Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class FittedBondDiscountCurve

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.YieldTermStructure

org.quantlib.FittedBondDiscountCurve

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class FittedBondDiscountCurve
extends YieldTermStructure
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FittedBondDiscountCurve(long cPtr, boolean cMemoryOwn)
	FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod)
	FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy)
	FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations)
	FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess)
	FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess, double simplexLambda)
	FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod)
	FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy)
	FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations)
	FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess)
	FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess, double simplexLambda)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
FittingMethod	fitResults()
protected static long	getCPtr(FittedBondDiscountCurve obj)
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.YieldTermStructure

discount, discount, discount, discount, forwardRate, forwardRate, forwardRate, forwardRate, forwardRate, forwardRate, getCPtr, zeroRate, zeroRate, zeroRate, zeroRate, zeroRate, zeroRate

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

FittedBondDiscountCurve

protected FittedBondDiscountCurve(long cPtr,
                                  boolean cMemoryOwn)

FittedBondDiscountCurve

public FittedBondDiscountCurve(long settlementDays,
                               Calendar calendar,
                               BondHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy,
                               long maxEvaluations,
                               Array guess,
                               double simplexLambda)

FittedBondDiscountCurve

public FittedBondDiscountCurve(long settlementDays,
                               Calendar calendar,
                               BondHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy,
                               long maxEvaluations,
                               Array guess)

FittedBondDiscountCurve

public FittedBondDiscountCurve(long settlementDays,
                               Calendar calendar,
                               BondHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy,
                               long maxEvaluations)

FittedBondDiscountCurve

public FittedBondDiscountCurve(long settlementDays,
                               Calendar calendar,
                               BondHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy)

FittedBondDiscountCurve

public FittedBondDiscountCurve(long settlementDays,
                               Calendar calendar,
                               BondHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod)

FittedBondDiscountCurve

public FittedBondDiscountCurve(Date referenceDate,
                               BondHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy,
                               long maxEvaluations,
                               Array guess,
                               double simplexLambda)

FittedBondDiscountCurve

public FittedBondDiscountCurve(Date referenceDate,
                               BondHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy,
                               long maxEvaluations,
                               Array guess)

FittedBondDiscountCurve

public FittedBondDiscountCurve(Date referenceDate,
                               BondHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy,
                               long maxEvaluations)

FittedBondDiscountCurve

public FittedBondDiscountCurve(Date referenceDate,
                               BondHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod,
                               double accuracy)

FittedBondDiscountCurve

public FittedBondDiscountCurve(Date referenceDate,
                               BondHelperVector helpers,
                               DayCounter dayCounter,
                               FittingMethod fittingMethod)

Method Detail

getCPtr

protected static long getCPtr(FittedBondDiscountCurve obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class YieldTermStructure

finalize

protected void finalize()

Overrides:

finalize in class YieldTermStructure

delete

public void delete()

Specified by:

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

Overrides:

delete in class YieldTermStructure

fitResults

public FittingMethod fitResults()