Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CashFlows

java.lang.Object

org.quantlib.CashFlows

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class CashFlows
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CashFlows(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
static double	atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows)
static double	atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate)
static double	atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double npv)
static double	basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)
static double	basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)
static double	basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	basisPointValue(Leg leg, InterestRate yield, boolean includeSettlementDateFlows)
static double	basisPointValue(Leg leg, InterestRate yield, boolean includeSettlementDateFlows, Date settlementDate)
static double	basisPointValue(Leg leg, InterestRate yield, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)
static double	bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)
static double	bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	bps(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows)
static double	bps(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate)
static double	bps(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)
static double	bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)
static double	bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows)
static double	bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate)
static double	bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)
static double	convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)
static double	convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	convexity(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows)
static double	convexity(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate)
static double	convexity(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
void	delete()
static double	duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows)
static double	duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate)
static double	duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	duration(Leg arg0, InterestRate arg1, Duration.Type type, boolean includeSettlementDateFlows)
static double	duration(Leg arg0, InterestRate arg1, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate)
protected void	finalize()
protected static long	getCPtr(CashFlows obj)
static Date	maturityDate(Leg arg0)
static CashFlow	nextCashFlow(Leg leg, boolean includeSettlementDateFlows)
static CashFlow	nextCashFlow(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
static double	nextCashFlowAmount(Leg leg, boolean includeSettlementDateFlows)
static double	nextCashFlowAmount(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
static Date	nextCashFlowDate(Leg leg, boolean includeSettlementDateFlows)
static Date	nextCashFlowDate(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
static double	npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)
static double	npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)
static double	npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	npv(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows)
static double	npv(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate)
static double	npv(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)
static double	npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)
static double	npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)
static double	npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)
static double	npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static DoublePair	npvbps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows)
static DoublePair	npvbps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate)
static DoublePair	npvbps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static DoublePair	npvbps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows)
static DoublePair	npvbps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate)
static DoublePair	npvbps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static CashFlow	previousCashFlow(Leg leg, boolean includeSettlementDateFlows)
static CashFlow	previousCashFlow(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
static double	previousCashFlowAmount(Leg leg, boolean includeSettlementDateFlows)
static double	previousCashFlowAmount(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
static Date	previousCashFlowDate(Leg leg, boolean includeSettlementDateFlows)
static Date	previousCashFlowDate(Leg leg, boolean includeSettlementDateFlows, Date settlementDate)
static Date	startDate(Leg arg0)
protected static long	swigRelease(CashFlows obj)
static double	yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)
static double	yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)
static double	yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy)
static double	yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations)
static double	yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations, double guess)
static double	zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)
static double	zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)
static double	zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy)
static double	zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations)
static double	zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations, double guess)

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

CashFlows

protected CashFlows(long cPtr,
                    boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(CashFlows obj)

swigRelease

protected static long swigRelease(CashFlows obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

startDate

public static Date startDate(Leg arg0)

maturityDate

public static Date maturityDate(Leg arg0)

previousCashFlowDate

public static Date previousCashFlowDate(Leg leg,
                                        boolean includeSettlementDateFlows,
                                        Date settlementDate)

previousCashFlowDate

public static Date previousCashFlowDate(Leg leg,
                                        boolean includeSettlementDateFlows)

nextCashFlowDate

public static Date nextCashFlowDate(Leg leg,
                                    boolean includeSettlementDateFlows,
                                    Date settlementDate)

nextCashFlowDate

public static Date nextCashFlowDate(Leg leg,
                                    boolean includeSettlementDateFlows)

previousCashFlowAmount

public static double previousCashFlowAmount(Leg leg,
                                            boolean includeSettlementDateFlows,
                                            Date settlementDate)

previousCashFlowAmount

public static double previousCashFlowAmount(Leg leg,
                                            boolean includeSettlementDateFlows)

nextCashFlowAmount

public static double nextCashFlowAmount(Leg leg,
                                        boolean includeSettlementDateFlows,
                                        Date settlementDate)

nextCashFlowAmount

public static double nextCashFlowAmount(Leg leg,
                                        boolean includeSettlementDateFlows)

previousCashFlow

public static CashFlow previousCashFlow(Leg leg,
                                        boolean includeSettlementDateFlows,
                                        Date settlementDate)

previousCashFlow

public static CashFlow previousCashFlow(Leg leg,
                                        boolean includeSettlementDateFlows)

nextCashFlow

public static CashFlow nextCashFlow(Leg leg,
                                    boolean includeSettlementDateFlows,
                                    Date settlementDate)

nextCashFlow

public static CashFlow nextCashFlow(Leg leg,
                                    boolean includeSettlementDateFlows)

npv

public static double npv(Leg leg,
                         YieldTermStructure discountCurve,
                         double zSpread,
                         DayCounter dayCounter,
                         Compounding compounding,
                         Frequency frequency,
                         boolean includeSettlementDateFlows,
                         Date settlementDate,
                         Date npvDate)

npv

public static double npv(Leg leg,
                         YieldTermStructure discountCurve,
                         double zSpread,
                         DayCounter dayCounter,
                         Compounding compounding,
                         Frequency frequency,
                         boolean includeSettlementDateFlows,
                         Date settlementDate)

npv

public static double npv(Leg leg,
                         YieldTermStructure discountCurve,
                         double zSpread,
                         DayCounter dayCounter,
                         Compounding compounding,
                         Frequency frequency,
                         boolean includeSettlementDateFlows)

npv

public static double npv(Leg leg,
                         YieldTermStructureHandle discountCurve,
                         boolean includeSettlementDateFlows,
                         Date settlementDate,
                         Date npvDate)

npv

public static double npv(Leg leg,
                         YieldTermStructureHandle discountCurve,
                         boolean includeSettlementDateFlows,
                         Date settlementDate)

npv

public static double npv(Leg leg,
                         YieldTermStructureHandle discountCurve,
                         boolean includeSettlementDateFlows)

npv

public static double npv(Leg arg0,
                         InterestRate arg1,
                         boolean includeSettlementDateFlows,
                         Date settlementDate,
                         Date npvDate)

npv

public static double npv(Leg arg0,
                         InterestRate arg1,
                         boolean includeSettlementDateFlows,
                         Date settlementDate)

npv

public static double npv(Leg arg0,
                         InterestRate arg1,
                         boolean includeSettlementDateFlows)

npv

public static double npv(Leg arg0,
                         double yield,
                         DayCounter dayCounter,
                         Compounding compounding,
                         Frequency frequency,
                         boolean includeSettlementDateFlows,
                         Date settlementDate,
                         Date npvDate)

npv

public static double npv(Leg arg0,
                         double yield,
                         DayCounter dayCounter,
                         Compounding compounding,
                         Frequency frequency,
                         boolean includeSettlementDateFlows,
                         Date settlementDate)

npv

public static double npv(Leg arg0,
                         double yield,
                         DayCounter dayCounter,
                         Compounding compounding,
                         Frequency frequency,
                         boolean includeSettlementDateFlows)

bps

public static double bps(Leg leg,
                         YieldTermStructure discountCurve,
                         boolean includeSettlementDateFlows,
                         Date settlementDate,
                         Date npvDate)

bps

public static double bps(Leg leg,
                         YieldTermStructure discountCurve,
                         boolean includeSettlementDateFlows,
                         Date settlementDate)

bps

public static double bps(Leg leg,
                         YieldTermStructure discountCurve,
                         boolean includeSettlementDateFlows)

bps

public static double bps(Leg leg,
                         YieldTermStructureHandle discountCurve,
                         boolean includeSettlementDateFlows,
                         Date settlementDate,
                         Date npvDate)

bps

public static double bps(Leg leg,
                         YieldTermStructureHandle discountCurve,
                         boolean includeSettlementDateFlows,
                         Date settlementDate)

bps

public static double bps(Leg leg,
                         YieldTermStructureHandle discountCurve,
                         boolean includeSettlementDateFlows)

bps

public static double bps(Leg arg0,
                         InterestRate arg1,
                         boolean includeSettlementDateFlows,
                         Date settlementDate,
                         Date npvDate)

bps

public static double bps(Leg arg0,
                         InterestRate arg1,
                         boolean includeSettlementDateFlows,
                         Date settlementDate)

bps

public static double bps(Leg arg0,
                         InterestRate arg1,
                         boolean includeSettlementDateFlows)

bps

public static double bps(Leg arg0,
                         double yield,
                         DayCounter dayCounter,
                         Compounding compounding,
                         Frequency frequency,
                         boolean includeSettlementDateFlows,
                         Date settlementDate,
                         Date npvDate)

bps

public static double bps(Leg arg0,
                         double yield,
                         DayCounter dayCounter,
                         Compounding compounding,
                         Frequency frequency,
                         boolean includeSettlementDateFlows,
                         Date settlementDate)

bps

public static double bps(Leg arg0,
                         double yield,
                         DayCounter dayCounter,
                         Compounding compounding,
                         Frequency frequency,
                         boolean includeSettlementDateFlows)

npvbps

public static DoublePair npvbps(Leg leg,
                                YieldTermStructure discountCurve,
                                boolean includeSettlementDateFlows,
                                Date settlementDate,
                                Date npvDate)

npvbps

public static DoublePair npvbps(Leg leg,
                                YieldTermStructure discountCurve,
                                boolean includeSettlementDateFlows,
                                Date settlementDate)

npvbps

public static DoublePair npvbps(Leg leg,
                                YieldTermStructure discountCurve,
                                boolean includeSettlementDateFlows)

npvbps

public static DoublePair npvbps(Leg leg,
                                YieldTermStructureHandle discountCurve,
                                boolean includeSettlementDateFlows,
                                Date settlementDate,
                                Date npvDate)

npvbps

public static DoublePair npvbps(Leg leg,
                                YieldTermStructureHandle discountCurve,
                                boolean includeSettlementDateFlows,
                                Date settlementDate)

npvbps

public static DoublePair npvbps(Leg leg,
                                YieldTermStructureHandle discountCurve,
                                boolean includeSettlementDateFlows)

atmRate

public static double atmRate(Leg leg,
                             YieldTermStructure discountCurve,
                             boolean includeSettlementDateFlows,
                             Date settlementDate,
                             Date npvDate,
                             double npv)

atmRate

public static double atmRate(Leg leg,
                             YieldTermStructure discountCurve,
                             boolean includeSettlementDateFlows,
                             Date settlementDate,
                             Date npvDate)

atmRate

public static double atmRate(Leg leg,
                             YieldTermStructure discountCurve,
                             boolean includeSettlementDateFlows,
                             Date settlementDate)

atmRate

public static double atmRate(Leg leg,
                             YieldTermStructure discountCurve,
                             boolean includeSettlementDateFlows)

yield

public static double yield(Leg arg0,
                           double npv,
                           DayCounter dayCounter,
                           Compounding compounding,
                           Frequency frequency,
                           boolean includeSettlementDateFlows,
                           Date settlementDate,
                           Date npvDate,
                           double accuracy,
                           long maxIterations,
                           double guess)

yield

public static double yield(Leg arg0,
                           double npv,
                           DayCounter dayCounter,
                           Compounding compounding,
                           Frequency frequency,
                           boolean includeSettlementDateFlows,
                           Date settlementDate,
                           Date npvDate,
                           double accuracy,
                           long maxIterations)

yield

public static double yield(Leg arg0,
                           double npv,
                           DayCounter dayCounter,
                           Compounding compounding,
                           Frequency frequency,
                           boolean includeSettlementDateFlows,
                           Date settlementDate,
                           Date npvDate,
                           double accuracy)

yield

public static double yield(Leg arg0,
                           double npv,
                           DayCounter dayCounter,
                           Compounding compounding,
                           Frequency frequency,
                           boolean includeSettlementDateFlows,
                           Date settlementDate,
                           Date npvDate)

yield

public static double yield(Leg arg0,
                           double npv,
                           DayCounter dayCounter,
                           Compounding compounding,
                           Frequency frequency,
                           boolean includeSettlementDateFlows,
                           Date settlementDate)

yield

public static double yield(Leg arg0,
                           double npv,
                           DayCounter dayCounter,
                           Compounding compounding,
                           Frequency frequency,
                           boolean includeSettlementDateFlows)

duration

public static double duration(Leg arg0,
                              InterestRate arg1,
                              Duration.Type type,
                              boolean includeSettlementDateFlows,
                              Date settlementDate)

duration

public static double duration(Leg arg0,
                              InterestRate arg1,
                              Duration.Type type,
                              boolean includeSettlementDateFlows)

duration

public static double duration(Leg arg0,
                              double yield,
                              DayCounter dayCounter,
                              Compounding compounding,
                              Frequency frequency,
                              Duration.Type type,
                              boolean includeSettlementDateFlows,
                              Date settlementDate,
                              Date npvDate)

duration

public static double duration(Leg arg0,
                              double yield,
                              DayCounter dayCounter,
                              Compounding compounding,
                              Frequency frequency,
                              Duration.Type type,
                              boolean includeSettlementDateFlows,
                              Date settlementDate)

duration

public static double duration(Leg arg0,
                              double yield,
                              DayCounter dayCounter,
                              Compounding compounding,
                              Frequency frequency,
                              Duration.Type type,
                              boolean includeSettlementDateFlows)

convexity

public static double convexity(Leg arg0,
                               InterestRate arg1,
                               boolean includeSettlementDateFlows,
                               Date settlementDate,
                               Date npvDate)

convexity

public static double convexity(Leg arg0,
                               InterestRate arg1,
                               boolean includeSettlementDateFlows,
                               Date settlementDate)

convexity

public static double convexity(Leg arg0,
                               InterestRate arg1,
                               boolean includeSettlementDateFlows)

convexity

public static double convexity(Leg arg0,
                               double yield,
                               DayCounter dayCounter,
                               Compounding compounding,
                               Frequency frequency,
                               boolean includeSettlementDateFlows,
                               Date settlementDate,
                               Date npvDate)

convexity

public static double convexity(Leg arg0,
                               double yield,
                               DayCounter dayCounter,
                               Compounding compounding,
                               Frequency frequency,
                               boolean includeSettlementDateFlows,
                               Date settlementDate)

convexity

public static double convexity(Leg arg0,
                               double yield,
                               DayCounter dayCounter,
                               Compounding compounding,
                               Frequency frequency,
                               boolean includeSettlementDateFlows)

basisPointValue

public static double basisPointValue(Leg leg,
                                     InterestRate yield,
                                     boolean includeSettlementDateFlows,
                                     Date settlementDate,
                                     Date npvDate)

basisPointValue

public static double basisPointValue(Leg leg,
                                     InterestRate yield,
                                     boolean includeSettlementDateFlows,
                                     Date settlementDate)

basisPointValue

public static double basisPointValue(Leg leg,
                                     InterestRate yield,
                                     boolean includeSettlementDateFlows)

basisPointValue

public static double basisPointValue(Leg leg,
                                     double yield,
                                     DayCounter dayCounter,
                                     Compounding compounding,
                                     Frequency frequency,
                                     boolean includeSettlementDateFlows,
                                     Date settlementDate,
                                     Date npvDate)

basisPointValue

public static double basisPointValue(Leg leg,
                                     double yield,
                                     DayCounter dayCounter,
                                     Compounding compounding,
                                     Frequency frequency,
                                     boolean includeSettlementDateFlows,
                                     Date settlementDate)

basisPointValue

public static double basisPointValue(Leg leg,
                                     double yield,
                                     DayCounter dayCounter,
                                     Compounding compounding,
                                     Frequency frequency,
                                     boolean includeSettlementDateFlows)

zSpread

public static double zSpread(Leg leg,
                             double npv,
                             YieldTermStructure arg2,
                             DayCounter dayCounter,
                             Compounding compounding,
                             Frequency frequency,
                             boolean includeSettlementDateFlows,
                             Date settlementDate,
                             Date npvDate,
                             double accuracy,
                             long maxIterations,
                             double guess)

zSpread

public static double zSpread(Leg leg,
                             double npv,
                             YieldTermStructure arg2,
                             DayCounter dayCounter,
                             Compounding compounding,
                             Frequency frequency,
                             boolean includeSettlementDateFlows,
                             Date settlementDate,
                             Date npvDate,
                             double accuracy,
                             long maxIterations)

zSpread

public static double zSpread(Leg leg,
                             double npv,
                             YieldTermStructure arg2,
                             DayCounter dayCounter,
                             Compounding compounding,
                             Frequency frequency,
                             boolean includeSettlementDateFlows,
                             Date settlementDate,
                             Date npvDate,
                             double accuracy)

zSpread

public static double zSpread(Leg leg,
                             double npv,
                             YieldTermStructure arg2,
                             DayCounter dayCounter,
                             Compounding compounding,
                             Frequency frequency,
                             boolean includeSettlementDateFlows,
                             Date settlementDate,
                             Date npvDate)

zSpread

public static double zSpread(Leg leg,
                             double npv,
                             YieldTermStructure arg2,
                             DayCounter dayCounter,
                             Compounding compounding,
                             Frequency frequency,
                             boolean includeSettlementDateFlows,
                             Date settlementDate)

zSpread

public static double zSpread(Leg leg,
                             double npv,
                             YieldTermStructure arg2,
                             DayCounter dayCounter,
                             Compounding compounding,
                             Frequency frequency,
                             boolean includeSettlementDateFlows)