Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class CurveState

java.lang.Object

org.quantlib.CurveState

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

LMMCurveState

public class CurveState
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	CurveState(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
double	cmSwapAnnuity(long numeraire, long i, long spanningForwards)
double	cmSwapRate(long i, long spanningForwards)
DoubleVector	cmSwapRates(long spanningForwards)
double	coterminalSwapAnnuity(long numeraire, long i)
double	coterminalSwapRate(long i)
DoubleVector	coterminalSwapRates()
void	delete()
double	discountRatio(long i, long j)
protected void	finalize()
double	forwardRate(long i)
DoubleVector	forwardRates()
protected static long	getCPtr(CurveState obj)
long	numberOfRates()
DoubleVector	rateTaus()
DoubleVector	rateTimes()
double	swapRate(long begin, long end)
protected static long	swigRelease(CurveState obj)

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

CurveState

protected CurveState(long cPtr,
                     boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(CurveState obj)

swigRelease

protected static long swigRelease(CurveState obj)

finalize

protected void finalize()

Overrides:

finalize in class Object

delete

public void delete()

Specified by:

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

numberOfRates

public long numberOfRates()

rateTimes

public DoubleVector rateTimes()

rateTaus

public DoubleVector rateTaus()

discountRatio

public double discountRatio(long i,
                            long j)

forwardRate

public double forwardRate(long i)

coterminalSwapAnnuity

public double coterminalSwapAnnuity(long numeraire,
                                    long i)

coterminalSwapRate

public double coterminalSwapRate(long i)

cmSwapAnnuity

public double cmSwapAnnuity(long numeraire,
                            long i,
                            long spanningForwards)

cmSwapRate

public double cmSwapRate(long i,
                         long spanningForwards)

forwardRates

public DoubleVector forwardRates()

coterminalSwapRates

public DoubleVector coterminalSwapRates()

cmSwapRates

public DoubleVector cmSwapRates(long spanningForwards)

swapRate

public double swapRate(long begin,
                       long end)