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

Uses of YieldTermStructureHandle in com.github.vonrosen.quantlib

Subclasses of YieldTermStructureHandle in com.github.vonrosen.quantlib
Modifier and Type	Class and Description
`class`	`RelinkableYieldTermStructureHandle`

Methods in com.github.vonrosen.quantlib that return YieldTermStructureHandle
Modifier and Type	Method and Description
`YieldTermStructureHandle`	PiecewiseTimeDependentHestonModel.`dividendYield()`
`YieldTermStructureHandle`	HestonProcess.`dividendYield()`
`YieldTermStructureHandle`	GeneralizedBlackScholesProcess.`dividendYield()`
`YieldTermStructureHandle`	SwapIndex.`forwardingTermStructure()`
`YieldTermStructureHandle`	IborIndex.`forwardingTermStructure()`
`YieldTermStructureHandle`	ZeroInflationTermStructureHandle.`nominalTermStructure()`
`YieldTermStructureHandle`	ZeroInflationTermStructure.`nominalTermStructure()`
`YieldTermStructureHandle`	YoYInflationTermStructureHandle.`nominalTermStructure()`
`YieldTermStructureHandle`	YoYInflationTermStructure.`nominalTermStructure()`
`YieldTermStructureHandle`	PiecewiseTimeDependentHestonModel.`riskFreeRate()`
`YieldTermStructureHandle`	HestonProcess.`riskFreeRate()`
`YieldTermStructureHandle`	GeneralizedBlackScholesProcess.`riskFreeRate()`

Methods in com.github.vonrosen.quantlib with parameters of type YieldTermStructureHandle
Modifier and Type	Method and Description
`static double`	CashFlows.`bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	QuantLibJNI.`CapFloor_impliedVolatility__SWIG_0(long jarg1, CapFloor jarg1_, double jarg2, long jarg3, YieldTermStructureHandle jarg3_, double jarg4, double jarg5, long jarg6, double jarg7, double jarg8, int jarg9, double jarg10)`
`static double`	QuantLibJNI.`CapFloor_impliedVolatility__SWIG_1(long jarg1, CapFloor jarg1_, double jarg2, long jarg3, YieldTermStructureHandle jarg3_, double jarg4, double jarg5, long jarg6, double jarg7, double jarg8, int jarg9)`
`static double`	QuantLibJNI.`CapFloor_impliedVolatility__SWIG_2(long jarg1, CapFloor jarg1_, double jarg2, long jarg3, YieldTermStructureHandle jarg3_, double jarg4, double jarg5, long jarg6, double jarg7, double jarg8)`
`static double`	QuantLibJNI.`CapFloor_impliedVolatility__SWIG_3(long jarg1, CapFloor jarg1_, double jarg2, long jarg3, YieldTermStructureHandle jarg3_, double jarg4, double jarg5, long jarg6, double jarg7)`
`static double`	QuantLibJNI.`CapFloor_impliedVolatility__SWIG_4(long jarg1, CapFloor jarg1_, double jarg2, long jarg3, YieldTermStructureHandle jarg3_, double jarg4, double jarg5, long jarg6)`
`static double`	QuantLibJNI.`CapFloor_impliedVolatility__SWIG_5(long jarg1, CapFloor jarg1_, double jarg2, long jarg3, YieldTermStructureHandle jarg3_, double jarg4, double jarg5)`
`static double`	QuantLibJNI.`CapFloor_impliedVolatility__SWIG_6(long jarg1, CapFloor jarg1_, double jarg2, long jarg3, YieldTermStructureHandle jarg3_, double jarg4)`
`static double`	QuantLibJNI.`CashFlows_bps__SWIG_3(long jarg1, Leg jarg1_, long jarg2, YieldTermStructureHandle jarg2_, boolean jarg3, long jarg4, Date jarg4_, long jarg5, Date jarg5_)`
`static double`	QuantLibJNI.`CashFlows_bps__SWIG_4(long jarg1, Leg jarg1_, long jarg2, YieldTermStructureHandle jarg2_, boolean jarg3, long jarg4, Date jarg4_)`
`static double`	QuantLibJNI.`CashFlows_bps__SWIG_5(long jarg1, Leg jarg1_, long jarg2, YieldTermStructureHandle jarg2_, boolean jarg3)`
`static double`	QuantLibJNI.`CashFlows_npv__SWIG_3(long jarg1, Leg jarg1_, long jarg2, YieldTermStructureHandle jarg2_, boolean jarg3, long jarg4, Date jarg4_, long jarg5, Date jarg5_)`
`static double`	QuantLibJNI.`CashFlows_npv__SWIG_4(long jarg1, Leg jarg1_, long jarg2, YieldTermStructureHandle jarg2_, boolean jarg3, long jarg4, Date jarg4_)`
`static double`	QuantLibJNI.`CashFlows_npv__SWIG_5(long jarg1, Leg jarg1_, long jarg2, YieldTermStructureHandle jarg2_, boolean jarg3)`
`IborIndex`	IborIndex.`clone(YieldTermStructureHandle h)`
`static double`	QuantLibJNI.`CreditDefaultSwap_impliedHazardRate__SWIG_0(long jarg1, CreditDefaultSwap jarg1_, double jarg2, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, DayCounter jarg4_, double jarg5, double jarg6)`
`static double`	QuantLibJNI.`CreditDefaultSwap_impliedHazardRate__SWIG_1(long jarg1, CreditDefaultSwap jarg1_, double jarg2, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, DayCounter jarg4_, double jarg5)`
`static double`	QuantLibJNI.`CreditDefaultSwap_impliedHazardRate__SWIG_2(long jarg1, CreditDefaultSwap jarg1_, double jarg2, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, DayCounter jarg4_)`
`static double`	QuantLibJNI.`FixedRateBondForward_spotIncome(long jarg1, FixedRateBondForward jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static double`	QuantLibJNI.`FloatingRateCoupon_price(long jarg1, FloatingRateCoupon jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static double`	QuantLibJNI.`ForwardRateAgreement_spotIncome(long jarg1, ForwardRateAgreement jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static double`	QuantLibJNI.`Gaussian1dModel_numeraire__SWIG_0(long jarg1, Gaussian1dModel jarg1_, double jarg2, double jarg3, long jarg4, YieldTermStructureHandle jarg4_)`
`static double`	QuantLibJNI.`Gaussian1dModel_numeraire__SWIG_3(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, double jarg3, long jarg4, YieldTermStructureHandle jarg4_)`
`static double`	QuantLibJNI.`Gaussian1dModel_zerobond__SWIG_0(long jarg1, Gaussian1dModel jarg1_, double jarg2, double jarg3, double jarg4, long jarg5, YieldTermStructureHandle jarg5_)`
`static double`	QuantLibJNI.`Gaussian1dModel_zerobond__SWIG_4(long jarg1, Gaussian1dModel jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_, double jarg4, long jarg5, YieldTermStructureHandle jarg5_)`
`static double`	QuantLibJNI.`Gaussian1dModel_zerobondOption__SWIG_0(long jarg1, Gaussian1dModel jarg1_, int jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Date jarg5_, double jarg6, long jarg7, Date jarg7_, double jarg8, long jarg9, YieldTermStructureHandle jarg9_, double jarg10, long jarg11, boolean jarg12, boolean jarg13)`
`static double`	QuantLibJNI.`Gaussian1dModel_zerobondOption__SWIG_1(long jarg1, Gaussian1dModel jarg1_, int jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Date jarg5_, double jarg6, long jarg7, Date jarg7_, double jarg8, long jarg9, YieldTermStructureHandle jarg9_, double jarg10, long jarg11, boolean jarg12)`
`static double`	QuantLibJNI.`Gaussian1dModel_zerobondOption__SWIG_2(long jarg1, Gaussian1dModel jarg1_, int jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Date jarg5_, double jarg6, long jarg7, Date jarg7_, double jarg8, long jarg9, YieldTermStructureHandle jarg9_, double jarg10, long jarg11)`
`static double`	QuantLibJNI.`Gaussian1dModel_zerobondOption__SWIG_3(long jarg1, Gaussian1dModel jarg1_, int jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Date jarg5_, double jarg6, long jarg7, Date jarg7_, double jarg8, long jarg9, YieldTermStructureHandle jarg9_, double jarg10)`
`static double`	QuantLibJNI.`Gaussian1dModel_zerobondOption__SWIG_4(long jarg1, Gaussian1dModel jarg1_, int jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Date jarg5_, double jarg6, long jarg7, Date jarg7_, double jarg8, long jarg9, YieldTermStructureHandle jarg9_)`
`protected static long`	YieldTermStructureHandle.`getCPtr(YieldTermStructureHandle obj)`
`static long`	QuantLibJNI.`IborIndex_clone(long jarg1, IborIndex jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`double`	CreditDefaultSwap.`impliedHazardRate(double targetNPV, YieldTermStructureHandle discountCurve, DayCounter dayCounter)`
`double`	CreditDefaultSwap.`impliedHazardRate(double targetNPV, YieldTermStructureHandle discountCurve, DayCounter dayCounter, double recoveryRate)`
`double`	CreditDefaultSwap.`impliedHazardRate(double targetNPV, YieldTermStructureHandle discountCurve, DayCounter dayCounter, double recoveryRate, double accuracy)`
`double`	CapFloor.`impliedVolatility(double price, YieldTermStructureHandle disc, double guess)`
`double`	CapFloor.`impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy)`
`double`	CapFloor.`impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy, long maxEvaluations)`
`double`	CapFloor.`impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy, long maxEvaluations, double minVol)`
`double`	CapFloor.`impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy, long maxEvaluations, double minVol, double maxVol)`
`double`	CapFloor.`impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy, long maxEvaluations, double minVol, double maxVol, VolatilityType type)`
`double`	CapFloor.`impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy, long maxEvaluations, double minVol, double maxVol, VolatilityType type, double displacement)`
`static long`	QuantLibJNI.`new_AnalyticCapFloorEngine__SWIG_0(long jarg1, ShortRateModel jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_Aonia__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_AUDLibor__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_BachelierCapFloorEngine__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_)`
`static long`	QuantLibJNI.`new_BachelierCapFloorEngine__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, OptionletVolatilityStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_BachelierSwaptionEngine__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_, long jarg3, DayCounter jarg3_)`
`static long`	QuantLibJNI.`new_BachelierSwaptionEngine__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_)`
`static long`	QuantLibJNI.`new_BachelierSwaptionEngine__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, SwaptionVolatilityStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_BatesProcess(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, QuoteHandle jarg3_, double jarg4, double jarg5, double jarg6, double jarg7, double jarg8, double jarg9, double jarg10, double jarg11)`
`static long`	QuantLibJNI.`new_Bbsw__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_Bbsw1M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Bbsw2M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Bbsw3M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Bbsw4M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Bbsw5M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Bbsw6M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Bkbm__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_Bkbm1M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Bkbm2M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Bkbm3M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Bkbm4M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Bkbm5M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Bkbm6M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_BlackCallableFixedRateBondEngine(long jarg1, QuoteHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_BlackCapFloorEngine__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_)`
`static long`	QuantLibJNI.`new_BlackCapFloorEngine__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, OptionletVolatilityStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_BlackKarasinski__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, double jarg3)`
`static long`	QuantLibJNI.`new_BlackKarasinski__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, double jarg2)`
`static long`	QuantLibJNI.`new_BlackKarasinski__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_BlackProcess(long jarg1, QuoteHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, BlackVolTermStructureHandle jarg3_)`
`static long`	QuantLibJNI.`new_BlackScholesMertonProcess(long jarg1, QuoteHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, BlackVolTermStructureHandle jarg4_)`
`static long`	QuantLibJNI.`new_BlackScholesProcess(long jarg1, QuoteHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, BlackVolTermStructureHandle jarg3_)`
`static long`	QuantLibJNI.`new_BlackSwaptionEngine__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_, long jarg3, DayCounter jarg3_, double jarg4)`
`static long`	QuantLibJNI.`new_BlackSwaptionEngine__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_, long jarg3, DayCounter jarg3_)`
`static long`	QuantLibJNI.`new_BlackSwaptionEngine__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_)`
`static long`	QuantLibJNI.`new_BlackSwaptionEngine__SWIG_3(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, SwaptionVolatilityStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_CADLibor__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`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_CHFLibor__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_DatedOISRateHelper__SWIG_0(long jarg1, Date jarg1_, long jarg2, Date jarg2_, long jarg3, QuoteHandle jarg3_, long jarg4, OvernightIndex jarg4_, long jarg5, YieldTermStructureHandle jarg5_)`
`static long`	QuantLibJNI.`new_DiscountingBondEngine(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_DiscountingSwapEngine__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_)`
`static long`	QuantLibJNI.`new_DiscountingSwapEngine__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, Date jarg2_)`
`static long`	QuantLibJNI.`new_DiscountingSwapEngine__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_DiscountingSwapEngine__SWIG_3(long jarg1, YieldTermStructureHandle jarg1_, boolean jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_)`
`static long`	QuantLibJNI.`new_DiscountingSwapEngine__SWIG_4(long jarg1, YieldTermStructureHandle jarg1_, boolean jarg2, long jarg3, Date jarg3_)`
`static long`	QuantLibJNI.`new_DiscountingSwapEngine__SWIG_5(long jarg1, YieldTermStructureHandle jarg1_, boolean jarg2)`
`static long`	QuantLibJNI.`new_DKKLibor__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_Eonia__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_Euribor10M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor11M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor1M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor1Y__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor2M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor2W__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_Euribor365_10M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365_11M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365_1M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365_1Y__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365_2M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365_2W__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365_3M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365_3W__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365_4M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365_5M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365_6M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365_7M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365_8M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365_9M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor365_SW__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor3M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor3W__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor4M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor5M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor6M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor7M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor8M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_Euribor9M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EuriborSW__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EuriborSwapIfrFix__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`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_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_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_EURLibor10M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EURLibor11M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EURLibor1M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EURLibor1Y__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EURLibor2M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EURLibor2W__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EURLibor3M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EURLibor4M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EURLibor5M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EURLibor6M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EURLibor7M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EURLibor8M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EURLibor9M__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EURLiborSW__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_EurLiborSwapIfrFix__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`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_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_2(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_)`
`static long`	QuantLibJNI.`new_FedFunds__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_FixedRateBondForward__SWIG_0(long jarg1, Date jarg1_, long jarg2, Date jarg2_, int jarg3, double jarg4, long jarg5, long jarg6, DayCounter jarg6_, long jarg7, Calendar jarg7_, int jarg8, long jarg9, FixedRateBond jarg9_, long jarg10, YieldTermStructureHandle jarg10_, long jarg11, YieldTermStructureHandle jarg11_)`
`static long`	QuantLibJNI.`new_FixedRateBondForward__SWIG_1(long jarg1, Date jarg1_, long jarg2, Date jarg2_, int jarg3, double jarg4, long jarg5, long jarg6, DayCounter jarg6_, long jarg7, Calendar jarg7_, int jarg8, long jarg9, FixedRateBond jarg9_, long jarg10, YieldTermStructureHandle jarg10_)`
`static long`	QuantLibJNI.`new_ForwardRateAgreement__SWIG_0(long jarg1, Date jarg1_, long jarg2, Date jarg2_, int jarg3, double jarg4, double jarg5, long jarg6, IborIndex jarg6_, long jarg7, YieldTermStructureHandle jarg7_)`
`static long`	QuantLibJNI.`new_ForwardSpreadedTermStructure(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_)`
`static long`	QuantLibJNI.`new_G2__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, double jarg3, double jarg4, double jarg5, double jarg6)`
`static long`	QuantLibJNI.`new_G2__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, double jarg3, double jarg4, double jarg5)`
`static long`	QuantLibJNI.`new_G2__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, double jarg3, double jarg4)`
`static long`	QuantLibJNI.`new_G2__SWIG_3(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, double jarg3)`
`static long`	QuantLibJNI.`new_G2__SWIG_4(long jarg1, YieldTermStructureHandle jarg1_, double jarg2)`
`static long`	QuantLibJNI.`new_G2__SWIG_5(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_GarmanKohlagenProcess(long jarg1, QuoteHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, BlackVolTermStructureHandle jarg4_)`
`static long`	QuantLibJNI.`new_Gaussian1dFloatFloatSwaptionEngine__SWIG_0(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5, long jarg6, QuoteHandle jarg6_, long jarg7, YieldTermStructureHandle jarg7_, boolean jarg8, int jarg9)`
`static long`	QuantLibJNI.`new_Gaussian1dFloatFloatSwaptionEngine__SWIG_1(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5, long jarg6, QuoteHandle jarg6_, long jarg7, YieldTermStructureHandle jarg7_, boolean jarg8)`
`static long`	QuantLibJNI.`new_Gaussian1dFloatFloatSwaptionEngine__SWIG_2(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5, long jarg6, QuoteHandle jarg6_, long jarg7, YieldTermStructureHandle jarg7_)`
`static long`	QuantLibJNI.`new_Gaussian1dNonstandardSwaptionEngine__SWIG_0(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5, long jarg6, QuoteHandle jarg6_, long jarg7, YieldTermStructureHandle jarg7_)`
`static long`	QuantLibJNI.`new_Gaussian1dSwaptionEngine__SWIG_0(long jarg1, Gaussian1dModel jarg1_, int jarg2, double jarg3, boolean jarg4, boolean jarg5, long jarg6, YieldTermStructureHandle jarg6_)`
`static long`	QuantLibJNI.`new_GBPLibor__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_GeneralizedBlackScholesProcess(long jarg1, QuoteHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, BlackVolTermStructureHandle jarg4_)`
`static long`	QuantLibJNI.`new_Gsr__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, DateVector jarg2_, long jarg3, QuoteHandleVector jarg3_, long jarg4, QuoteHandleVector jarg4_, double jarg5)`
`static long`	QuantLibJNI.`new_Gsr__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, DateVector jarg2_, long jarg3, QuoteHandleVector jarg3_, long jarg4, QuoteHandleVector jarg4_)`
`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_HestonProcess(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, QuoteHandle jarg3_, double jarg4, double jarg5, double jarg6, double jarg7, double jarg8)`
`static long`	QuantLibJNI.`new_HullWhite__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, double jarg3)`
`static long`	QuantLibJNI.`new_HullWhite__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, double jarg2)`
`static long`	QuantLibJNI.`new_HullWhite__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`new_HullWhiteProcess(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, double jarg3)`
`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_ImpliedTermStructure(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, Date jarg2_)`
`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_JamshidianSwaptionEngine__SWIG_0(long jarg1, ShortRateModel jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_Jibar__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_JPYLibor__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`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_LinearTsrPricer__SWIG_0(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, long jarg4)`
`static long`	QuantLibJNI.`new_LinearTsrPricer__SWIG_1(long jarg1, SwaptionVolatilityStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_)`
`static long`	QuantLibJNI.`new_LocalVolSurface__SWIG_0(long jarg1, BlackVolTermStructureHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, QuoteHandle jarg4_)`
`static long`	QuantLibJNI.`new_LocalVolSurface__SWIG_1(long jarg1, BlackVolTermStructureHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, double jarg4)`
`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_Merton76Process(long jarg1, QuoteHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, long jarg4, BlackVolTermStructureHandle jarg4_, long jarg5, QuoteHandle jarg5_, long jarg6, QuoteHandle jarg6_, long jarg7, QuoteHandle jarg7_)`
`static long`	QuantLibJNI.`new_MidPointCdsEngine(long jarg1, DefaultProbabilityTermStructureHandle jarg1_, double jarg2, long jarg3, YieldTermStructureHandle jarg3_)`
`static long`	QuantLibJNI.`new_NZDLibor__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_Nzocr__SWIG_0(long jarg1, YieldTermStructureHandle 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_OptionletStripper1__SWIG_0(long jarg1, CapFloorTermVolSurface jarg1_, long jarg2, IborIndex jarg2_, double jarg3, double jarg4, long jarg5, long jarg6, YieldTermStructureHandle jarg6_, int jarg7, double jarg8, boolean jarg9)`
`static long`	QuantLibJNI.`new_OptionletStripper1__SWIG_1(long jarg1, CapFloorTermVolSurface jarg1_, long jarg2, IborIndex jarg2_, double jarg3, double jarg4, long jarg5, long jarg6, YieldTermStructureHandle jarg6_, int jarg7, double jarg8)`
`static long`	QuantLibJNI.`new_OptionletStripper1__SWIG_2(long jarg1, CapFloorTermVolSurface jarg1_, long jarg2, IborIndex jarg2_, double jarg3, double jarg4, long jarg5, long jarg6, YieldTermStructureHandle jarg6_, int jarg7)`
`static long`	QuantLibJNI.`new_OptionletStripper1__SWIG_3(long jarg1, CapFloorTermVolSurface jarg1_, long jarg2, IborIndex jarg2_, double jarg3, double jarg4, long jarg5, long jarg6, YieldTermStructureHandle jarg6_)`
`static long`	QuantLibJNI.`new_OvernightIndex__SWIG_0(String jarg1, int jarg2, long jarg3, Currency jarg3_, long jarg4, Calendar jarg4_, long jarg5, DayCounter jarg5_, long jarg6, YieldTermStructureHandle jarg6_)`
`static long`	QuantLibJNI.`new_PiecewiseTimeDependentHestonModel(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, QuoteHandle jarg3_, double jarg4, long jarg5, Parameter jarg5_, long jarg6, Parameter jarg6_, long jarg7, Parameter jarg7_, long jarg8, Parameter jarg8_, long jarg9, TimeGrid jarg9_)`
`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_QuantoEuropeanEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, BlackVolTermStructureHandle jarg3_, long jarg4, QuoteHandle jarg4_)`
`static long`	QuantLibJNI.`new_QuantoForwardEuropeanEngine(long jarg1, GeneralizedBlackScholesProcess jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, BlackVolTermStructureHandle jarg3_, long jarg4, QuoteHandle jarg4_)`
`static long`	QuantLibJNI.`new_SEKLibor__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static long`	QuantLibJNI.`new_Sonia__SWIG_0(long jarg1, YieldTermStructureHandle 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_SpreadedLinearZeroInterpolatedTermStructure__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandleVector jarg2_, long jarg3, DateVector jarg3_, int jarg4, int jarg5, long jarg6, DayCounter jarg6_, long jarg7, Linear jarg7_)`
`static long`	QuantLibJNI.`new_SpreadedLinearZeroInterpolatedTermStructure__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandleVector jarg2_, long jarg3, DateVector jarg3_, int jarg4, int jarg5, long jarg6, DayCounter jarg6_)`
`static long`	QuantLibJNI.`new_SpreadedLinearZeroInterpolatedTermStructure__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandleVector jarg2_, long jarg3, DateVector jarg3_, int jarg4, int jarg5)`
`static long`	QuantLibJNI.`new_SpreadedLinearZeroInterpolatedTermStructure__SWIG_3(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandleVector jarg2_, long jarg3, DateVector jarg3_, int jarg4)`
`static long`	QuantLibJNI.`new_SpreadedLinearZeroInterpolatedTermStructure__SWIG_4(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandleVector jarg2_, long jarg3, DateVector jarg3_)`
`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_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_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_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_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_TreeCallableFixedRateBondEngine__SWIG_0(long jarg1, ShortRateModel jarg1_, long jarg2, long jarg3, YieldTermStructureHandle jarg3_)`
`static long`	QuantLibJNI.`new_TreeCallableFixedRateBondEngine__SWIG_2(long jarg1, ShortRateModel jarg1_, long jarg2, TimeGrid jarg2_, long jarg3, YieldTermStructureHandle jarg3_)`
`static long`	QuantLibJNI.`new_TreeCapFloorEngine__SWIG_0(long jarg1, ShortRateModel jarg1_, long jarg2, long jarg3, YieldTermStructureHandle jarg3_)`
`static long`	QuantLibJNI.`new_TreeCapFloorEngine__SWIG_2(long jarg1, ShortRateModel jarg1_, long jarg2, TimeGrid jarg2_, long jarg3, YieldTermStructureHandle jarg3_)`
`static long`	QuantLibJNI.`new_TreeSwaptionEngine__SWIG_0(long jarg1, ShortRateModel jarg1_, long jarg2, long jarg3, YieldTermStructureHandle jarg3_)`
`static long`	QuantLibJNI.`new_TreeSwaptionEngine__SWIG_2(long jarg1, ShortRateModel jarg1_, long jarg2, TimeGrid jarg2_, long jarg3, YieldTermStructureHandle jarg3_)`
`static long`	QuantLibJNI.`new_TreeSwaptionEngine__SWIG_4(long jarg1, ShortRateModelHandle jarg1_, long jarg2, long jarg3, YieldTermStructureHandle jarg3_)`
`static long`	QuantLibJNI.`new_TRLibor__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`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_VannaVolgaDoubleBarrierEngine__SWIG_0(long jarg1, DeltaVolQuoteHandle jarg1_, long jarg2, DeltaVolQuoteHandle jarg2_, long jarg3, DeltaVolQuoteHandle jarg3_, long jarg4, QuoteHandle jarg4_, long jarg5, YieldTermStructureHandle jarg5_, long jarg6, YieldTermStructureHandle jarg6_, String jarg7, boolean jarg8, double jarg9, int jarg10)`
`static long`	QuantLibJNI.`new_VannaVolgaDoubleBarrierEngine__SWIG_1(long jarg1, DeltaVolQuoteHandle jarg1_, long jarg2, DeltaVolQuoteHandle jarg2_, long jarg3, DeltaVolQuoteHandle jarg3_, long jarg4, QuoteHandle jarg4_, long jarg5, YieldTermStructureHandle jarg5_, long jarg6, YieldTermStructureHandle jarg6_, String jarg7, boolean jarg8, double jarg9)`
`static long`	QuantLibJNI.`new_VannaVolgaDoubleBarrierEngine__SWIG_2(long jarg1, DeltaVolQuoteHandle jarg1_, long jarg2, DeltaVolQuoteHandle jarg2_, long jarg3, DeltaVolQuoteHandle jarg3_, long jarg4, QuoteHandle jarg4_, long jarg5, YieldTermStructureHandle jarg5_, long jarg6, YieldTermStructureHandle jarg6_, String jarg7, boolean jarg8)`
`static long`	QuantLibJNI.`new_VannaVolgaDoubleBarrierEngine__SWIG_3(long jarg1, DeltaVolQuoteHandle jarg1_, long jarg2, DeltaVolQuoteHandle jarg2_, long jarg3, DeltaVolQuoteHandle jarg3_, long jarg4, QuoteHandle jarg4_, long jarg5, YieldTermStructureHandle jarg5_, long jarg6, YieldTermStructureHandle jarg6_, String jarg7)`
`static long`	QuantLibJNI.`new_VannaVolgaDoubleBarrierEngine__SWIG_4(long jarg1, DeltaVolQuoteHandle jarg1_, long jarg2, DeltaVolQuoteHandle jarg2_, long jarg3, DeltaVolQuoteHandle jarg3_, long jarg4, QuoteHandle jarg4_, long jarg5, YieldTermStructureHandle jarg5_, long jarg6, YieldTermStructureHandle jarg6_)`
`static long`	QuantLibJNI.`new_VarianceGammaProcess(long jarg1, QuoteHandle jarg1_, long jarg2, YieldTermStructureHandle jarg2_, long jarg3, YieldTermStructureHandle jarg3_, double jarg4, double jarg5, double jarg6)`
`static long`	QuantLibJNI.`new_ZeroSpreadedTermStructure__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_, int jarg3, int jarg4, long jarg5, DayCounter jarg5_)`
`static long`	QuantLibJNI.`new_ZeroSpreadedTermStructure__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_, int jarg3, int jarg4)`
`static long`	QuantLibJNI.`new_ZeroSpreadedTermStructure__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_, int jarg3)`
`static long`	QuantLibJNI.`new_ZeroSpreadedTermStructure__SWIG_3(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, QuoteHandle jarg2_)`
`static long`	QuantLibJNI.`new_Zibor__SWIG_0(long jarg1, Period jarg1_, long jarg2, YieldTermStructureHandle jarg2_)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`double`	Gaussian1dModel.`numeraire(Date referenceDate, double y, YieldTermStructureHandle yts)`
`double`	Gaussian1dModel.`numeraire(double t, double y, YieldTermStructureHandle yts)`
`double`	FloatingRateCoupon.`price(YieldTermStructureHandle discountCurve)`
`double`	ForwardRateAgreement.`spotIncome(YieldTermStructureHandle discount)`
`double`	FixedRateBondForward.`spotIncome(YieldTermStructureHandle incomeDiscountCurve)`
`static long`	QuantLibJNI.`YieldTermStructureHandle___deref__(long jarg1, YieldTermStructureHandle jarg1_)`
`static boolean`	QuantLibJNI.`YieldTermStructureHandle_allowsExtrapolation(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_asObservable(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_calendar(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_dayCounter(long jarg1, YieldTermStructureHandle jarg1_)`
`static void`	QuantLibJNI.`YieldTermStructureHandle_disableExtrapolation(long jarg1, YieldTermStructureHandle jarg1_)`
`static double`	QuantLibJNI.`YieldTermStructureHandle_discount__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, Date jarg2_, boolean jarg3)`
`static double`	QuantLibJNI.`YieldTermStructureHandle_discount__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, Date jarg2_)`
`static double`	QuantLibJNI.`YieldTermStructureHandle_discount__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, boolean jarg3)`
`static double`	QuantLibJNI.`YieldTermStructureHandle_discount__SWIG_3(long jarg1, YieldTermStructureHandle jarg1_, double jarg2)`
`static boolean`	QuantLibJNI.`YieldTermStructureHandle_empty(long jarg1, YieldTermStructureHandle jarg1_)`
`static void`	QuantLibJNI.`YieldTermStructureHandle_enableExtrapolation(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_forwardRate__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_, long jarg4, DayCounter jarg4_, int jarg5, int jarg6, boolean jarg7)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_forwardRate__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_, long jarg4, DayCounter jarg4_, int jarg5, int jarg6)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_forwardRate__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, Date jarg3_, long jarg4, DayCounter jarg4_, int jarg5)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_forwardRate__SWIG_3(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, double jarg3, int jarg4, int jarg5, boolean jarg6)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_forwardRate__SWIG_4(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, double jarg3, int jarg4, int jarg5)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_forwardRate__SWIG_5(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, double jarg3, int jarg4)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_maxDate(long jarg1, YieldTermStructureHandle jarg1_)`
`static double`	QuantLibJNI.`YieldTermStructureHandle_maxTime(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_referenceDate(long jarg1, YieldTermStructureHandle jarg1_)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_zeroRate__SWIG_0(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, DayCounter jarg3_, int jarg4, int jarg5, boolean jarg6)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_zeroRate__SWIG_1(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, DayCounter jarg3_, int jarg4, int jarg5)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_zeroRate__SWIG_2(long jarg1, YieldTermStructureHandle jarg1_, long jarg2, Date jarg2_, long jarg3, DayCounter jarg3_, int jarg4)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_zeroRate__SWIG_3(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, int jarg3, int jarg4, boolean jarg5)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_zeroRate__SWIG_4(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, int jarg3, int jarg4)`
`static long`	QuantLibJNI.`YieldTermStructureHandle_zeroRate__SWIG_5(long jarg1, YieldTermStructureHandle jarg1_, double jarg2, int jarg3)`
`double`	Gaussian1dModel.`zerobond(Date maturity, Date referenceDate, double y, YieldTermStructureHandle yts)`
`double`	Gaussian1dModel.`zerobond(double T, double t, double y, YieldTermStructureHandle yts)`
`double`	Gaussian1dModel.`zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts)`
`double`	Gaussian1dModel.`zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs)`
`double`	Gaussian1dModel.`zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, long yGridPoints)`
`double`	Gaussian1dModel.`zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, long yGridPoints, boolean extrapolatePayoff)`
`double`	Gaussian1dModel.`zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, long yGridPoints, boolean extrapolatePayoff, boolean flatPayoffExtrapolation)`

Constructors in com.github.vonrosen.quantlib with parameters of type YieldTermStructureHandle
Constructor and Description
`AnalyticCapFloorEngine(ShortRateModel model, YieldTermStructureHandle termStructure)`
`Aonia(YieldTermStructureHandle h)`
`AUDLibor(Period tenor, YieldTermStructureHandle h)`
`BachelierCapFloorEngine(YieldTermStructureHandle termStructure, OptionletVolatilityStructureHandle vol)`
`BachelierCapFloorEngine(YieldTermStructureHandle termStructure, QuoteHandle vol)`
`BachelierSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol)`
`BachelierSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc)`
`BachelierSwaptionEngine(YieldTermStructureHandle discountCurve, SwaptionVolatilityStructureHandle v)`
`BatesProcess(YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, QuoteHandle s0, double v0, double kappa, double theta, double sigma, double rho, double lambda, double nu, double delta)`
`Bbsw(Period tenor, YieldTermStructureHandle h)`
`Bbsw1M(YieldTermStructureHandle h)`
`Bbsw2M(YieldTermStructureHandle h)`
`Bbsw3M(YieldTermStructureHandle h)`
`Bbsw4M(YieldTermStructureHandle h)`
`Bbsw5M(YieldTermStructureHandle h)`
`Bbsw6M(YieldTermStructureHandle h)`
`Bkbm(Period tenor, YieldTermStructureHandle h)`
`Bkbm1M(YieldTermStructureHandle h)`
`Bkbm2M(YieldTermStructureHandle h)`
`Bkbm3M(YieldTermStructureHandle h)`
`Bkbm4M(YieldTermStructureHandle h)`
`Bkbm5M(YieldTermStructureHandle h)`
`Bkbm6M(YieldTermStructureHandle h)`
`BlackCallableFixedRateBondEngine(QuoteHandle fwdYieldVol, YieldTermStructureHandle discountCurve)`
`BlackCapFloorEngine(YieldTermStructureHandle termStructure, OptionletVolatilityStructureHandle vol)`
`BlackCapFloorEngine(YieldTermStructureHandle termStructure, QuoteHandle vol)`
`BlackKarasinski(YieldTermStructureHandle termStructure)`
`BlackKarasinski(YieldTermStructureHandle termStructure, double a)`
`BlackKarasinski(YieldTermStructureHandle termStructure, double a, double sigma)`
`BlackProcess(QuoteHandle s0, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)`
`BlackScholesMertonProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)`
`BlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)`
`BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol)`
`BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc)`
`BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc, double displacement)`
`BlackSwaptionEngine(YieldTermStructureHandle discountCurve, SwaptionVolatilityStructureHandle v)`
`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, YieldTermStructureHandle h)`
`CHFLibor(Period tenor, YieldTermStructureHandle h)`
`DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve)`
`DiscountingBondEngine(YieldTermStructureHandle discountCurve)`
`DiscountingSwapEngine(YieldTermStructureHandle discountCurve)`
`DiscountingSwapEngine(YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)`
`DiscountingSwapEngine(YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`DiscountingSwapEngine(YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`DiscountingSwapEngine(YieldTermStructureHandle discountCurve, Date settlementDate)`
`DiscountingSwapEngine(YieldTermStructureHandle discountCurve, Date settlementDate, Date npvDate)`
`DKKLibor(Period tenor, YieldTermStructureHandle h)`
`Eonia(YieldTermStructureHandle h)`
`Euribor(Period tenor, YieldTermStructureHandle h)`
`Euribor10M(YieldTermStructureHandle h)`
`Euribor11M(YieldTermStructureHandle h)`
`Euribor1M(YieldTermStructureHandle h)`
`Euribor1Y(YieldTermStructureHandle h)`
`Euribor2M(YieldTermStructureHandle h)`
`Euribor2W(YieldTermStructureHandle h)`
`Euribor365_10M(YieldTermStructureHandle h)`
`Euribor365_11M(YieldTermStructureHandle h)`
`Euribor365_1M(YieldTermStructureHandle h)`
`Euribor365_1Y(YieldTermStructureHandle h)`
`Euribor365_2M(YieldTermStructureHandle h)`
`Euribor365_2W(YieldTermStructureHandle h)`
`Euribor365_3M(YieldTermStructureHandle h)`
`Euribor365_3W(YieldTermStructureHandle h)`
`Euribor365_4M(YieldTermStructureHandle h)`
`Euribor365_5M(YieldTermStructureHandle h)`
`Euribor365_6M(YieldTermStructureHandle h)`
`Euribor365_7M(YieldTermStructureHandle h)`
`Euribor365_8M(YieldTermStructureHandle h)`
`Euribor365_9M(YieldTermStructureHandle h)`
`Euribor365_SW(YieldTermStructureHandle h)`
`Euribor365(Period tenor, YieldTermStructureHandle h)`
`Euribor3M(YieldTermStructureHandle h)`
`Euribor3W(YieldTermStructureHandle h)`
`Euribor4M(YieldTermStructureHandle h)`
`Euribor5M(YieldTermStructureHandle h)`
`Euribor6M(YieldTermStructureHandle h)`
`Euribor7M(YieldTermStructureHandle h)`
`Euribor8M(YieldTermStructureHandle h)`
`Euribor9M(YieldTermStructureHandle h)`
`EuriborSW(YieldTermStructureHandle h)`
`EuriborSwapIfrFix(Period tenor, YieldTermStructureHandle h)`
`EuriborSwapIfrFix(Period tenor, YieldTermStructureHandle h1, YieldTermStructureHandle h2)`
`EuriborSwapIsdaFixA(Period tenor, YieldTermStructureHandle h)`
`EuriborSwapIsdaFixA(Period tenor, YieldTermStructureHandle h1, YieldTermStructureHandle h2)`
`EuriborSwapIsdaFixB(Period tenor, YieldTermStructureHandle h)`
`EuriborSwapIsdaFixB(Period tenor, YieldTermStructureHandle h1, YieldTermStructureHandle h2)`
`EURLibor(Period tenor, YieldTermStructureHandle h)`
`EURLibor10M(YieldTermStructureHandle h)`
`EURLibor11M(YieldTermStructureHandle h)`
`EURLibor1M(YieldTermStructureHandle h)`
`EURLibor1Y(YieldTermStructureHandle h)`
`EURLibor2M(YieldTermStructureHandle h)`
`EURLibor2W(YieldTermStructureHandle h)`
`EURLibor3M(YieldTermStructureHandle h)`
`EURLibor4M(YieldTermStructureHandle h)`
`EURLibor5M(YieldTermStructureHandle h)`
`EURLibor6M(YieldTermStructureHandle h)`
`EURLibor7M(YieldTermStructureHandle h)`
`EURLibor8M(YieldTermStructureHandle h)`
`EURLibor9M(YieldTermStructureHandle h)`
`EURLiborSW(YieldTermStructureHandle h)`
`EurLiborSwapIfrFix(Period tenor, YieldTermStructureHandle h)`
`EurLiborSwapIfrFix(Period tenor, YieldTermStructureHandle h1, YieldTermStructureHandle h2)`
`EurLiborSwapIsdaFixA(Period tenor, YieldTermStructureHandle h)`
`EurLiborSwapIsdaFixA(Period tenor, YieldTermStructureHandle h1, YieldTermStructureHandle h2)`
`EurLiborSwapIsdaFixB(Period tenor, YieldTermStructureHandle h)`
`EurLiborSwapIsdaFixB(Period tenor, YieldTermStructureHandle h1, YieldTermStructureHandle h2)`
`FedFunds(YieldTermStructureHandle h)`
`FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond, YieldTermStructureHandle discountCurve)`
`FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond, YieldTermStructureHandle discountCurve, YieldTermStructureHandle incomeDiscountCurve)`
`ForwardRateAgreement(Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index, YieldTermStructureHandle discountCurve)`
`ForwardSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle)`
`G2(YieldTermStructureHandle termStructure)`
`G2(YieldTermStructureHandle termStructure, double a)`
`G2(YieldTermStructureHandle termStructure, double a, double sigma)`
`G2(YieldTermStructureHandle termStructure, double a, double sigma, double b)`
`G2(YieldTermStructureHandle termStructure, double a, double sigma, double b, double eta)`
`G2(YieldTermStructureHandle termStructure, double a, double sigma, double b, double eta, double rho)`
`GarmanKohlagenProcess(QuoteHandle s0, YieldTermStructureHandle foreignRiskFreeTS, YieldTermStructureHandle domesticRiskFreeTS, BlackVolTermStructureHandle volTS)`
`Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve)`
`Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve, boolean includeTodaysExercise, _Gaussian1dFloatFloatSwaptionEngine.Probabilities probabilities)`
`Gaussian1dFloatFloatSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve, boolean includeTodaysExercise)`
`Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve)`
`Gaussian1dSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, boolean extrapolatePayoff, boolean flatPayoffExtrapolation, YieldTermStructureHandle discountCurve)`
`GBPLibor(Period tenor, YieldTermStructureHandle h)`
`GeneralizedBlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS)`
`Gsr(YieldTermStructureHandle termStructure, DateVector volstepdates, QuoteHandleVector volatilities, QuoteHandleVector reversions)`
`Gsr(YieldTermStructureHandle termStructure, DateVector volstepdates, QuoteHandleVector volatilities, QuoteHandleVector reversions, double T)`
`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)`
`HestonProcess(YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle s0, double v0, double kappa, double theta, double sigma, double rho)`
`HullWhite(YieldTermStructureHandle termStructure)`
`HullWhite(YieldTermStructureHandle termStructure, double a)`
`HullWhite(YieldTermStructureHandle termStructure, double a, double sigma)`
`HullWhiteProcess(YieldTermStructureHandle riskFreeTS, double a, double sigma)`
`IborIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, YieldTermStructureHandle h)`
`ImpliedTermStructure(YieldTermStructureHandle curveHandle, Date referenceDate)`
`IntegralCdsEngine(Period integrationStep, DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve)`
`IntegralCdsEngine(Period integrationStep, DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)`
`JamshidianSwaptionEngine(ShortRateModel model, YieldTermStructureHandle termStructure)`
`Jibar(Period tenor, YieldTermStructureHandle h)`
`JPYLibor(Period tenor, YieldTermStructureHandle h)`
`Libor(String familyName, Period tenor, long settlementDays, Currency currency, Calendar financialCenterCalendar, DayCounter dayCounter, YieldTermStructureHandle h)`
`LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion, YieldTermStructureHandle couponDiscountCurve)`
`LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol, QuoteHandle meanReversion, YieldTermStructureHandle couponDiscountCurve, SWIGTYPE_p_LinearTsrPricer__Settings settings)`
`LocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, double underlying)`
`LocalVolSurface(BlackVolTermStructureHandle blackTS, YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle underlying)`
`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)`
`Merton76Process(QuoteHandle stateVariable, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS, QuoteHandle jumpIntensity, QuoteHandle meanLogJump, QuoteHandle jumpVolatility)`
`MidPointCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve)`
`NZDLibor(Period tenor, YieldTermStructureHandle h)`
`Nzocr(YieldTermStructureHandle h)`
`OISRateHelper(long settlementDays, Period tenor, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve)`
`OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount)`
`OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type)`
`OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type, double displacement)`
`OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type, double displacement, boolean dontThrow)`
`OvernightIndex(String familyName, int settlementDays, Currency currency, Calendar calendar, DayCounter dayCounter, YieldTermStructureHandle h)`
`PiecewiseTimeDependentHestonModel(YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, QuoteHandle s0, double v0, Parameter theta, Parameter kappa, Parameter sigma, Parameter rho, TimeGrid timeGrid)`
`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)`
`QuantoEuropeanEngine(GeneralizedBlackScholesProcess process, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation)`
`QuantoForwardEuropeanEngine(GeneralizedBlackScholesProcess process, YieldTermStructureHandle foreignRiskFreeRate, BlackVolTermStructureHandle exchangeRateVolatility, QuoteHandle correlation)`
`SEKLibor(Period tenor, YieldTermStructureHandle h)`
`Sonia(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)`
`SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates)`
`SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp)`
`SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq)`
`SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc)`
`SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc, Linear factory)`
`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, 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, 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, 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, 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, YieldTermStructureHandle h)`
`TreeCallableFixedRateBondEngine(ShortRateModel model, long timeSteps, YieldTermStructureHandle termStructure)`
`TreeCallableFixedRateBondEngine(ShortRateModel model, TimeGrid grid, YieldTermStructureHandle termStructure)`
`TreeCapFloorEngine(ShortRateModel model, long timeSteps, YieldTermStructureHandle termStructure)`
`TreeCapFloorEngine(ShortRateModel model, TimeGrid grid, YieldTermStructureHandle termStructure)`
`TreeSwaptionEngine(ShortRateModelHandle model, long timeSteps, YieldTermStructureHandle termStructure)`
`TreeSwaptionEngine(ShortRateModel model, long timeSteps, YieldTermStructureHandle termStructure)`
`TreeSwaptionEngine(ShortRateModel model, TimeGrid grid, YieldTermStructureHandle termStructure)`
`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, YieldTermStructureHandle h)`
`VannaVolgaDoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS)`
`VannaVolgaDoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, String type)`
`VannaVolgaDoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, String type, boolean adaptVanDelta)`
`VannaVolgaDoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, String type, boolean adaptVanDelta, double bsPriceWithSmile)`
`VannaVolgaDoubleBarrierEngine(DeltaVolQuoteHandle atmVol, DeltaVolQuoteHandle vol25Put, DeltaVolQuoteHandle vol25Call, QuoteHandle spotFX, YieldTermStructureHandle domesticTS, YieldTermStructureHandle foreignTS, String type, boolean adaptVanDelta, double bsPriceWithSmile, int series)`
`VarianceGammaProcess(QuoteHandle s0, YieldTermStructureHandle dividendYield, YieldTermStructureHandle riskFreeRate, double sigma, double nu, double theta)`
`ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle)`
`ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle, Compounding comp)`
`ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle, Compounding comp, Frequency freq)`
`ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle, Compounding comp, Frequency freq, DayCounter dc)`
`Zibor(Period tenor, YieldTermStructureHandle h)`

Uses of Classcom.github.vonrosen.quantlib.YieldTermStructureHandle

Uses of YieldTermStructureHandle in com.github.vonrosen.quantlib

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