static long |
QuantLibJNI.as_zerocurve(long jarg1,
YieldTermStructure jarg1_) |
static ZeroCurve |
QuantLib.as_zerocurve(YieldTermStructure curve) |
static double |
BondFunctions.atmRate(Bond bond,
YieldTermStructure discountCurve) |
static double |
BondFunctions.atmRate(Bond bond,
YieldTermStructure discountCurve,
Date settlementDate) |
static double |
BondFunctions.atmRate(Bond bond,
YieldTermStructure discountCurve,
Date settlementDate,
double cleanPrice) |
static double |
CashFlows.atmRate(Leg leg,
YieldTermStructure discountCurve,
boolean includeSettlementDateFlows) |
static double |
CashFlows.atmRate(Leg leg,
YieldTermStructure discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.atmRate(Leg leg,
YieldTermStructure discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.atmRate(Leg leg,
YieldTermStructure discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double npv) |
double |
CapFloor.atmRate(YieldTermStructure discountCurve) |
static double |
QuantLibJNI.BondFunctions_atmRate__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_,
long jarg3,
Date jarg3_,
double jarg4) |
static double |
QuantLibJNI.BondFunctions_atmRate__SWIG_1(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_atmRate__SWIG_2(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_) |
static double |
QuantLibJNI.BondFunctions_bps__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_bps__SWIG_1(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_) |
static double |
QuantLibJNI.BondFunctions_cleanPrice__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_,
long jarg3,
Date jarg3_) |
static double |
QuantLibJNI.BondFunctions_cleanPrice__SWIG_1(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_) |
static double |
QuantLibJNI.BondFunctions_zSpread__SWIG_0(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8,
long jarg9,
double jarg10) |
static double |
QuantLibJNI.BondFunctions_zSpread__SWIG_1(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8,
long jarg9) |
static double |
QuantLibJNI.BondFunctions_zSpread__SWIG_2(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_,
double jarg8) |
static double |
QuantLibJNI.BondFunctions_zSpread__SWIG_3(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_) |
static double |
QuantLibJNI.BondFunctions_zSpread__SWIG_4(long jarg1,
Bond jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
static double |
BondFunctions.bps(Bond bond,
YieldTermStructure discountCurve) |
static double |
BondFunctions.bps(Bond bond,
YieldTermStructure discountCurve,
Date settlementDate) |
static double |
CashFlows.bps(Leg leg,
YieldTermStructure discountCurve,
boolean includeSettlementDateFlows) |
static double |
CashFlows.bps(Leg leg,
YieldTermStructure discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.bps(Leg leg,
YieldTermStructure discountCurve,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
QuantLibJNI.CapFloor_atmRate(long jarg1,
CapFloor jarg1_,
long jarg2,
YieldTermStructure jarg2_) |
static double |
QuantLibJNI.CashFlows_atmRate__SWIG_0(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_,
double jarg6) |
static double |
QuantLibJNI.CashFlows_atmRate__SWIG_1(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_atmRate__SWIG_2(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.CashFlows_atmRate__SWIG_3(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.CashFlows_bps__SWIG_0(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_,
long jarg5,
Date jarg5_) |
static double |
QuantLibJNI.CashFlows_bps__SWIG_1(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
boolean jarg3,
long jarg4,
Date jarg4_) |
static double |
QuantLibJNI.CashFlows_bps__SWIG_2(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_0(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Date jarg9_) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_1(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_) |
static double |
QuantLibJNI.CashFlows_npv__SWIG_2(long jarg1,
Leg jarg1_,
long jarg2,
YieldTermStructure jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7) |
static double |
QuantLibJNI.CashFlows_zSpread__SWIG_0(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Date jarg9_,
double jarg10,
long jarg11,
double jarg12) |
static double |
QuantLibJNI.CashFlows_zSpread__SWIG_1(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Date jarg9_,
double jarg10,
long jarg11) |
static double |
QuantLibJNI.CashFlows_zSpread__SWIG_2(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Date jarg9_,
double jarg10) |
static double |
QuantLibJNI.CashFlows_zSpread__SWIG_3(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_,
long jarg9,
Date jarg9_) |
static double |
QuantLibJNI.CashFlows_zSpread__SWIG_4(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7,
long jarg8,
Date jarg8_) |
static double |
QuantLibJNI.CashFlows_zSpread__SWIG_5(long jarg1,
Leg jarg1_,
double jarg2,
long jarg3,
YieldTermStructure jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7) |
static double |
BondFunctions.cleanPrice(Bond bond,
YieldTermStructure discountCurve) |
static double |
BondFunctions.cleanPrice(Bond bond,
YieldTermStructure discountCurve,
Date settlementDate) |
static double |
QuantLibJNI.cleanPriceFromZSpread__SWIG_0(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
long jarg7,
Date jarg7_) |
static double |
QuantLibJNI.cleanPriceFromZSpread__SWIG_1(long jarg1,
Bond jarg1_,
long jarg2,
YieldTermStructure jarg2_,
double jarg3,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
static double |
QuantLib.cleanPriceFromZSpread(Bond bond,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dc,
Compounding compounding,
Frequency freq) |
static double |
QuantLib.cleanPriceFromZSpread(Bond bond,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dc,
Compounding compounding,
Frequency freq,
Date settlementDate) |
protected static long |
YieldTermStructure.getCPtr(YieldTermStructure obj) |
void |
RelinkableYieldTermStructureHandle.linkTo(YieldTermStructure arg0) |
static long |
QuantLibJNI.new_RelinkableYieldTermStructureHandle__SWIG_0(long jarg1,
YieldTermStructure jarg1_) |
static long |
QuantLibJNI.new_YieldTermStructureHandle__SWIG_0(long jarg1,
YieldTermStructure jarg1_) |
static double |
CashFlows.npv(Leg leg,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows) |
static double |
CashFlows.npv(Leg leg,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.npv(Leg leg,
YieldTermStructure discountCurve,
double zSpread,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static void |
QuantLibJNI.RelinkableYieldTermStructureHandle_linkTo(long jarg1,
RelinkableYieldTermStructureHandle jarg1_,
long jarg2,
YieldTermStructure jarg2_) |
static long |
QuantLibJNI.YieldTermStructure___deref__(long jarg1,
YieldTermStructure jarg1_) |
static boolean |
QuantLibJNI.YieldTermStructure_allowsExtrapolation(long jarg1,
YieldTermStructure jarg1_) |
static long |
QuantLibJNI.YieldTermStructure_asObservable(long jarg1,
YieldTermStructure jarg1_) |
static long |
QuantLibJNI.YieldTermStructure_calendar(long jarg1,
YieldTermStructure jarg1_) |
static long |
QuantLibJNI.YieldTermStructure_dayCounter(long jarg1,
YieldTermStructure jarg1_) |
static void |
QuantLibJNI.YieldTermStructure_disableExtrapolation(long jarg1,
YieldTermStructure jarg1_) |
static double |
QuantLibJNI.YieldTermStructure_discount__SWIG_0(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_,
boolean jarg3) |
static double |
QuantLibJNI.YieldTermStructure_discount__SWIG_1(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_) |
static double |
QuantLibJNI.YieldTermStructure_discount__SWIG_2(long jarg1,
YieldTermStructure jarg1_,
double jarg2,
boolean jarg3) |
static double |
QuantLibJNI.YieldTermStructure_discount__SWIG_3(long jarg1,
YieldTermStructure jarg1_,
double jarg2) |
static void |
QuantLibJNI.YieldTermStructure_enableExtrapolation(long jarg1,
YieldTermStructure jarg1_) |
static long |
QuantLibJNI.YieldTermStructure_forwardRate__SWIG_0(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6,
boolean jarg7) |
static long |
QuantLibJNI.YieldTermStructure_forwardRate__SWIG_1(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5,
int jarg6) |
static long |
QuantLibJNI.YieldTermStructure_forwardRate__SWIG_2(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
Date jarg3_,
long jarg4,
DayCounter jarg4_,
int jarg5) |
static long |
QuantLibJNI.YieldTermStructure_forwardRate__SWIG_3(long jarg1,
YieldTermStructure jarg1_,
double jarg2,
double jarg3,
int jarg4,
int jarg5,
boolean jarg6) |
static long |
QuantLibJNI.YieldTermStructure_forwardRate__SWIG_4(long jarg1,
YieldTermStructure jarg1_,
double jarg2,
double jarg3,
int jarg4,
int jarg5) |
static long |
QuantLibJNI.YieldTermStructure_forwardRate__SWIG_5(long jarg1,
YieldTermStructure jarg1_,
double jarg2,
double jarg3,
int jarg4) |
static boolean |
QuantLibJNI.YieldTermStructure_isNull(long jarg1,
YieldTermStructure jarg1_) |
static long |
QuantLibJNI.YieldTermStructure_maxDate(long jarg1,
YieldTermStructure jarg1_) |
static double |
QuantLibJNI.YieldTermStructure_maxTime(long jarg1,
YieldTermStructure jarg1_) |
static long |
QuantLibJNI.YieldTermStructure_referenceDate(long jarg1,
YieldTermStructure jarg1_) |
static long |
QuantLibJNI.YieldTermStructure_zeroRate__SWIG_0(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5,
boolean jarg6) |
static long |
QuantLibJNI.YieldTermStructure_zeroRate__SWIG_1(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
DayCounter jarg3_,
int jarg4,
int jarg5) |
static long |
QuantLibJNI.YieldTermStructure_zeroRate__SWIG_2(long jarg1,
YieldTermStructure jarg1_,
long jarg2,
Date jarg2_,
long jarg3,
DayCounter jarg3_,
int jarg4) |
static long |
QuantLibJNI.YieldTermStructure_zeroRate__SWIG_3(long jarg1,
YieldTermStructure jarg1_,
double jarg2,
int jarg3,
int jarg4,
boolean jarg5) |
static long |
QuantLibJNI.YieldTermStructure_zeroRate__SWIG_4(long jarg1,
YieldTermStructure jarg1_,
double jarg2,
int jarg3,
int jarg4) |
static long |
QuantLibJNI.YieldTermStructure_zeroRate__SWIG_5(long jarg1,
YieldTermStructure jarg1_,
double jarg2,
int jarg3) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
long maxIterations) |
static double |
BondFunctions.zSpread(Bond bond,
double cleanPrice,
YieldTermStructure discountCurve,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
Date settlementDate,
double accuracy,
long maxIterations,
double guess) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy,
long maxIterations) |
static double |
CashFlows.zSpread(Leg leg,
double npv,
YieldTermStructure arg2,
DayCounter dayCounter,
Compounding compounding,
Frequency frequency,
boolean includeSettlementDateFlows,
Date settlementDate,
Date npvDate,
double accuracy,
long maxIterations,
double guess) |