| Modifier and Type | Field and Description |
|---|---|
static Frequency |
Frequency.Annual |
static Frequency |
Frequency.Bimonthly |
static Frequency |
Frequency.Biweekly |
static Frequency |
Frequency.Daily |
static Frequency |
Frequency.EveryFourthMonth |
static Frequency |
Frequency.EveryFourthWeek |
static Frequency |
Frequency.Monthly |
static Frequency |
Frequency.NoFrequency |
static Frequency |
Frequency.Once |
static Frequency |
Frequency.OtherFrequency |
static Frequency |
Frequency.Quarterly |
static Frequency |
Frequency.Semiannual |
static Frequency |
Frequency.Weekly |
| Modifier and Type | Method and Description |
|---|---|
Frequency |
ZeroInflationTermStructureHandle.frequency() |
Frequency |
ZeroInflationTermStructure.frequency() |
Frequency |
YoYInflationTermStructureHandle.frequency() |
Frequency |
YoYInflationTermStructure.frequency() |
Frequency |
Period.frequency() |
Frequency |
InterestRate.frequency() |
Frequency |
InflationIndex.frequency() |
Frequency |
FixedRateBond.frequency() |
static Frequency |
Frequency.swigToEnum(int swigValue) |
| Modifier and Type | Method and Description |
|---|---|
static double |
BondFunctions.basisPointValue(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.basisPointValue(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
CashFlows.basisPointValue(Leg leg,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows) |
static double |
CashFlows.basisPointValue(Leg leg,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.basisPointValue(Leg leg,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
BondFunctions.bps(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.bps(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
CashFlows.bps(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows) |
static double |
CashFlows.bps(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.bps(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
BondFunctions.cleanPrice(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.cleanPrice(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
double |
Bond.cleanPrice(double yield,
DayCounter dc,
Compounding compounding,
Frequency frequency) |
double |
Bond.cleanPrice(double yield,
DayCounter dc,
Compounding compounding,
Frequency frequency,
Date settlement) |
static double |
QuantLib.cleanPriceFromZSpread(Bond bond,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dc,
Compounding compounding,
Frequency freq) |
static double |
QuantLib.cleanPriceFromZSpread(Bond bond,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dc,
Compounding compounding,
Frequency freq,
Date settlementDate) |
static double |
BondFunctions.convexity(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.convexity(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
CashFlows.convexity(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows) |
static double |
CashFlows.convexity(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.convexity(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
double |
Bond.dirtyPrice(double yield,
DayCounter dc,
Compounding compounding,
Frequency frequency) |
double |
Bond.dirtyPrice(double yield,
DayCounter dc,
Compounding compounding,
Frequency frequency,
Date settlement) |
static double |
BondFunctions.duration(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.duration(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Duration.Type type) |
static double |
BondFunctions.duration(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Duration.Type type,
Date settlementDate) |
static double |
CashFlows.duration(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Duration.Type type,
boolean includeSettlementDateFlows) |
static double |
CashFlows.duration(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Duration.Type type,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.duration(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Duration.Type type,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
InterestRate |
InterestRate.equivalentRate(Compounding comp,
Frequency freq,
double t) |
InterestRate |
InterestRate.equivalentRate(DayCounter resultDayCounter,
Compounding comp,
Frequency freq,
Date d1,
Date d2) |
InterestRate |
InterestRate.equivalentRate(DayCounter resultDayCounter,
Compounding comp,
Frequency freq,
Date d1,
Date d2,
Date refStart) |
InterestRate |
InterestRate.equivalentRate(DayCounter resultDayCounter,
Compounding comp,
Frequency freq,
Date d1,
Date d2,
Date refStart,
Date refEnd) |
InterestRate |
YieldTermStructureHandle.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3,
Frequency f) |
InterestRate |
YieldTermStructure.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3,
Frequency f) |
InterestRate |
YieldTermStructureHandle.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3,
Frequency f,
boolean extrapolate) |
InterestRate |
YieldTermStructure.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3,
Frequency f,
boolean extrapolate) |
InterestRate |
YieldTermStructureHandle.forwardRate(double t1,
double t2,
Compounding arg2,
Frequency f) |
InterestRate |
YieldTermStructure.forwardRate(double t1,
double t2,
Compounding arg2,
Frequency f) |
InterestRate |
YieldTermStructureHandle.forwardRate(double t1,
double t2,
Compounding arg2,
Frequency f,
boolean extrapolate) |
InterestRate |
YieldTermStructure.forwardRate(double t1,
double t2,
Compounding arg2,
Frequency f,
boolean extrapolate) |
static InterestRate |
InterestRate.impliedRate(double compound,
DayCounter resultDC,
Compounding comp,
Frequency freq,
Date d1,
Date d2) |
static InterestRate |
InterestRate.impliedRate(double compound,
DayCounter resultDC,
Compounding comp,
Frequency freq,
Date d1,
Date d2,
Date refStart) |
static InterestRate |
InterestRate.impliedRate(double compound,
DayCounter resultDC,
Compounding comp,
Frequency freq,
Date d1,
Date d2,
Date refStart,
Date refEnd) |
static InterestRate |
InterestRate.impliedRate(double compound,
DayCounter resultDC,
Compounding comp,
Frequency freq,
double t) |
static Date |
QuantLib.inflationBaseDate(Date referenceDate,
Period observationLag,
Frequency frequency,
boolean indexIsInterpolated) |
static double |
CashFlows.npv(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows) |
static double |
CashFlows.npv(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.npv(Leg arg0,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.npv(Leg leg,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows) |
static double |
CashFlows.npv(Leg leg,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.npv(Leg leg,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
BondFunctions.yield(Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.yield(Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.yield(Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.yield(Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
long maxIterations) |
static double |
BondFunctions.yield(Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
long maxIterations,
double guess) |
double |
Bond.yield(DayCounter dc,
Compounding compounding,
Frequency freq) |
double |
Bond.yield(DayCounter dc,
Compounding compounding,
Frequency freq,
double accuracy) |
double |
Bond.yield(DayCounter dc,
Compounding compounding,
Frequency freq,
double accuracy,
long maxEvaluations) |
double |
Bond.yield(double cleanPrice,
DayCounter dc,
Compounding compounding,
Frequency freq) |
double |
Bond.yield(double cleanPrice,
DayCounter dc,
Compounding compounding,
Frequency freq,
Date settlement) |
double |
Bond.yield(double cleanPrice,
DayCounter dc,
Compounding compounding,
Frequency freq,
Date settlement,
double accuracy) |
double |
Bond.yield(double cleanPrice,
DayCounter dc,
Compounding compounding,
Frequency freq,
Date settlement,
double accuracy,
long maxEvaluations) |
static double |
CashFlows.yield(Leg arg0,
double npv,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows) |
static double |
CashFlows.yield(Leg arg0,
double npv,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.yield(Leg arg0,
double npv,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.yield(Leg arg0,
double npv,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy) |
static double |
CashFlows.yield(Leg arg0,
double npv,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy,
long maxIterations) |
static double |
CashFlows.yield(Leg arg0,
double npv,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy,
long maxIterations,
double guess) |
static double |
BondFunctions.yieldBisection(Bisection solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.yieldBisection(Bisection solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.yieldBisection(Bisection solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.yieldBisection(Bisection solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
double guess) |
static double |
BondFunctions.yieldBrent(Brent solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.yieldBrent(Brent solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.yieldBrent(Brent solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.yieldBrent(Brent solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
double guess) |
static double |
BondFunctions.yieldFalsePosition(FalsePosition solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.yieldFalsePosition(FalsePosition solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.yieldFalsePosition(FalsePosition solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.yieldFalsePosition(FalsePosition solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
double guess) |
static double |
BondFunctions.yieldRidder(Ridder solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.yieldRidder(Ridder solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.yieldRidder(Ridder solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.yieldRidder(Ridder solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
double guess) |
static double |
BondFunctions.yieldSecant(Secant solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.yieldSecant(Secant solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.yieldSecant(Secant solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.yieldSecant(Secant solver,
Bond bond,
double cleanPrice,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
double guess) |
static double |
BondFunctions.yieldValueBasisPoint(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.yieldValueBasisPoint(Bond bond,
double yield,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
InterestRate |
YieldTermStructureHandle.zeroRate(Date d,
DayCounter arg1,
Compounding arg2,
Frequency f) |
InterestRate |
YieldTermStructure.zeroRate(Date d,
DayCounter arg1,
Compounding arg2,
Frequency f) |
InterestRate |
YieldTermStructureHandle.zeroRate(Date d,
DayCounter arg1,
Compounding arg2,
Frequency f,
boolean extrapolate) |
InterestRate |
YieldTermStructure.zeroRate(Date d,
DayCounter arg1,
Compounding arg2,
Frequency f,
boolean extrapolate) |
InterestRate |
YieldTermStructureHandle.zeroRate(double t,
Compounding arg1,
Frequency f) |
InterestRate |
YieldTermStructure.zeroRate(double t,
Compounding arg1,
Frequency f) |
InterestRate |
YieldTermStructureHandle.zeroRate(double t,
Compounding arg1,
Frequency f,
boolean extrapolate) |
InterestRate |
YieldTermStructure.zeroRate(double t,
Compounding arg1,
Frequency f,
boolean extrapolate) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
long maxIterations) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
long maxIterations,
double guess) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy,
long maxIterations) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy,
long maxIterations,
double guess) |
| Constructor and Description |
|---|
BackwardFlatZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
BackwardFlat i,
Compounding compounding,
Frequency frequency) |
CapHelper(Period length,
QuoteHandle volatility,
IborIndex index,
Frequency fixedLegFrequency,
DayCounter fixedLegDayCounter,
boolean includeFirstSwaplet,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType) |
CapHelper(Period length,
QuoteHandle volatility,
IborIndex index,
Frequency fixedLegFrequency,
DayCounter fixedLegDayCounter,
boolean includeFirstSwaplet,
YieldTermStructureHandle termStructure) |
CubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
Cubic i,
Compounding compounding,
Frequency frequency) |
FlatForward(Date referenceDate,
double forward,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
FlatForward(Date referenceDate,
QuoteHandle forward,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
FlatForward(int settlementDays,
Calendar calendar,
double forward,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
FlatForward(int settlementDays,
Calendar calendar,
QuoteHandle forward,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
ForwardFlatZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
ForwardFlat i,
Compounding compounding,
Frequency frequency) |
InterestRate(double r,
DayCounter dc,
Compounding comp,
Frequency freq) |
LogCubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
LogCubic i,
Compounding compounding,
Frequency frequency) |
LogLinearZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
LogLinear i,
Compounding compounding,
Frequency frequency) |
MonotonicCubicZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
MonotonicCubic i,
Compounding compounding,
Frequency frequency) |
MultiplicativePriceSeasonalityPtr(Date seasonalityBaseDate,
Frequency frequency,
DoubleVector seasonalityFactors) |
Period(Frequency arg0) |
PiecewiseYoYInflation(Date referenceDate,
Calendar calendar,
DayCounter dayCounter,
Period lag,
Frequency frequency,
boolean indexIsInterpolated,
double baseRate,
YieldTermStructureHandle nominalTS,
YoYHelperVector instruments) |
PiecewiseYoYInflation(Date referenceDate,
Calendar calendar,
DayCounter dayCounter,
Period lag,
Frequency frequency,
boolean indexIsInterpolated,
double baseRate,
YieldTermStructureHandle nominalTS,
YoYHelperVector instruments,
double accuracy) |
PiecewiseYoYInflation(Date referenceDate,
Calendar calendar,
DayCounter dayCounter,
Period lag,
Frequency frequency,
boolean indexIsInterpolated,
double baseRate,
YieldTermStructureHandle nominalTS,
YoYHelperVector instruments,
double accuracy,
Linear i) |
PiecewiseZeroInflation(Date referenceDate,
Calendar calendar,
DayCounter dayCounter,
Period lag,
Frequency frequency,
boolean indexIsInterpolated,
double baseRate,
YieldTermStructureHandle nominalTS,
ZeroHelperVector instruments) |
PiecewiseZeroInflation(Date referenceDate,
Calendar calendar,
DayCounter dayCounter,
Period lag,
Frequency frequency,
boolean indexIsInterpolated,
double baseRate,
YieldTermStructureHandle nominalTS,
ZeroHelperVector instruments,
double accuracy) |
PiecewiseZeroInflation(Date referenceDate,
Calendar calendar,
DayCounter dayCounter,
Period lag,
Frequency frequency,
boolean indexIsInterpolated,
double baseRate,
YieldTermStructureHandle nominalTS,
ZeroHelperVector instruments,
double accuracy,
Linear i) |
SpreadCdsHelper(double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve) |
SpreadCdsHelper(double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
boolean settlesAccrual) |
SpreadCdsHelper(double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
boolean settlesAccrual,
boolean paysAtDefaultTime) |
SpreadCdsHelper(QuoteHandle spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve) |
SpreadCdsHelper(QuoteHandle spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
boolean settlesAccrual) |
SpreadCdsHelper(QuoteHandle spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
boolean settlesAccrual,
boolean paysAtDefaultTime) |
SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle,
QuoteHandleVector spreadHandles,
DateVector dates,
Compounding comp,
Frequency freq) |
SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle,
QuoteHandleVector spreadHandles,
DateVector dates,
Compounding comp,
Frequency freq,
DayCounter dc) |
SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle,
QuoteHandleVector spreadHandles,
DateVector dates,
Compounding comp,
Frequency freq,
DayCounter dc,
Linear factory) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays,
Pillar.Choice pillar) |
SwapRateHelper(double rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays,
Pillar.Choice pillar,
Date customPillarDate) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays,
Pillar.Choice pillar) |
SwapRateHelper(QuoteHandle rate,
Period tenor,
Calendar calendar,
Frequency fixedFrequency,
BusinessDayConvention fixedConvention,
DayCounter fixedDayCount,
IborIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
long settlementDays,
Pillar.Choice pillar,
Date customPillarDate) |
UpfrontCdsHelper(double upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve) |
UpfrontCdsHelper(double upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays) |
UpfrontCdsHelper(double upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays,
boolean settlesAccrual) |
UpfrontCdsHelper(double upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays,
boolean settlesAccrual,
boolean paysAtDefaultTime) |
UpfrontCdsHelper(QuoteHandle upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve) |
UpfrontCdsHelper(QuoteHandle upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays) |
UpfrontCdsHelper(QuoteHandle upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays,
boolean settlesAccrual) |
UpfrontCdsHelper(QuoteHandle upfront,
double spread,
Period tenor,
int settlementDays,
Calendar calendar,
Frequency frequency,
BusinessDayConvention convention,
DateGeneration.Rule rule,
DayCounter dayCounter,
double recoveryRate,
YieldTermStructureHandle discountCurve,
long upfrontSettlementDays,
boolean settlesAccrual,
boolean paysAtDefaultTime) |
ZeroCurve(DateVector dates,
DoubleVector yields,
DayCounter dayCounter,
Calendar calendar,
Linear i,
Compounding compounding,
Frequency frequency) |
ZeroInflationIndex(String familyName,
Region region,
boolean revised,
boolean interpolated,
Frequency frequency,
Period availabilityLag,
Currency currency) |
ZeroInflationIndex(String familyName,
Region region,
boolean revised,
boolean interpolated,
Frequency frequency,
Period availabilityLag,
Currency currency,
ZeroInflationTermStructureHandle h) |
ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
QuoteHandle spreadHandle,
Compounding comp,
Frequency freq) |
ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
QuoteHandle spreadHandle,
Compounding comp,
Frequency freq,
DayCounter dc) |
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