| Modifier and Type | Method and Description |
|---|---|
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 |
ForwardRateAgreement.forwardRate() |
InterestRate |
YieldTermStructureHandle.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3) |
InterestRate |
YieldTermStructure.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3) |
InterestRate |
YieldTermStructureHandle.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3,
Frequency f) |
InterestRate |
YieldTermStructure.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3,
Frequency f) |
InterestRate |
YieldTermStructureHandle.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3,
Frequency f,
boolean extrapolate) |
InterestRate |
YieldTermStructure.forwardRate(Date d1,
Date d2,
DayCounter arg2,
Compounding arg3,
Frequency f,
boolean extrapolate) |
InterestRate |
YieldTermStructureHandle.forwardRate(double t1,
double t2,
Compounding arg2) |
InterestRate |
YieldTermStructure.forwardRate(double t1,
double t2,
Compounding arg2) |
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) |
InterestRate |
InterestRateVector.get(int i) |
static InterestRate |
InterestRate.impliedRate(double compound,
DayCounter resultDC,
Compounding comp,
Frequency freq,
Date d1,
Date d2) |
static InterestRate |
InterestRate.impliedRate(double compound,
DayCounter resultDC,
Compounding comp,
Frequency freq,
Date d1,
Date d2,
Date refStart) |
static InterestRate |
InterestRate.impliedRate(double compound,
DayCounter resultDC,
Compounding comp,
Frequency freq,
Date d1,
Date d2,
Date refStart,
Date refEnd) |
static InterestRate |
InterestRate.impliedRate(double compound,
DayCounter resultDC,
Compounding comp,
Frequency freq,
double t) |
InterestRate |
Forward.impliedYield(double underlyingSpotValue,
double forwardValue,
Date settlementDate,
Compounding compoundingConvention,
DayCounter dayCounter) |
InterestRate |
FixedRateCoupon.interestRate() |
InterestRate |
YieldTermStructureHandle.zeroRate(Date d,
DayCounter arg1,
Compounding arg2) |
InterestRate |
YieldTermStructure.zeroRate(Date d,
DayCounter arg1,
Compounding arg2) |
InterestRate |
YieldTermStructureHandle.zeroRate(Date d,
DayCounter arg1,
Compounding arg2,
Frequency f) |
InterestRate |
YieldTermStructure.zeroRate(Date d,
DayCounter arg1,
Compounding arg2,
Frequency f) |
InterestRate |
YieldTermStructureHandle.zeroRate(Date d,
DayCounter arg1,
Compounding arg2,
Frequency f,
boolean extrapolate) |
InterestRate |
YieldTermStructure.zeroRate(Date d,
DayCounter arg1,
Compounding arg2,
Frequency f,
boolean extrapolate) |
InterestRate |
YieldTermStructureHandle.zeroRate(double t,
Compounding arg1) |
InterestRate |
YieldTermStructure.zeroRate(double t,
Compounding arg1) |
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) |
| Modifier and Type | Method and Description |
|---|---|
void |
InterestRateVector.add(InterestRate x) |
static double |
BondFunctions.basisPointValue(Bond bond,
InterestRate yield) |
static double |
BondFunctions.basisPointValue(Bond bond,
InterestRate yield,
Date settlementDate) |
static double |
CashFlows.basisPointValue(Leg leg,
InterestRate yield,
boolean includeSettlementDateFlows) |
static double |
CashFlows.basisPointValue(Leg leg,
InterestRate yield,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.basisPointValue(Leg leg,
InterestRate yield,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
QuantLibJNI.BondFunctions_basisPointValue__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_basisPointValue__SWIG_1(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_) |
static double |
QuantLibJNI.BondFunctions_bps__SWIG_2(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_bps__SWIG_3(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_) |
static double |
QuantLibJNI.BondFunctions_cleanPrice__SWIG_2(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_cleanPrice__SWIG_3(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_) |
static double |
QuantLibJNI.BondFunctions_convexity__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_convexity__SWIG_1(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_) |
static double |
QuantLibJNI.BondFunctions_duration__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_,
int jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.BondFunctions_duration__SWIG_1(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_,
int jarg3) |
static double |
QuantLibJNI.BondFunctions_duration__SWIG_2(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_) |
static double |
QuantLibJNI.BondFunctions_yieldValueBasisPoint__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_yieldValueBasisPoint__SWIG_1(long jarg1,
Bond jarg1_,
long jarg2,
InterestRate jarg2_) |
static double |
BondFunctions.bps(Bond bond,
InterestRate yield) |
static double |
BondFunctions.bps(Bond bond,
InterestRate yield,
Date settlementDate) |
static double |
CashFlows.bps(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows) |
static double |
CashFlows.bps(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.bps(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
QuantLibJNI.CashFlows_basisPointValue__SWIG_0(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_basisPointValue__SWIG_1(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.CashFlows_basisPointValue__SWIG_2(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.CashFlows_bps__SWIG_6(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_bps__SWIG_7(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.CashFlows_bps__SWIG_8(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.CashFlows_convexity__SWIG_0(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_convexity__SWIG_1(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.CashFlows_convexity__SWIG_2(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.CashFlows_duration__SWIG_0(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
int jarg3,
boolean jarg4,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_duration__SWIG_1(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
int jarg3,
boolean jarg4) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_6(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_7(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_8(long jarg1,
Leg jarg1_,
long jarg2,
InterestRate jarg2_,
boolean jarg3) |
static double |
BondFunctions.cleanPrice(Bond bond,
InterestRate yield) |
static double |
BondFunctions.cleanPrice(Bond bond,
InterestRate yield,
Date settlementDate) |
static double |
BondFunctions.convexity(Bond bond,
InterestRate yield) |
static double |
BondFunctions.convexity(Bond bond,
InterestRate yield,
Date settlementDate) |
static double |
CashFlows.convexity(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows) |
static double |
CashFlows.convexity(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.convexity(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
BondFunctions.duration(Bond bond,
InterestRate yield) |
static double |
BondFunctions.duration(Bond bond,
InterestRate yield,
Duration.Type type) |
static double |
BondFunctions.duration(Bond bond,
InterestRate yield,
Duration.Type type,
Date settlementDate) |
static double |
CashFlows.duration(Leg arg0,
InterestRate arg1,
Duration.Type type,
boolean includeSettlementDateFlows) |
static double |
CashFlows.duration(Leg arg0,
InterestRate arg1,
Duration.Type type,
boolean includeSettlementDateFlows,
Date settlementDate) |
protected static long |
InterestRate.getCPtr(InterestRate obj) |
static double |
QuantLibJNI.InterestRate_compoundFactor__SWIG_0(long jarg1,
InterestRate jarg1_,
double jarg2) |
static double |
QuantLibJNI.InterestRate_compoundFactor__SWIG_1(long jarg1,
InterestRate jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.InterestRate_compoundFactor__SWIG_2(long jarg1,
InterestRate jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.InterestRate_compoundFactor__SWIG_3(long jarg1,
InterestRate jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_) |
static int |
QuantLibJNI.InterestRate_compounding(long jarg1,
InterestRate jarg1_) |
static long |
QuantLibJNI.InterestRate_dayCounter(long jarg1,
InterestRate jarg1_) |
static double |
QuantLibJNI.InterestRate_discountFactor__SWIG_0(long jarg1,
InterestRate jarg1_,
double jarg2) |
static double |
QuantLibJNI.InterestRate_discountFactor__SWIG_1(long jarg1,
InterestRate jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.InterestRate_discountFactor__SWIG_2(long jarg1,
InterestRate jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.InterestRate_discountFactor__SWIG_3(long jarg1,
InterestRate jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_) |
static long |
QuantLibJNI.InterestRate_equivalentRate__SWIG_0(long jarg1,
InterestRate jarg1_,
int jarg2,
int jarg3,
double jarg4) |
static long |
QuantLibJNI.InterestRate_equivalentRate__SWIG_1(long jarg1,
InterestRate jarg1_,
long jarg2,
DayCounter jarg2_,
int jarg3,
int jarg4,
long jarg5,
Date jarg5_,
long jarg6,
Date jarg6_,
long jarg7,
Date jarg7_,
long jarg8,
Date jarg8_) |
static long |
QuantLibJNI.InterestRate_equivalentRate__SWIG_2(long jarg1,
InterestRate jarg1_,
long jarg2,
DayCounter jarg2_,
int jarg3,
int jarg4,
long jarg5,
Date jarg5_,
long jarg6,
Date jarg6_,
long jarg7,
Date jarg7_) |
static long |
QuantLibJNI.InterestRate_equivalentRate__SWIG_3(long jarg1,
InterestRate jarg1_,
long jarg2,
DayCounter jarg2_,
int jarg3,
int jarg4,
long jarg5,
Date jarg5_,
long jarg6,
Date jarg6_) |
static int |
QuantLibJNI.InterestRate_frequency(long jarg1,
InterestRate jarg1_) |
static double |
QuantLibJNI.InterestRate_rate(long jarg1,
InterestRate jarg1_) |
static String |
QuantLibJNI.InterestRate_toString(long jarg1,
InterestRate jarg1_) |
static void |
QuantLibJNI.InterestRateVector_add(long jarg1,
InterestRateVector jarg1_,
long jarg2,
InterestRate jarg2_) |
static void |
QuantLibJNI.InterestRateVector_set(long jarg1,
InterestRateVector jarg1_,
int jarg2,
long jarg3,
InterestRate jarg3_) |
static double |
CashFlows.npv(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows) |
static double |
CashFlows.npv(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.npv(Leg arg0,
InterestRate arg1,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
void |
InterestRateVector.set(int i,
InterestRate val) |
static double |
BondFunctions.yieldValueBasisPoint(Bond bond,
InterestRate yield) |
static double |
BondFunctions.yieldValueBasisPoint(Bond bond,
InterestRate yield,
Date settlementDate) |
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