| Modifier and Type | Class and Description |
|---|---|
class |
Actual360 |
class |
Actual365Fixed |
class |
Actual365NoLeap |
class |
ActualActual |
class |
Business252 |
class |
OneDayCounter |
class |
SimpleDayCounter |
class |
Thirty360 |
| Modifier and Type | Method and Description |
|---|---|
DayCounter |
ZeroInflationTermStructureHandle.dayCounter() |
DayCounter |
ZeroInflationTermStructure.dayCounter() |
DayCounter |
YoYInflationTermStructureHandle.dayCounter() |
DayCounter |
YoYInflationTermStructure.dayCounter() |
DayCounter |
YieldTermStructureHandle.dayCounter() |
DayCounter |
YieldTermStructure.dayCounter() |
DayCounter |
SwaptionVolatilityStructureHandle.dayCounter() |
DayCounter |
SwaptionVolatilityStructure.dayCounter() |
DayCounter |
StrippedOptionletBase.dayCounter() |
DayCounter |
OptionletVolatilityStructureHandle.dayCounter() |
DayCounter |
OptionletVolatilityStructure.dayCounter() |
DayCounter |
LocalVolTermStructureHandle.dayCounter() |
DayCounter |
LocalVolTermStructure.dayCounter() |
DayCounter |
InterestRateIndex.dayCounter() |
DayCounter |
InterestRate.dayCounter() |
DayCounter |
FixedRateBond.dayCounter() |
DayCounter |
DefaultProbabilityTermStructureHandle.dayCounter() |
DayCounter |
DefaultProbabilityTermStructure.dayCounter() |
DayCounter |
Coupon.dayCounter() |
DayCounter |
BlackVolTermStructureHandle.dayCounter() |
DayCounter |
BlackVolTermStructure.dayCounter() |
DayCounter |
VanillaSwap.fixedDayCount() |
DayCounter |
NonstandardSwap.fixedDayCount() |
DayCounter |
VanillaSwap.floatingDayCount() |
DayCounter |
NonstandardSwap.floatingDayCount() |
| Modifier and Type | Method and Description |
|---|---|
static double |
BondFunctions.basisPointValue(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.basisPointValue(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
CashFlows.basisPointValue(Leg leg,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows) |
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 |
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_cleanPrice__SWIG_2(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
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_dirtyPrice__SWIG_2(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
static double |
QuantLibJNI.Bond_yield__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
DayCounter jarg2_,
int jarg3,
int jarg4,
double jarg5,
long jarg6) |
static double |
QuantLibJNI.Bond_yield__SWIG_1(long jarg1,
Bond jarg1_,
long jarg2,
DayCounter jarg2_,
int jarg3,
int jarg4,
double jarg5) |
static double |
QuantLibJNI.Bond_yield__SWIG_2(long jarg1,
Bond jarg1_,
long jarg2,
DayCounter jarg2_,
int jarg3,
int jarg4) |
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 double |
QuantLibJNI.Bond_yield__SWIG_6(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
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_basisPointValue__SWIG_3(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
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_bps__SWIG_5(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
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_cleanPrice__SWIG_5(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
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_convexity__SWIG_3(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
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 double |
QuantLibJNI.BondFunctions_duration__SWIG_4(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
int jarg6) |
static double |
QuantLibJNI.BondFunctions_duration__SWIG_5(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
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_yield__SWIG_4(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
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_yieldBisection__SWIG_3(long jarg1,
Bisection jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
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_yieldBrent__SWIG_3(long jarg1,
Brent jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
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_yieldFalsePosition__SWIG_3(long jarg1,
FalsePosition jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
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_yieldRidder__SWIG_3(long jarg1,
Ridder jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
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_yieldSecant__SWIG_3(long jarg1,
Secant jarg1_,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
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_yieldValueBasisPoint__SWIG_3(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
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 |
QuantLibJNI.BondFunctions_zSpread__SWIG_4(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
static double |
BondFunctions.bps(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.bps(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
CashFlows.bps(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows) |
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 |
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_basisPointValue__SWIG_5(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6) |
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_11(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6) |
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_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_convexity__SWIG_5(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6) |
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_duration__SWIG_4(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
int jarg6,
boolean jarg7) |
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_11(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_2(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7) |
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_yield__SWIG_5(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6) |
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 |
QuantLibJNI.CashFlows_zSpread__SWIG_5(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7) |
static double |
BondFunctions.cleanPrice(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.cleanPrice(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
double |
Bond.cleanPrice(double yield,
DayCounter dc,
Compounding compounding,
Frequency frequency) |
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 |
QuantLibJNI.cleanPriceFromZSpread__SWIG_1(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
static double |
QuantLib.cleanPriceFromZSpread(Bond bond,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dc,
Compounding compounding,
Frequency freq) |
static double |
QuantLib.cleanPriceFromZSpread(Bond bond,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dc,
Compounding compounding,
Frequency freq,
Date settlementDate) |
static long |
QuantLibJNI.CmsLeg__SWIG_0(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_,
boolean jarg11) |
static long |
QuantLibJNI.CmsLeg__SWIG_1(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_) |
static long |
QuantLibJNI.CmsLeg__SWIG_2(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_) |
static long |
QuantLibJNI.CmsLeg__SWIG_3(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_) |
static long |
QuantLibJNI.CmsLeg__SWIG_4(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_) |
static long |
QuantLibJNI.CmsLeg__SWIG_5(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_) |
static long |
QuantLibJNI.CmsLeg__SWIG_6(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5) |
static long |
QuantLibJNI.CmsLeg__SWIG_7(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_) |
static Leg |
QuantLib.CmsLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter) |
static Leg |
QuantLib.CmsLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention) |
static Leg |
QuantLib.CmsLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays) |
static Leg |
QuantLib.CmsLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays,
DoubleVector gearings) |
static Leg |
QuantLib.CmsLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays,
DoubleVector gearings,
DoubleVector spreads) |
static Leg |
QuantLib.CmsLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps) |
static Leg |
QuantLib.CmsLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps,
DoubleVector floors) |
static Leg |
QuantLib.CmsLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps,
DoubleVector floors,
boolean isInArrears) |
static long |
QuantLibJNI.CmsZeroLeg__SWIG_0(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_) |
static long |
QuantLibJNI.CmsZeroLeg__SWIG_1(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_) |
static long |
QuantLibJNI.CmsZeroLeg__SWIG_2(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_) |
static long |
QuantLibJNI.CmsZeroLeg__SWIG_3(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_) |
static long |
QuantLibJNI.CmsZeroLeg__SWIG_4(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_) |
static long |
QuantLibJNI.CmsZeroLeg__SWIG_5(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5) |
static long |
QuantLibJNI.CmsZeroLeg__SWIG_6(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_) |
static Leg |
QuantLib.CmsZeroLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter) |
static Leg |
QuantLib.CmsZeroLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention) |
static Leg |
QuantLib.CmsZeroLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays) |
static Leg |
QuantLib.CmsZeroLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays,
DoubleVector gearings) |
static Leg |
QuantLib.CmsZeroLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays,
DoubleVector gearings,
DoubleVector spreads) |
static Leg |
QuantLib.CmsZeroLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps) |
static Leg |
QuantLib.CmsZeroLeg(DoubleVector nominals,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps,
DoubleVector floors) |
static double |
BondFunctions.convexity(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.convexity(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
CashFlows.convexity(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows) |
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 |
QuantLibJNI.CreditDefaultSwap_impliedHazardRate__SWIG_0(long jarg1,
CreditDefaultSwap jarg1_,
double jarg2,
long jarg3,
YieldTermStructureHandle jarg3_,
long jarg4,
DayCounter jarg4_,
double jarg5,
double jarg6) |
static double |
QuantLibJNI.CreditDefaultSwap_impliedHazardRate__SWIG_1(long jarg1,
CreditDefaultSwap jarg1_,
double jarg2,
long jarg3,
YieldTermStructureHandle jarg3_,
long jarg4,
DayCounter jarg4_,
double jarg5) |
static double |
QuantLibJNI.CreditDefaultSwap_impliedHazardRate__SWIG_2(long jarg1,
CreditDefaultSwap jarg1_,
double jarg2,
long jarg3,
YieldTermStructureHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
static int |
QuantLibJNI.DayCounter_dayCount(long jarg1,
DayCounter jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_) |
static boolean |
QuantLibJNI.DayCounter_equals(long jarg1,
DayCounter jarg1_,
long jarg2,
DayCounter jarg2_) |
static String |
QuantLibJNI.DayCounter_name(long jarg1,
DayCounter jarg1_) |
static String |
QuantLibJNI.DayCounter_toString(long jarg1,
DayCounter jarg1_) |
static boolean |
QuantLibJNI.DayCounter_unEquals(long jarg1,
DayCounter jarg1_,
long jarg2,
DayCounter jarg2_) |
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 |
Bond.dirtyPrice(double yield,
DayCounter dc,
Compounding compounding,
Frequency frequency) |
double |
Bond.dirtyPrice(double yield,
DayCounter dc,
Compounding compounding,
Frequency frequency,
Date settlement) |
static double |
BondFunctions.duration(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.duration(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Duration.Type type) |
static double |
BondFunctions.duration(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Duration.Type type,
Date settlementDate) |
static double |
CashFlows.duration(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Duration.Type type,
boolean includeSettlementDateFlows) |
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) |
boolean |
DayCounter.equals(DayCounter other) |
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 long |
QuantLibJNI.FixedRateLeg__SWIG_0(long jarg1,
Schedule jarg1_,
long jarg2,
DayCounter jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
DoubleVector jarg4_,
int jarg5,
long jarg6,
DayCounter jarg6_) |
static long |
QuantLibJNI.FixedRateLeg__SWIG_1(long jarg1,
Schedule jarg1_,
long jarg2,
DayCounter jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
DoubleVector jarg4_,
int jarg5) |
static long |
QuantLibJNI.FixedRateLeg__SWIG_2(long jarg1,
Schedule jarg1_,
long jarg2,
DayCounter jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
DoubleVector jarg4_) |
static Leg |
QuantLib.FixedRateLeg(Schedule schedule,
DayCounter dayCount,
DoubleVector nominals,
DoubleVector couponRates) |
static Leg |
QuantLib.FixedRateLeg(Schedule schedule,
DayCounter dayCount,
DoubleVector nominals,
DoubleVector couponRates,
BusinessDayConvention paymentAdjustment) |
static Leg |
QuantLib.FixedRateLeg(Schedule schedule,
DayCounter dayCount,
DoubleVector nominals,
DoubleVector couponRates,
BusinessDayConvention paymentAdjustment,
DayCounter firstPeriodDayCount) |
static long |
QuantLibJNI.Forward_impliedYield(long jarg1,
Forward jarg1_,
double jarg2,
double jarg3,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
DayCounter jarg6_) |
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) |
protected static long |
DayCounter.getCPtr(DayCounter obj) |
static long |
QuantLibJNI.IborLeg__SWIG_0(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
IborIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_,
boolean jarg11) |
static long |
QuantLibJNI.IborLeg__SWIG_1(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
IborIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_) |
static long |
QuantLibJNI.IborLeg__SWIG_2(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
IborIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_) |
static long |
QuantLibJNI.IborLeg__SWIG_3(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
IborIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_) |
static long |
QuantLibJNI.IborLeg__SWIG_4(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
IborIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_) |
static long |
QuantLibJNI.IborLeg__SWIG_5(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
IborIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_) |
static long |
QuantLibJNI.IborLeg__SWIG_6(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
IborIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5) |
static long |
QuantLibJNI.IborLeg__SWIG_7(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
IborIndex jarg3_,
long jarg4,
DayCounter jarg4_) |
static Leg |
QuantLib.IborLeg(DoubleVector nominals,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter) |
static Leg |
QuantLib.IborLeg(DoubleVector nominals,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention) |
static Leg |
QuantLib.IborLeg(DoubleVector nominals,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays) |
static Leg |
QuantLib.IborLeg(DoubleVector nominals,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays,
DoubleVector gearings) |
static Leg |
QuantLib.IborLeg(DoubleVector nominals,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays,
DoubleVector gearings,
DoubleVector spreads) |
static Leg |
QuantLib.IborLeg(DoubleVector nominals,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps) |
static Leg |
QuantLib.IborLeg(DoubleVector nominals,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps,
DoubleVector floors) |
static Leg |
QuantLib.IborLeg(DoubleVector nominals,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
UnsignedIntVector fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps,
DoubleVector floors,
boolean isInArrears) |
double |
CreditDefaultSwap.impliedHazardRate(double targetNPV,
YieldTermStructureHandle discountCurve,
DayCounter dayCounter) |
double |
CreditDefaultSwap.impliedHazardRate(double targetNPV,
YieldTermStructureHandle discountCurve,
DayCounter dayCounter,
double recoveryRate) |
double |
CreditDefaultSwap.impliedHazardRate(double targetNPV,
YieldTermStructureHandle discountCurve,
DayCounter dayCounter,
double recoveryRate,
double accuracy) |
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) |
static InterestRate |
InterestRate.impliedRate(double compound,
DayCounter resultDC,
Compounding comp,
Frequency freq,
double t) |
InterestRate |
Forward.impliedYield(double underlyingSpotValue,
double forwardValue,
Date settlementDate,
Compounding compoundingConvention,
DayCounter dayCounter) |
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_0(double jarg1,
long jarg2,
DayCounter jarg2_,
int jarg3,
int jarg4,
double jarg5) |
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.new_AssetSwap__SWIG_0(boolean jarg1,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
InterestRateIndex jarg4_,
double jarg5,
long jarg6,
Schedule jarg6_,
long jarg7,
DayCounter jarg7_,
boolean jarg8) |
static long |
QuantLibJNI.new_AssetSwap__SWIG_1(boolean jarg1,
long jarg2,
Bond jarg2_,
double jarg3,
long jarg4,
InterestRateIndex jarg4_,
double jarg5,
long jarg6,
Schedule jarg6_,
long jarg7,
DayCounter jarg7_) |
static long |
QuantLibJNI.new_BachelierSwaptionEngine__SWIG_0(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_) |
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_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_BlackConstantVol__SWIG_2(long jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_BlackConstantVol__SWIG_3(long jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_BlackSwaptionEngine__SWIG_0(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_,
double jarg4) |
static long |
QuantLibJNI.new_BlackSwaptionEngine__SWIG_1(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_) |
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_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_2(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
PeriodVector jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_) |
static long |
QuantLibJNI.new_CapFloorTermVolSurface__SWIG_0(long 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_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_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_6(long 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_CapHelper__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
IborIndex jarg3_,
int jarg4,
long jarg5,
DayCounter jarg5_,
boolean jarg6,
long jarg7,
YieldTermStructureHandle jarg7_,
int jarg8) |
static long |
QuantLibJNI.new_CapHelper__SWIG_1(long jarg1,
Period jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
IborIndex jarg3_,
int jarg4,
long jarg5,
DayCounter jarg5_,
boolean jarg6,
long jarg7,
YieldTermStructureHandle jarg7_) |
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_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_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_CmsRateBond__SWIG_1(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) |
static long |
QuantLibJNI.new_CmsRateBond__SWIG_2(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) |
static long |
QuantLibJNI.new_CmsRateBond__SWIG_3(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_) |
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_ConstantOptionletVolatility__SWIG_2(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
double jarg4,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ConstantOptionletVolatility__SWIG_3(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_0(long 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_1(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6) |
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_2(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
long jarg4,
QuoteHandle 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_6(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
double jarg4,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_7(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
double jarg4,
long jarg5,
DayCounter jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_ConstantSwaptionVolatility__SWIG_8(long jarg1,
long jarg2,
Calendar jarg2_,
int jarg3,
double 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_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_CPIBond__SWIG_6(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) |
static long |
QuantLibJNI.new_CPIBond__SWIG_7(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_) |
static long |
QuantLibJNI.new_CreditDefaultSwap__SWIG_0(int jarg1,
double jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
int jarg5,
long jarg6,
DayCounter jarg6_,
boolean jarg7,
boolean jarg8) |
static long |
QuantLibJNI.new_CreditDefaultSwap__SWIG_1(int jarg1,
double jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
int jarg5,
long jarg6,
DayCounter jarg6_,
boolean jarg7) |
static long |
QuantLibJNI.new_CreditDefaultSwap__SWIG_2(int jarg1,
double jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
int jarg5,
long jarg6,
DayCounter jarg6_) |
static long |
QuantLibJNI.new_CreditDefaultSwap__SWIG_3(int jarg1,
double jarg2,
double jarg3,
double jarg4,
long jarg5,
Schedule jarg5_,
int jarg6,
long jarg7,
DayCounter jarg7_,
boolean jarg8,
boolean jarg9) |
static long |
QuantLibJNI.new_CreditDefaultSwap__SWIG_4(int jarg1,
double jarg2,
double jarg3,
double jarg4,
long jarg5,
Schedule jarg5_,
int jarg6,
long jarg7,
DayCounter jarg7_,
boolean jarg8) |
static long |
QuantLibJNI.new_CreditDefaultSwap__SWIG_5(int jarg1,
double jarg2,
double jarg3,
double jarg4,
long jarg5,
Schedule jarg5_,
int jarg6,
long jarg7,
DayCounter jarg7_) |
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_DepositRateHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
boolean jarg6,
long jarg7,
DayCounter jarg7_) |
static long |
QuantLibJNI.new_DepositRateHelper__SWIG_1(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
boolean jarg6,
long jarg7,
DayCounter jarg7_) |
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_FittedBondDiscountCurve__SWIG_0(long jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
FittingMethod jarg5_,
double jarg6,
long jarg7,
long jarg8,
Array jarg8_,
double jarg9) |
static long |
QuantLibJNI.new_FittedBondDiscountCurve__SWIG_1(long jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
FittingMethod jarg5_,
double jarg6,
long jarg7,
long jarg8,
Array jarg8_) |
static long |
QuantLibJNI.new_FittedBondDiscountCurve__SWIG_2(long jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
FittingMethod jarg5_,
double jarg6,
long jarg7) |
static long |
QuantLibJNI.new_FittedBondDiscountCurve__SWIG_3(long jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
FittingMethod jarg5_,
double jarg6) |
static long |
QuantLibJNI.new_FittedBondDiscountCurve__SWIG_4(long jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
FittingMethod jarg5_) |
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_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_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_6(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_7(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_8(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
DayCounter jarg5_) |
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_FixedRateBondHelper__SWIG_7(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_8(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_9(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_) |
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_10(int jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5) |
static long |
QuantLibJNI.new_FlatForward__SWIG_11(int jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
DayCounter 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_FlatForward__SWIG_6(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
static long |
QuantLibJNI.new_FlatForward__SWIG_7(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5) |
static long |
QuantLibJNI.new_FlatForward__SWIG_8(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_FlatForward__SWIG_9(int jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
static long |
QuantLibJNI.new_FlatHazardRate__SWIG_0(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_FlatHazardRate__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
DayCounter jarg3_) |
static long |
QuantLibJNI.new_FloatFloatSwap__SWIG_0(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
InterestRateIndex jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
InterestRateIndex jarg8_,
long jarg9,
DayCounter jarg9_,
boolean jarg10,
boolean jarg11,
long jarg12,
DoubleVector jarg12_,
long jarg13,
DoubleVector jarg13_,
long jarg14,
DoubleVector jarg14_,
long jarg15,
DoubleVector jarg15_,
long jarg16,
DoubleVector jarg16_,
long jarg17,
DoubleVector jarg17_,
long jarg18,
DoubleVector jarg18_,
long jarg19,
DoubleVector jarg19_,
int jarg20,
int jarg21) |
static long |
QuantLibJNI.new_FloatFloatSwap__SWIG_1(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
InterestRateIndex jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
InterestRateIndex jarg8_,
long jarg9,
DayCounter jarg9_,
boolean jarg10,
boolean jarg11,
long jarg12,
DoubleVector jarg12_,
long jarg13,
DoubleVector jarg13_,
long jarg14,
DoubleVector jarg14_,
long jarg15,
DoubleVector jarg15_,
long jarg16,
DoubleVector jarg16_,
long jarg17,
DoubleVector jarg17_,
long jarg18,
DoubleVector jarg18_,
long jarg19,
DoubleVector jarg19_,
int jarg20) |
static long |
QuantLibJNI.new_FloatFloatSwap__SWIG_10(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
InterestRateIndex jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
InterestRateIndex jarg8_,
long jarg9,
DayCounter jarg9_,
boolean jarg10,
boolean jarg11) |
static long |
QuantLibJNI.new_FloatFloatSwap__SWIG_11(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
InterestRateIndex jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
InterestRateIndex jarg8_,
long jarg9,
DayCounter jarg9_,
boolean jarg10) |
static long |
QuantLibJNI.new_FloatFloatSwap__SWIG_12(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
InterestRateIndex jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
InterestRateIndex jarg8_,
long jarg9,
DayCounter jarg9_) |
static long |
QuantLibJNI.new_FloatFloatSwap__SWIG_2(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
InterestRateIndex jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
InterestRateIndex jarg8_,
long jarg9,
DayCounter jarg9_,
boolean jarg10,
boolean jarg11,
long jarg12,
DoubleVector jarg12_,
long jarg13,
DoubleVector jarg13_,
long jarg14,
DoubleVector jarg14_,
long jarg15,
DoubleVector jarg15_,
long jarg16,
DoubleVector jarg16_,
long jarg17,
DoubleVector jarg17_,
long jarg18,
DoubleVector jarg18_,
long jarg19,
DoubleVector jarg19_) |
static long |
QuantLibJNI.new_FloatFloatSwap__SWIG_3(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
InterestRateIndex jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
InterestRateIndex jarg8_,
long jarg9,
DayCounter jarg9_,
boolean jarg10,
boolean jarg11,
long jarg12,
DoubleVector jarg12_,
long jarg13,
DoubleVector jarg13_,
long jarg14,
DoubleVector jarg14_,
long jarg15,
DoubleVector jarg15_,
long jarg16,
DoubleVector jarg16_,
long jarg17,
DoubleVector jarg17_,
long jarg18,
DoubleVector jarg18_) |
static long |
QuantLibJNI.new_FloatFloatSwap__SWIG_4(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
InterestRateIndex jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
InterestRateIndex jarg8_,
long jarg9,
DayCounter jarg9_,
boolean jarg10,
boolean jarg11,
long jarg12,
DoubleVector jarg12_,
long jarg13,
DoubleVector jarg13_,
long jarg14,
DoubleVector jarg14_,
long jarg15,
DoubleVector jarg15_,
long jarg16,
DoubleVector jarg16_,
long jarg17,
DoubleVector jarg17_) |
static long |
QuantLibJNI.new_FloatFloatSwap__SWIG_5(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
InterestRateIndex jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
InterestRateIndex jarg8_,
long jarg9,
DayCounter jarg9_,
boolean jarg10,
boolean jarg11,
long jarg12,
DoubleVector jarg12_,
long jarg13,
DoubleVector jarg13_,
long jarg14,
DoubleVector jarg14_,
long jarg15,
DoubleVector jarg15_,
long jarg16,
DoubleVector jarg16_) |
static long |
QuantLibJNI.new_FloatFloatSwap__SWIG_6(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
InterestRateIndex jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
InterestRateIndex jarg8_,
long jarg9,
DayCounter jarg9_,
boolean jarg10,
boolean jarg11,
long jarg12,
DoubleVector jarg12_,
long jarg13,
DoubleVector jarg13_,
long jarg14,
DoubleVector jarg14_,
long jarg15,
DoubleVector jarg15_) |
static long |
QuantLibJNI.new_FloatFloatSwap__SWIG_7(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
InterestRateIndex jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
InterestRateIndex jarg8_,
long jarg9,
DayCounter jarg9_,
boolean jarg10,
boolean jarg11,
long jarg12,
DoubleVector jarg12_,
long jarg13,
DoubleVector jarg13_,
long jarg14,
DoubleVector jarg14_) |
static long |
QuantLibJNI.new_FloatFloatSwap__SWIG_8(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
InterestRateIndex jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
InterestRateIndex jarg8_,
long jarg9,
DayCounter jarg9_,
boolean jarg10,
boolean jarg11,
long jarg12,
DoubleVector jarg12_,
long jarg13,
DoubleVector jarg13_) |
static long |
QuantLibJNI.new_FloatFloatSwap__SWIG_9(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
InterestRateIndex jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
InterestRateIndex jarg8_,
long jarg9,
DayCounter jarg9_,
boolean jarg10,
boolean jarg11,
long jarg12,
DoubleVector jarg12_) |
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_FloatingRateBond__SWIG_1(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) |
static long |
QuantLibJNI.new_FloatingRateBond__SWIG_2(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) |
static long |
QuantLibJNI.new_FloatingRateBond__SWIG_3(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_) |
static long |
QuantLibJNI.new_FloatingRateBond__SWIG_4(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_) |
static long |
QuantLibJNI.new_FloatingRateBond__SWIG_5(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_) |
static long |
QuantLibJNI.new_FloatingRateBond__SWIG_6(long jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
long jarg7,
long jarg8,
DoubleVector jarg8_) |
static long |
QuantLibJNI.new_FloatingRateBond__SWIG_7(long jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
long jarg7) |
static long |
QuantLibJNI.new_FloatingRateBond__SWIG_8(long jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_FloatingRateBond__SWIG_9(long jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
DayCounter jarg5_) |
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_FraRateHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
long jarg3,
long jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
boolean jarg7,
long jarg8,
DayCounter jarg8_) |
static long |
QuantLibJNI.new_FraRateHelper__SWIG_1(double jarg1,
long jarg2,
long jarg3,
long jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
boolean jarg7,
long jarg8,
DayCounter jarg8_) |
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_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_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_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_IborIndex__SWIG_0(String jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
int jarg6,
boolean jarg7,
long jarg8,
DayCounter jarg8_,
long jarg9,
YieldTermStructureHandle jarg9_) |
static long |
QuantLibJNI.new_IborIndex__SWIG_1(String jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
int jarg6,
boolean jarg7,
long jarg8,
DayCounter jarg8_) |
static long |
QuantLibJNI.new_InterestRate__SWIG_1(double jarg1,
long jarg2,
DayCounter jarg2_,
int jarg3,
int jarg4) |
static long |
QuantLibJNI.new_Libor__SWIG_0(String jarg1,
long jarg2,
Period jarg2_,
long jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
YieldTermStructureHandle jarg7_) |
static long |
QuantLibJNI.new_Libor__SWIG_1(String jarg1,
long jarg2,
Period jarg2_,
long jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
long jarg6,
DayCounter jarg6_) |
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_LocalConstantVol__SWIG_2(int jarg1,
long jarg2,
Calendar jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.new_LocalConstantVol__SWIG_3(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
DayCounter jarg4_) |
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_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_NonstandardSwap__SWIG_0(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
IborIndex jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_,
long jarg11,
DayCounter jarg11_,
boolean jarg12,
boolean jarg13,
int jarg14) |
static long |
QuantLibJNI.new_NonstandardSwap__SWIG_1(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
IborIndex jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_,
long jarg11,
DayCounter jarg11_,
boolean jarg12,
boolean jarg13) |
static long |
QuantLibJNI.new_NonstandardSwap__SWIG_2(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
IborIndex jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_,
long jarg11,
DayCounter jarg11_,
boolean jarg12) |
static long |
QuantLibJNI.new_NonstandardSwap__SWIG_3(int jarg1,
long jarg2,
DoubleVector jarg2_,
long jarg3,
DoubleVector jarg3_,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
Schedule jarg7_,
long jarg8,
IborIndex jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_,
long jarg11,
DayCounter jarg11_) |
static long |
QuantLibJNI.new_OvernightIndex__SWIG_0(String jarg1,
int jarg2,
long jarg3,
Currency jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
DayCounter jarg5_,
long jarg6,
YieldTermStructureHandle jarg6_) |
static long |
QuantLibJNI.new_OvernightIndex__SWIG_1(String jarg1,
int jarg2,
long jarg3,
Currency jarg3_,
long jarg4,
Calendar jarg4_,
long jarg5,
DayCounter jarg5_) |
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_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_PiecewiseCubicZero__SWIG_8(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseCubicZero__SWIG_9(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_) |
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_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_PiecewiseFlatForward__SWIG_8(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseFlatForward__SWIG_9(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_) |
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_PiecewiseFlatHazardRate__SWIG_3(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
DefaultProbabilityHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
double jarg5,
long jarg6,
BackwardFlat jarg6_) |
static long |
QuantLibJNI.new_PiecewiseFlatHazardRate__SWIG_4(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
DefaultProbabilityHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
double jarg5) |
static long |
QuantLibJNI.new_PiecewiseFlatHazardRate__SWIG_5(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
DefaultProbabilityHelperVector jarg3_,
long jarg4,
DayCounter jarg4_) |
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_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_PiecewiseLinearForward__SWIG_8(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseLinearForward__SWIG_9(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_) |
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_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_PiecewiseLinearZero__SWIG_8(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseLinearZero__SWIG_9(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_) |
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_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_PiecewiseLogCubicDiscount__SWIG_8(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_,
long jarg5,
QuoteHandleVector jarg5_) |
static long |
QuantLibJNI.new_PiecewiseLogCubicDiscount__SWIG_9(int jarg1,
long jarg2,
Calendar jarg2_,
long jarg3,
RateHelperVector jarg3_,
long jarg4,
DayCounter jarg4_) |
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_SpreadCdsHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_,
boolean jarg11,
boolean jarg12) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_,
boolean jarg11) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_3(double jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_,
boolean jarg11,
boolean jarg12) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_4(double jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_,
boolean jarg11) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_5(double jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_) |
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_SwapIndex__SWIG_0(String jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
long jarg6,
Period jarg6_,
int jarg7,
long jarg8,
DayCounter jarg8_,
long jarg9,
IborIndex jarg9_) |
static long |
QuantLibJNI.new_SwapIndex__SWIG_1(String jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
long jarg6,
Period jarg6_,
int jarg7,
long jarg8,
DayCounter jarg8_,
long jarg9,
IborIndex jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_) |
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_1(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) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_10(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_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_11(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_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_12(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_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_13(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_2(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) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_3(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_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_4(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_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_5(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_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_6(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex 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_SwapRateHelper__SWIG_8(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) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_9(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) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_0(long jarg1,
Period 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_1(long jarg1,
Period 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_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_2(long jarg1,
Period 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_3(long jarg1,
Period 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_SwaptionHelper__SWIG_4(long jarg1,
Period 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_5(long jarg1,
Period 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_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_10(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
Matrix jarg5_,
long jarg6,
DayCounter jarg6_,
boolean jarg7) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_11(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
Matrix jarg5_,
long jarg6,
DayCounter jarg6_) |
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_SwaptionVolatilityMatrix__SWIG_4(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
DayCounter jarg6_,
boolean jarg7,
int jarg8,
long jarg9) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_5(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
DayCounter jarg6_,
boolean jarg7,
int jarg8) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_6(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
DayCounter jarg6_,
boolean jarg7) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_7(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
DayCounter jarg6_) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_8(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
Matrix jarg5_,
long jarg6,
DayCounter jarg6_,
boolean jarg7,
int jarg8,
long jarg9,
Matrix jarg9_) |
static long |
QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_9(long jarg1,
Calendar jarg1_,
int jarg2,
long jarg3,
PeriodVector jarg3_,
long jarg4,
PeriodVector jarg4_,
long jarg5,
Matrix jarg5_,
long jarg6,
DayCounter jarg6_,
boolean jarg7,
int jarg8) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12,
boolean jarg13,
boolean jarg14) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12,
boolean jarg13) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_3(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_4(double jarg1,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12,
boolean jarg13,
boolean jarg14) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_5(double jarg1,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12,
boolean jarg13) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_6(double jarg1,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_7(double jarg1,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_) |
static long |
QuantLibJNI.new_VanillaSwap(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
double jarg4,
long jarg5,
DayCounter jarg5_,
long jarg6,
Schedule jarg6_,
long jarg7,
IborIndex jarg7_,
double jarg8,
long jarg9,
DayCounter jarg9_) |
static long |
QuantLibJNI.new_YearOnYearInflationSwap__SWIG_0(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
double jarg4,
long jarg5,
DayCounter jarg5_,
long jarg6,
Schedule jarg6_,
long jarg7,
YoYInflationIndex jarg7_,
long jarg8,
Period jarg8_,
double jarg9,
long jarg10,
DayCounter jarg10_,
long jarg11,
Calendar jarg11_,
int jarg12) |
static long |
QuantLibJNI.new_YearOnYearInflationSwap__SWIG_1(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
double jarg4,
long jarg5,
DayCounter jarg5_,
long jarg6,
Schedule jarg6_,
long jarg7,
YoYInflationIndex jarg7_,
long jarg8,
Period jarg8_,
double jarg9,
long jarg10,
DayCounter jarg10_,
long jarg11,
Calendar jarg11_) |
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_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 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_) |
static long |
QuantLibJNI.new_ZeroSpreadedTermStructure__SWIG_0(long jarg1,
YieldTermStructureHandle jarg1_,
long jarg2,
QuoteHandle jarg2_,
int jarg3,
int jarg4,
long jarg5,
DayCounter jarg5_) |
static double |
CashFlows.npv(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows) |
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 leg,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows) |
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) |
boolean |
DayCounter.unEquals(DayCounter other) |
static double |
BondFunctions.yield(Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
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(DayCounter dc,
Compounding compounding,
Frequency freq) |
double |
Bond.yield(DayCounter dc,
Compounding compounding,
Frequency freq,
double accuracy) |
double |
Bond.yield(DayCounter dc,
Compounding compounding,
Frequency freq,
double accuracy,
long maxEvaluations) |
double |
Bond.yield(double cleanPrice,
DayCounter dc,
Compounding compounding,
Frequency freq) |
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) |
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) |
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) |
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) |
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) |
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) |
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 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 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) |
static double |
BondFunctions.yieldValueBasisPoint(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
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) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
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) |
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 |
|---|
AssetSwap(boolean payFixedRate,
Bond bond,
double bondCleanPrice,
InterestRateIndex index,
double spread,
Schedule floatSchedule,
DayCounter floatingDayCount) |
AssetSwap(boolean payFixedRate,
Bond bond,
double bondCleanPrice,
InterestRateIndex index,
double spread,
Schedule floatSchedule,
DayCounter floatingDayCount,
boolean parAssetSwap) |
BachelierSwaptionEngine(YieldTermStructureHandle discountCurve,
QuoteHandle vol,
DayCounter dc) |
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) |
BlackConstantVol(Date referenceDate,
Calendar c,
double volatility,
DayCounter dayCounter) |
BlackConstantVol(Date referenceDate,
Calendar c,
QuoteHandle volatility,
DayCounter dayCounter) |
BlackConstantVol(long settlementDays,
Calendar calendar,
double volatility,
DayCounter dayCounter) |
BlackConstantVol(long settlementDays,
Calendar calendar,
QuoteHandle volatility,
DayCounter dayCounter) |
BlackSwaptionEngine(YieldTermStructureHandle discountCurve,
QuoteHandle vol,
DayCounter dc) |
BlackSwaptionEngine(YieldTermStructureHandle discountCurve,
QuoteHandle vol,
DayCounter dc,
double displacement) |
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) |
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,
DayCounter dc) |
CapFloorTermVolCurve(long settlementDays,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector lengths,
DoubleVector vols,
DayCounter dc) |
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,
DayCounter dc) |
CapFloorTermVolSurface(long settlementDays,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
DoubleVector strikes,
Matrix volatilities,
DayCounter dc) |
CapFloorTermVolSurface(long settlementDays,
Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
DoubleVector strikes,
QuoteHandleVectorVector quotes,
DayCounter dc) |
CapHelper(Period length,
QuoteHandle volatility,
IborIndex index,
Frequency fixedLegFrequency,
DayCounter fixedLegDayCounter,
boolean includeFirstSwaplet,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType) |
CapHelper(Period length,
QuoteHandle volatility,
IborIndex index,
Frequency fixedLegFrequency,
DayCounter fixedLegDayCounter,
boolean includeFirstSwaplet,
YieldTermStructureHandle termStructure) |
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,
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) |
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) |
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) |
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) |
ConstantOptionletVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
double volatility,
DayCounter dayCounter) |
ConstantOptionletVolatility(long settlementDays,
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) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
double volatility,
DayCounter dc) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
double volatility,
DayCounter dc,
VolatilityType type) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
double volatility,
DayCounter dc,
VolatilityType type,
double shift) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc,
VolatilityType type) |
ConstantSwaptionVolatility(long settlementDays,
Calendar cal,
BusinessDayConvention bdc,
QuoteHandle volatility,
DayCounter dc,
VolatilityType type,
double shift) |
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) |
CPIBond(long settlementDays,
double faceAmount,
boolean growthOnly,
double baseCPI,
Period observationLag,
ZeroInflationIndex cpiIndex,
CPI.InterpolationType observationInterpolation,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention) |
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) |
CreditDefaultSwap(Protection.Side side,
double notional,
double upfront,
double spread,
Schedule schedule,
BusinessDayConvention paymentConvention,
DayCounter dayCounter) |
CreditDefaultSwap(Protection.Side side,
double notional,
double upfront,
double spread,
Schedule schedule,
BusinessDayConvention paymentConvention,
DayCounter dayCounter,
boolean settlesAccrual) |
CreditDefaultSwap(Protection.Side side,
double notional,
double upfront,
double spread,
Schedule schedule,
BusinessDayConvention paymentConvention,
DayCounter dayCounter,
boolean settlesAccrual,
boolean paysAtDefaultTime) |
CreditDefaultSwap(Protection.Side side,
double notional,
double spread,
Schedule schedule,
BusinessDayConvention paymentConvention,
DayCounter dayCounter) |
CreditDefaultSwap(Protection.Side side,
double notional,
double spread,
Schedule schedule,
BusinessDayConvention paymentConvention,
DayCounter dayCounter,
boolean settlesAccrual) |
CreditDefaultSwap(Protection.Side side,
double notional,
double spread,
Schedule schedule,
BusinessDayConvention paymentConvention,
DayCounter dayCounter,
boolean settlesAccrual,
boolean paysAtDefaultTime) |
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) |
DepositRateHelper(double rate,
Period tenor,
long fixingDays,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
DepositRateHelper(QuoteHandle rate,
Period tenor,
long fixingDays,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
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) |
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) |
FittedBondDiscountCurve(long settlementDays,
Calendar calendar,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod) |
FittedBondDiscountCurve(long settlementDays,
Calendar calendar,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod,
double accuracy) |
FittedBondDiscountCurve(long settlementDays,
Calendar calendar,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod,
double accuracy,
long maxEvaluations) |
FittedBondDiscountCurve(long settlementDays,
Calendar calendar,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod,
double accuracy,
long maxEvaluations,
Array guess) |
FittedBondDiscountCurve(long settlementDays,
Calendar calendar,
RateHelperVector helpers,
DayCounter dayCounter,
FittingMethod fittingMethod,
double accuracy,
long maxEvaluations,
Array guess,
double simplexLambda) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption) |
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) |
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) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption) |
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) |
FlatForward(int settlementDays,
Calendar calendar,
double forward,
DayCounter dayCounter) |
FlatForward(int settlementDays,
Calendar calendar,
double forward,
DayCounter dayCounter,
Compounding compounding) |
FlatForward(int settlementDays,
Calendar calendar,
double forward,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
FlatForward(int settlementDays,
Calendar calendar,
QuoteHandle forward,
DayCounter dayCounter) |
FlatForward(int settlementDays,
Calendar calendar,
QuoteHandle forward,
DayCounter dayCounter,
Compounding compounding) |
FlatForward(int settlementDays,
Calendar calendar,
QuoteHandle forward,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
FlatHazardRate(Date todaysDate,
QuoteHandle hazardRate,
DayCounter dayCounter) |
FlatHazardRate(int settlementDays,
Calendar calendar,
QuoteHandle hazardRate,
DayCounter dayCounter) |
FloatFloatSwap(_VanillaSwap.Type type,
DoubleVector nominal1,
DoubleVector nominal2,
Schedule schedule1,
InterestRateIndex indexPtr1,
DayCounter dayCount1,
Schedule schedule2,
InterestRateIndex indexPtr2,
DayCounter dayCount2) |
FloatFloatSwap(_VanillaSwap.Type type,
DoubleVector nominal1,
DoubleVector nominal2,
Schedule schedule1,
InterestRateIndex indexPtr1,
DayCounter dayCount1,
Schedule schedule2,
InterestRateIndex indexPtr2,
DayCounter dayCount2,
boolean intermediateCapitalExchange) |
FloatFloatSwap(_VanillaSwap.Type type,
DoubleVector nominal1,
DoubleVector nominal2,
Schedule schedule1,
InterestRateIndex indexPtr1,
DayCounter dayCount1,
Schedule schedule2,
InterestRateIndex indexPtr2,
DayCounter dayCount2,
boolean intermediateCapitalExchange,
boolean finalCapitalExchange) |
FloatFloatSwap(_VanillaSwap.Type type,
DoubleVector nominal1,
DoubleVector nominal2,
Schedule schedule1,
InterestRateIndex indexPtr1,
DayCounter dayCount1,
Schedule schedule2,
InterestRateIndex indexPtr2,
DayCounter dayCount2,
boolean intermediateCapitalExchange,
boolean finalCapitalExchange,
DoubleVector gearing1) |
FloatFloatSwap(_VanillaSwap.Type type,
DoubleVector nominal1,
DoubleVector nominal2,
Schedule schedule1,
InterestRateIndex indexPtr1,
DayCounter dayCount1,
Schedule schedule2,
InterestRateIndex indexPtr2,
DayCounter dayCount2,
boolean intermediateCapitalExchange,
boolean finalCapitalExchange,
DoubleVector gearing1,
DoubleVector spread1) |
FloatFloatSwap(_VanillaSwap.Type type,
DoubleVector nominal1,
DoubleVector nominal2,
Schedule schedule1,
InterestRateIndex indexPtr1,
DayCounter dayCount1,
Schedule schedule2,
InterestRateIndex indexPtr2,
DayCounter dayCount2,
boolean intermediateCapitalExchange,
boolean finalCapitalExchange,
DoubleVector gearing1,
DoubleVector spread1,
DoubleVector cappedRate1) |
FloatFloatSwap(_VanillaSwap.Type type,
DoubleVector nominal1,
DoubleVector nominal2,
Schedule schedule1,
InterestRateIndex indexPtr1,
DayCounter dayCount1,
Schedule schedule2,
InterestRateIndex indexPtr2,
DayCounter dayCount2,
boolean intermediateCapitalExchange,
boolean finalCapitalExchange,
DoubleVector gearing1,
DoubleVector spread1,
DoubleVector cappedRate1,
DoubleVector flooredRate1) |
FloatFloatSwap(_VanillaSwap.Type type,
DoubleVector nominal1,
DoubleVector nominal2,
Schedule schedule1,
InterestRateIndex indexPtr1,
DayCounter dayCount1,
Schedule schedule2,
InterestRateIndex indexPtr2,
DayCounter dayCount2,
boolean intermediateCapitalExchange,
boolean finalCapitalExchange,
DoubleVector gearing1,
DoubleVector spread1,
DoubleVector cappedRate1,
DoubleVector flooredRate1,
DoubleVector gearing2) |
FloatFloatSwap(_VanillaSwap.Type type,
DoubleVector nominal1,
DoubleVector nominal2,
Schedule schedule1,
InterestRateIndex indexPtr1,
DayCounter dayCount1,
Schedule schedule2,
InterestRateIndex indexPtr2,
DayCounter dayCount2,
boolean intermediateCapitalExchange,
boolean finalCapitalExchange,
DoubleVector gearing1,
DoubleVector spread1,
DoubleVector cappedRate1,
DoubleVector flooredRate1,
DoubleVector gearing2,
DoubleVector spread2) |
FloatFloatSwap(_VanillaSwap.Type type,
DoubleVector nominal1,
DoubleVector nominal2,
Schedule schedule1,
InterestRateIndex indexPtr1,
DayCounter dayCount1,
Schedule schedule2,
InterestRateIndex indexPtr2,
DayCounter dayCount2,
boolean intermediateCapitalExchange,
boolean finalCapitalExchange,
DoubleVector gearing1,
DoubleVector spread1,
DoubleVector cappedRate1,
DoubleVector flooredRate1,
DoubleVector gearing2,
DoubleVector spread2,
DoubleVector cappedRate2) |
FloatFloatSwap(_VanillaSwap.Type type,
DoubleVector nominal1,
DoubleVector nominal2,
Schedule schedule1,
InterestRateIndex indexPtr1,
DayCounter dayCount1,
Schedule schedule2,
InterestRateIndex indexPtr2,
DayCounter dayCount2,
boolean intermediateCapitalExchange,
boolean finalCapitalExchange,
DoubleVector gearing1,
DoubleVector spread1,
DoubleVector cappedRate1,
DoubleVector flooredRate1,
DoubleVector gearing2,
DoubleVector spread2,
DoubleVector cappedRate2,
DoubleVector flooredRate2) |
FloatFloatSwap(_VanillaSwap.Type type,
DoubleVector nominal1,
DoubleVector nominal2,
Schedule schedule1,
InterestRateIndex indexPtr1,
DayCounter dayCount1,
Schedule schedule2,
InterestRateIndex indexPtr2,
DayCounter dayCount2,
boolean intermediateCapitalExchange,
boolean finalCapitalExchange,
DoubleVector gearing1,
DoubleVector spread1,
DoubleVector cappedRate1,
DoubleVector flooredRate1,
DoubleVector gearing2,
DoubleVector spread2,
DoubleVector cappedRate2,
DoubleVector flooredRate2,
BusinessDayConvention paymentConvention1) |
FloatFloatSwap(_VanillaSwap.Type type,
DoubleVector nominal1,
DoubleVector nominal2,
Schedule schedule1,
InterestRateIndex indexPtr1,
DayCounter dayCount1,
Schedule schedule2,
InterestRateIndex indexPtr2,
DayCounter dayCount2,
boolean intermediateCapitalExchange,
boolean finalCapitalExchange,
DoubleVector gearing1,
DoubleVector spread1,
DoubleVector cappedRate1,
DoubleVector flooredRate1,
DoubleVector gearing2,
DoubleVector spread2,
DoubleVector cappedRate2,
DoubleVector flooredRate2,
BusinessDayConvention paymentConvention1,
BusinessDayConvention paymentConvention2) |
FloatingRateBond(long settlementDays,
double faceAmount,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter) |
FloatingRateBond(long settlementDays,
double faceAmount,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention) |
FloatingRateBond(long settlementDays,
double faceAmount,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
long fixingDays) |
FloatingRateBond(long settlementDays,
double faceAmount,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
long fixingDays,
DoubleVector gearings) |
FloatingRateBond(long settlementDays,
double faceAmount,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
long fixingDays,
DoubleVector gearings,
DoubleVector spreads) |
FloatingRateBond(long settlementDays,
double faceAmount,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
long fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps) |
FloatingRateBond(long settlementDays,
double faceAmount,
Schedule schedule,
IborIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
long fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps,
DoubleVector floors) |
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) |
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) |
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) |
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) |
FraRateHelper(double rate,
long monthsToStart,
long monthsToEnd,
long fixingDays,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
FraRateHelper(QuoteHandle rate,
long monthsToStart,
long monthsToEnd,
long fixingDays,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
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,
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,
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) |
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) |
IborCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
InterestRateIndex index,
double gearing,
double spread,
Date refPeriodStart,
Date refPeriodEnd,
DayCounter dayCounter) |
IborIndex(String familyName,
Period tenor,
int settlementDays,
Currency currency,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
IborIndex(String familyName,
Period tenor,
int settlementDays,
Currency currency,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter,
YieldTermStructureHandle h) |
InterestRate(double r,
DayCounter dc,
Compounding comp,
Frequency freq) |
Libor(String familyName,
Period tenor,
long settlementDays,
Currency currency,
Calendar financialCenterCalendar,
DayCounter dayCounter) |
Libor(String familyName,
Period tenor,
long settlementDays,
Currency currency,
Calendar financialCenterCalendar,
DayCounter dayCounter,
YieldTermStructureHandle h) |
LocalConstantVol(Date referenceDate,
double volatility,
DayCounter dayCounter) |
LocalConstantVol(Date referenceDate,
QuoteHandle volatility,
DayCounter dayCounter) |
LocalConstantVol(int settlementDays,
Calendar calendar,
double volatility,
DayCounter dayCounter) |
LocalConstantVol(int settlementDays,
Calendar calendar,
QuoteHandle volatility,
DayCounter dayCounter) |
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) |
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) |
NonstandardSwap(_VanillaSwap.Type type,
DoubleVector fixedNominal,
DoubleVector floatingNominal,
Schedule fixedSchedule,
DoubleVector fixedRate,
DayCounter fixedDayCount,
Schedule floatSchedule,
IborIndex index,
DoubleVector gearing,
DoubleVector spread,
DayCounter floatDayCount) |
NonstandardSwap(_VanillaSwap.Type type,
DoubleVector fixedNominal,
DoubleVector floatingNominal,
Schedule fixedSchedule,
DoubleVector fixedRate,
DayCounter fixedDayCount,
Schedule floatSchedule,
IborIndex index,
DoubleVector gearing,
DoubleVector spread,
DayCounter floatDayCount,
boolean intermediateCapitalExchange) |
NonstandardSwap(_VanillaSwap.Type type,
DoubleVector fixedNominal,
DoubleVector floatingNominal,
Schedule fixedSchedule,
DoubleVector fixedRate,
DayCounter fixedDayCount,
Schedule floatSchedule,
IborIndex index,
DoubleVector gearing,
DoubleVector spread,
DayCounter floatDayCount,
boolean intermediateCapitalExchange,
boolean finalCapitalExchange) |
NonstandardSwap(_VanillaSwap.Type type,
DoubleVector fixedNominal,
DoubleVector floatingNominal,
Schedule fixedSchedule,
DoubleVector fixedRate,
DayCounter fixedDayCount,
Schedule floatSchedule,
IborIndex index,
DoubleVector gearing,
DoubleVector spread,
DayCounter floatDayCount,
boolean intermediateCapitalExchange,
boolean finalCapitalExchange,
BusinessDayConvention paymentConvention) |
OvernightIndex(String familyName,
int settlementDays,
Currency currency,
Calendar calendar,
DayCounter dayCounter) |
OvernightIndex(String familyName,
int settlementDays,
Currency currency,
Calendar calendar,
DayCounter dayCounter,
YieldTermStructureHandle h) |
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) |
PiecewiseCubicZero(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseCubicZero(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
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) |
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) |
PiecewiseFlatForward(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseFlatForward(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
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) |
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) |
PiecewiseFlatHazardRate(int settlementDays,
Calendar calendar,
DefaultProbabilityHelperVector instruments,
DayCounter dayCounter) |
PiecewiseFlatHazardRate(int settlementDays,
Calendar calendar,
DefaultProbabilityHelperVector instruments,
DayCounter dayCounter,
double accuracy) |
PiecewiseFlatHazardRate(int settlementDays,
Calendar calendar,
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) |
PiecewiseLinearForward(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseLinearForward(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
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) |
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) |
PiecewiseLinearZero(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseLinearZero(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
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) |
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) |
PiecewiseLogCubicDiscount(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter) |
PiecewiseLogCubicDiscount(int settlementDays,
Calendar calendar,
RateHelperVector instruments,
DayCounter dayCounter,
QuoteHandleVector jumps) |
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) |
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) |
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) |
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) |
SwapIndex(String familyName,
Period tenor,
int settlementDays,
Currency currency,
Calendar calendar,
Period fixedLegTenor,
BusinessDayConvention fixedLegConvention,
DayCounter fixedLegDayCounter,
IborIndex iborIndex) |
SwapIndex(String familyName,
Period tenor,
int settlementDays,
Currency currency,
Calendar calendar,
Period fixedLegTenor,
BusinessDayConvention fixedLegConvention,
DayCounter fixedLegDayCounter,
IborIndex iborIndex,
YieldTermStructureHandle discountCurve) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays) |
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) |
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(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays) |
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) |
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) |
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) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type) |
SwaptionHelper(Period maturity,
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(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
Matrix vols,
DayCounter dayCounter) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
Matrix vols,
DayCounter dayCounter,
boolean flatExtrapolation) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
Matrix vols,
DayCounter dayCounter,
boolean flatExtrapolation,
VolatilityType type) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
Matrix vols,
DayCounter dayCounter,
boolean flatExtrapolation,
VolatilityType type,
Matrix shifts) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
QuoteHandleVectorVector vols,
DayCounter dayCounter) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
QuoteHandleVectorVector vols,
DayCounter dayCounter,
boolean flatExtrapolation) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
QuoteHandleVectorVector vols,
DayCounter dayCounter,
boolean flatExtrapolation,
VolatilityType type) |
SwaptionVolatilityMatrix(Calendar calendar,
BusinessDayConvention bdc,
PeriodVector optionTenors,
PeriodVector swapTenors,
QuoteHandleVectorVector vols,
DayCounter dayCounter,
boolean flatExtrapolation,
VolatilityType type,
SWIGTYPE_p_std__vectorT_std__vectorT_double_t_t shifts) |
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) |
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) |
VanillaSwap(_VanillaSwap.Type type,
double nominal,
Schedule fixedSchedule,
double fixedRate,
DayCounter fixedDayCount,
Schedule floatSchedule,
IborIndex index,
double spread,
DayCounter floatingDayCount) |
YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type,
double nominal,
Schedule fixedSchedule,
double fixedRate,
DayCounter fixedDayCounter,
Schedule yoySchedule,
YoYInflationIndex index,
Period lag,
double spread,
DayCounter yoyDayCounter,
Calendar paymentCalendar) |
YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type,
double nominal,
Schedule fixedSchedule,
double fixedRate,
DayCounter fixedDayCounter,
Schedule yoySchedule,
YoYInflationIndex index,
Period lag,
double spread,
DayCounter yoyDayCounter,
Calendar paymentCalendar,
BusinessDayConvention paymentConvention) |
YearOnYearInflationSwapHelper(double rate,
Period lag,
Date maturity,
Calendar calendar,
BusinessDayConvention bdc,
DayCounter dayCounter,
YoYInflationIndex index) |
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) |
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) |
ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
QuoteHandle spreadHandle,
Compounding comp,
Frequency freq,
DayCounter dc) |
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