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

Uses of ZeroInflationIndex in com.github.vonrosen.quantlib

Subclasses of ZeroInflationIndex in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	EUHICP
class	EUHICPXT
class	FRHICP
class	UKRPI
class	USCPI
class	ZACPI

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

Modifier and Type	Method and Description
protected static long	ZeroInflationIndex.getCPtr(ZeroInflationIndex obj)
static long	QuantLibJNI.new_CPIBond__SWIG_0(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_, int jarg11, long jarg12, Date jarg12_, long jarg13, Calendar jarg13_, long jarg14, Period jarg14_, long jarg15, Calendar jarg15_, int jarg16, boolean jarg17)
static long	QuantLibJNI.new_CPIBond__SWIG_1(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_, int jarg11, long jarg12, Date jarg12_, long jarg13, Calendar jarg13_, long jarg14, Period jarg14_, long jarg15, Calendar jarg15_, int jarg16)
static long	QuantLibJNI.new_CPIBond__SWIG_2(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_, int jarg11, long jarg12, Date jarg12_, long jarg13, Calendar jarg13_, long jarg14, Period jarg14_, long jarg15, Calendar jarg15_)
static long	QuantLibJNI.new_CPIBond__SWIG_3(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_, int jarg11, long jarg12, Date jarg12_, long jarg13, Calendar jarg13_, long jarg14, Period jarg14_)
static long	QuantLibJNI.new_CPIBond__SWIG_4(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_, int jarg11, long jarg12, Date jarg12_, long jarg13, Calendar jarg13_)
static long	QuantLibJNI.new_CPIBond__SWIG_5(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_, int jarg11, long jarg12, Date jarg12_)
static long	QuantLibJNI.new_CPIBond__SWIG_6(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_, int jarg11)
static long	QuantLibJNI.new_CPIBond__SWIG_7(long jarg1, double jarg2, boolean jarg3, double jarg4, long jarg5, Period jarg5_, long jarg6, ZeroInflationIndex jarg6_, int jarg7, long jarg8, Schedule jarg8_, long jarg9, DoubleVector jarg9_, long jarg10, DayCounter jarg10_)
static long	QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_0(int jarg1, double jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Calendar jarg5_, int jarg6, long jarg7, DayCounter jarg7_, double jarg8, long jarg9, ZeroInflationIndex jarg9_, long jarg10, Period jarg10_, boolean jarg11, long jarg12, Calendar jarg12_, int jarg13)
static long	QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_1(int jarg1, double jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Calendar jarg5_, int jarg6, long jarg7, DayCounter jarg7_, double jarg8, long jarg9, ZeroInflationIndex jarg9_, long jarg10, Period jarg10_, boolean jarg11, long jarg12, Calendar jarg12_)
static long	QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_2(int jarg1, double jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Calendar jarg5_, int jarg6, long jarg7, DayCounter jarg7_, double jarg8, long jarg9, ZeroInflationIndex jarg9_, long jarg10, Period jarg10_, boolean jarg11)
static long	QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_3(int jarg1, double jarg2, long jarg3, Date jarg3_, long jarg4, Date jarg4_, long jarg5, Calendar jarg5_, int jarg6, long jarg7, DayCounter jarg7_, double jarg8, long jarg9, ZeroInflationIndex jarg9_, long jarg10, Period jarg10_)
static long	QuantLibJNI.new_ZeroCouponInflationSwapHelper(double jarg1, long jarg2, Period jarg2_, long jarg3, Date jarg3_, long jarg4, Calendar jarg4_, int jarg5, long jarg6, DayCounter jarg6_, long jarg7, ZeroInflationIndex jarg7_)

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

Constructor and Description
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag)
ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, boolean adjustInfObsDates)
ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, boolean adjustInfObsDates, Calendar infCalendar)
ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, boolean adjustInfObsDates, Calendar infCalendar, BusinessDayConvention infConvention)
ZeroCouponInflationSwapHelper(double rate, Period lag, Date maturity, Calendar calendar, BusinessDayConvention bdc, DayCounter dayCounter, ZeroInflationIndex index)