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

Uses of InterestRateVector in com.github.vonrosen.quantlib

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

Modifier and Type	Method and Description
protected static long	InterestRateVector.getCPtr(InterestRateVector obj)
static void	QuantLibJNI.InterestRateVector_add(long jarg1, InterestRateVector jarg1_, long jarg2, InterestRate jarg2_)
static long	QuantLibJNI.InterestRateVector_capacity(long jarg1, InterestRateVector jarg1_)
static void	QuantLibJNI.InterestRateVector_clear(long jarg1, InterestRateVector jarg1_)
static long	QuantLibJNI.InterestRateVector_get(long jarg1, InterestRateVector jarg1_, int jarg2)
static boolean	QuantLibJNI.InterestRateVector_isEmpty(long jarg1, InterestRateVector jarg1_)
static void	QuantLibJNI.InterestRateVector_reserve(long jarg1, InterestRateVector jarg1_, long jarg2)
static void	QuantLibJNI.InterestRateVector_set(long jarg1, InterestRateVector jarg1_, int jarg2, long jarg3, InterestRate jarg3_)
static long	QuantLibJNI.InterestRateVector_size(long jarg1, InterestRateVector jarg1_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_10(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5, double jarg6, long jarg7, Date jarg7_, long jarg8, Calendar jarg8_, long jarg9, Period jarg9_, long jarg10, Calendar jarg10_, int jarg11)
static long	QuantLibJNI.new_FixedRateBond__SWIG_11(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5, double jarg6, long jarg7, Date jarg7_, long jarg8, Calendar jarg8_, long jarg9, Period jarg9_, long jarg10, Calendar jarg10_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_12(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5, double jarg6, long jarg7, Date jarg7_, long jarg8, Calendar jarg8_, long jarg9, Period jarg9_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_13(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5, double jarg6, long jarg7, Date jarg7_, long jarg8, Calendar jarg8_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_14(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5, double jarg6, long jarg7, Date jarg7_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_15(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5, double jarg6)
static long	QuantLibJNI.new_FixedRateBond__SWIG_16(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5)
static long	QuantLibJNI.new_FixedRateBond__SWIG_17(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_)
static long	QuantLibJNI.new_FixedRateBond__SWIG_9(int jarg1, double jarg2, long jarg3, Schedule jarg3_, long jarg4, InterestRateVector jarg4_, int jarg5, double jarg6, long jarg7, Date jarg7_, long jarg8, Calendar jarg8_, long jarg9, Period jarg9_, long jarg10, Calendar jarg10_, int jarg11, boolean jarg12)

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

Constructor and Description
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)