Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class HazardRateCurve

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.DefaultProbabilityTermStructure

org.quantlib.HazardRateCurve

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
DateVector	dates()
void	delete()
protected void	finalize()
protected static long	getCPtr(HazardRateCurve obj)
DoubleVector	hazardRates()
NodeVector	nodes()
protected void	swigSetCMemOwn(boolean own)

Methods inherited from class org.quantlib.DefaultProbabilityTermStructure

defaultDensity, defaultDensity, defaultDensity, defaultDensity, defaultProbability, defaultProbability, defaultProbability, defaultProbability, defaultProbability, defaultProbability, defaultProbability, defaultProbability, getCPtr, hazardRate, hazardRate, hazardRate, hazardRate, survivalProbability, survivalProbability, survivalProbability, survivalProbability

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

HazardRateCurve

protected HazardRateCurve(long cPtr,
                          boolean cMemoryOwn)

HazardRateCurve

public HazardRateCurve(DateVector dates,
                       DoubleVector hazardRates,
                       DayCounter dayCounter,
                       Calendar calendar,
                       BackwardFlat i)

HazardRateCurve

public HazardRateCurve(DateVector dates,
                       DoubleVector hazardRates,
                       DayCounter dayCounter,
                       Calendar calendar)

HazardRateCurve

public HazardRateCurve(DateVector dates,
                       DoubleVector hazardRates,
                       DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(HazardRateCurve obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class DefaultProbabilityTermStructure

finalize

protected void finalize()

Overrides:

finalize in class DefaultProbabilityTermStructure

delete

public void delete()

Specified by:

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

Overrides:

delete in class DefaultProbabilityTermStructure

dates

public DateVector dates()

hazardRates

public DoubleVector hazardRates()

nodes

public NodeVector nodes()