| Modifier and Type | Method and Description |
|---|---|
Period |
InflationIndex.availabilityLag() |
Period |
SwapIndex.fixedLegTenor() |
Period |
PeriodVector.get(int i) |
Period |
SwaptionVolatilityStructureHandle.maxSwapTenor() |
Period |
SwaptionVolatilityStructure.maxSwapTenor() |
Period |
ZeroInflationTermStructureHandle.observationLag() |
Period |
ZeroInflationTermStructure.observationLag() |
Period |
YoYInflationTermStructureHandle.observationLag() |
Period |
YoYInflationTermStructure.observationLag() |
static Period |
PeriodParser.parse(String str) |
Period |
InterestRateIndex.tenor() |
| Modifier and Type | Method and Description |
|---|---|
void |
PeriodVector.add(Period x) |
Date |
Date.add(Period arg0) |
Date |
Calendar.advance(Date d,
Period period) |
Date |
Calendar.advance(Date d,
Period period,
BusinessDayConvention convention) |
Date |
Calendar.advance(Date d,
Period period,
BusinessDayConvention convention,
boolean endOfMonth) |
double |
SwaptionVolatilityStructureHandle.blackVariance(Date start,
Period length,
double strike) |
double |
SwaptionVolatilityStructure.blackVariance(Date start,
Period length,
double strike) |
double |
SwaptionVolatilityStructureHandle.blackVariance(Date start,
Period length,
double strike,
boolean extrapolate) |
double |
SwaptionVolatilityStructure.blackVariance(Date start,
Period length,
double strike,
boolean extrapolate) |
static long |
QuantLibJNI.Calendar_advance__SWIG_3(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
int jarg4,
boolean jarg5) |
static long |
QuantLibJNI.Calendar_advance__SWIG_4(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
int jarg4) |
static long |
QuantLibJNI.Calendar_advance__SWIG_5(long jarg1,
Calendar jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_) |
static double |
QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_0(long jarg1,
CapFloorTermVolatilityStructure jarg1_,
long jarg2,
Period jarg2_,
double jarg3,
boolean jarg4) |
static double |
QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_1(long jarg1,
CapFloorTermVolatilityStructure jarg1_,
long jarg2,
Period jarg2_,
double jarg3) |
static double |
QuantLibJNI.CapFloorTermVolatilityStructureHandle_volatility__SWIG_0(long jarg1,
CapFloorTermVolatilityStructureHandle jarg1_,
long jarg2,
Period jarg2_,
double jarg3,
boolean jarg4) |
static double |
QuantLibJNI.CapFloorTermVolatilityStructureHandle_volatility__SWIG_1(long jarg1,
CapFloorTermVolatilityStructureHandle jarg1_,
long jarg2,
Period jarg2_,
double jarg3) |
static long |
QuantLibJNI.Date_add__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_) |
static long |
QuantLibJNI.Date_subtract__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_) |
static double |
QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_0(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Date jarg4_,
double jarg5,
long jarg6) |
static double |
QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_1(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Date jarg4_,
double jarg5) |
static double |
QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_2(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_3(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_) |
static double |
QuantLibJNI.Gaussian1dModel_swapRate__SWIG_0(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Date jarg4_,
double jarg5,
long jarg6) |
static double |
QuantLibJNI.Gaussian1dModel_swapRate__SWIG_1(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Date jarg4_,
double jarg5) |
static double |
QuantLibJNI.Gaussian1dModel_swapRate__SWIG_2(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.Gaussian1dModel_swapRate__SWIG_3(long jarg1,
Gaussian1dModel jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_) |
protected static long |
Period.getCPtr(Period obj) |
static Date |
QuantLib.inflationBaseDate(Date referenceDate,
Period observationLag,
Frequency frequency,
boolean indexIsInterpolated) |
static long |
QuantLibJNI.inflationBaseDate(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
int jarg3,
boolean jarg4) |
static long |
QuantLibJNI.new_AUDLibor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_AUDLibor__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_Bbsw__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_Bbsw__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_Bkbm__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_Bkbm__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_CADLibor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_CADLibor__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_CapHelper__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
IborIndex jarg3_,
int jarg4,
long jarg5,
DayCounter jarg5_,
boolean jarg6,
long jarg7,
YieldTermStructureHandle jarg7_,
int jarg8) |
static long |
QuantLibJNI.new_CapHelper__SWIG_1(long jarg1,
Period jarg1_,
long jarg2,
QuoteHandle jarg2_,
long jarg3,
IborIndex jarg3_,
int jarg4,
long jarg5,
DayCounter jarg5_,
boolean jarg6,
long jarg7,
YieldTermStructureHandle jarg7_) |
static long |
QuantLibJNI.new_Cdor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_Cdor__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_CHFLibor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_CHFLibor__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_CPIBond__SWIG_0(long jarg1,
double jarg2,
boolean jarg3,
double jarg4,
long jarg5,
Period jarg5_,
long jarg6,
ZeroInflationIndex jarg6_,
int jarg7,
long jarg8,
Schedule jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DayCounter jarg10_,
int jarg11,
long jarg12,
Date jarg12_,
long jarg13,
Calendar jarg13_,
long jarg14,
Period jarg14_,
long jarg15,
Calendar jarg15_,
int jarg16,
boolean jarg17) |
static long |
QuantLibJNI.new_CPIBond__SWIG_1(long jarg1,
double jarg2,
boolean jarg3,
double jarg4,
long jarg5,
Period jarg5_,
long jarg6,
ZeroInflationIndex jarg6_,
int jarg7,
long jarg8,
Schedule jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DayCounter jarg10_,
int jarg11,
long jarg12,
Date jarg12_,
long jarg13,
Calendar jarg13_,
long jarg14,
Period jarg14_,
long jarg15,
Calendar jarg15_,
int jarg16) |
static long |
QuantLibJNI.new_CPIBond__SWIG_2(long jarg1,
double jarg2,
boolean jarg3,
double jarg4,
long jarg5,
Period jarg5_,
long jarg6,
ZeroInflationIndex jarg6_,
int jarg7,
long jarg8,
Schedule jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DayCounter jarg10_,
int jarg11,
long jarg12,
Date jarg12_,
long jarg13,
Calendar jarg13_,
long jarg14,
Period jarg14_,
long jarg15,
Calendar jarg15_) |
static long |
QuantLibJNI.new_CPIBond__SWIG_3(long jarg1,
double jarg2,
boolean jarg3,
double jarg4,
long jarg5,
Period jarg5_,
long jarg6,
ZeroInflationIndex jarg6_,
int jarg7,
long jarg8,
Schedule jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DayCounter jarg10_,
int jarg11,
long jarg12,
Date jarg12_,
long jarg13,
Calendar jarg13_,
long jarg14,
Period jarg14_) |
static long |
QuantLibJNI.new_CPIBond__SWIG_4(long jarg1,
double jarg2,
boolean jarg3,
double jarg4,
long jarg5,
Period jarg5_,
long jarg6,
ZeroInflationIndex jarg6_,
int jarg7,
long jarg8,
Schedule jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DayCounter jarg10_,
int jarg11,
long jarg12,
Date jarg12_,
long jarg13,
Calendar jarg13_) |
static long |
QuantLibJNI.new_CPIBond__SWIG_5(long jarg1,
double jarg2,
boolean jarg3,
double jarg4,
long jarg5,
Period jarg5_,
long jarg6,
ZeroInflationIndex jarg6_,
int jarg7,
long jarg8,
Schedule jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DayCounter jarg10_,
int jarg11,
long jarg12,
Date jarg12_) |
static long |
QuantLibJNI.new_CPIBond__SWIG_6(long jarg1,
double jarg2,
boolean jarg3,
double jarg4,
long jarg5,
Period jarg5_,
long jarg6,
ZeroInflationIndex jarg6_,
int jarg7,
long jarg8,
Schedule jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DayCounter jarg10_,
int jarg11) |
static long |
QuantLibJNI.new_CPIBond__SWIG_7(long jarg1,
double jarg2,
boolean jarg3,
double jarg4,
long jarg5,
Period jarg5_,
long jarg6,
ZeroInflationIndex jarg6_,
int jarg7,
long jarg8,
Schedule jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DayCounter jarg10_) |
static long |
QuantLibJNI.new_DepositRateHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
boolean jarg6,
long jarg7,
DayCounter jarg7_) |
static long |
QuantLibJNI.new_DepositRateHelper__SWIG_1(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
boolean jarg6,
long jarg7,
DayCounter jarg7_) |
static long |
QuantLibJNI.new_DKKLibor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_DKKLibor__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_Euribor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_Euribor__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_Euribor365__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_Euribor365__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_EuriborSwapIfrFix__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_EuriborSwapIfrFix__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_EuriborSwapIfrFix__SWIG_2(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
YieldTermStructureHandle jarg3_) |
static long |
QuantLibJNI.new_EuriborSwapIsdaFixA__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_EuriborSwapIsdaFixA__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_EuriborSwapIsdaFixA__SWIG_2(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
YieldTermStructureHandle jarg3_) |
static long |
QuantLibJNI.new_EuriborSwapIsdaFixB__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_EuriborSwapIsdaFixB__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_EuriborSwapIsdaFixB__SWIG_2(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
YieldTermStructureHandle jarg3_) |
static long |
QuantLibJNI.new_EURLibor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_EURLibor__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_EurLiborSwapIfrFix__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_EurLiborSwapIfrFix__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_EurLiborSwapIfrFix__SWIG_2(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
YieldTermStructureHandle jarg3_) |
static long |
QuantLibJNI.new_EurLiborSwapIsdaFixA__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_EurLiborSwapIsdaFixA__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_EurLiborSwapIsdaFixA__SWIG_2(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
YieldTermStructureHandle jarg3_) |
static long |
QuantLibJNI.new_EurLiborSwapIsdaFixB__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_EurLiborSwapIsdaFixB__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_EurLiborSwapIsdaFixB__SWIG_2(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_,
long jarg3,
YieldTermStructureHandle jarg3_) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_0(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Calendar jarg9_,
long jarg10,
Period jarg10_,
long jarg11,
Calendar jarg11_,
int jarg12,
boolean jarg13) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_1(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Calendar jarg9_,
long jarg10,
Period jarg10_,
long jarg11,
Calendar jarg11_,
int jarg12) |
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_2(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Calendar jarg9_,
long jarg10,
Period jarg10_,
long jarg11,
Calendar jarg11_) |
static long |
QuantLibJNI.new_FixedRateBond__SWIG_3(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
double jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Calendar jarg9_,
long jarg10,
Period jarg10_) |
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) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_,
long jarg12,
Calendar jarg12_,
int jarg13,
boolean jarg14,
boolean jarg15) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_,
long jarg12,
Calendar jarg12_,
int jarg13,
boolean jarg14) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_,
long jarg12,
Calendar jarg12_,
int jarg13) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_3(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_,
long jarg12,
Calendar jarg12_) |
static long |
QuantLibJNI.new_FixedRateBondHelper__SWIG_4(long jarg1,
QuoteHandle jarg1_,
long jarg2,
double jarg3,
long jarg4,
Schedule jarg4_,
long jarg5,
DoubleVector jarg5_,
long jarg6,
DayCounter jarg6_,
int jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Calendar jarg10_,
long jarg11,
Period jarg11_) |
static long |
QuantLibJNI.new_GBPLibor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_GBPLibor__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_HestonModelHelper__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
Calendar jarg2_,
double jarg3,
double jarg4,
long jarg5,
QuoteHandle jarg5_,
long jarg6,
YieldTermStructureHandle jarg6_,
long jarg7,
YieldTermStructureHandle jarg7_,
int jarg8) |
static long |
QuantLibJNI.new_HestonModelHelper__SWIG_1(long jarg1,
Period jarg1_,
long jarg2,
Calendar jarg2_,
double jarg3,
double jarg4,
long jarg5,
QuoteHandle jarg5_,
long jarg6,
YieldTermStructureHandle jarg6_,
long jarg7,
YieldTermStructureHandle jarg7_) |
static long |
QuantLibJNI.new_IborIndex__SWIG_0(String jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
int jarg6,
boolean jarg7,
long jarg8,
DayCounter jarg8_,
long jarg9,
YieldTermStructureHandle jarg9_) |
static long |
QuantLibJNI.new_IborIndex__SWIG_1(String jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
int jarg6,
boolean jarg7,
long jarg8,
DayCounter jarg8_) |
static long |
QuantLibJNI.new_IntegralCdsEngine__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
DefaultProbabilityTermStructureHandle jarg2_,
double jarg3,
long jarg4,
YieldTermStructureHandle jarg4_,
boolean jarg5) |
static long |
QuantLibJNI.new_IntegralCdsEngine__SWIG_1(long jarg1,
Period jarg1_,
long jarg2,
DefaultProbabilityTermStructureHandle jarg2_,
double jarg3,
long jarg4,
YieldTermStructureHandle jarg4_) |
static long |
QuantLibJNI.new_Jibar__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_Jibar__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_JPYLibor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_JPYLibor__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_Libor__SWIG_0(String jarg1,
long jarg2,
Period jarg2_,
long jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
YieldTermStructureHandle jarg7_) |
static long |
QuantLibJNI.new_Libor__SWIG_1(String jarg1,
long jarg2,
Period jarg2_,
long jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
long jarg6,
DayCounter jarg6_) |
static long |
QuantLibJNI.new_NZDLibor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_NZDLibor__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_OISRateHelper__SWIG_0(long jarg1,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
OvernightIndex jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_) |
static long |
QuantLibJNI.new_OISRateHelper__SWIG_1(long jarg1,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
OvernightIndex jarg4_) |
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_PiecewiseYoYInflation__SWIG_1(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) |
static long |
QuantLibJNI.new_PiecewiseYoYInflation__SWIG_2(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_) |
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_PiecewiseZeroInflation__SWIG_1(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) |
static long |
QuantLibJNI.new_PiecewiseZeroInflation__SWIG_2(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_) |
static long |
QuantLibJNI.new_Schedule__SWIG_1(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
boolean jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Date jarg10_) |
static long |
QuantLibJNI.new_Schedule__SWIG_2(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
boolean jarg8,
long jarg9,
Date jarg9_) |
static long |
QuantLibJNI.new_Schedule__SWIG_3(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
boolean jarg8) |
static long |
QuantLibJNI.new_SEKLibor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_SEKLibor__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_,
boolean jarg11,
boolean jarg12) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_,
boolean jarg11) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_3(double jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_,
boolean jarg11,
boolean jarg12) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_4(double jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_,
boolean jarg11) |
static long |
QuantLibJNI.new_SpreadCdsHelper__SWIG_5(double jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Calendar jarg4_,
int jarg5,
int jarg6,
int jarg7,
long jarg8,
DayCounter jarg8_,
double jarg9,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_SwapIndex__SWIG_0(String jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
long jarg6,
Period jarg6_,
int jarg7,
long jarg8,
DayCounter jarg8_,
long jarg9,
IborIndex jarg9_) |
static long |
QuantLibJNI.new_SwapIndex__SWIG_1(String jarg1,
long jarg2,
Period jarg2_,
int jarg3,
long jarg4,
Currency jarg4_,
long jarg5,
Calendar jarg5_,
long jarg6,
Period jarg6_,
int jarg7,
long jarg8,
DayCounter jarg8_,
long jarg9,
IborIndex jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11,
int jarg12,
long jarg13,
Date jarg13_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11,
int jarg12) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_10(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_11(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_12(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_13(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_14(long jarg1,
QuoteHandle jarg1_,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
int jarg6,
long jarg7,
Date jarg7_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_15(long jarg1,
QuoteHandle jarg1_,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_16(long jarg1,
QuoteHandle jarg1_,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_17(long jarg1,
QuoteHandle jarg1_,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_20(double jarg1,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
int jarg6,
long jarg7,
Date jarg7_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_21(double jarg1,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_,
int jarg6) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_22(double jarg1,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_,
long jarg5,
YieldTermStructureHandle jarg5_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_23(double jarg1,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
Period jarg4_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_3(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_4(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_5(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_6(long jarg1,
QuoteHandle jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_7(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11,
int jarg12,
long jarg13,
Date jarg13_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_8(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11,
int jarg12) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_9(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Calendar jarg3_,
int jarg4,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
IborIndex jarg7_,
long jarg8,
QuoteHandle jarg8_,
long jarg9,
Period jarg9_,
long jarg10,
YieldTermStructureHandle jarg10_,
long jarg11) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12,
double jarg13) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_1(long jarg1,
Period jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_10(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_11(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_12(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12,
double jarg13) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_13(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_14(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_15(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_16(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_17(long jarg1,
Date jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_2(long jarg1,
Period jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_3(long jarg1,
Period jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_4(long jarg1,
Period jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_5(long jarg1,
Period jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_6(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12,
double jarg13) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_7(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11,
int jarg12) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_8(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10,
double jarg11) |
static long |
QuantLibJNI.new_SwaptionHelper__SWIG_9(long jarg1,
Date jarg1_,
long jarg2,
Period jarg2_,
long jarg3,
QuoteHandle jarg3_,
long jarg4,
IborIndex jarg4_,
long jarg5,
Period jarg5_,
long jarg6,
DayCounter jarg6_,
long jarg7,
DayCounter jarg7_,
long jarg8,
YieldTermStructureHandle jarg8_,
int jarg9,
double jarg10) |
static long |
QuantLibJNI.new_Tibor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_Tibor__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_TRLibor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_TRLibor__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_0(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12,
boolean jarg13,
boolean jarg14) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_1(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12,
boolean jarg13) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_2(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_3(long jarg1,
QuoteHandle jarg1_,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_4(double jarg1,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12,
boolean jarg13,
boolean jarg14) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_5(double jarg1,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12,
boolean jarg13) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_6(double jarg1,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_,
long jarg12) |
static long |
QuantLibJNI.new_UpfrontCdsHelper__SWIG_7(double jarg1,
double jarg2,
long jarg3,
Period jarg3_,
int jarg4,
long jarg5,
Calendar jarg5_,
int jarg6,
int jarg7,
int jarg8,
long jarg9,
DayCounter jarg9_,
double jarg10,
long jarg11,
YieldTermStructureHandle jarg11_) |
static long |
QuantLibJNI.new_USDLibor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_USDLibor__SWIG_1(long jarg1,
Period jarg1_) |
static long |
QuantLibJNI.new_YearOnYearInflationSwap__SWIG_0(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
double jarg4,
long jarg5,
DayCounter jarg5_,
long jarg6,
Schedule jarg6_,
long jarg7,
YoYInflationIndex jarg7_,
long jarg8,
Period jarg8_,
double jarg9,
long jarg10,
DayCounter jarg10_,
long jarg11,
Calendar jarg11_,
int jarg12) |
static long |
QuantLibJNI.new_YearOnYearInflationSwap__SWIG_1(int jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
double jarg4,
long jarg5,
DayCounter jarg5_,
long jarg6,
Schedule jarg6_,
long jarg7,
YoYInflationIndex jarg7_,
long jarg8,
Period jarg8_,
double jarg9,
long jarg10,
DayCounter jarg10_,
long jarg11,
Calendar jarg11_) |
static long |
QuantLibJNI.new_YearOnYearInflationSwapHelper(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Calendar jarg4_,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
YoYInflationIndex jarg7_) |
static long |
QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_0(int jarg1,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Calendar jarg5_,
int jarg6,
long jarg7,
DayCounter jarg7_,
double jarg8,
long jarg9,
ZeroInflationIndex jarg9_,
long jarg10,
Period jarg10_,
boolean jarg11,
long jarg12,
Calendar jarg12_,
int jarg13) |
static long |
QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_1(int jarg1,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Calendar jarg5_,
int jarg6,
long jarg7,
DayCounter jarg7_,
double jarg8,
long jarg9,
ZeroInflationIndex jarg9_,
long jarg10,
Period jarg10_,
boolean jarg11,
long jarg12,
Calendar jarg12_) |
static long |
QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_2(int jarg1,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Calendar jarg5_,
int jarg6,
long jarg7,
DayCounter jarg7_,
double jarg8,
long jarg9,
ZeroInflationIndex jarg9_,
long jarg10,
Period jarg10_,
boolean jarg11) |
static long |
QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_3(int jarg1,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
Calendar jarg5_,
int jarg6,
long jarg7,
DayCounter jarg7_,
double jarg8,
long jarg9,
ZeroInflationIndex jarg9_,
long jarg10,
Period jarg10_) |
static long |
QuantLibJNI.new_ZeroCouponInflationSwapHelper(double jarg1,
long jarg2,
Period jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
Calendar jarg4_,
int jarg5,
long jarg6,
DayCounter jarg6_,
long jarg7,
ZeroInflationIndex jarg7_) |
static long |
QuantLibJNI.new_ZeroInflationIndex__SWIG_0(String jarg1,
long jarg2,
Region jarg2_,
boolean jarg3,
boolean jarg4,
int jarg5,
long jarg6,
Period jarg6_,
long jarg7,
Currency jarg7_,
long jarg8,
ZeroInflationTermStructureHandle jarg8_) |
static long |
QuantLibJNI.new_ZeroInflationIndex__SWIG_1(String jarg1,
long jarg2,
Region jarg2_,
boolean jarg3,
boolean jarg4,
int jarg5,
long jarg6,
Period jarg6_,
long jarg7,
Currency jarg7_) |
static long |
QuantLibJNI.new_Zibor__SWIG_0(long jarg1,
Period jarg1_,
long jarg2,
YieldTermStructureHandle jarg2_) |
static long |
QuantLibJNI.new_Zibor__SWIG_1(long jarg1,
Period jarg1_) |
Date |
SwaptionVolatilityStructureHandle.optionDateFromTenor(Period p) |
Date |
SwaptionVolatilityStructure.optionDateFromTenor(Period p) |
static int |
QuantLibJNI.Period_frequency(long jarg1,
Period jarg1_) |
static int |
QuantLibJNI.Period_length(long jarg1,
Period jarg1_) |
static String |
QuantLibJNI.Period_repr(long jarg1,
Period jarg1_) |
static String |
QuantLibJNI.Period_toString(long jarg1,
Period jarg1_) |
static int |
QuantLibJNI.Period_units(long jarg1,
Period jarg1_) |
static void |
QuantLibJNI.PeriodVector_add(long jarg1,
PeriodVector jarg1_,
long jarg2,
Period jarg2_) |
static void |
QuantLibJNI.PeriodVector_set(long jarg1,
PeriodVector jarg1_,
int jarg2,
long jarg3,
Period jarg3_) |
void |
PeriodVector.set(int i,
Period val) |
Date |
Date.subtract(Period arg0) |
double |
Gaussian1dModel.swapAnnuity(Date fixing,
Period tenor) |
double |
Gaussian1dModel.swapAnnuity(Date fixing,
Period tenor,
Date referenceDate) |
double |
Gaussian1dModel.swapAnnuity(Date fixing,
Period tenor,
Date referenceDate,
double y) |
double |
Gaussian1dModel.swapAnnuity(Date fixing,
Period tenor,
Date referenceDate,
double y,
SWIGTYPE_p_boost__shared_ptrT_SwapIndex_t swapIdx) |
double |
Gaussian1dModel.swapRate(Date fixing,
Period tenor) |
double |
Gaussian1dModel.swapRate(Date fixing,
Period tenor,
Date referenceDate) |
double |
Gaussian1dModel.swapRate(Date fixing,
Period tenor,
Date referenceDate,
double y) |
double |
Gaussian1dModel.swapRate(Date fixing,
Period tenor,
Date referenceDate,
double y,
SWIGTYPE_p_boost__shared_ptrT_SwapIndex_t swapIdx) |
static double |
QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_0(long jarg1,
SwaptionVolatilityStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4,
boolean jarg5) |
static double |
QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_1(long jarg1,
SwaptionVolatilityStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4) |
static long |
QuantLibJNI.SwaptionVolatilityStructure_optionDateFromTenor(long jarg1,
SwaptionVolatilityStructure jarg1_,
long jarg2,
Period jarg2_) |
static double |
QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_0(long jarg1,
SwaptionVolatilityStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4,
boolean jarg5) |
static double |
QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_1(long jarg1,
SwaptionVolatilityStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4) |
static double |
QuantLibJNI.SwaptionVolatilityStructureHandle_blackVariance__SWIG_0(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4,
boolean jarg5) |
static double |
QuantLibJNI.SwaptionVolatilityStructureHandle_blackVariance__SWIG_1(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4) |
static long |
QuantLibJNI.SwaptionVolatilityStructureHandle_optionDateFromTenor(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
Period jarg2_) |
static double |
QuantLibJNI.SwaptionVolatilityStructureHandle_volatility__SWIG_0(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4,
boolean jarg5) |
static double |
QuantLibJNI.SwaptionVolatilityStructureHandle_volatility__SWIG_1(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
double jarg4) |
double |
SwaptionVolatilityStructureHandle.volatility(Date start,
Period length,
double strike) |
double |
SwaptionVolatilityStructure.volatility(Date start,
Period length,
double strike) |
double |
SwaptionVolatilityStructureHandle.volatility(Date start,
Period length,
double strike,
boolean extrapolate) |
double |
SwaptionVolatilityStructure.volatility(Date start,
Period length,
double strike,
boolean extrapolate) |
double |
CapFloorTermVolatilityStructureHandle.volatility(Period length,
double strike) |
double |
CapFloorTermVolatilityStructure.volatility(Period length,
double strike) |
double |
CapFloorTermVolatilityStructureHandle.volatility(Period length,
double strike,
boolean extrapolate) |
double |
CapFloorTermVolatilityStructure.volatility(Period length,
double strike,
boolean extrapolate) |
static double |
QuantLibJNI.YoYInflationTermStructure_yoyRate__SWIG_0(long jarg1,
YoYInflationTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4,
boolean jarg5) |
static double |
QuantLibJNI.YoYInflationTermStructure_yoyRate__SWIG_1(long jarg1,
YoYInflationTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4) |
static double |
QuantLibJNI.YoYInflationTermStructure_yoyRate__SWIG_2(long jarg1,
YoYInflationTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_) |
static double |
QuantLibJNI.YoYInflationTermStructureHandle_yoyRate__SWIG_0(long jarg1,
YoYInflationTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4,
boolean jarg5) |
static double |
QuantLibJNI.YoYInflationTermStructureHandle_yoyRate__SWIG_1(long jarg1,
YoYInflationTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4) |
static double |
QuantLibJNI.YoYInflationTermStructureHandle_yoyRate__SWIG_2(long jarg1,
YoYInflationTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_) |
double |
YoYInflationTermStructureHandle.yoyRate(Date d,
Period instObsLag) |
double |
YoYInflationTermStructure.yoyRate(Date d,
Period instObsLag) |
double |
YoYInflationTermStructureHandle.yoyRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation) |
double |
YoYInflationTermStructure.yoyRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation) |
double |
YoYInflationTermStructureHandle.yoyRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation,
boolean extrapolate) |
double |
YoYInflationTermStructure.yoyRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation,
boolean extrapolate) |
static double |
QuantLibJNI.ZeroInflationTermStructure_zeroRate__SWIG_0(long jarg1,
ZeroInflationTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4,
boolean jarg5) |
static double |
QuantLibJNI.ZeroInflationTermStructure_zeroRate__SWIG_1(long jarg1,
ZeroInflationTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4) |
static double |
QuantLibJNI.ZeroInflationTermStructure_zeroRate__SWIG_2(long jarg1,
ZeroInflationTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_) |
static double |
QuantLibJNI.ZeroInflationTermStructureHandle_zeroRate__SWIG_0(long jarg1,
ZeroInflationTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4,
boolean jarg5) |
static double |
QuantLibJNI.ZeroInflationTermStructureHandle_zeroRate__SWIG_1(long jarg1,
ZeroInflationTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_,
boolean jarg4) |
static double |
QuantLibJNI.ZeroInflationTermStructureHandle_zeroRate__SWIG_2(long jarg1,
ZeroInflationTermStructureHandle jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Period jarg3_) |
double |
ZeroInflationTermStructureHandle.zeroRate(Date d,
Period instObsLag) |
double |
ZeroInflationTermStructure.zeroRate(Date d,
Period instObsLag) |
double |
ZeroInflationTermStructureHandle.zeroRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation) |
double |
ZeroInflationTermStructure.zeroRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation) |
double |
ZeroInflationTermStructureHandle.zeroRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation,
boolean extrapolate) |
double |
ZeroInflationTermStructure.zeroRate(Date d,
Period instObsLag,
boolean forceLinearInterpolation,
boolean extrapolate) |
| Constructor and Description |
|---|
AUDLibor(Period tenor) |
AUDLibor(Period tenor,
YieldTermStructureHandle h) |
Bbsw(Period tenor) |
Bbsw(Period tenor,
YieldTermStructureHandle h) |
Bkbm(Period tenor) |
Bkbm(Period tenor,
YieldTermStructureHandle h) |
CADLibor(Period tenor) |
CADLibor(Period tenor,
YieldTermStructureHandle h) |
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) |
Cdor(Period tenor) |
Cdor(Period tenor,
YieldTermStructureHandle h) |
CHFLibor(Period tenor) |
CHFLibor(Period tenor,
YieldTermStructureHandle h) |
CPIBond(long settlementDays,
double faceAmount,
boolean growthOnly,
double baseCPI,
Period observationLag,
ZeroInflationIndex cpiIndex,
CPI.InterpolationType observationInterpolation,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter) |
CPIBond(long settlementDays,
double faceAmount,
boolean growthOnly,
double baseCPI,
Period observationLag,
ZeroInflationIndex cpiIndex,
CPI.InterpolationType observationInterpolation,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention) |
CPIBond(long settlementDays,
double faceAmount,
boolean growthOnly,
double baseCPI,
Period observationLag,
ZeroInflationIndex cpiIndex,
CPI.InterpolationType observationInterpolation,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention,
Date issueDate) |
CPIBond(long settlementDays,
double faceAmount,
boolean growthOnly,
double baseCPI,
Period observationLag,
ZeroInflationIndex cpiIndex,
CPI.InterpolationType observationInterpolation,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention,
Date issueDate,
Calendar paymentCalendar) |
CPIBond(long settlementDays,
double faceAmount,
boolean growthOnly,
double baseCPI,
Period observationLag,
ZeroInflationIndex cpiIndex,
CPI.InterpolationType observationInterpolation,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod) |
CPIBond(long settlementDays,
double faceAmount,
boolean growthOnly,
double baseCPI,
Period observationLag,
ZeroInflationIndex cpiIndex,
CPI.InterpolationType observationInterpolation,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar) |
CPIBond(long settlementDays,
double faceAmount,
boolean growthOnly,
double baseCPI,
Period observationLag,
ZeroInflationIndex cpiIndex,
CPI.InterpolationType observationInterpolation,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention) |
CPIBond(long settlementDays,
double faceAmount,
boolean growthOnly,
double baseCPI,
Period observationLag,
ZeroInflationIndex cpiIndex,
CPI.InterpolationType observationInterpolation,
Schedule schedule,
DoubleVector coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention,
boolean exCouponEndOfMonth) |
DepositRateHelper(double rate,
Period tenor,
long fixingDays,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
DepositRateHelper(QuoteHandle rate,
Period tenor,
long fixingDays,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
DKKLibor(Period tenor) |
DKKLibor(Period tenor,
YieldTermStructureHandle h) |
Euribor(Period tenor) |
Euribor(Period tenor,
YieldTermStructureHandle h) |
Euribor365(Period tenor) |
Euribor365(Period tenor,
YieldTermStructureHandle h) |
EuriborSwapIfrFix(Period tenor) |
EuriborSwapIfrFix(Period tenor,
YieldTermStructureHandle h) |
EuriborSwapIfrFix(Period tenor,
YieldTermStructureHandle h1,
YieldTermStructureHandle h2) |
EuriborSwapIsdaFixA(Period tenor) |
EuriborSwapIsdaFixA(Period tenor,
YieldTermStructureHandle h) |
EuriborSwapIsdaFixA(Period tenor,
YieldTermStructureHandle h1,
YieldTermStructureHandle h2) |
EuriborSwapIsdaFixB(Period tenor) |
EuriborSwapIsdaFixB(Period tenor,
YieldTermStructureHandle h) |
EuriborSwapIsdaFixB(Period tenor,
YieldTermStructureHandle h1,
YieldTermStructureHandle h2) |
EURLibor(Period tenor) |
EURLibor(Period tenor,
YieldTermStructureHandle h) |
EurLiborSwapIfrFix(Period tenor) |
EurLiborSwapIfrFix(Period tenor,
YieldTermStructureHandle h) |
EurLiborSwapIfrFix(Period tenor,
YieldTermStructureHandle h1,
YieldTermStructureHandle h2) |
EurLiborSwapIsdaFixA(Period tenor) |
EurLiborSwapIsdaFixA(Period tenor,
YieldTermStructureHandle h) |
EurLiborSwapIsdaFixA(Period tenor,
YieldTermStructureHandle h1,
YieldTermStructureHandle h2) |
EurLiborSwapIsdaFixB(Period tenor) |
EurLiborSwapIsdaFixB(Period tenor,
YieldTermStructureHandle h) |
EurLiborSwapIsdaFixB(Period tenor,
YieldTermStructureHandle h1,
YieldTermStructureHandle h2) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention) |
FixedRateBond(int settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention,
boolean exCouponEndOfMonth) |
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) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention,
boolean exCouponEndOfMonth) |
FixedRateBondHelper(QuoteHandle cleanPrice,
long settlementDays,
double faceAmount,
Schedule schedule,
DoubleVector coupons,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
double redemption,
Date issueDate,
Calendar paymentCalendar,
Period exCouponPeriod,
Calendar exCouponCalendar,
BusinessDayConvention exCouponConvention,
boolean exCouponEndOfMonth,
boolean useCleanPrice) |
GBPLibor(Period tenor) |
GBPLibor(Period tenor,
YieldTermStructureHandle h) |
HestonModelHelper(Period maturity,
Calendar calendar,
double s0,
double strikePrice,
QuoteHandle volatility,
YieldTermStructureHandle riskFreeRate,
YieldTermStructureHandle dividendYield,
_CalibrationHelper.CalibrationErrorType errorType) |
HestonModelHelper(Period maturity,
Calendar calendar,
double s0,
double strikePrice,
QuoteHandle volatility,
YieldTermStructureHandle riskFreeRate,
YieldTermStructureHandle dividendYield) |
IborIndex(String familyName,
Period tenor,
int settlementDays,
Currency currency,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter) |
IborIndex(String familyName,
Period tenor,
int settlementDays,
Currency currency,
Calendar calendar,
BusinessDayConvention convention,
boolean endOfMonth,
DayCounter dayCounter,
YieldTermStructureHandle h) |
IntegralCdsEngine(Period integrationStep,
DefaultProbabilityTermStructureHandle probability,
double recoveryRate,
YieldTermStructureHandle discountCurve) |
IntegralCdsEngine(Period integrationStep,
DefaultProbabilityTermStructureHandle probability,
double recoveryRate,
YieldTermStructureHandle discountCurve,
boolean includeSettlementDateFlows) |
Jibar(Period tenor) |
Jibar(Period tenor,
YieldTermStructureHandle h) |
JPYLibor(Period tenor) |
JPYLibor(Period tenor,
YieldTermStructureHandle h) |
Libor(String familyName,
Period tenor,
long settlementDays,
Currency currency,
Calendar financialCenterCalendar,
DayCounter dayCounter) |
Libor(String familyName,
Period tenor,
long settlementDays,
Currency currency,
Calendar financialCenterCalendar,
DayCounter dayCounter,
YieldTermStructureHandle h) |
NZDLibor(Period tenor) |
NZDLibor(Period tenor,
YieldTermStructureHandle h) |
OISRateHelper(long settlementDays,
Period tenor,
QuoteHandle rate,
OvernightIndex index) |
OISRateHelper(long settlementDays,
Period tenor,
QuoteHandle rate,
OvernightIndex index,
YieldTermStructureHandle discountingCurve) |
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) |
Schedule(Date effectiveDate,
Date terminationDate,
Period tenor,
Calendar calendar,
BusinessDayConvention convention,
BusinessDayConvention terminationDateConvention,
DateGeneration.Rule rule,
boolean endOfMonth) |
Schedule(Date effectiveDate,
Date terminationDate,
Period tenor,
Calendar calendar,
BusinessDayConvention convention,
BusinessDayConvention terminationDateConvention,
DateGeneration.Rule rule,
boolean endOfMonth,
Date firstDate) |
Schedule(Date effectiveDate,
Date terminationDate,
Period tenor,
Calendar calendar,
BusinessDayConvention convention,
BusinessDayConvention terminationDateConvention,
DateGeneration.Rule rule,
boolean endOfMonth,
Date firstDate,
Date nextToLastDate) |
SEKLibor(Period tenor) |
SEKLibor(Period tenor,
YieldTermStructureHandle h) |
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) |
SwapIndex(String familyName,
Period tenor,
int settlementDays,
Currency currency,
Calendar calendar,
Period fixedLegTenor,
BusinessDayConvention fixedLegConvention,
DayCounter fixedLegDayCounter,
IborIndex iborIndex) |
SwapIndex(String familyName,
Period tenor,
int settlementDays,
Currency currency,
Calendar calendar,
Period fixedLegTenor,
BusinessDayConvention fixedLegConvention,
DayCounter fixedLegDayCounter,
IborIndex iborIndex,
YieldTermStructureHandle discountCurve) |
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(double rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart) |
SwapRateHelper(double rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve) |
SwapRateHelper(double rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
Pillar.Choice pillar) |
SwapRateHelper(double rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
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) |
SwapRateHelper(QuoteHandle rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart) |
SwapRateHelper(QuoteHandle rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve) |
SwapRateHelper(QuoteHandle rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
Pillar.Choice pillar) |
SwapRateHelper(QuoteHandle rate,
SwapIndex index,
QuoteHandle spread,
Period fwdStart,
YieldTermStructureHandle discountingCurve,
Pillar.Choice pillar,
Date customPillarDate) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type,
double shift) |
SwaptionHelper(Date exerciseDate,
Date endDate,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type,
double shift) |
SwaptionHelper(Date exerciseDate,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure,
_CalibrationHelper.CalibrationErrorType errorType,
double strike,
double nominal,
VolatilityType type,
double shift) |
SwaptionHelper(Period maturity,
Period length,
QuoteHandle volatility,
IborIndex index,
Period fixedLegTenor,
DayCounter fixedLegDayCounter,
DayCounter floatingLegDayCounter,
YieldTermStructureHandle termStructure) |
Tibor(Period tenor) |
Tibor(Period tenor,
YieldTermStructureHandle h) |
TRLibor(Period tenor) |
TRLibor(Period tenor,
YieldTermStructureHandle h) |
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) |
USDLibor(Period tenor) |
USDLibor(Period tenor,
YieldTermStructureHandle h) |
YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type,
double nominal,
Schedule fixedSchedule,
double fixedRate,
DayCounter fixedDayCounter,
Schedule yoySchedule,
YoYInflationIndex index,
Period lag,
double spread,
DayCounter yoyDayCounter,
Calendar paymentCalendar) |
YearOnYearInflationSwap(_YearOnYearInflationSwap.Type type,
double nominal,
Schedule fixedSchedule,
double fixedRate,
DayCounter fixedDayCounter,
Schedule yoySchedule,
YoYInflationIndex index,
Period lag,
double spread,
DayCounter yoyDayCounter,
Calendar paymentCalendar,
BusinessDayConvention paymentConvention) |
YearOnYearInflationSwapHelper(double rate,
Period lag,
Date maturity,
Calendar calendar,
BusinessDayConvention bdc,
DayCounter dayCounter,
YoYInflationIndex index) |
ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type,
double nominal,
Date start,
Date maturity,
Calendar calendar,
BusinessDayConvention convention,
DayCounter dayCounter,
double fixedRate,
ZeroInflationIndex index,
Period lag) |
ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type,
double nominal,
Date start,
Date maturity,
Calendar calendar,
BusinessDayConvention convention,
DayCounter dayCounter,
double fixedRate,
ZeroInflationIndex index,
Period lag,
boolean adjustInfObsDates) |
ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type,
double nominal,
Date start,
Date maturity,
Calendar calendar,
BusinessDayConvention convention,
DayCounter dayCounter,
double fixedRate,
ZeroInflationIndex index,
Period lag,
boolean adjustInfObsDates,
Calendar infCalendar) |
ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type,
double nominal,
Date start,
Date maturity,
Calendar calendar,
BusinessDayConvention convention,
DayCounter dayCounter,
double fixedRate,
ZeroInflationIndex index,
Period lag,
boolean adjustInfObsDates,
Calendar infCalendar,
BusinessDayConvention infConvention) |
ZeroCouponInflationSwapHelper(double rate,
Period lag,
Date maturity,
Calendar calendar,
BusinessDayConvention bdc,
DayCounter dayCounter,
ZeroInflationIndex index) |
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) |
Zibor(Period tenor) |
Zibor(Period tenor,
YieldTermStructureHandle h) |
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