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

Uses of DateVector in com.github.vonrosen.quantlib

Methods in com.github.vonrosen.quantlib that return DateVector

Modifier and Type	Method and Description
DateVector	ZeroCurve.dates()
DateVector	RealTimeSeries.dates()
DateVector	PiecewiseZeroInflation.dates()
DateVector	PiecewiseYoYInflation.dates()
DateVector	PiecewiseLogCubicDiscount.dates()
DateVector	PiecewiseLinearZero.dates()
DateVector	PiecewiseLinearForward.dates()
DateVector	PiecewiseFlatHazardRate.dates()
DateVector	PiecewiseFlatForward.dates()
DateVector	PiecewiseCubicZero.dates()
DateVector	MonotonicCubicZeroCurve.dates()
DateVector	LogLinearZeroCurve.dates()
DateVector	LogCubicZeroCurve.dates()
DateVector	IntervalPriceTimeSeries.dates()
DateVector	HazardRateCurve.dates()
DateVector	ForwardFlatZeroCurve.dates()
DateVector	ForwardCurve.dates()
DateVector	Exercise.dates()
DateVector	DiscountCurve.dates()
DateVector	DefaultDensityCurve.dates()
DateVector	CubicZeroCurve.dates()
DateVector	BackwardFlatZeroCurve.dates()
DateVector	_Exercise.dates()
DateVector	StrippedOptionletBase.optionletFixingDates()

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

Modifier and Type	Method and Description
void	Index.addFixings(DateVector fixingDates, DoubleVector fixings)
static void	QuantLibJNI.DateVector_add(long jarg1, DateVector jarg1_, long jarg2, Date jarg2_)
static long	QuantLibJNI.DateVector_capacity(long jarg1, DateVector jarg1_)
static void	QuantLibJNI.DateVector_clear(long jarg1, DateVector jarg1_)
static long	QuantLibJNI.DateVector_get(long jarg1, DateVector jarg1_, int jarg2)
static boolean	QuantLibJNI.DateVector_isEmpty(long jarg1, DateVector jarg1_)
static void	QuantLibJNI.DateVector_reserve(long jarg1, DateVector jarg1_, long jarg2)
static void	QuantLibJNI.DateVector_set(long jarg1, DateVector jarg1_, int jarg2, long jarg3, Date jarg3_)
static long	QuantLibJNI.DateVector_size(long jarg1, DateVector jarg1_)
protected static long	DateVector.getCPtr(DateVector obj)
static void	QuantLibJNI.Index_addFixings(long jarg1, Index jarg1_, long jarg2, DateVector jarg2_, long jarg3, DoubleVector jarg3_)
static long	QuantLibJNI.IntervalPrice_makeSeries(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, DoubleVector jarg5_)
static IntervalPriceTimeSeries	IntervalPrice.makeSeries(DateVector d, DoubleVector open, DoubleVector close, DoubleVector high, DoubleVector low)
static long	QuantLibJNI.new_BackwardFlatZeroCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, BackwardFlat jarg5_, int jarg6, int jarg7)
static long	QuantLibJNI.new_BackwardFlatZeroCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, BackwardFlat jarg5_, int jarg6)
static long	QuantLibJNI.new_BackwardFlatZeroCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, BackwardFlat jarg5_)
static long	QuantLibJNI.new_BackwardFlatZeroCurve__SWIG_3(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_BackwardFlatZeroCurve__SWIG_4(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_BermudanExercise__SWIG_0(long jarg1, DateVector jarg1_, boolean jarg2)
static long	QuantLibJNI.new_BermudanExercise__SWIG_1(long jarg1, DateVector jarg1_)
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_CubicZeroCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, Cubic jarg5_, int jarg6, int jarg7)
static long	QuantLibJNI.new_CubicZeroCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, Cubic jarg5_, int jarg6)
static long	QuantLibJNI.new_CubicZeroCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, Cubic jarg5_)
static long	QuantLibJNI.new_CubicZeroCurve__SWIG_3(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_CubicZeroCurve__SWIG_4(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_DefaultDensityCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, Linear jarg5_)
static long	QuantLibJNI.new_DefaultDensityCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_DefaultDensityCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_DiscountCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, LogLinear jarg5_)
static long	QuantLibJNI.new_DiscountCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_DiscountCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_DiscreteAveragingAsianOption(int jarg1, double jarg2, long jarg3, long jarg4, DateVector jarg4_, long jarg5, Payoff jarg5_, long jarg6, Exercise jarg6_)
static long	QuantLibJNI.new_DividendVanillaOption(long jarg1, Payoff jarg1_, long jarg2, Exercise jarg2_, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_)
static long	QuantLibJNI.new_ForwardCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, BackwardFlat jarg5_)
static long	QuantLibJNI.new_ForwardCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_ForwardCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_ForwardFlatZeroCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, ForwardFlat jarg5_, int jarg6, int jarg7)
static long	QuantLibJNI.new_ForwardFlatZeroCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, ForwardFlat jarg5_, int jarg6)
static long	QuantLibJNI.new_ForwardFlatZeroCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, ForwardFlat jarg5_)
static long	QuantLibJNI.new_ForwardFlatZeroCurve__SWIG_3(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_ForwardFlatZeroCurve__SWIG_4(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_Gsr__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, DateVector jarg2_, long jarg3, QuoteHandleVector jarg3_, long jarg4, QuoteHandleVector jarg4_, double jarg5)
static long	QuantLibJNI.new_Gsr__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, DateVector jarg2_, long jarg3, QuoteHandleVector jarg3_, long jarg4, QuoteHandleVector jarg4_)
static long	QuantLibJNI.new_HazardRateCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, BackwardFlat jarg5_)
static long	QuantLibJNI.new_HazardRateCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_HazardRateCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_HimalayaOption(long jarg1, DateVector jarg1_, double jarg2)
static long	QuantLibJNI.new_IntervalPriceTimeSeries__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, IntervalPriceVector jarg2_)
static long	QuantLibJNI.new_LogCubicZeroCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, LogCubic jarg5_, int jarg6, int jarg7)
static long	QuantLibJNI.new_LogCubicZeroCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, LogCubic jarg5_, int jarg6)
static long	QuantLibJNI.new_LogCubicZeroCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, LogCubic jarg5_)
static long	QuantLibJNI.new_LogCubicZeroCurve__SWIG_3(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_LogCubicZeroCurve__SWIG_4(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_LogLinearZeroCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, LogLinear jarg5_, int jarg6, int jarg7)
static long	QuantLibJNI.new_LogLinearZeroCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, LogLinear jarg5_, int jarg6)
static long	QuantLibJNI.new_LogLinearZeroCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, LogLinear jarg5_)
static long	QuantLibJNI.new_LogLinearZeroCurve__SWIG_3(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_LogLinearZeroCurve__SWIG_4(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13, double jarg14, double jarg15, int jarg16, long jarg17, DoubleVector jarg17_)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13, double jarg14, double jarg15, int jarg16)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13, double jarg14, double jarg15)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_3(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13, double jarg14)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_4(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_5(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_6(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_7(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_8(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_9(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_)
static long	QuantLibJNI.new_MonotonicCubicZeroCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, MonotonicCubic jarg5_, int jarg6, int jarg7)
static long	QuantLibJNI.new_MonotonicCubicZeroCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, MonotonicCubic jarg5_, int jarg6)
static long	QuantLibJNI.new_MonotonicCubicZeroCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, MonotonicCubic jarg5_)
static long	QuantLibJNI.new_MonotonicCubicZeroCurve__SWIG_3(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_MonotonicCubicZeroCurve__SWIG_4(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
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_5(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_, double jarg7, long jarg8, Cubic jarg8_)
static long	QuantLibJNI.new_PiecewiseCubicZero__SWIG_6(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_, double jarg7)
static long	QuantLibJNI.new_PiecewiseCubicZero__SWIG_7(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_)
static long	QuantLibJNI.new_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_5(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_, double jarg7, long jarg8, BackwardFlat jarg8_)
static long	QuantLibJNI.new_PiecewiseFlatForward__SWIG_6(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_, double jarg7)
static long	QuantLibJNI.new_PiecewiseFlatForward__SWIG_7(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_)
static long	QuantLibJNI.new_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_5(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_, double jarg7, long jarg8, Linear jarg8_)
static long	QuantLibJNI.new_PiecewiseLinearForward__SWIG_6(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_, double jarg7)
static long	QuantLibJNI.new_PiecewiseLinearForward__SWIG_7(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_)
static long	QuantLibJNI.new_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_5(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_, double jarg7, long jarg8, Linear jarg8_)
static long	QuantLibJNI.new_PiecewiseLinearZero__SWIG_6(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_, double jarg7)
static long	QuantLibJNI.new_PiecewiseLinearZero__SWIG_7(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_)
static long	QuantLibJNI.new_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_5(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_, double jarg7, long jarg8, MonotonicLogCubic jarg8_)
static long	QuantLibJNI.new_PiecewiseLogCubicDiscount__SWIG_6(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_, double jarg7)
static long	QuantLibJNI.new_PiecewiseLogCubicDiscount__SWIG_7(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_)
static long	QuantLibJNI.new_RealTimeSeries__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_)
static long	QuantLibJNI.new_Schedule__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, Calendar jarg2_, int jarg3)
static long	QuantLibJNI.new_SpreadedLinearZeroInterpolatedTermStructure__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandleVector jarg2_, long jarg3, DateVector jarg3_, int jarg4, int jarg5, long jarg6, DayCounter jarg6_, long jarg7, Linear jarg7_)
static long	QuantLibJNI.new_SpreadedLinearZeroInterpolatedTermStructure__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandleVector jarg2_, long jarg3, DateVector jarg3_, int jarg4, int jarg5, long jarg6, DayCounter jarg6_)
static long	QuantLibJNI.new_SpreadedLinearZeroInterpolatedTermStructure__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandleVector jarg2_, long jarg3, DateVector jarg3_, int jarg4, int jarg5)
static long	QuantLibJNI.new_SpreadedLinearZeroInterpolatedTermStructure__SWIG_3(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandleVector jarg2_, long jarg3, DateVector jarg3_, int jarg4)
static long	QuantLibJNI.new_SpreadedLinearZeroInterpolatedTermStructure__SWIG_4(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandleVector jarg2_, long jarg3, DateVector jarg3_)
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_TimeBasket__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_)
static long	QuantLibJNI.new_ZeroCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, Linear jarg5_, int jarg6, int jarg7)
static long	QuantLibJNI.new_ZeroCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, Linear jarg5_, int jarg6)
static long	QuantLibJNI.new_ZeroCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, Linear jarg5_)
static long	QuantLibJNI.new_ZeroCurve__SWIG_3(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_ZeroCurve__SWIG_4(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
TimeBasket	TimeBasket.rebin(DateVector arg0)
static long	QuantLibJNI.TimeBasket_rebin(long jarg1, TimeBasket jarg1_, long jarg2, DateVector jarg2_)

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

Constructor and Description
BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, BackwardFlat i)
BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, BackwardFlat i, Compounding compounding)
BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, BackwardFlat i, Compounding compounding, Frequency frequency)
BermudanExercise(DateVector dates)
BermudanExercise(DateVector dates, boolean payoffAtExpiry)
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)
CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i)
CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i, Compounding compounding)
CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i, Compounding compounding, Frequency frequency)
DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter)
DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter, Calendar calendar)
DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter, Calendar calendar, Linear i)
DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)
DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)
DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, LogLinear i)
DiscreteAveragingAsianOption(Average.Type averageType, double runningAccumulator, long pastFixings, DateVector fixingDates, Payoff payoff, Exercise exercise)
DividendVanillaOption(Payoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends)
ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter)
ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter, Calendar calendar)
ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter, Calendar calendar, BackwardFlat i)
ForwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
ForwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
ForwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, ForwardFlat i)
ForwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, ForwardFlat i, Compounding compounding)
ForwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, ForwardFlat i, Compounding compounding, Frequency frequency)
Gsr(YieldTermStructureHandle termStructure, DateVector volstepdates, QuoteHandleVector volatilities, QuoteHandleVector reversions)
Gsr(YieldTermStructureHandle termStructure, DateVector volstepdates, QuoteHandleVector volatilities, QuoteHandleVector reversions, double T)
HazardRateCurve(DateVector dates, DoubleVector hazardRates, DayCounter dayCounter)
HazardRateCurve(DateVector dates, DoubleVector hazardRates, DayCounter dayCounter, Calendar calendar)
HazardRateCurve(DateVector dates, DoubleVector hazardRates, DayCounter dayCounter, Calendar calendar, BackwardFlat i)
HimalayaOption(DateVector fixingDates, double strike)
IntervalPriceTimeSeries(DateVector d, IntervalPriceVector v)
LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogCubic i)
LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogCubic i, Compounding compounding)
LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogCubic i, Compounding compounding, Frequency frequency)
LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i)
LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i, Compounding compounding)
LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i, Compounding compounding, Frequency frequency)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound, double upperRateBound)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound, double upperRateBound, int adjustments)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound, double upperRateBound, int adjustments, DoubleVector smileMoneyCheckpoints)
MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, MonotonicCubic i)
MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, MonotonicCubic i, Compounding compounding)
MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, MonotonicCubic i, Compounding compounding, Frequency frequency)
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)
PiecewiseCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy)
PiecewiseCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, Cubic i)
PiecewiseFlatForward(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)
PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy)
PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, BackwardFlat i)
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)
PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy)
PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, Linear i)
PiecewiseLinearZero(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)
PiecewiseLinearZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseLinearZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy)
PiecewiseLinearZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, Linear i)
PiecewiseLogCubicDiscount(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)
PiecewiseLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)
PiecewiseLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy)
PiecewiseLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, MonotonicLogCubic i)
RealTimeSeries(DateVector d, DoubleVector v)
Schedule(DateVector arg0, Calendar calendar, BusinessDayConvention rollingConvention)
SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates)
SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp)
SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq)
SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc)
SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc, Linear factory)
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)
TimeBasket(DateVector arg0, DoubleVector arg1)
ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Linear i)
ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Linear i, Compounding compounding)
ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Linear i, Compounding compounding, Frequency frequency)