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

Uses of Linear in com.github.vonrosen.quantlib

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

Modifier and Type	Method and Description
protected static long	Linear.getCPtr(Linear obj)
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_PiecewiseLinearForward__SWIG_0(long jarg1, Date jarg1_, long jarg2, RateHelperVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, QuoteHandleVector jarg4_, long jarg5, DateVector jarg5_, double jarg6, long jarg7, Linear jarg7_)
static long	QuantLibJNI.new_PiecewiseLinearForward__SWIG_5(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_, double jarg7, long jarg8, Linear jarg8_)
static long	QuantLibJNI.new_PiecewiseLinearZero__SWIG_0(long jarg1, Date jarg1_, long jarg2, RateHelperVector jarg2_, long jarg3, DayCounter jarg3_, long jarg4, QuoteHandleVector jarg4_, long jarg5, DateVector jarg5_, double jarg6, long jarg7, Linear jarg7_)
static long	QuantLibJNI.new_PiecewiseLinearZero__SWIG_5(int jarg1, long jarg2, Calendar jarg2_, long jarg3, RateHelperVector jarg3_, long jarg4, DayCounter jarg4_, long jarg5, QuoteHandleVector jarg5_, long jarg6, DateVector jarg6_, double jarg7, long jarg8, Linear jarg8_)
static long	QuantLibJNI.new_PiecewiseYoYInflation__SWIG_0(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Period jarg4_, int jarg5, boolean jarg6, double jarg7, long jarg8, YieldTermStructureHandle jarg8_, long jarg9, YoYHelperVector jarg9_, double jarg10, long jarg11, Linear jarg11_)
static long	QuantLibJNI.new_PiecewiseZeroInflation__SWIG_0(long jarg1, Date jarg1_, long jarg2, Calendar jarg2_, long jarg3, DayCounter jarg3_, long jarg4, Period jarg4_, int jarg5, boolean jarg6, double jarg7, long jarg8, YieldTermStructureHandle jarg8_, long jarg9, ZeroHelperVector jarg9_, double jarg10, long jarg11, Linear jarg11_)
static long	QuantLibJNI.new_SpreadedLinearZeroInterpolatedTermStructure__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandleVector jarg2_, long jarg3, DateVector jarg3_, int jarg4, int jarg5, long jarg6, DayCounter jarg6_, long jarg7, Linear jarg7_)
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_)

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

Constructor and Description
DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter, Calendar calendar, Linear i)
PiecewiseLinearForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, Linear i)
PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, Linear i)
PiecewiseLinearZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, Linear i)
PiecewiseLinearZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, double accuracy, Linear i)
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, double accuracy, Linear i)
SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc, Linear factory)
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)