static long |
QuantLibJNI.IMM_nextDate__SWIG_1(long jarg1,
Date jarg1_) |
static long |
QuantLibJNI.IMM_nextDate__SWIG_3(String jarg1,
boolean jarg2,
long jarg3,
Date jarg3_) |
static InterestRate |
InterestRate.impliedRate(double compound,
DayCounter resultDC,
Compounding comp,
Frequency freq,
Date d1,
Date d2) |
static InterestRate |
InterestRate.impliedRate(double compound,
DayCounter resultDC,
Compounding comp,
Frequency freq,
Date d1,
Date d2,
Date refStart) |
static InterestRate |
InterestRate.impliedRate(double compound,
DayCounter resultDC,
Compounding comp,
Frequency freq,
Date d1,
Date d2,
Date refStart,
Date refEnd) |
InterestRate |
Forward.impliedYield(double underlyingSpotValue,
double forwardValue,
Date settlementDate,
Compounding compoundingConvention,
DayCounter dayCounter) |
static void |
QuantLibJNI.Index_addFixing(long jarg1,
Index jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
static double |
QuantLibJNI.Index_fixing__SWIG_0(long jarg1,
Index jarg1_,
long jarg2,
Date jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.Index_fixing__SWIG_1(long jarg1,
Index jarg1_,
long jarg2,
Date jarg2_) |
static boolean |
QuantLibJNI.Index_isValidFixingDate(long jarg1,
Index jarg1_,
long jarg2,
Date jarg2_) |
static Date |
QuantLib.inflationBaseDate(Date referenceDate,
Period observationLag,
Frequency frequency,
boolean indexIsInterpolated) |
static long |
QuantLibJNI.inflationBaseDate(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
int jarg3,
boolean jarg4) |
static double |
QuantLibJNI.InterestRate_compoundFactor__SWIG_1(long jarg1,
InterestRate jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.InterestRate_compoundFactor__SWIG_2(long jarg1,
InterestRate jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.InterestRate_compoundFactor__SWIG_3(long jarg1,
InterestRate jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.InterestRate_discountFactor__SWIG_1(long jarg1,
InterestRate jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.InterestRate_discountFactor__SWIG_2(long jarg1,
InterestRate jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.InterestRate_discountFactor__SWIG_3(long jarg1,
InterestRate jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_) |
static long |
QuantLibJNI.InterestRate_equivalentRate__SWIG_1(long jarg1,
InterestRate jarg1_,
long jarg2,
DayCounter jarg2_,
int jarg3,
int jarg4,
long jarg5,
Date jarg5_,
long jarg6,
Date jarg6_,
long jarg7,
Date jarg7_,
long jarg8,
Date jarg8_) |
static long |
QuantLibJNI.InterestRate_equivalentRate__SWIG_2(long jarg1,
InterestRate jarg1_,
long jarg2,
DayCounter jarg2_,
int jarg3,
int jarg4,
long jarg5,
Date jarg5_,
long jarg6,
Date jarg6_,
long jarg7,
Date jarg7_) |
static long |
QuantLibJNI.InterestRate_equivalentRate__SWIG_3(long jarg1,
InterestRate jarg1_,
long jarg2,
DayCounter jarg2_,
int jarg3,
int jarg4,
long jarg5,
Date jarg5_,
long jarg6,
Date jarg6_) |
static long |
QuantLibJNI.InterestRate_impliedRate__SWIG_1(double jarg1,
long jarg2,
DayCounter jarg2_,
int jarg3,
int jarg4,
long jarg5,
Date jarg5_,
long jarg6,
Date jarg6_,
long jarg7,
Date jarg7_,
long jarg8,
Date jarg8_) |
static long |
QuantLibJNI.InterestRate_impliedRate__SWIG_2(double jarg1,
long jarg2,
DayCounter jarg2_,
int jarg3,
int jarg4,
long jarg5,
Date jarg5_,
long jarg6,
Date jarg6_,
long jarg7,
Date jarg7_) |
static long |
QuantLibJNI.InterestRate_impliedRate__SWIG_3(double jarg1,
long jarg2,
DayCounter jarg2_,
int jarg3,
int jarg4,
long jarg5,
Date jarg5_,
long jarg6,
Date jarg6_) |
static long |
QuantLibJNI.InterestRateIndex_fixingDate(long jarg1,
InterestRateIndex jarg1_,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.InterestRateIndex_maturityDate(long jarg1,
InterestRateIndex jarg1_,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.InterestRateIndex_valueDate(long jarg1,
InterestRateIndex jarg1_,
long jarg2,
Date jarg2_) |
static boolean |
ASX.isASXdate(Date d) |
static boolean |
ASX.isASXdate(Date d,
boolean mainCycle) |
boolean |
Calendar.isBusinessDay(Date arg0) |
static boolean |
Date.isEndOfMonth(Date arg0) |
boolean |
Calendar.isEndOfMonth(Date arg0) |
boolean |
Calendar.isHoliday(Date arg0) |
static boolean |
IMM.isIMMdate(Date d) |
static boolean |
IMM.isIMMdate(Date d,
boolean mainCycle) |
static boolean |
BondFunctions.isTradable(Bond bond,
Date settlementDate) |
boolean |
Index.isValidFixingDate(Date fixingDate) |
double |
LocalVolTermStructureHandle.localVol(Date arg0,
double u) |
double |
LocalVolTermStructure.localVol(Date arg0,
double u) |
double |
LocalVolTermStructureHandle.localVol(Date arg0,
double u,
boolean extrapolate) |
double |
LocalVolTermStructure.localVol(Date arg0,
double u,
boolean extrapolate) |
static double |
QuantLibJNI.LocalVolTermStructure_localVol__SWIG_0(long jarg1,
LocalVolTermStructure jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
boolean jarg4) |
static double |
QuantLibJNI.LocalVolTermStructure_localVol__SWIG_1(long jarg1,
LocalVolTermStructure jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
static double |
QuantLibJNI.LocalVolTermStructureHandle_localVol__SWIG_0(long jarg1,
LocalVolTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
boolean jarg4) |
static double |
QuantLibJNI.LocalVolTermStructureHandle_localVol__SWIG_1(long jarg1,
LocalVolTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
ExchangeRate |
ExchangeRateManager.lookup(Currency source,
Currency target,
Date date) |
ExchangeRate |
ExchangeRateManager.lookup(Currency source,
Currency target,
Date date,
ExchangeRate.Type type) |
Date |
InterestRateIndex.maturityDate(Date valueDate) |
static long |
QuantLibJNI.new_AmericanExercise__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
boolean jarg3) |
static long |
QuantLibJNI.new_AmericanExercise__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.new_AmortizingPayment(double jarg1,
long jarg2,
Date jarg2_) |
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_BlackVarianceCurve__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
DateVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
DayCounter jarg4_,
boolean jarg5) |
static long |
QuantLibJNI.new_BlackVarianceCurve__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
DateVector jarg2_,
long jarg3,
DoubleVector 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_Callability(long jarg1,
CallabilityPrice jarg1_,
int jarg2,
long jarg3,
Date jarg3_) |
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_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_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_CappedFlooredCmsCoupon__SWIG_0(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
double jarg9,
double jarg10,
long jarg11,
Date jarg11_,
long jarg12,
Date jarg12_,
long jarg13,
DayCounter jarg13_,
boolean jarg14) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_1(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
double jarg9,
double jarg10,
long jarg11,
Date jarg11_,
long jarg12,
Date jarg12_,
long jarg13,
DayCounter jarg13_) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_2(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
double jarg9,
double jarg10,
long jarg11,
Date jarg11_,
long jarg12,
Date jarg12_) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_3(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
double jarg9,
double jarg10,
long jarg11,
Date jarg11_) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_4(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
double jarg9,
double jarg10) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_5(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
double jarg9) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_6(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_7(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_8(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_) |
static long |
QuantLibJNI.new_CmsCoupon__SWIG_0(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Date jarg10_,
long jarg11,
DayCounter jarg11_,
boolean jarg12) |
static long |
QuantLibJNI.new_CmsCoupon__SWIG_1(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Date jarg10_,
long jarg11,
DayCounter jarg11_) |
static long |
QuantLibJNI.new_CmsCoupon__SWIG_2(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Date jarg10_) |
static long |
QuantLibJNI.new_CmsCoupon__SWIG_3(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
long jarg9,
Date jarg9_) |
static long |
QuantLibJNI.new_CmsCoupon__SWIG_4(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8) |
static long |
QuantLibJNI.new_CmsCoupon__SWIG_5(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7) |
static long |
QuantLibJNI.new_CmsCoupon__SWIG_6(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
SwapIndex jarg6_) |
static long |
QuantLibJNI.new_CmsRateBond__SWIG_0(long jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
SwapIndex jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
long jarg7,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_,
long jarg11,
DoubleVector jarg11_,
boolean jarg12,
double jarg13,
long jarg14,
Date jarg14_) |
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_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_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_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_ContinuousArithmeticAsianLevyEngine(long jarg1,
GeneralizedBlackScholesProcess jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
Date jarg3_) |
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_) |
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_CPIBond__SWIG_5(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_) |
static long |
QuantLibJNI.new_DatedOISRateHelper__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
OvernightIndex jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_) |
static long |
QuantLibJNI.new_DatedOISRateHelper__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
OvernightIndex jarg4_) |
static long |
QuantLibJNI.new_DiscountingSwapEngine__SWIG_0(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_) |
static long |
QuantLibJNI.new_DiscountingSwapEngine__SWIG_1(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.new_DiscountingSwapEngine__SWIG_3(long jarg1,
YieldTermStructureHandle jarg1_,
boolean jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_) |
static long |
QuantLibJNI.new_DiscountingSwapEngine__SWIG_4(long jarg1,
YieldTermStructureHandle jarg1_,
boolean jarg2,
long jarg3,
Date jarg3_) |
static long |
QuantLibJNI.new_EuropeanExercise(long jarg1,
Date jarg1_) |
static long |
QuantLibJNI.new_FittedBondDiscountCurve__SWIG_5(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
FittingMethod jarg4_,
double jarg5,
long jarg6,
long jarg7,
Array jarg7_,
double jarg8) |
static long |
QuantLibJNI.new_FittedBondDiscountCurve__SWIG_6(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
FittingMethod jarg4_,
double jarg5,
long jarg6,
long jarg7,
Array jarg7_) |
static long |
QuantLibJNI.new_FittedBondDiscountCurve__SWIG_7(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
FittingMethod jarg4_,
double jarg5,
long jarg6) |
static long |
QuantLibJNI.new_FittedBondDiscountCurve__SWIG_8(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
FittingMethod jarg4_,
double jarg5) |
static long |
QuantLibJNI.new_FittedBondDiscountCurve__SWIG_9(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
FittingMethod jarg4_) |
static long |
QuantLibJNI.new_FixedDividend(double jarg1,
long jarg2,
Date jarg2_) |
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_14(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
InterestRateVector jarg4_,
int jarg5,
double jarg6,
long jarg7,
Date jarg7_) |
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_5(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7,
long jarg8,
Date jarg8_) |
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_FixedRateBondHelper__SWIG_6(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_) |
static long |
QuantLibJNI.new_FixedRateCoupon__SWIG_0(long jarg1,
Date jarg1_,
double jarg2,
double jarg3,
long jarg4,
DayCounter jarg4_,
long jarg5,
Date jarg5_,
long jarg6,
Date jarg6_,
long jarg7,
Date jarg7_,
long jarg8,
Date jarg8_,
long jarg9,
Date jarg9_) |
static long |
QuantLibJNI.new_FixedRateCoupon__SWIG_1(long jarg1,
Date jarg1_,
double jarg2,
double jarg3,
long jarg4,
DayCounter jarg4_,
long jarg5,
Date jarg5_,
long jarg6,
Date jarg6_,
long jarg7,
Date jarg7_,
long jarg8,
Date jarg8_) |
static long |
QuantLibJNI.new_FixedRateCoupon__SWIG_2(long jarg1,
Date jarg1_,
double jarg2,
double jarg3,
long jarg4,
DayCounter jarg4_,
long jarg5,
Date jarg5_,
long jarg6,
Date jarg6_,
long jarg7,
Date jarg7_) |
static long |
QuantLibJNI.new_FixedRateCoupon__SWIG_3(long jarg1,
Date jarg1_,
double jarg2,
double jarg3,
long jarg4,
DayCounter jarg4_,
long jarg5,
Date jarg5_,
long jarg6,
Date jarg6_) |
static long |
QuantLibJNI.new_FlatForward__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
static long |
QuantLibJNI.new_FlatForward__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_,
int jarg4) |
static long |
QuantLibJNI.new_FlatForward__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_FlatForward__SWIG_3(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
static long |
QuantLibJNI.new_FlatForward__SWIG_4(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4) |
static long |
QuantLibJNI.new_FlatForward__SWIG_5(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_FlatHazardRate__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_FloatingRateBond__SWIG_0(long jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
long jarg7,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_,
long jarg11,
DoubleVector jarg11_,
boolean jarg12,
double jarg13,
long jarg14,
Date jarg14_) |
static long |
QuantLibJNI.new_ForwardRateAgreement__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
int jarg3,
double jarg4,
double jarg5,
long jarg6,
IborIndex jarg6_,
long jarg7,
YieldTermStructureHandle jarg7_) |
static long |
QuantLibJNI.new_ForwardRateAgreement__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
int jarg3,
double jarg4,
double jarg5,
long jarg6,
IborIndex jarg6_) |
static long |
QuantLibJNI.new_ForwardVanillaOption(double jarg1,
long jarg2,
Date jarg2_,
long jarg3,
Payoff jarg3_,
long jarg4,
Exercise jarg4_) |
static long |
QuantLibJNI.new_FractionalDividend(double jarg1,
long jarg2,
Date jarg2_) |
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_10(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
IborIndex jarg3_,
long jarg4,
QuoteHandle jarg4_,
int jarg5) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_11(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
IborIndex jarg3_,
long jarg4,
QuoteHandle jarg4_) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_12(double jarg1,
long jarg2,
Date jarg2_,
long jarg3,
IborIndex jarg3_,
double jarg4,
int jarg5) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_13(double jarg1,
long jarg2,
Date jarg2_,
long jarg3,
IborIndex jarg3_,
double jarg4) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_14(double jarg1,
long jarg2,
Date jarg2_,
long jarg3,
IborIndex jarg3_) |
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_FuturesRateHelper__SWIG_5(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandle jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_6(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandle jarg5_) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_7(double jarg1,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
double jarg5,
int jarg6) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_8(double jarg1,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
double jarg5) |
static long |
QuantLibJNI.new_FuturesRateHelper__SWIG_9(double jarg1,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_IborCoupon__SWIG_0(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
InterestRateIndex jarg6_,
double jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Date jarg10_,
long jarg11,
DayCounter jarg11_) |
static long |
QuantLibJNI.new_IborCoupon__SWIG_1(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
InterestRateIndex jarg6_,
double jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Date jarg10_) |
static long |
QuantLibJNI.new_IborCoupon__SWIG_2(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
InterestRateIndex jarg6_,
double jarg7,
double jarg8,
long jarg9,
Date jarg9_) |
static long |
QuantLibJNI.new_IborCoupon__SWIG_3(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
InterestRateIndex jarg6_,
double jarg7,
double jarg8) |
static long |
QuantLibJNI.new_IborCoupon__SWIG_4(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
InterestRateIndex jarg6_,
double jarg7) |
static long |
QuantLibJNI.new_IborCoupon__SWIG_5(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
InterestRateIndex jarg6_) |
static long |
QuantLibJNI.new_ImpliedTermStructure(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.new_LocalConstantVol__SWIG_0(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_LocalConstantVol__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_MultiplicativePriceSeasonalityPtr(long jarg1,
Date jarg1_,
int jarg2,
long jarg3,
DoubleVector jarg3_) |
static long |
QuantLibJNI.new_NodePair__SWIG_1(long jarg1,
Date jarg1_,
double jarg2) |
static long |
QuantLibJNI.new_PiecewiseCubicZero__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_,
double jarg6,
long jarg7,
Cubic jarg7_) |
static long |
QuantLibJNI.new_PiecewiseCubicZero__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_,
double jarg6) |
static long |
QuantLibJNI.new_PiecewiseCubicZero__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseCubicZero__SWIG_3(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_) |
static long |
QuantLibJNI.new_PiecewiseCubicZero__SWIG_4(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_PiecewiseFlatForward__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_,
double jarg6,
long jarg7,
BackwardFlat jarg7_) |
static long |
QuantLibJNI.new_PiecewiseFlatForward__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_,
double jarg6) |
static long |
QuantLibJNI.new_PiecewiseFlatForward__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseFlatForward__SWIG_3(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_) |
static long |
QuantLibJNI.new_PiecewiseFlatForward__SWIG_4(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_PiecewiseFlatHazardRate__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
DefaultProbabilityHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
double jarg4,
long jarg5,
BackwardFlat jarg5_) |
static long |
QuantLibJNI.new_PiecewiseFlatHazardRate__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
DefaultProbabilityHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
double jarg4) |
static long |
QuantLibJNI.new_PiecewiseFlatHazardRate__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
DefaultProbabilityHelperVector jarg2_,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_PiecewiseLinearForward__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_,
double jarg6,
long jarg7,
Linear jarg7_) |
static long |
QuantLibJNI.new_PiecewiseLinearForward__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_,
double jarg6) |
static long |
QuantLibJNI.new_PiecewiseLinearForward__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseLinearForward__SWIG_3(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_) |
static long |
QuantLibJNI.new_PiecewiseLinearForward__SWIG_4(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_PiecewiseLinearZero__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_,
double jarg6,
long jarg7,
Linear jarg7_) |
static long |
QuantLibJNI.new_PiecewiseLinearZero__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_,
double jarg6) |
static long |
QuantLibJNI.new_PiecewiseLinearZero__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseLinearZero__SWIG_3(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_) |
static long |
QuantLibJNI.new_PiecewiseLinearZero__SWIG_4(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_PiecewiseLogCubicDiscount__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_,
double jarg6,
long jarg7,
MonotonicLogCubic jarg7_) |
static long |
QuantLibJNI.new_PiecewiseLogCubicDiscount__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_,
double jarg6) |
static long |
QuantLibJNI.new_PiecewiseLogCubicDiscount__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_,
long jarg5,
DateVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseLogCubicDiscount__SWIG_3(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_,
long jarg4,
QuoteHandleVector jarg4_) |
static long |
QuantLibJNI.new_PiecewiseLogCubicDiscount__SWIG_4(long jarg1,
Date jarg1_,
long jarg2,
RateHelperVector jarg2_,
long jarg3,
DayCounter jarg3_) |
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_QuantoForwardVanillaOption(double jarg1,
long jarg2,
Date jarg2_,
long jarg3,
Payoff jarg3_,
long jarg4,
Exercise jarg4_) |
static long |
QuantLibJNI.new_Redemption(double jarg1,
long jarg2,
Date jarg2_) |
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_SimpleCashFlow(double jarg1,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.new_SoftCallability(long jarg1,
CallabilityPrice jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
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_14(long jarg1,
QuoteHandle jarg1_,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
int jarg6,
long jarg7,
Date jarg7_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_20(double jarg1,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
int jarg6,
long jarg7,
Date 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_SwaptionHelper__SWIG_10(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_11(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_12(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12,
double jarg13) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_13(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_14(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_15(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_16(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_17(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_6(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12,
double jarg13) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_7(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_8(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_9(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_0(long jarg1,
Date jarg1_,
long jarg2,
DateVector jarg2_,
long jarg3,
PeriodVector jarg3_,
long jarg4,
Matrix jarg4_,
long jarg5,
DayCounter jarg5_,
boolean jarg6,
int jarg7,
long jarg8,
Matrix jarg8_) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
DateVector jarg2_,
long jarg3,
PeriodVector jarg3_,
long jarg4,
Matrix jarg4_,
long jarg5,
DayCounter jarg5_,
boolean jarg6,
int jarg7) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
DateVector jarg2_,
long jarg3,
PeriodVector jarg3_,
long jarg4,
Matrix jarg4_,
long jarg5,
DayCounter jarg5_,
boolean jarg6) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_3(long jarg1,
Date jarg1_,
long jarg2,
DateVector jarg2_,
long jarg3,
PeriodVector jarg3_,
long jarg4,
Matrix jarg4_,
long jarg5,
DayCounter jarg5_) |
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 double |
BondFunctions.nextCashFlowAmount(Bond bond,
Date refDate) |
static Date |
BondFunctions.nextCashFlowDate(Bond bond,
Date refDate) |
static String |
IMM.nextCode(Date d) |
static String |
ASX.nextCode(Date d) |
static String |
IMM.nextCode(Date d,
boolean mainCycle) |
static String |
ASX.nextCode(Date d,
boolean mainCycle) |
static String |
IMM.nextCode(String immCode,
boolean mainCycle,
Date referenceDate) |
static String |
ASX.nextCode(String asxCode,
boolean mainCycle,
Date referenceDate) |
static double |
BondFunctions.nextCouponRate(Bond bond,
Date settlementDate) |
double |
Bond.nextCouponRate(Date d) |
static Date |
IMM.nextDate(Date d) |
static Date |
ASX.nextDate(Date d) |
static Date |
IMM.nextDate(Date d,
boolean mainCycle) |
static Date |
ASX.nextDate(Date d,
boolean mainCycle) |
static Date |
IMM.nextDate(String immCode,
boolean mainCycle,
Date referenceDate) |
static Date |
ASX.nextDate(String asxCode,
boolean mainCycle,
Date referenceDate) |
static Date |
Date.nextWeekday(Date arg0,
Weekday arg1) |
static void |
QuantLibJNI.NodePair_first_set(long jarg1,
NodePair jarg1_,
long jarg2,
Date jarg2_) |
double |
Bond.notional(Date d) |
static double |
CashFlows.npv(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.npv(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.npv(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.npv(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.npv(Leg leg,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.npv(Leg leg,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.npv(Leg leg,
YieldTermStructureHandle discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.npv(Leg leg,
YieldTermStructureHandle discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
double |
Gaussian1dModel.numeraire(Date referenceDate) |
double |
Gaussian1dModel.numeraire(Date referenceDate,
double y) |
double |
Gaussian1dModel.numeraire(Date referenceDate,
double y,
YieldTermStructureHandle yts) |
static double |
QuantLibJNI.OptionletVolatilityStructure_blackVariance__SWIG_0(long jarg1,
OptionletVolatilityStructure jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
boolean jarg4) |
static double |
QuantLibJNI.OptionletVolatilityStructure_blackVariance__SWIG_1(long jarg1,
OptionletVolatilityStructure jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
static double |
QuantLibJNI.OptionletVolatilityStructure_volatility__SWIG_0(long jarg1,
OptionletVolatilityStructure jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
boolean jarg4) |
static double |
QuantLibJNI.OptionletVolatilityStructure_volatility__SWIG_1(long jarg1,
OptionletVolatilityStructure jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
static double |
QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_0(long jarg1,
OptionletVolatilityStructureHandle jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
boolean jarg4) |
static double |
QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_1(long jarg1,
OptionletVolatilityStructureHandle jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
static double |
QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_0(long jarg1,
OptionletVolatilityStructureHandle jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
boolean jarg4) |
static double |
QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_1(long jarg1,
OptionletVolatilityStructureHandle jarg1_,
long jarg2,
Date jarg2_,
double jarg3) |
static double |
BondFunctions.previousCashFlowAmount(Bond bond,
Date refDate) |
static Date |
BondFunctions.previousCashFlowDate(Bond bond,
Date refDate) |
static double |
BondFunctions.previousCouponRate(Bond bond,
Date settlementDate) |
double |
Bond.previousCouponRate(Date d) |
void |
Calendar.removeHoliday(Date arg0) |
static long |
QuantLibJNI.Schedule_until(long jarg1,
Schedule jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.Seasonality_correctYoYRate(long jarg1,
Seasonality jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
long jarg4) |
static double |
QuantLibJNI.Seasonality_correctZeroRate(long jarg1,
Seasonality jarg1_,
long jarg2,
Date jarg2_,
double jarg3,
long jarg4) |
void |
DateVector.set(int i,
Date val) |
void |
Settings.setEvaluationDate(Date d) |
void |
NodePair.setFirst(Date value) |
static void |
QuantLibJNI.Settings_setEvaluationDate(long jarg1,
Settings jarg1_,
long jarg2,
Date jarg2_) |
Date |
Bond.settlementDate(Date d) |
double |
DefaultProbabilityTermStructureHandle.survivalProbability(Date arg0) |
double |
DefaultProbabilityTermStructure.survivalProbability(Date arg0) |
double |
DefaultProbabilityTermStructureHandle.survivalProbability(Date arg0,
boolean extrapolate) |
double |
DefaultProbabilityTermStructure.survivalProbability(Date arg0,
boolean extrapolate) |
double |
Gaussian1dModel.swapAnnuity(Date fixing,
Period tenor) |
double |
Gaussian1dModel.swapAnnuity(Date fixing,
Period tenor,
Date referenceDate) |
double |
Gaussian1dModel.swapAnnuity(Date fixing,
Period tenor,
Date referenceDate,
double y) |
double |
Gaussian1dModel.swapAnnuity(Date fixing,
Period tenor,
Date referenceDate,
double y,
SWIGTYPE_p_boost__shared_ptrT_SwapIndex_t swapIdx) |
double |
Gaussian1dModel.swapRate(Date fixing,
Period tenor) |
double |
Gaussian1dModel.swapRate(Date fixing,
Period tenor,
Date referenceDate) |
double |
Gaussian1dModel.swapRate(Date fixing,
Period tenor,
Date referenceDate,
double y) |
double |
Gaussian1dModel.swapRate(Date fixing,
Period tenor,
Date referenceDate,
double y,
SWIGTYPE_p_boost__shared_ptrT_SwapIndex_t swapIdx) |
static double |
QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_0(long jarg1,
SwaptionVolatilityStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4,
boolean jarg5) |
static double |
QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_1(long jarg1,
SwaptionVolatilityStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4) |
static double |
QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_0(long jarg1,
SwaptionVolatilityStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4,
boolean jarg5) |
static double |
QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_1(long jarg1,
SwaptionVolatilityStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4) |
static double |
QuantLibJNI.SwaptionVolatilityStructureHandle_blackVariance__SWIG_0(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4,
boolean jarg5) |
static double |
QuantLibJNI.SwaptionVolatilityStructureHandle_blackVariance__SWIG_1(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4) |
static double |
QuantLibJNI.SwaptionVolatilityStructureHandle_volatility__SWIG_0(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4,
boolean jarg5) |
static double |
QuantLibJNI.SwaptionVolatilityStructureHandle_volatility__SWIG_1(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4) |
Schedule |
Schedule.until(Date truncationDate) |
Date |
InterestRateIndex.valueDate(Date fixingDate) |
double |
OptionletVolatilityStructureHandle.volatility(Date arg0,
double strike) |
double |
OptionletVolatilityStructure.volatility(Date arg0,
double strike) |
double |
CapFloorTermVolatilityStructureHandle.volatility(Date end,
double strike) |
double |
CapFloorTermVolatilityStructure.volatility(Date end,
double strike) |
double |
OptionletVolatilityStructureHandle.volatility(Date arg0,
double strike,
boolean extrapolate) |
double |
OptionletVolatilityStructure.volatility(Date arg0,
double strike,
boolean extrapolate) |
double |
CapFloorTermVolatilityStructureHandle.volatility(Date end,
double strike,
boolean extrapolate) |
double |
CapFloorTermVolatilityStructure.volatility(Date end,
double strike,
boolean extrapolate) |
double |
SwaptionVolatilityStructureHandle.volatility(Date start,
Period length,
double strike) |
double |
SwaptionVolatilityStructure.volatility(Date start,
Period length,
double strike) |
double |
SwaptionVolatilityStructureHandle.volatility(Date start,
Period length,
double strike,
boolean extrapolate) |
double |
SwaptionVolatilityStructure.volatility(Date start,
Period length,
double strike,
boolean extrapolate) |
double |
DayCounter.yearFraction(Date d1,
Date d2) |
double |
DayCounter.yearFraction(Date d1,
Date d2,
Date startRef) |
double |
DayCounter.yearFraction(Date d1,
Date d2,
Date startRef,
Date endRef) |
static double |
BondFunctions.yield(Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.yield(Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.yield(Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
long maxIterations) |
static double |
BondFunctions.yield(Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
long maxIterations,
double guess) |
double |
Bond.yield(double cleanPrice,
DayCounter dc,
Compounding compounding,
Frequency freq,
Date settlement) |
double |
Bond.yield(double cleanPrice,
DayCounter dc,
Compounding compounding,
Frequency freq,
Date settlement,
double accuracy) |
double |
Bond.yield(double cleanPrice,
DayCounter dc,
Compounding compounding,
Frequency freq,
Date settlement,
double accuracy,
long maxEvaluations) |
static double |
CashFlows.yield(Leg arg0,
double npv,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.yield(Leg arg0,
double npv,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.yield(Leg arg0,
double npv,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy) |
static double |
CashFlows.yield(Leg arg0,
double npv,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy,
long maxIterations) |
static double |
CashFlows.yield(Leg arg0,
double npv,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy,
long maxIterations,
double guess) |
static double |
BondFunctions.yieldBisection(Bisection solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.yieldBisection(Bisection solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.yieldBisection(Bisection solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
double guess) |
static double |
BondFunctions.yieldBrent(Brent solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.yieldBrent(Brent solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.yieldBrent(Brent solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
double guess) |
static double |
BondFunctions.yieldFalsePosition(FalsePosition solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.yieldFalsePosition(FalsePosition solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.yieldFalsePosition(FalsePosition solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
double guess) |
static double |
BondFunctions.yieldRidder(Ridder solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.yieldRidder(Ridder solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.yieldRidder(Ridder solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
double guess) |
static double |
BondFunctions.yieldSecant(Secant solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.yieldSecant(Secant solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.yieldSecant(Secant solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
double guess) |
static double |
QuantLibJNI.YieldTermStructure_discount__SWIG_0(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.YieldTermStructure_discount__SWIG_1(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.YieldTermStructure_forwardRate__SWIG_0(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7) |
static long |
QuantLibJNI.YieldTermStructure_forwardRate__SWIG_1(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
static long |
QuantLibJNI.YieldTermStructure_forwardRate__SWIG_2(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5) |
static long |
QuantLibJNI.YieldTermStructure_zeroRate__SWIG_0(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6) |
static long |
QuantLibJNI.YieldTermStructure_zeroRate__SWIG_1(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
static long |
QuantLibJNI.YieldTermStructure_zeroRate__SWIG_2(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
DayCounter jarg3_,
int jarg4) |
static double |
QuantLibJNI.YieldTermStructureHandle_discount__SWIG_0(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.YieldTermStructureHandle_discount__SWIG_1(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
Date jarg2_) |
static long |
QuantLibJNI.YieldTermStructureHandle_forwardRate__SWIG_0(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7) |
static long |
QuantLibJNI.YieldTermStructureHandle_forwardRate__SWIG_1(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
static long |
QuantLibJNI.YieldTermStructureHandle_forwardRate__SWIG_2(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5) |
static long |
QuantLibJNI.YieldTermStructureHandle_zeroRate__SWIG_0(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6) |
static long |
QuantLibJNI.YieldTermStructureHandle_zeroRate__SWIG_1(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
static long |
QuantLibJNI.YieldTermStructureHandle_zeroRate__SWIG_2(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
DayCounter jarg3_,
int jarg4) |
static double |
BondFunctions.yieldValueBasisPoint(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.yieldValueBasisPoint(Bond bond,
InterestRate yield,
Date settlementDate) |
static double |
QuantLibJNI.YoYInflationTermStructure_yoyRate__SWIG_0(long jarg1,
YoYInflationTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4,
boolean jarg5) |
static double |
QuantLibJNI.YoYInflationTermStructure_yoyRate__SWIG_1(long jarg1,
YoYInflationTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4) |
static double |
QuantLibJNI.YoYInflationTermStructure_yoyRate__SWIG_2(long jarg1,
YoYInflationTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_) |
static double |
QuantLibJNI.YoYInflationTermStructure_yoyRate__SWIG_3(long jarg1,
YoYInflationTermStructure jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.YoYInflationTermStructureHandle_yoyRate__SWIG_0(long jarg1,
YoYInflationTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4,
boolean jarg5) |
static double |
QuantLibJNI.YoYInflationTermStructureHandle_yoyRate__SWIG_1(long jarg1,
YoYInflationTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4) |
static double |
QuantLibJNI.YoYInflationTermStructureHandle_yoyRate__SWIG_2(long jarg1,
YoYInflationTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_) |
static double |
QuantLibJNI.YoYInflationTermStructureHandle_yoyRate__SWIG_3(long jarg1,
YoYInflationTermStructureHandle jarg1_,
long jarg2,
Date jarg2_) |
double |
YoYInflationTermStructureHandle.yoyRate(Date d) |
double |
YoYInflationTermStructure.yoyRate(Date d) |
double |
YoYInflationTermStructureHandle.yoyRate(Date d,
Period instObsLag) |
double |
YoYInflationTermStructure.yoyRate(Date d,
Period instObsLag) |
double |
YoYInflationTermStructureHandle.yoyRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation) |
double |
YoYInflationTermStructure.yoyRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation) |
double |
YoYInflationTermStructureHandle.yoyRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation,
boolean extrapolate) |
double |
YoYInflationTermStructure.yoyRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation,
boolean extrapolate) |
double |
Gaussian1dModel.zerobond(Date maturity) |
double |
Gaussian1dModel.zerobond(Date maturity,
Date referenceDate) |
double |
Gaussian1dModel.zerobond(Date maturity,
Date referenceDate,
double y) |
double |
Gaussian1dModel.zerobond(Date maturity,
Date referenceDate,
double y,
YieldTermStructureHandle yts) |
double |
Gaussian1dModel.zerobondOption(Option.Type type,
Date expiry,
Date valueDate,
Date maturity,
double strike) |
double |
Gaussian1dModel.zerobondOption(Option.Type type,
Date expiry,
Date valueDate,
Date maturity,
double strike,
Date referenceDate) |
double |
Gaussian1dModel.zerobondOption(Option.Type type,
Date expiry,
Date valueDate,
Date maturity,
double strike,
Date referenceDate,
double y) |
double |
Gaussian1dModel.zerobondOption(Option.Type type,
Date expiry,
Date valueDate,
Date maturity,
double strike,
Date referenceDate,
double y,
YieldTermStructureHandle yts) |
double |
Gaussian1dModel.zerobondOption(Option.Type type,
Date expiry,
Date valueDate,
Date maturity,
double strike,
Date referenceDate,
double y,
YieldTermStructureHandle yts,
double yStdDevs) |
double |
Gaussian1dModel.zerobondOption(Option.Type type,
Date expiry,
Date valueDate,
Date maturity,
double strike,
Date referenceDate,
double y,
YieldTermStructureHandle yts,
double yStdDevs,
long yGridPoints) |
double |
Gaussian1dModel.zerobondOption(Option.Type type,
Date expiry,
Date valueDate,
Date maturity,
double strike,
Date referenceDate,
double y,
YieldTermStructureHandle yts,
double yStdDevs,
long yGridPoints,
boolean extrapolatePayoff) |
double |
Gaussian1dModel.zerobondOption(Option.Type type,
Date expiry,
Date valueDate,
Date maturity,
double strike,
Date referenceDate,
double y,
YieldTermStructureHandle yts,
double yStdDevs,
long yGridPoints,
boolean extrapolatePayoff,
boolean flatPayoffExtrapolation) |
static double |
QuantLibJNI.ZeroInflationTermStructure_zeroRate__SWIG_0(long jarg1,
ZeroInflationTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4,
boolean jarg5) |
static double |
QuantLibJNI.ZeroInflationTermStructure_zeroRate__SWIG_1(long jarg1,
ZeroInflationTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4) |
static double |
QuantLibJNI.ZeroInflationTermStructure_zeroRate__SWIG_2(long jarg1,
ZeroInflationTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_) |
static double |
QuantLibJNI.ZeroInflationTermStructure_zeroRate__SWIG_3(long jarg1,
ZeroInflationTermStructure jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.ZeroInflationTermStructureHandle_zeroRate__SWIG_0(long jarg1,
ZeroInflationTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4,
boolean jarg5) |
static double |
QuantLibJNI.ZeroInflationTermStructureHandle_zeroRate__SWIG_1(long jarg1,
ZeroInflationTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4) |
static double |
QuantLibJNI.ZeroInflationTermStructureHandle_zeroRate__SWIG_2(long jarg1,
ZeroInflationTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_) |
static double |
QuantLibJNI.ZeroInflationTermStructureHandle_zeroRate__SWIG_3(long jarg1,
ZeroInflationTermStructureHandle jarg1_,
long jarg2,
Date jarg2_) |
double |
ZeroInflationTermStructureHandle.zeroRate(Date d) |
double |
ZeroInflationTermStructure.zeroRate(Date d) |
InterestRate |
YieldTermStructureHandle.zeroRate(Date d,
DayCounter arg1,
Compounding arg2) |
InterestRate |
YieldTermStructure.zeroRate(Date d,
DayCounter arg1,
Compounding arg2) |
InterestRate |
YieldTermStructureHandle.zeroRate(Date d,
DayCounter arg1,
Compounding arg2,
Frequency f) |
InterestRate |
YieldTermStructure.zeroRate(Date d,
DayCounter arg1,
Compounding arg2,
Frequency f) |
InterestRate |
YieldTermStructureHandle.zeroRate(Date d,
DayCounter arg1,
Compounding arg2,
Frequency f,
boolean extrapolate) |
InterestRate |
YieldTermStructure.zeroRate(Date d,
DayCounter arg1,
Compounding arg2,
Frequency f,
boolean extrapolate) |
double |
ZeroInflationTermStructureHandle.zeroRate(Date d,
Period instObsLag) |
double |
ZeroInflationTermStructure.zeroRate(Date d,
Period instObsLag) |
double |
ZeroInflationTermStructureHandle.zeroRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation) |
double |
ZeroInflationTermStructure.zeroRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation) |
double |
ZeroInflationTermStructureHandle.zeroRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation,
boolean extrapolate) |
double |
ZeroInflationTermStructure.zeroRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation,
boolean extrapolate) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
long maxIterations) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
long maxIterations,
double guess) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy,
long maxIterations) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy,
long maxIterations,
double guess) |
| Constructor and Description |
|---|
AmericanExercise(Date earliestDate,
Date latestDate) |
AmericanExercise(Date earliestDate,
Date latestDate,
boolean payoffAtExpiry) |
AmortizingPayment(double amount,
Date date) |
BlackConstantVol(Date referenceDate,
Calendar c,
double volatility,
DayCounter dayCounter) |
BlackConstantVol(Date referenceDate,
Calendar c,
QuoteHandle volatility,
DayCounter dayCounter) |
BlackVarianceCurve(Date referenceDate,
DateVector dates,
DoubleVector volatilities,
DayCounter dayCounter) |
BlackVarianceCurve(Date referenceDate,
DateVector dates,
DoubleVector volatilities,
DayCounter dayCounter,
boolean forceMonotoneVariance) |
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) |
Callability(CallabilityPrice price,
_Callability.Type type,
Date date) |
CallableFixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
CallabilitySchedule putCallSchedule) |
CapFloorTermVolCurve(Date referenceDate,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector lengths,
DoubleVector vols) |
CapFloorTermVolCurve(Date referenceDate,
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) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing,
double spread) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing,
double spread,
double cap) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing,
double spread,
double cap,
double floor) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing,
double spread,
double cap,
double floor,
Date refPeriodStart) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing,
double spread,
double cap,
double floor,
Date refPeriodStart,
Date refPeriodEnd) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing,
double spread,
double cap,
double floor,
Date refPeriodStart,
Date refPeriodEnd,
DayCounter dayCounter) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing,
double spread,
double cap,
double floor,
Date refPeriodStart,
Date refPeriodEnd,
DayCounter dayCounter,
boolean isInArrears) |
CmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
SwapIndex index) |
CmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
SwapIndex index,
double gearing) |
CmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
SwapIndex index,
double gearing,
double spread) |
CmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
SwapIndex index,
double gearing,
double spread,
Date refPeriodStart) |
CmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
SwapIndex index,
double gearing,
double spread,
Date refPeriodStart,
Date refPeriodEnd) |
CmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
SwapIndex index,
double gearing,
double spread,
Date refPeriodStart,
Date refPeriodEnd,
DayCounter dayCounter) |
CmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
SwapIndex index,
double gearing,
double spread,
Date refPeriodStart,
Date refPeriodEnd,
DayCounter dayCounter,
boolean isInArrears) |
CmsRateBond(long settlementDays,
double faceAmount,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
long fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps,
DoubleVector floors,
boolean inArrears,
double redemption,
Date issueDate) |
ConstantOptionletVolatility(Date referenceDate,
Calendar cal,
BusinessDayConvention bdc,
double volatility,
DayCounter dayCounter) |
ConstantOptionletVolatility(Date referenceDate,
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) |
ContinuousArithmeticAsianLevyEngine(GeneralizedBlackScholesProcess process,
QuoteHandle runningAverage,
Date startDate) |
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) |
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) |
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) |
DatedOISRateHelper(Date startDate,
Date endDate,
QuoteHandle rate,
OvernightIndex index) |
DatedOISRateHelper(Date startDate,
Date endDate,
QuoteHandle rate,
OvernightIndex index,
YieldTermStructureHandle discountingCurve) |
DiscountingSwapEngine(YieldTermStructureHandle discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate) |
DiscountingSwapEngine(YieldTermStructureHandle discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
DiscountingSwapEngine(YieldTermStructureHandle discountCurve,
Date settlementDate) |
DiscountingSwapEngine(YieldTermStructureHandle discountCurve,
Date settlementDate,
Date npvDate) |
EuropeanExercise(Date date) |
FittedBondDiscountCurve(Date referenceDate,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod) |
FittedBondDiscountCurve(Date referenceDate,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod,
double accuracy) |
FittedBondDiscountCurve(Date referenceDate,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod,
double accuracy,
long maxEvaluations) |
FittedBondDiscountCurve(Date referenceDate,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod,
double accuracy,
long maxEvaluations,
Array guess) |
FittedBondDiscountCurve(Date referenceDate,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod,
double accuracy,
long maxEvaluations,
Array guess,
double simplexLambda) |
FixedDividend(double amount,
Date date) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate) |
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) |
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) |
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) |
FixedRateCoupon(Date paymentDate,
double nominal,
double rate,
DayCounter dayCounter,
Date startDate,
Date endDate) |
FixedRateCoupon(Date paymentDate,
double nominal,
double rate,
DayCounter dayCounter,
Date startDate,
Date endDate,
Date refPeriodStart) |
FixedRateCoupon(Date paymentDate,
double nominal,
double rate,
DayCounter dayCounter,
Date startDate,
Date endDate,
Date refPeriodStart,
Date refPeriodEnd) |
FixedRateCoupon(Date paymentDate,
double nominal,
double rate,
DayCounter dayCounter,
Date startDate,
Date endDate,
Date refPeriodStart,
Date refPeriodEnd,
Date exCouponDate) |
FlatForward(Date referenceDate,
double forward,
DayCounter dayCounter) |
FlatForward(Date referenceDate,
double forward,
DayCounter dayCounter,
Compounding compounding) |
FlatForward(Date referenceDate,
double forward,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
FlatForward(Date referenceDate,
QuoteHandle forward,
DayCounter dayCounter) |
FlatForward(Date referenceDate,
QuoteHandle forward,
DayCounter dayCounter,
Compounding compounding) |
FlatForward(Date referenceDate,
QuoteHandle forward,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
FlatHazardRate(Date todaysDate,
QuoteHandle hazardRate,
DayCounter dayCounter) |
FloatingRateBond(long settlementDays,
double faceAmount,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
long fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps,
DoubleVector floors,
boolean inArrears,
double redemption,
Date issueDate) |
ForwardRateAgreement(Date valueDate,
Date maturityDate,
Position.Type type,
double strikeForwardRate,
double notionalAmount,
IborIndex index) |
ForwardRateAgreement(Date valueDate,
Date maturityDate,
Position.Type type,
double strikeForwardRate,
double notionalAmount,
IborIndex index,
YieldTermStructureHandle discountCurve) |
ForwardVanillaOption(double moneyness,
Date resetDate,
Payoff payoff,
Exercise exercise) |
FractionalDividend(double rate,
Date date) |
FuturesRateHelper(double price,
Date iborStartDate,
Date iborEndDate,
DayCounter dayCounter) |
FuturesRateHelper(double price,
Date iborStartDate,
Date iborEndDate,
DayCounter dayCounter,
double convexityAdjustment) |
FuturesRateHelper(double price,
Date iborStartDate,
Date iborEndDate,
DayCounter dayCounter,
double convexityAdjustment,
Futures.Type type) |
FuturesRateHelper(double price,
Date iborStartDate,
IborIndex index) |
FuturesRateHelper(double price,
Date iborStartDate,
IborIndex index,
double convexityAdjustment) |
FuturesRateHelper(double price,
Date iborStartDate,
IborIndex index,
double convexityAdjustment,
Futures.Type type) |
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,
Date iborEndDate,
DayCounter dayCounter,
QuoteHandle convexityAdjustment) |
FuturesRateHelper(QuoteHandle price,
Date iborStartDate,
Date iborEndDate,
DayCounter dayCounter,
QuoteHandle convexityAdjustment,
Futures.Type type) |
FuturesRateHelper(QuoteHandle price,
Date iborStartDate,
IborIndex index,
QuoteHandle convexityAdjustment) |
FuturesRateHelper(QuoteHandle price,
Date iborStartDate,
IborIndex index,
QuoteHandle 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) |
IborCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
InterestRateIndex index) |
IborCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
InterestRateIndex index,
double gearing) |
IborCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
InterestRateIndex index,
double gearing,
double spread) |
IborCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
InterestRateIndex index,
double gearing,
double spread,
Date refPeriodStart) |
IborCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
InterestRateIndex index,
double gearing,
double spread,
Date refPeriodStart,
Date refPeriodEnd) |
IborCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
InterestRateIndex index,
double gearing,
double spread,
Date refPeriodStart,
Date refPeriodEnd,
DayCounter dayCounter) |
ImpliedTermStructure(YieldTermStructureHandle curveHandle,
Date referenceDate) |
LocalConstantVol(Date referenceDate,
double volatility,
DayCounter dayCounter) |
LocalConstantVol(Date referenceDate,
QuoteHandle volatility,
DayCounter dayCounter) |
MultiplicativePriceSeasonalityPtr(Date seasonalityBaseDate,
Frequency frequency,
DoubleVector seasonalityFactors) |
NodePair(Date first,
double second) |
PiecewiseCubicZero(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseCubicZero(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
PiecewiseCubicZero(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates) |
PiecewiseCubicZero(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy) |
PiecewiseCubicZero(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy,
Cubic i) |
PiecewiseFlatForward(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseFlatForward(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
PiecewiseFlatForward(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates) |
PiecewiseFlatForward(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy) |
PiecewiseFlatForward(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy,
BackwardFlat i) |
PiecewiseFlatHazardRate(Date referenceDate,
DefaultProbabilityHelperVector instruments,
DayCounter dayCounter) |
PiecewiseFlatHazardRate(Date referenceDate,
DefaultProbabilityHelperVector instruments,
DayCounter dayCounter,
double accuracy) |
PiecewiseFlatHazardRate(Date referenceDate,
DefaultProbabilityHelperVector instruments,
DayCounter dayCounter,
double accuracy,
BackwardFlat i) |
PiecewiseLinearForward(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseLinearForward(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
PiecewiseLinearForward(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates) |
PiecewiseLinearForward(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy) |
PiecewiseLinearForward(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy,
Linear i) |
PiecewiseLinearZero(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseLinearZero(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
PiecewiseLinearZero(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates) |
PiecewiseLinearZero(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy) |
PiecewiseLinearZero(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy,
Linear i) |
PiecewiseLogCubicDiscount(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseLogCubicDiscount(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
PiecewiseLogCubicDiscount(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates) |
PiecewiseLogCubicDiscount(Date referenceDate,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps,
DateVector jumpDates,
double accuracy) |
PiecewiseLogCubicDiscount(Date referenceDate,
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) |
QuantoForwardVanillaOption(double moneyness,
Date resetDate,
Payoff payoff,
Exercise exercise) |
Redemption(double amount,
Date date) |
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) |
SimpleCashFlow(double amount,
Date date) |
SoftCallability(CallabilityPrice price,
Date date,
double trigger) |
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(double rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
Pillar.Choice pillar,
Date customPillarDate) |
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) |
SwapRateHelper(QuoteHandle rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
Pillar.Choice pillar,
Date customPillarDate) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type,
double shift) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type,
double shift) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure) |
SwaptionVolatilityMatrix(Date referenceDate,
DateVector dates,
PeriodVector lengths,
Matrix vols,
DayCounter dayCounter) |
SwaptionVolatilityMatrix(Date referenceDate,
DateVector dates,
PeriodVector lengths,
Matrix vols,
DayCounter dayCounter,
boolean flatExtrapolation) |
SwaptionVolatilityMatrix(Date referenceDate,
DateVector dates,
PeriodVector lengths,
Matrix vols,
DayCounter dayCounter,
boolean flatExtrapolation,
VolatilityType type) |
SwaptionVolatilityMatrix(Date referenceDate,
DateVector dates,
PeriodVector lengths,
Matrix vols,
DayCounter dayCounter,
boolean flatExtrapolation,
VolatilityType type,
Matrix shifts) |
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) |
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