Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class ForwardCurve

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.YieldTermStructure

org.quantlib.ForwardCurve

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ForwardCurve(long cPtr, boolean cMemoryOwn)
	ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter)
	ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter, Calendar calendar)
	ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter, Calendar calendar, BackwardFlat i)

Method Summary

Modifier and Type	Method	Description
DateVector	dates()
void	delete()
protected void	finalize()
DoubleVector	forwards()
protected static long	getCPtr(ForwardCurve obj)
NodeVector	nodes()
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

ForwardCurve

protected ForwardCurve(long cPtr,
                       boolean cMemoryOwn)

ForwardCurve

public ForwardCurve(DateVector dates,
                    DoubleVector forwards,
                    DayCounter dayCounter,
                    Calendar calendar,
                    BackwardFlat i)

ForwardCurve

public ForwardCurve(DateVector dates,
                    DoubleVector forwards,
                    DayCounter dayCounter,
                    Calendar calendar)

ForwardCurve

public ForwardCurve(DateVector dates,
                    DoubleVector forwards,
                    DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(ForwardCurve 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

dates

public DateVector dates()

forwards

public DoubleVector forwards()

nodes

public NodeVector nodes()