Uses of Class
com.github.vonrosen.quantlib.DateGeneration.Rule

Uses of DateGeneration.Rule in com.github.vonrosen.quantlib

Fields in com.github.vonrosen.quantlib declared as DateGeneration.Rule

Modifier and Type	Field and Description
static DateGeneration.Rule	DateGeneration.Rule.Backward
static DateGeneration.Rule	DateGeneration.Rule.CDS
static DateGeneration.Rule	DateGeneration.Rule.CDS2015
static DateGeneration.Rule	DateGeneration.Rule.Forward
static DateGeneration.Rule	DateGeneration.Rule.OldCDS
static DateGeneration.Rule	DateGeneration.Rule.ThirdWednesday
static DateGeneration.Rule	DateGeneration.Rule.Twentieth
static DateGeneration.Rule	DateGeneration.Rule.TwentiethIMM
static DateGeneration.Rule	DateGeneration.Rule.Zero

Methods in com.github.vonrosen.quantlib that return DateGeneration.Rule

Modifier and Type	Method and Description
static DateGeneration.Rule	DateGeneration.Rule.swigToEnum(int swigValue)

Constructors in com.github.vonrosen.quantlib with parameters of type DateGeneration.Rule

Constructor and Description
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)
SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve)
SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual)
SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual)
SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime)
UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve)
UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays)
UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual)
UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual)
UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime)