| Modifier and Type | Class and Description |
|---|---|
class |
EuriborSwapIfrFix |
class |
EuriborSwapIsdaFixA |
class |
EuriborSwapIsdaFixB |
class |
EurLiborSwapIfrFix |
class |
EurLiborSwapIsdaFixA |
class |
EurLiborSwapIsdaFixB |
| Modifier and Type | Method and Description |
|---|---|
static long |
QuantLibJNI.CmsLeg__SWIG_0(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_,
boolean jarg11) |
static long |
QuantLibJNI.CmsLeg__SWIG_1(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_) |
static long |
QuantLibJNI.CmsLeg__SWIG_2(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_) |
static long |
QuantLibJNI.CmsLeg__SWIG_3(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_) |
static long |
QuantLibJNI.CmsLeg__SWIG_4(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_) |
static long |
QuantLibJNI.CmsLeg__SWIG_5(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_) |
static long |
QuantLibJNI.CmsLeg__SWIG_6(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5) |
static long |
QuantLibJNI.CmsLeg__SWIG_7(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.CmsLeg__SWIG_8(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_) |
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 long |
QuantLibJNI.CmsZeroLeg__SWIG_0(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_) |
static long |
QuantLibJNI.CmsZeroLeg__SWIG_1(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_) |
static long |
QuantLibJNI.CmsZeroLeg__SWIG_2(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_,
long jarg8,
DoubleVector jarg8_) |
static long |
QuantLibJNI.CmsZeroLeg__SWIG_3(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_,
long jarg7,
DoubleVector jarg7_) |
static long |
QuantLibJNI.CmsZeroLeg__SWIG_4(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
long jarg6,
UnsignedIntVector jarg6_) |
static long |
QuantLibJNI.CmsZeroLeg__SWIG_5(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5) |
static long |
QuantLibJNI.CmsZeroLeg__SWIG_6(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_,
long jarg4,
DayCounter jarg4_) |
static long |
QuantLibJNI.CmsZeroLeg__SWIG_7(long jarg1,
DoubleVector jarg1_,
long jarg2,
Schedule jarg2_,
long jarg3,
SwapIndex jarg3_) |
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) |
protected static long |
SwapIndex.getCPtr(SwapIndex obj) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_0(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
double jarg9,
double jarg10,
long jarg11,
Date jarg11_,
long jarg12,
Date jarg12_,
long jarg13,
DayCounter jarg13_,
boolean jarg14) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_1(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
double jarg9,
double jarg10,
long jarg11,
Date jarg11_,
long jarg12,
Date jarg12_,
long jarg13,
DayCounter jarg13_) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_2(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
double jarg9,
double jarg10,
long jarg11,
Date jarg11_,
long jarg12,
Date jarg12_) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_3(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
double jarg9,
double jarg10,
long jarg11,
Date jarg11_) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_4(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
double jarg9,
double jarg10) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_5(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
double jarg9) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_6(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_7(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7) |
static long |
QuantLibJNI.new_CappedFlooredCmsCoupon__SWIG_8(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
long jarg5,
long jarg6,
SwapIndex jarg6_) |
static long |
QuantLibJNI.new_CmsCoupon__SWIG_0(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Date jarg10_,
long jarg11,
DayCounter jarg11_,
boolean jarg12) |
static long |
QuantLibJNI.new_CmsCoupon__SWIG_1(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Date jarg10_,
long jarg11,
DayCounter jarg11_) |
static long |
QuantLibJNI.new_CmsCoupon__SWIG_2(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
long jarg9,
Date jarg9_,
long jarg10,
Date jarg10_) |
static long |
QuantLibJNI.new_CmsCoupon__SWIG_3(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8,
long jarg9,
Date jarg9_) |
static long |
QuantLibJNI.new_CmsCoupon__SWIG_4(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7,
double jarg8) |
static long |
QuantLibJNI.new_CmsCoupon__SWIG_5(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
SwapIndex jarg6_,
double jarg7) |
static long |
QuantLibJNI.new_CmsCoupon__SWIG_6(long jarg1,
Date jarg1_,
double jarg2,
long jarg3,
Date jarg3_,
long jarg4,
Date jarg4_,
int jarg5,
long jarg6,
SwapIndex jarg6_) |
static long |
QuantLibJNI.new_CmsRateBond__SWIG_0(long jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
SwapIndex jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
long jarg7,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_,
long jarg11,
DoubleVector jarg11_,
boolean jarg12,
double jarg13,
long jarg14,
Date jarg14_) |
static long |
QuantLibJNI.new_CmsRateBond__SWIG_1(long jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
SwapIndex jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
long jarg7,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_,
long jarg11,
DoubleVector jarg11_,
boolean jarg12,
double jarg13) |
static long |
QuantLibJNI.new_CmsRateBond__SWIG_2(long jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
SwapIndex jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
long jarg7,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_,
long jarg11,
DoubleVector jarg11_,
boolean jarg12) |
static long |
QuantLibJNI.new_CmsRateBond__SWIG_3(long jarg1,
double jarg2,
long jarg3,
Schedule jarg3_,
long jarg4,
SwapIndex jarg4_,
long jarg5,
DayCounter jarg5_,
int jarg6,
long jarg7,
long jarg8,
DoubleVector jarg8_,
long jarg9,
DoubleVector jarg9_,
long jarg10,
DoubleVector jarg10_,
long jarg11,
DoubleVector jarg11_) |
static long |
QuantLibJNI.new_MarkovFunctional__SWIG_0(long jarg1,
YieldTermStructureHandle jarg1_,
double jarg2,
long jarg3,
DateVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
SwaptionVolatilityStructureHandle jarg5_,
long jarg6,
DateVector jarg6_,
long jarg7,
PeriodVector jarg7_,
long jarg8,
SwapIndex jarg8_,
long jarg9,
double jarg10,
long jarg11,
double jarg12,
double jarg13,
double jarg14,
double jarg15,
int jarg16,
long jarg17,
DoubleVector jarg17_) |
static long |
QuantLibJNI.new_MarkovFunctional__SWIG_1(long jarg1,
YieldTermStructureHandle jarg1_,
double jarg2,
long jarg3,
DateVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
SwaptionVolatilityStructureHandle jarg5_,
long jarg6,
DateVector jarg6_,
long jarg7,
PeriodVector jarg7_,
long jarg8,
SwapIndex jarg8_,
long jarg9,
double jarg10,
long jarg11,
double jarg12,
double jarg13,
double jarg14,
double jarg15,
int jarg16) |
static long |
QuantLibJNI.new_MarkovFunctional__SWIG_2(long jarg1,
YieldTermStructureHandle jarg1_,
double jarg2,
long jarg3,
DateVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
SwaptionVolatilityStructureHandle jarg5_,
long jarg6,
DateVector jarg6_,
long jarg7,
PeriodVector jarg7_,
long jarg8,
SwapIndex jarg8_,
long jarg9,
double jarg10,
long jarg11,
double jarg12,
double jarg13,
double jarg14,
double jarg15) |
static long |
QuantLibJNI.new_MarkovFunctional__SWIG_3(long jarg1,
YieldTermStructureHandle jarg1_,
double jarg2,
long jarg3,
DateVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
SwaptionVolatilityStructureHandle jarg5_,
long jarg6,
DateVector jarg6_,
long jarg7,
PeriodVector jarg7_,
long jarg8,
SwapIndex jarg8_,
long jarg9,
double jarg10,
long jarg11,
double jarg12,
double jarg13,
double jarg14) |
static long |
QuantLibJNI.new_MarkovFunctional__SWIG_4(long jarg1,
YieldTermStructureHandle jarg1_,
double jarg2,
long jarg3,
DateVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
SwaptionVolatilityStructureHandle jarg5_,
long jarg6,
DateVector jarg6_,
long jarg7,
PeriodVector jarg7_,
long jarg8,
SwapIndex jarg8_,
long jarg9,
double jarg10,
long jarg11,
double jarg12,
double jarg13) |
static long |
QuantLibJNI.new_MarkovFunctional__SWIG_5(long jarg1,
YieldTermStructureHandle jarg1_,
double jarg2,
long jarg3,
DateVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
SwaptionVolatilityStructureHandle jarg5_,
long jarg6,
DateVector jarg6_,
long jarg7,
PeriodVector jarg7_,
long jarg8,
SwapIndex jarg8_,
long jarg9,
double jarg10,
long jarg11,
double jarg12) |
static long |
QuantLibJNI.new_MarkovFunctional__SWIG_6(long jarg1,
YieldTermStructureHandle jarg1_,
double jarg2,
long jarg3,
DateVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
SwaptionVolatilityStructureHandle jarg5_,
long jarg6,
DateVector jarg6_,
long jarg7,
PeriodVector jarg7_,
long jarg8,
SwapIndex jarg8_,
long jarg9,
double jarg10,
long jarg11) |
static long |
QuantLibJNI.new_MarkovFunctional__SWIG_7(long jarg1,
YieldTermStructureHandle jarg1_,
double jarg2,
long jarg3,
DateVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
SwaptionVolatilityStructureHandle jarg5_,
long jarg6,
DateVector jarg6_,
long jarg7,
PeriodVector jarg7_,
long jarg8,
SwapIndex jarg8_,
long jarg9,
double jarg10) |
static long |
QuantLibJNI.new_MarkovFunctional__SWIG_8(long jarg1,
YieldTermStructureHandle jarg1_,
double jarg2,
long jarg3,
DateVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
SwaptionVolatilityStructureHandle jarg5_,
long jarg6,
DateVector jarg6_,
long jarg7,
PeriodVector jarg7_,
long jarg8,
SwapIndex jarg8_,
long jarg9) |
static long |
QuantLibJNI.new_MarkovFunctional__SWIG_9(long jarg1,
YieldTermStructureHandle jarg1_,
double jarg2,
long jarg3,
DateVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
SwaptionVolatilityStructureHandle jarg5_,
long jarg6,
DateVector jarg6_,
long jarg7,
PeriodVector jarg7_,
long jarg8,
SwapIndex jarg8_) |
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_18(long jarg1,
QuoteHandle jarg1_,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_19(long jarg1,
QuoteHandle jarg1_,
long jarg2,
SwapIndex jarg2_) |
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_24(double jarg1,
long jarg2,
SwapIndex jarg2_,
long jarg3,
QuoteHandle jarg3_) |
static long |
QuantLibJNI.new_SwapRateHelper__SWIG_25(double jarg1,
long jarg2,
SwapIndex jarg2_) |
static long |
QuantLibJNI.new_SwaptionVolCube1__SWIG_0(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
PeriodVector jarg2_,
long jarg3,
PeriodVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
SwapIndex jarg6_,
long jarg7,
SwapIndex jarg7_,
boolean jarg8,
long jarg9,
QuoteHandleVectorVector jarg9_,
long jarg10,
BoolVector jarg10_,
boolean jarg11,
long jarg12,
double jarg13,
long jarg14) |
static long |
QuantLibJNI.new_SwaptionVolCube1__SWIG_1(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
PeriodVector jarg2_,
long jarg3,
PeriodVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
SwapIndex jarg6_,
long jarg7,
SwapIndex jarg7_,
boolean jarg8,
long jarg9,
QuoteHandleVectorVector jarg9_,
long jarg10,
BoolVector jarg10_,
boolean jarg11,
long jarg12,
double jarg13) |
static long |
QuantLibJNI.new_SwaptionVolCube1__SWIG_2(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
PeriodVector jarg2_,
long jarg3,
PeriodVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
SwapIndex jarg6_,
long jarg7,
SwapIndex jarg7_,
boolean jarg8,
long jarg9,
QuoteHandleVectorVector jarg9_,
long jarg10,
BoolVector jarg10_,
boolean jarg11,
long jarg12) |
static long |
QuantLibJNI.new_SwaptionVolCube1__SWIG_3(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
PeriodVector jarg2_,
long jarg3,
PeriodVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
SwapIndex jarg6_,
long jarg7,
SwapIndex jarg7_,
boolean jarg8,
long jarg9,
QuoteHandleVectorVector jarg9_,
long jarg10,
BoolVector jarg10_,
boolean jarg11) |
static long |
QuantLibJNI.new_SwaptionVolCube2(long jarg1,
SwaptionVolatilityStructureHandle jarg1_,
long jarg2,
PeriodVector jarg2_,
long jarg3,
PeriodVector jarg3_,
long jarg4,
DoubleVector jarg4_,
long jarg5,
QuoteHandleVectorVector jarg5_,
long jarg6,
SwapIndex jarg6_,
long jarg7,
SwapIndex jarg7_,
boolean jarg8) |
static int |
QuantLibJNI.SwapIndex_fixedLegConvention(long jarg1,
SwapIndex jarg1_) |
static long |
QuantLibJNI.SwapIndex_fixedLegTenor(long jarg1,
SwapIndex jarg1_) |
static long |
QuantLibJNI.SwapIndex_forwardingTermStructure(long jarg1,
SwapIndex jarg1_) |
static long |
QuantLibJNI.SwapIndex_iborIndex(long jarg1,
SwapIndex jarg1_) |
| Constructor and Description |
|---|
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing,
double spread) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing,
double spread,
double cap) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing,
double spread,
double cap,
double floor) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing,
double spread,
double cap,
double floor,
Date refPeriodStart) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing,
double spread,
double cap,
double floor,
Date refPeriodStart,
Date refPeriodEnd) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing,
double spread,
double cap,
double floor,
Date refPeriodStart,
Date refPeriodEnd,
DayCounter dayCounter) |
CappedFlooredCmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
long fixingDays,
SwapIndex index,
double gearing,
double spread,
double cap,
double floor,
Date refPeriodStart,
Date refPeriodEnd,
DayCounter dayCounter,
boolean isInArrears) |
CmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
SwapIndex index) |
CmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
SwapIndex index,
double gearing) |
CmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
SwapIndex index,
double gearing,
double spread) |
CmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
SwapIndex index,
double gearing,
double spread,
Date refPeriodStart) |
CmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
SwapIndex index,
double gearing,
double spread,
Date refPeriodStart,
Date refPeriodEnd) |
CmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
SwapIndex index,
double gearing,
double spread,
Date refPeriodStart,
Date refPeriodEnd,
DayCounter dayCounter) |
CmsCoupon(Date paymentDate,
double nominal,
Date startDate,
Date endDate,
int fixingDays,
SwapIndex index,
double gearing,
double spread,
Date refPeriodStart,
Date refPeriodEnd,
DayCounter dayCounter,
boolean isInArrears) |
CmsRateBond(long settlementDays,
double faceAmount,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
long fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps,
DoubleVector floors) |
CmsRateBond(long settlementDays,
double faceAmount,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
long fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps,
DoubleVector floors,
boolean inArrears) |
CmsRateBond(long settlementDays,
double faceAmount,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
long fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps,
DoubleVector floors,
boolean inArrears,
double redemption) |
CmsRateBond(long settlementDays,
double faceAmount,
Schedule schedule,
SwapIndex index,
DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention,
long fixingDays,
DoubleVector gearings,
DoubleVector spreads,
DoubleVector caps,
DoubleVector floors,
boolean inArrears,
double redemption,
Date issueDate) |
MarkovFunctional(YieldTermStructureHandle termStructure,
double reversion,
DateVector volstepdates,
DoubleVector volatilities,
SwaptionVolatilityStructureHandle swaptionVol,
DateVector swaptionExpiries,
PeriodVector swaptionTenors,
SwapIndex swapIndexBase) |
MarkovFunctional(YieldTermStructureHandle termStructure,
double reversion,
DateVector volstepdates,
DoubleVector volatilities,
SwaptionVolatilityStructureHandle swaptionVol,
DateVector swaptionExpiries,
PeriodVector swaptionTenors,
SwapIndex swapIndexBase,
long yGridPoints) |
MarkovFunctional(YieldTermStructureHandle termStructure,
double reversion,
DateVector volstepdates,
DoubleVector volatilities,
SwaptionVolatilityStructureHandle swaptionVol,
DateVector swaptionExpiries,
PeriodVector swaptionTenors,
SwapIndex swapIndexBase,
long yGridPoints,
double yStdDevs) |
MarkovFunctional(YieldTermStructureHandle termStructure,
double reversion,
DateVector volstepdates,
DoubleVector volatilities,
SwaptionVolatilityStructureHandle swaptionVol,
DateVector swaptionExpiries,
PeriodVector swaptionTenors,
SwapIndex swapIndexBase,
long yGridPoints,
double yStdDevs,
long gaussHermitePoints) |
MarkovFunctional(YieldTermStructureHandle termStructure,
double reversion,
DateVector volstepdates,
DoubleVector volatilities,
SwaptionVolatilityStructureHandle swaptionVol,
DateVector swaptionExpiries,
PeriodVector swaptionTenors,
SwapIndex swapIndexBase,
long yGridPoints,
double yStdDevs,
long gaussHermitePoints,
double digitalGap) |
MarkovFunctional(YieldTermStructureHandle termStructure,
double reversion,
DateVector volstepdates,
DoubleVector volatilities,
SwaptionVolatilityStructureHandle swaptionVol,
DateVector swaptionExpiries,
PeriodVector swaptionTenors,
SwapIndex swapIndexBase,
long yGridPoints,
double yStdDevs,
long gaussHermitePoints,
double digitalGap,
double marketRateAccuracy) |
MarkovFunctional(YieldTermStructureHandle termStructure,
double reversion,
DateVector volstepdates,
DoubleVector volatilities,
SwaptionVolatilityStructureHandle swaptionVol,
DateVector swaptionExpiries,
PeriodVector swaptionTenors,
SwapIndex swapIndexBase,
long yGridPoints,
double yStdDevs,
long gaussHermitePoints,
double digitalGap,
double marketRateAccuracy,
double lowerRateBound) |
MarkovFunctional(YieldTermStructureHandle termStructure,
double reversion,
DateVector volstepdates,
DoubleVector volatilities,
SwaptionVolatilityStructureHandle swaptionVol,
DateVector swaptionExpiries,
PeriodVector swaptionTenors,
SwapIndex swapIndexBase,
long yGridPoints,
double yStdDevs,
long gaussHermitePoints,
double digitalGap,
double marketRateAccuracy,
double lowerRateBound,
double upperRateBound) |
MarkovFunctional(YieldTermStructureHandle termStructure,
double reversion,
DateVector volstepdates,
DoubleVector volatilities,
SwaptionVolatilityStructureHandle swaptionVol,
DateVector swaptionExpiries,
PeriodVector swaptionTenors,
SwapIndex swapIndexBase,
long yGridPoints,
double yStdDevs,
long gaussHermitePoints,
double digitalGap,
double marketRateAccuracy,
double lowerRateBound,
double upperRateBound,
int adjustments) |
MarkovFunctional(YieldTermStructureHandle termStructure,
double reversion,
DateVector volstepdates,
DoubleVector volatilities,
SwaptionVolatilityStructureHandle swaptionVol,
DateVector swaptionExpiries,
PeriodVector swaptionTenors,
SwapIndex swapIndexBase,
long yGridPoints,
double yStdDevs,
long gaussHermitePoints,
double digitalGap,
double marketRateAccuracy,
double lowerRateBound,
double upperRateBound,
int adjustments,
DoubleVector smileMoneyCheckpoints) |
SwapRateHelper(double rate,
SwapIndex index) |
SwapRateHelper(double rate,
SwapIndex index,
QuoteHandle spread) |
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,
SwapIndex index) |
SwapRateHelper(QuoteHandle rate,
SwapIndex index,
QuoteHandle spread) |
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) |
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure,
PeriodVector optionTenors,
PeriodVector swapTenors,
DoubleVector strikeSpreads,
QuoteHandleVectorVector volSpreads,
SwapIndex swapIndexBase,
SwapIndex shortSwapIndexBase,
boolean vegaWeightedSmileFit,
QuoteHandleVectorVector parametersGuess,
BoolVector isParameterFixed,
boolean isAtmCalibrated) |
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure,
PeriodVector optionTenors,
PeriodVector swapTenors,
DoubleVector strikeSpreads,
QuoteHandleVectorVector volSpreads,
SwapIndex swapIndexBase,
SwapIndex shortSwapIndexBase,
boolean vegaWeightedSmileFit,
QuoteHandleVectorVector parametersGuess,
BoolVector isParameterFixed,
boolean isAtmCalibrated,
SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria) |
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure,
PeriodVector optionTenors,
PeriodVector swapTenors,
DoubleVector strikeSpreads,
QuoteHandleVectorVector volSpreads,
SwapIndex swapIndexBase,
SwapIndex shortSwapIndexBase,
boolean vegaWeightedSmileFit,
QuoteHandleVectorVector parametersGuess,
BoolVector isParameterFixed,
boolean isAtmCalibrated,
SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria,
double maxErrorTolerance) |
SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure,
PeriodVector optionTenors,
PeriodVector swapTenors,
DoubleVector strikeSpreads,
QuoteHandleVectorVector volSpreads,
SwapIndex swapIndexBase,
SwapIndex shortSwapIndexBase,
boolean vegaWeightedSmileFit,
QuoteHandleVectorVector parametersGuess,
BoolVector isParameterFixed,
boolean isAtmCalibrated,
SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria,
double maxErrorTolerance,
SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t optMethod) |
SwaptionVolCube2(SwaptionVolatilityStructureHandle atmVolStructure,
PeriodVector optionTenors,
PeriodVector swapTenors,
DoubleVector strikeSpreads,
QuoteHandleVectorVector volSpreads,
SwapIndex swapIndexBase,
SwapIndex shortSwapIndexBase,
boolean vegaWeightedSmileFit) |
Copyright © 2017. All rights reserved.