Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class DefaultProbabilityTermStructure

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.DefaultProbabilityTermStructure

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

DefaultDensityCurve, FlatHazardRate, HazardRateCurve, PiecewiseFlatHazardRate, SurvivalProbabilityCurve

public class DefaultProbabilityTermStructure
extends TermStructure
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
double	defaultDensity(double arg0)
double	defaultDensity(double arg0, boolean extrapolate)
double	defaultDensity(Date arg0)
double	defaultDensity(Date arg0, boolean extrapolate)
double	defaultProbability(double arg0)
double	defaultProbability(double arg0, boolean extrapolate)
double	defaultProbability(double arg0, double arg1)
double	defaultProbability(double arg0, double arg1, boolean extrapolate)
double	defaultProbability(Date arg0)
double	defaultProbability(Date arg0, boolean extrapolate)
double	defaultProbability(Date arg0, Date arg1)
double	defaultProbability(Date arg0, Date arg1, boolean extrapolate)
void	delete()
protected void	finalize()
protected static long	getCPtr(DefaultProbabilityTermStructure obj)
double	hazardRate(double arg0)
double	hazardRate(double arg0, boolean extrapolate)
double	hazardRate(Date arg0)
double	hazardRate(Date arg0, boolean extrapolate)
double	survivalProbability(double arg0)
double	survivalProbability(double arg0, boolean extrapolate)
double	survivalProbability(Date arg0)
double	survivalProbability(Date arg0, boolean extrapolate)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.TermStructure

allowsExtrapolation, calendar, dayCounter, disableExtrapolation, enableExtrapolation, getCPtr, maxDate, maxTime, referenceDate, timeFromReference

Methods inherited from class org.quantlib.Observable

getCPtr

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

Constructor Detail

DefaultProbabilityTermStructure

protected DefaultProbabilityTermStructure(long cPtr,
                                          boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(DefaultProbabilityTermStructure obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class TermStructure

finalize

protected void finalize()

Overrides:

finalize in class TermStructure

delete

public void delete()

Specified by:

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

Overrides:

delete in class TermStructure

defaultProbability

public double defaultProbability(Date arg0,
                                 boolean extrapolate)

defaultProbability

public double defaultProbability(Date arg0)

defaultProbability

public double defaultProbability(double arg0,
                                 boolean extrapolate)

defaultProbability

public double defaultProbability(double arg0)

defaultProbability

public double defaultProbability(Date arg0,
                                 Date arg1,
                                 boolean extrapolate)

defaultProbability

public double defaultProbability(Date arg0,
                                 Date arg1)

defaultProbability

public double defaultProbability(double arg0,
                                 double arg1,
                                 boolean extrapolate)

defaultProbability

public double defaultProbability(double arg0,
                                 double arg1)

survivalProbability

public double survivalProbability(Date arg0,
                                  boolean extrapolate)

survivalProbability

public double survivalProbability(Date arg0)

survivalProbability

public double survivalProbability(double arg0,
                                  boolean extrapolate)

survivalProbability

public double survivalProbability(double arg0)

defaultDensity

public double defaultDensity(Date arg0,
                             boolean extrapolate)

defaultDensity

public double defaultDensity(Date arg0)

defaultDensity

public double defaultDensity(double arg0,
                             boolean extrapolate)

defaultDensity

public double defaultDensity(double arg0)

hazardRate

public double hazardRate(Date arg0,
                         boolean extrapolate)

hazardRate

public double hazardRate(Date arg0)

hazardRate

public double hazardRate(double arg0,
                         boolean extrapolate)

hazardRate

public double hazardRate(double arg0)