Uses of Class com.github.vonrosen.quantlib.Leg (quantlib-java-swig 1.10 API)

Uses of Leg in com.github.vonrosen.quantlib

Methods in com.github.vonrosen.quantlib that return Leg
Modifier and Type	Method and Description
`Leg`	Bond.`cashflows()`
`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 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)`
`Leg`	CreditDefaultSwap.`coupons()`
`Leg`	ZeroCouponInflationSwap.`fixedLeg()`
`Leg`	VanillaSwap.`fixedLeg()`
`Leg`	NonstandardSwap.`fixedLeg()`
`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)`
`Leg`	VanillaSwap.`floatingLeg()`
`Leg`	NonstandardSwap.`floatingLeg()`
`Leg`	CapFloor.`floatingLeg()`
`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)`
`Leg`	ZeroCouponInflationSwap.`inflationLeg()`
`Leg`	Swap.`leg(long i)`
`Leg`	Bond.`redemptions()`

Methods in com.github.vonrosen.quantlib with parameters of type Leg
Modifier and Type	Method and Description
`static double`	CashFlows.`atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double npv)`
`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`	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`	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`	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`	CashFlows.`bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	QuantLibJNI.`CashFlows_atmRate__SWIG_0(long jarg1, Leg jarg1_, long jarg2, YieldTermStructure jarg2_, boolean jarg3, long jarg4, Date jarg4_, long jarg5, Date jarg5_, double jarg6)`
`static double`	QuantLibJNI.`CashFlows_atmRate__SWIG_1(long jarg1, Leg jarg1_, long jarg2, YieldTermStructure jarg2_, boolean jarg3, long jarg4, Date jarg4_, long jarg5, Date jarg5_)`
`static double`	QuantLibJNI.`CashFlows_atmRate__SWIG_2(long jarg1, Leg jarg1_, long jarg2, YieldTermStructure jarg2_, boolean jarg3, long jarg4, Date jarg4_)`
`static double`	QuantLibJNI.`CashFlows_atmRate__SWIG_3(long jarg1, Leg jarg1_, long jarg2, YieldTermStructure jarg2_, boolean jarg3)`
`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_basisPointValue__SWIG_3(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6, long jarg7, Date jarg7_, long jarg8, Date jarg8_)`
`static double`	QuantLibJNI.`CashFlows_basisPointValue__SWIG_4(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6, long jarg7, Date jarg7_)`
`static double`	QuantLibJNI.`CashFlows_basisPointValue__SWIG_5(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6)`
`static double`	QuantLibJNI.`CashFlows_bps__SWIG_0(long jarg1, Leg jarg1_, long jarg2, YieldTermStructure jarg2_, boolean jarg3, long jarg4, Date jarg4_, long jarg5, Date jarg5_)`
`static double`	QuantLibJNI.`CashFlows_bps__SWIG_1(long jarg1, Leg jarg1_, long jarg2, YieldTermStructure jarg2_, boolean jarg3, long jarg4, Date jarg4_)`
`static double`	QuantLibJNI.`CashFlows_bps__SWIG_10(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6, long jarg7, Date jarg7_)`
`static double`	QuantLibJNI.`CashFlows_bps__SWIG_11(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6)`
`static double`	QuantLibJNI.`CashFlows_bps__SWIG_2(long jarg1, Leg jarg1_, long jarg2, YieldTermStructure jarg2_, boolean jarg3)`
`static double`	QuantLibJNI.`CashFlows_bps__SWIG_3(long jarg1, Leg jarg1_, long jarg2, YieldTermStructureHandle jarg2_, boolean jarg3, long jarg4, Date jarg4_, long jarg5, Date jarg5_)`
`static double`	QuantLibJNI.`CashFlows_bps__SWIG_4(long jarg1, Leg jarg1_, long jarg2, YieldTermStructureHandle jarg2_, boolean jarg3, long jarg4, Date jarg4_)`
`static double`	QuantLibJNI.`CashFlows_bps__SWIG_5(long jarg1, Leg jarg1_, long jarg2, YieldTermStructureHandle 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_bps__SWIG_9(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6, long jarg7, Date jarg7_, long jarg8, Date jarg8_)`
`static double`	QuantLibJNI.`CashFlows_convexity__SWIG_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_convexity__SWIG_3(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6, long jarg7, Date jarg7_, long jarg8, Date jarg8_)`
`static double`	QuantLibJNI.`CashFlows_convexity__SWIG_4(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6, long jarg7, Date jarg7_)`
`static double`	QuantLibJNI.`CashFlows_convexity__SWIG_5(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6)`
`static double`	QuantLibJNI.`CashFlows_duration__SWIG_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_duration__SWIG_2(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, int jarg6, boolean jarg7, long jarg8, Date jarg8_, long jarg9, Date jarg9_)`
`static double`	QuantLibJNI.`CashFlows_duration__SWIG_3(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, int jarg6, boolean jarg7, long jarg8, Date jarg8_)`
`static double`	QuantLibJNI.`CashFlows_duration__SWIG_4(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, int jarg6, boolean jarg7)`
`static long`	QuantLibJNI.`CashFlows_maturityDate(long jarg1, Leg jarg1_)`
`static double`	QuantLibJNI.`CashFlows_npv__SWIG_0(long jarg1, Leg jarg1_, long jarg2, YieldTermStructure jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, boolean jarg7, long jarg8, Date jarg8_, long jarg9, Date jarg9_)`
`static double`	QuantLibJNI.`CashFlows_npv__SWIG_1(long jarg1, Leg jarg1_, long jarg2, YieldTermStructure jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, boolean jarg7, long jarg8, Date jarg8_)`
`static double`	QuantLibJNI.`CashFlows_npv__SWIG_10(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6, long jarg7, Date jarg7_)`
`static double`	QuantLibJNI.`CashFlows_npv__SWIG_11(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6)`
`static double`	QuantLibJNI.`CashFlows_npv__SWIG_2(long jarg1, Leg jarg1_, long jarg2, YieldTermStructure jarg2_, double jarg3, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, boolean jarg7)`
`static double`	QuantLibJNI.`CashFlows_npv__SWIG_3(long jarg1, Leg jarg1_, long jarg2, YieldTermStructureHandle jarg2_, boolean jarg3, long jarg4, Date jarg4_, long jarg5, Date jarg5_)`
`static double`	QuantLibJNI.`CashFlows_npv__SWIG_4(long jarg1, Leg jarg1_, long jarg2, YieldTermStructureHandle jarg2_, boolean jarg3, long jarg4, Date jarg4_)`
`static double`	QuantLibJNI.`CashFlows_npv__SWIG_5(long jarg1, Leg jarg1_, long jarg2, YieldTermStructureHandle jarg2_, boolean jarg3)`
`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`	QuantLibJNI.`CashFlows_npv__SWIG_9(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6, long jarg7, Date jarg7_, long jarg8, Date jarg8_)`
`static long`	QuantLibJNI.`CashFlows_startDate(long jarg1, Leg jarg1_)`
`static double`	QuantLibJNI.`CashFlows_yield__SWIG_0(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6, long jarg7, Date jarg7_, long jarg8, Date jarg8_, double jarg9, long jarg10, double jarg11)`
`static double`	QuantLibJNI.`CashFlows_yield__SWIG_1(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6, long jarg7, Date jarg7_, long jarg8, Date jarg8_, double jarg9, long jarg10)`
`static double`	QuantLibJNI.`CashFlows_yield__SWIG_2(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6, long jarg7, Date jarg7_, long jarg8, Date jarg8_, double jarg9)`
`static double`	QuantLibJNI.`CashFlows_yield__SWIG_3(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6, long jarg7, Date jarg7_, long jarg8, Date jarg8_)`
`static double`	QuantLibJNI.`CashFlows_yield__SWIG_4(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6, long jarg7, Date jarg7_)`
`static double`	QuantLibJNI.`CashFlows_yield__SWIG_5(long jarg1, Leg jarg1_, double jarg2, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6)`
`static double`	QuantLibJNI.`CashFlows_zSpread__SWIG_0(long jarg1, Leg jarg1_, double jarg2, long jarg3, YieldTermStructure jarg3_, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, boolean jarg7, long jarg8, Date jarg8_, long jarg9, Date jarg9_, double jarg10, long jarg11, double jarg12)`
`static double`	QuantLibJNI.`CashFlows_zSpread__SWIG_1(long jarg1, Leg jarg1_, double jarg2, long jarg3, YieldTermStructure jarg3_, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, boolean jarg7, long jarg8, Date jarg8_, long jarg9, Date jarg9_, double jarg10, long jarg11)`
`static double`	QuantLibJNI.`CashFlows_zSpread__SWIG_2(long jarg1, Leg jarg1_, double jarg2, long jarg3, YieldTermStructure jarg3_, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, boolean jarg7, long jarg8, Date jarg8_, long jarg9, Date jarg9_, double jarg10)`
`static double`	QuantLibJNI.`CashFlows_zSpread__SWIG_3(long jarg1, Leg jarg1_, double jarg2, long jarg3, YieldTermStructure jarg3_, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, boolean jarg7, long jarg8, Date jarg8_, long jarg9, Date jarg9_)`
`static double`	QuantLibJNI.`CashFlows_zSpread__SWIG_4(long jarg1, Leg jarg1_, double jarg2, long jarg3, YieldTermStructure jarg3_, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, boolean jarg7, long jarg8, Date jarg8_)`
`static double`	QuantLibJNI.`CashFlows_zSpread__SWIG_5(long jarg1, Leg jarg1_, double jarg2, long jarg3, YieldTermStructure jarg3_, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, boolean jarg7)`
`static double`	CashFlows.`convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	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`	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)`
`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`	Leg.`getCPtr(Leg obj)`
`static void`	QuantLibJNI.`Leg_add(long jarg1, Leg jarg1_, long jarg2, CashFlow jarg2_)`
`static long`	QuantLibJNI.`Leg_capacity(long jarg1, Leg jarg1_)`
`static void`	QuantLibJNI.`Leg_clear(long jarg1, Leg jarg1_)`
`static long`	QuantLibJNI.`Leg_get(long jarg1, Leg jarg1_, int jarg2)`
`static boolean`	QuantLibJNI.`Leg_isEmpty(long jarg1, Leg jarg1_)`
`static void`	QuantLibJNI.`Leg_reserve(long jarg1, Leg jarg1_, long jarg2)`
`static void`	QuantLibJNI.`Leg_set(long jarg1, Leg jarg1_, int jarg2, long jarg3, CashFlow jarg3_)`
`static long`	QuantLibJNI.`Leg_size(long jarg1, Leg jarg1_)`
`static Date`	CashFlows.`maturityDate(Leg arg0)`
`static long`	QuantLibJNI.`new_Bond__SWIG_0(long jarg1, long jarg2, Calendar jarg2_, double jarg3, long jarg4, Date jarg4_, long jarg5, Date jarg5_, long jarg6, Leg jarg6_)`
`static long`	QuantLibJNI.`new_Cap(long jarg1, Leg jarg1_, long jarg2, DoubleVector jarg2_)`
`static long`	QuantLibJNI.`new_Collar(long jarg1, Leg jarg1_, long jarg2, DoubleVector jarg2_, long jarg3, DoubleVector jarg3_)`
`static long`	QuantLibJNI.`new_Floor(long jarg1, Leg jarg1_, long jarg2, DoubleVector jarg2_)`
`static long`	QuantLibJNI.`new_Swap(long jarg1, Leg jarg1_, long jarg2, Leg 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 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 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)`
`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`	CashFlows.`npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static void`	QuantLib.`setCouponPricer(Leg arg0, FloatingRateCouponPricer arg1)`
`static void`	QuantLibJNI.`setCouponPricer(long jarg1, Leg jarg1_, long jarg2, FloatingRateCouponPricer jarg2_)`
`static Date`	CashFlows.`startDate(Leg arg0)`
`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`	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)`

Constructors in com.github.vonrosen.quantlib with parameters of type Leg
Constructor and Description
`Bond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, Date issueDate, Leg cashflows)`
`Cap(Leg leg, DoubleVector capRates)`
`Collar(Leg leg, DoubleVector capRates, DoubleVector floorRates)`
`Floor(Leg leg, DoubleVector floorRates)`
`Swap(Leg firstLeg, Leg secondLeg)`
`YoYInflationCap(Leg leg, DoubleVector capRates)`
`YoYInflationCollar(Leg leg, DoubleVector capRates, DoubleVector floorRates)`
`YoYInflationFloor(Leg leg, DoubleVector floorRates)`

Uses of Classcom.github.vonrosen.quantlib.Leg

Uses of Leg in com.github.vonrosen.quantlib

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