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

Uses of DoubleVector in com.github.vonrosen.quantlib

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

Modifier and Type	Method and Description
DoubleVector	StrippedOptionletBase.atmOptionletRates()
DoubleVector	CapFloor.capRates()
DoubleVector	ZeroCurve.data()
DoubleVector	MonotonicCubicZeroCurve.data()
DoubleVector	LogLinearZeroCurve.data()
DoubleVector	LogCubicZeroCurve.data()
DoubleVector	ForwardFlatZeroCurve.data()
DoubleVector	DiscountCurve.data()
DoubleVector	CubicZeroCurve.data()
DoubleVector	BackwardFlatZeroCurve.data()
DoubleVector	DefaultDensityCurve.defaultDensities()
DoubleVector	DiscountCurve.discounts()
DoubleVector	SequenceStatistics.errorEstimate()
DoubleVector	MultipleStatistics.errorEstimate()
DoubleVector	MultipleIncrementalStatistics.errorEstimate()
static DoubleVector	IntervalPrice.extractValues(IntervalPriceTimeSeries arg0, IntervalPrice.Type t)
DoubleVector	NonstandardSwap.fixedNominals()
DoubleVector	NonstandardSwap.fixedRate()
DoubleVector	NonstandardSwap.floatingNominals()
DoubleVector	CapFloor.floorRates()
DoubleVector	ForwardCurve.forwards()
DoubleVector	NonstandardSwap.gearings()
DoubleVector	HazardRateCurve.hazardRates()
DoubleVector	SequenceStatistics.kurtosis()
DoubleVector	MultipleStatistics.kurtosis()
DoubleVector	MultipleIncrementalStatistics.kurtosis()
DoubleVector	SequenceStatistics.max()
DoubleVector	MultipleStatistics.max()
DoubleVector	MultipleIncrementalStatistics.max()
DoubleVector	SequenceStatistics.mean()
DoubleVector	MultipleStatistics.mean()
DoubleVector	MultipleIncrementalStatistics.mean()
DoubleVector	SequenceStatistics.min()
DoubleVector	MultipleStatistics.min()
DoubleVector	MultipleIncrementalStatistics.min()
DoubleVector	Bond.notionals()
DoubleVector	StrippedOptionletBase.optionletFixingTimes()
DoubleVector	StrippedOptionletBase.optionletStrikes(long i)
DoubleVector	StrippedOptionletBase.optionletVolatilities(long i)
DoubleVector	SequenceStatistics.skewness()
DoubleVector	MultipleStatistics.skewness()
DoubleVector	MultipleIncrementalStatistics.skewness()
DoubleVector	NonstandardSwap.spreads()
DoubleVector	SequenceStatistics.standardDeviation()
DoubleVector	MultipleStatistics.standardDeviation()
DoubleVector	MultipleIncrementalStatistics.standardDeviation()
DoubleVector	ZeroCurve.times()
DoubleVector	SwaptionHelper.times()
DoubleVector	PiecewiseZeroInflation.times()
DoubleVector	PiecewiseYoYInflation.times()
DoubleVector	PiecewiseLogCubicDiscount.times()
DoubleVector	PiecewiseLinearZero.times()
DoubleVector	PiecewiseLinearForward.times()
DoubleVector	PiecewiseFlatHazardRate.times()
DoubleVector	PiecewiseFlatForward.times()
DoubleVector	PiecewiseCubicZero.times()
DoubleVector	MonotonicCubicZeroCurve.times()
DoubleVector	LogLinearZeroCurve.times()
DoubleVector	LogCubicZeroCurve.times()
DoubleVector	ForwardFlatZeroCurve.times()
DoubleVector	DiscountCurve.times()
DoubleVector	CubicZeroCurve.times()
DoubleVector	CapHelper.times()
DoubleVector	BackwardFlatZeroCurve.times()
DoubleVector	SampleRealVector.value()
DoubleVector	RealTimeSeries.values()
DoubleVector	SequenceStatistics.variance()
DoubleVector	MultipleStatistics.variance()
DoubleVector	MultipleIncrementalStatistics.variance()
DoubleVector	ZeroCurve.zeroRates()
DoubleVector	MonotonicCubicZeroCurve.zeroRates()
DoubleVector	LogLinearZeroCurve.zeroRates()
DoubleVector	LogCubicZeroCurve.zeroRates()
DoubleVector	ForwardFlatZeroCurve.zeroRates()
DoubleVector	CubicZeroCurve.zeroRates()
DoubleVector	BackwardFlatZeroCurve.zeroRates()

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

Modifier and Type	Method and Description
void	Statistics.add(DoubleVector values)
void	SequenceStatistics.add(DoubleVector value)
void	MultipleStatistics.add(DoubleVector value)
void	MultipleIncrementalStatistics.add(DoubleVector value)
void	IncrementalStatistics.add(DoubleVector values)
void	SequenceStatistics.add(DoubleVector value, double weight)
void	MultipleStatistics.add(DoubleVector value, double weight)
void	MultipleIncrementalStatistics.add(DoubleVector value, double weight)
void	Statistics.add(DoubleVector values, DoubleVector weights)
void	IncrementalStatistics.add(DoubleVector values, DoubleVector weights)
void	Index.addFixings(DateVector fixingDates, DoubleVector fixings)
void	ShortRateModelHandle.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
void	ShortRateModel.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
void	MarkovFunctional.calibrate(CalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights)
void	Gsr.calibrate(CalibrationHelperVector helpers, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights)
void	CalibratedModelHandle.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
void	CalibratedModel.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
void	ShortRateModelHandle.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
void	ShortRateModel.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
void	MarkovFunctional.calibrate(CalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
void	Gsr.calibrate(CalibrationHelperVector helpers, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
static void	QuantLibJNI.CalibratedModel_calibrate__SWIG_0(long jarg1, CalibratedModel jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_, long jarg6, DoubleVector jarg6_)
static void	QuantLibJNI.CalibratedModelHandle_calibrate__SWIG_0(long jarg1, CalibratedModelHandle jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_, long jarg6, DoubleVector jarg6_)
void	Gsr.calibrateVolatilitiesIterative(CalibrationHelperVector helpers, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights)
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 long	QuantLibJNI.CmsLeg__SWIG_8(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_)
static Leg	QuantLib.CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index)
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 long	QuantLibJNI.CmsZeroLeg__SWIG_7(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, SwapIndex jarg3_)
static Leg	QuantLib.CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index)
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 void	QuantLibJNI.DoubleVector_add(long jarg1, DoubleVector jarg1_, double jarg2)
static long	QuantLibJNI.DoubleVector_capacity(long jarg1, DoubleVector jarg1_)
static void	QuantLibJNI.DoubleVector_clear(long jarg1, DoubleVector jarg1_)
static double	QuantLibJNI.DoubleVector_get(long jarg1, DoubleVector jarg1_, int jarg2)
static boolean	QuantLibJNI.DoubleVector_isEmpty(long jarg1, DoubleVector jarg1_)
static void	QuantLibJNI.DoubleVector_reserve(long jarg1, DoubleVector jarg1_, long jarg2)
static void	QuantLibJNI.DoubleVector_set(long jarg1, DoubleVector jarg1_, int jarg2, double jarg3)
static long	QuantLibJNI.DoubleVector_size(long jarg1, DoubleVector jarg1_)
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)
protected static long	DoubleVector.getCPtr(DoubleVector obj)
static void	QuantLibJNI.Gsr_calibrate__SWIG_0(long jarg1, Gsr jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_, long jarg6, DoubleVector jarg6_, long jarg7, BoolVector jarg7_)
static void	QuantLibJNI.Gsr_calibrate__SWIG_1(long jarg1, Gsr jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_, long jarg6, DoubleVector jarg6_)
static void	QuantLibJNI.Gsr_calibrateVolatilitiesIterative__SWIG_0(long jarg1, Gsr jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_, long jarg6, DoubleVector jarg6_)
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 long	QuantLibJNI.IborLeg__SWIG_8(long jarg1, DoubleVector jarg1_, long jarg2, Schedule jarg2_, long jarg3, IborIndex jarg3_)
static Leg	QuantLib.IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index)
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)
static void	QuantLibJNI.IncrementalStatistics_add__SWIG_2(long jarg1, IncrementalStatistics jarg1_, long jarg2, DoubleVector jarg2_)
static void	QuantLibJNI.IncrementalStatistics_add__SWIG_3(long jarg1, IncrementalStatistics jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_)
static void	QuantLibJNI.Index_addFixings(long jarg1, Index jarg1_, long jarg2, DateVector jarg2_, long jarg3, DoubleVector jarg3_)
static long	QuantLibJNI.IntervalPrice_makeSeries(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, DoubleVector jarg5_)
static IntervalPriceTimeSeries	IntervalPrice.makeSeries(DateVector d, DoubleVector open, DoubleVector close, DoubleVector high, DoubleVector low)
static void	QuantLibJNI.MarkovFunctional_calibrate__SWIG_0(long jarg1, MarkovFunctional jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_, long jarg6, DoubleVector jarg6_, long jarg7, BoolVector jarg7_)
static void	QuantLibJNI.MarkovFunctional_calibrate__SWIG_1(long jarg1, MarkovFunctional jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_, long jarg6, DoubleVector jarg6_)
static void	QuantLibJNI.MultipleIncrementalStatistics_add__SWIG_0(long jarg1, MultipleIncrementalStatistics jarg1_, long jarg2, DoubleVector jarg2_, double jarg3)
static void	QuantLibJNI.MultipleIncrementalStatistics_add__SWIG_1(long jarg1, MultipleIncrementalStatistics jarg1_, long jarg2, DoubleVector jarg2_)
static void	QuantLibJNI.MultipleStatistics_add__SWIG_0(long jarg1, MultipleStatistics jarg1_, long jarg2, DoubleVector jarg2_, double jarg3)
static void	QuantLibJNI.MultipleStatistics_add__SWIG_1(long jarg1, MultipleStatistics jarg1_, long jarg2, DoubleVector jarg2_)
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_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_Cap(long jarg1, Leg jarg1_, long jarg2, DoubleVector jarg2_)
static long	QuantLibJNI.new_CapFloorTermVolCurve__SWIG_0(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, DayCounter jarg6_)
static long	QuantLibJNI.new_CapFloorTermVolCurve__SWIG_1(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_)
static long	QuantLibJNI.new_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_CapFloorTermVolCurve__SWIG_3(long jarg1, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_)
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_1(long jarg1, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, QuoteHandleVectorVector jarg6_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_2(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, QuoteHandleVectorVector jarg6_, long jarg7, DayCounter jarg7_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_3(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, QuoteHandleVectorVector jarg6_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_4(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, Matrix jarg6_, long jarg7, DayCounter jarg7_)
static long	QuantLibJNI.new_CapFloorTermVolSurface__SWIG_5(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, Matrix jarg6_)
static long	QuantLibJNI.new_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_CapFloorTermVolSurface__SWIG_7(long jarg1, long jarg2, Calendar jarg2_, int jarg3, long jarg4, PeriodVector jarg4_, long jarg5, DoubleVector jarg5_, long jarg6, Matrix jarg6_)
static long	QuantLibJNI.new_CmsRateBond__SWIG_0(long jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, SwapIndex jarg4_, long jarg5, DayCounter jarg5_, int jarg6, long jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DoubleVector jarg10_, long jarg11, DoubleVector jarg11_, boolean jarg12, double jarg13, long jarg14, Date jarg14_)
static long	QuantLibJNI.new_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_Collar(long jarg1, Leg jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_)
static long	QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_0(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DayCounter jarg9_, long jarg10, Schedule jarg10_, double jarg11)
static long	QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_1(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, DoubleVector jarg8_, long jarg9, DayCounter jarg9_, long jarg10, Schedule jarg10_)
static long	QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_0(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, IborIndex jarg8_, int jarg9, long jarg10, DoubleVector jarg10_, long jarg11, DayCounter jarg11_, long jarg12, Schedule jarg12_, double jarg13)
static long	QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_1(long jarg1, Exercise jarg1_, double jarg2, long jarg3, DividendSchedule jarg3_, long jarg4, CallabilitySchedule jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, Date jarg6_, int jarg7, long jarg8, IborIndex jarg8_, int jarg9, long jarg10, DoubleVector jarg10_, long jarg11, DayCounter jarg11_, long jarg12, Schedule jarg12_)
static long	QuantLibJNI.new_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_CubicBSplinesFitting__SWIG_0(long jarg1, DoubleVector jarg1_, boolean jarg2)
static long	QuantLibJNI.new_CubicBSplinesFitting__SWIG_1(long jarg1, DoubleVector jarg1_)
static long	QuantLibJNI.new_CubicZeroCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, Cubic jarg5_, int jarg6, int jarg7)
static long	QuantLibJNI.new_CubicZeroCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, Cubic jarg5_, int jarg6)
static long	QuantLibJNI.new_CubicZeroCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, Cubic jarg5_)
static long	QuantLibJNI.new_CubicZeroCurve__SWIG_3(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_CubicZeroCurve__SWIG_4(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_DefaultDensityCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, Linear jarg5_)
static long	QuantLibJNI.new_DefaultDensityCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_DefaultDensityCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_DiscountCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, LogLinear jarg5_)
static long	QuantLibJNI.new_DiscountCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_DiscountCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_DividendVanillaOption(long jarg1, Payoff jarg1_, long jarg2, Exercise jarg2_, long jarg3, DateVector jarg3_, long jarg4, DoubleVector 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_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_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_Floor(long jarg1, Leg jarg1_, long jarg2, DoubleVector jarg2_)
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_GaussianMultiPathGenerator__SWIG_0(long jarg1, StochasticProcess jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, GaussianRandomSequenceGenerator jarg3_, boolean jarg4)
static long	QuantLibJNI.new_GaussianMultiPathGenerator__SWIG_1(long jarg1, StochasticProcess jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, GaussianRandomSequenceGenerator jarg3_)
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_LogCubicZeroCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, LogCubic jarg5_, int jarg6, int jarg7)
static long	QuantLibJNI.new_LogCubicZeroCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, LogCubic jarg5_, int jarg6)
static long	QuantLibJNI.new_LogCubicZeroCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, LogCubic jarg5_)
static long	QuantLibJNI.new_LogCubicZeroCurve__SWIG_3(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_LogCubicZeroCurve__SWIG_4(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_LogLinearZeroCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, LogLinear jarg5_, int jarg6, int jarg7)
static long	QuantLibJNI.new_LogLinearZeroCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, LogLinear jarg5_, int jarg6)
static long	QuantLibJNI.new_LogLinearZeroCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, LogLinear jarg5_)
static long	QuantLibJNI.new_LogLinearZeroCurve__SWIG_3(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_LogLinearZeroCurve__SWIG_4(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13, double jarg14, double jarg15, int jarg16, long jarg17, DoubleVector jarg17_)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13, double jarg14, double jarg15, int jarg16)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13, double jarg14, double jarg15)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_3(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13, double jarg14)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_4(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12, double jarg13)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_5(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11, double jarg12)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_6(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10, long jarg11)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_7(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9, double jarg10)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_8(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_, long jarg9)
static long	QuantLibJNI.new_MarkovFunctional__SWIG_9(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, long jarg3, DateVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, SwaptionVolatilityStructureHandle jarg5_, long jarg6, DateVector jarg6_, long jarg7, PeriodVector jarg7_, long jarg8, SwapIndex jarg8_)
static long	QuantLibJNI.new_MonotonicCubicZeroCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, MonotonicCubic jarg5_, int jarg6, int jarg7)
static long	QuantLibJNI.new_MonotonicCubicZeroCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, MonotonicCubic jarg5_, int jarg6)
static long	QuantLibJNI.new_MonotonicCubicZeroCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, MonotonicCubic jarg5_)
static long	QuantLibJNI.new_MonotonicCubicZeroCurve__SWIG_3(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_MonotonicCubicZeroCurve__SWIG_4(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static long	QuantLibJNI.new_MultiplicativePriceSeasonalityPtr(long jarg1, Date jarg1_, int jarg2, long jarg3, DoubleVector 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_PiecewiseConstantParameter__SWIG_0(long jarg1, DoubleVector jarg1_, long jarg2, Constraint jarg2_)
static long	QuantLibJNI.new_PiecewiseConstantParameter__SWIG_1(long jarg1, DoubleVector jarg1_)
static long	QuantLibJNI.new_RealTimeSeries__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_)
static long	QuantLibJNI.new_RebatedExercise__SWIG_0(long jarg1, Exercise jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, long jarg4, Calendar jarg4_, int jarg5)
static long	QuantLibJNI.new_RebatedExercise__SWIG_1(long jarg1, Exercise jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_RebatedExercise__SWIG_2(long jarg1, Exercise jarg1_, long jarg2, DoubleVector jarg2_, long jarg3)
static long	QuantLibJNI.new_RebatedExercise__SWIG_3(long jarg1, Exercise jarg1_, long jarg2, DoubleVector jarg2_)
static long	QuantLibJNI.new_SwaptionVolCube1__SWIG_0(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8, long jarg9, QuoteHandleVectorVector jarg9_, long jarg10, BoolVector jarg10_, boolean jarg11, long jarg12, double jarg13, long jarg14)
static long	QuantLibJNI.new_SwaptionVolCube1__SWIG_1(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8, long jarg9, QuoteHandleVectorVector jarg9_, long jarg10, BoolVector jarg10_, boolean jarg11, long jarg12, double jarg13)
static long	QuantLibJNI.new_SwaptionVolCube1__SWIG_2(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8, long jarg9, QuoteHandleVectorVector jarg9_, long jarg10, BoolVector jarg10_, boolean jarg11, long jarg12)
static long	QuantLibJNI.new_SwaptionVolCube1__SWIG_3(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8, long jarg9, QuoteHandleVectorVector jarg9_, long jarg10, BoolVector jarg10_, boolean jarg11)
static long	QuantLibJNI.new_SwaptionVolCube2(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, PeriodVector jarg2_, long jarg3, PeriodVector jarg3_, long jarg4, DoubleVector jarg4_, long jarg5, QuoteHandleVectorVector jarg5_, long jarg6, SwapIndex jarg6_, long jarg7, SwapIndex jarg7_, boolean jarg8)
static long	QuantLibJNI.new_TimeBasket__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_)
static long	QuantLibJNI.new_TimeGrid__SWIG_2(long jarg1, DoubleVector jarg1_)
static long	QuantLibJNI.new_TimeGrid__SWIG_3(long jarg1, DoubleVector jarg1_, long jarg2)
static long	QuantLibJNI.new_YoYInflationCap(long jarg1, Leg jarg1_, long jarg2, DoubleVector jarg2_)
static long	QuantLibJNI.new_YoYInflationCollar(long jarg1, Leg jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_)
static long	QuantLibJNI.new_YoYInflationFloor(long jarg1, Leg jarg1_, long jarg2, DoubleVector jarg2_)
static long	QuantLibJNI.new_ZeroCurve__SWIG_0(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, Linear jarg5_, int jarg6, int jarg7)
static long	QuantLibJNI.new_ZeroCurve__SWIG_1(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, Linear jarg5_, int jarg6)
static long	QuantLibJNI.new_ZeroCurve__SWIG_2(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_, long jarg5, Linear jarg5_)
static long	QuantLibJNI.new_ZeroCurve__SWIG_3(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Calendar jarg4_)
static long	QuantLibJNI.new_ZeroCurve__SWIG_4(long jarg1, DateVector jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DayCounter jarg3_)
static void	QuantLibJNI.SequenceStatistics_add__SWIG_0(long jarg1, SequenceStatistics jarg1_, long jarg2, DoubleVector jarg2_, double jarg3)
static void	QuantLibJNI.SequenceStatistics_add__SWIG_1(long jarg1, SequenceStatistics jarg1_, long jarg2, DoubleVector jarg2_)
static void	QuantLibJNI.ShortRateModel_calibrate__SWIG_0(long jarg1, ShortRateModel jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_, long jarg6, DoubleVector jarg6_, long jarg7, BoolVector jarg7_)
static void	QuantLibJNI.ShortRateModel_calibrate__SWIG_1(long jarg1, ShortRateModel jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_, long jarg6, DoubleVector jarg6_)
static void	QuantLibJNI.ShortRateModelHandle_calibrate__SWIG_0(long jarg1, ShortRateModelHandle jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_, long jarg6, DoubleVector jarg6_, long jarg7, BoolVector jarg7_)
static void	QuantLibJNI.ShortRateModelHandle_calibrate__SWIG_1(long jarg1, ShortRateModelHandle jarg1_, long jarg2, CalibrationHelperVector jarg2_, long jarg3, OptimizationMethod jarg3_, long jarg4, EndCriteria jarg4_, long jarg5, Constraint jarg5_, long jarg6, DoubleVector jarg6_)
static void	QuantLibJNI.Statistics_add__SWIG_2(long jarg1, Statistics jarg1_, long jarg2, DoubleVector jarg2_)
static void	QuantLibJNI.Statistics_add__SWIG_3(long jarg1, Statistics jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_)

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

Constructor and Description
BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, BackwardFlat i)
BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, BackwardFlat i, Compounding compounding)
BackwardFlatZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, BackwardFlat i, Compounding compounding, Frequency frequency)
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)
Cap(Leg leg, DoubleVector capRates)
CapFloorTermVolCurve(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols)
CapFloorTermVolCurve(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols, DayCounter dc)
CapFloorTermVolCurve(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector lengths, DoubleVector vols)
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)
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities, DayCounter dc)
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes)
CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes, DayCounter dc)
CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities)
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)
CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes, DayCounter dc)
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)
Collar(Leg leg, DoubleVector capRates, DoubleVector floorRates)
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)
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)
CubicBSplinesFitting(DoubleVector knotVector)
CubicBSplinesFitting(DoubleVector knotVector, boolean constrainAtZero)
CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i)
CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i, Compounding compounding)
CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i, Compounding compounding, Frequency frequency)
DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter)
DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter, Calendar calendar)
DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter, Calendar calendar, Linear i)
DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)
DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)
DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, LogLinear i)
DividendVanillaOption(Payoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends)
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)
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)
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, 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)
Floor(Leg leg, DoubleVector floorRates)
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)
GaussianMultiPathGenerator(StochasticProcess process, DoubleVector times, GaussianRandomSequenceGenerator generator)
GaussianMultiPathGenerator(StochasticProcess process, DoubleVector times, GaussianRandomSequenceGenerator generator, boolean brownianBridge)
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)
LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogCubic i)
LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogCubic i, Compounding compounding)
LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogCubic i, Compounding compounding, Frequency frequency)
LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i)
LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i, Compounding compounding)
LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i, Compounding compounding, Frequency frequency)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound, double upperRateBound)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound, double upperRateBound, int adjustments)
MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, long yGridPoints, double yStdDevs, long gaussHermitePoints, double digitalGap, double marketRateAccuracy, double lowerRateBound, double upperRateBound, int adjustments, DoubleVector smileMoneyCheckpoints)
MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, MonotonicCubic i)
MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, MonotonicCubic i, Compounding compounding)
MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, MonotonicCubic i, Compounding compounding, Frequency frequency)
MultiplicativePriceSeasonalityPtr(Date seasonalityBaseDate, Frequency frequency, DoubleVector seasonalityFactors)
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)
PiecewiseConstantParameter(DoubleVector times)
PiecewiseConstantParameter(DoubleVector times, Constraint constraint)
RealTimeSeries(DateVector d, DoubleVector v)
RebatedExercise(Exercise exercise, DoubleVector rebates)
RebatedExercise(Exercise exercise, DoubleVector rebates, long rebateSettlementDays)
RebatedExercise(Exercise exercise, DoubleVector rebates, long rebateSettlementDays, Calendar rebatePaymentCalendar)
RebatedExercise(Exercise exercise, DoubleVector rebates, long rebateSettlementDays, Calendar rebatePaymentCalendar, BusinessDayConvention rebatePaymentConvention)
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated)
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria)
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, double maxErrorTolerance)
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, double maxErrorTolerance, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t optMethod)
SwaptionVolCube2(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit)
TimeBasket(DateVector arg0, DoubleVector arg1)
TimeGrid(DoubleVector times)
TimeGrid(DoubleVector times, long steps)
YoYInflationCap(Leg leg, DoubleVector capRates)
YoYInflationCollar(Leg leg, DoubleVector capRates, DoubleVector floorRates)
YoYInflationFloor(Leg leg, DoubleVector floorRates)
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)