Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class LMMCurveState

java.lang.Object

org.quantlib.CurveState

org.quantlib.LMMCurveState

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class LMMCurveState
extends CurveState
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Field Summary

Fields inherited from class org.quantlib.CurveState

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	LMMCurveState(long cPtr, boolean cMemoryOwn)
	LMMCurveState(DoubleVector rateTimes)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(LMMCurveState obj)
void	setOnDiscountRatios(DoubleVector discRatios)
void	setOnDiscountRatios(DoubleVector discRatios, long firstValidIndex)
void	setOnForwardRates(DoubleVector fwdRates)
void	setOnForwardRates(DoubleVector fwdRates, long firstValidIndex)
protected static long	swigRelease(LMMCurveState obj)

Methods inherited from class org.quantlib.CurveState

cmSwapAnnuity, cmSwapRate, cmSwapRates, coterminalSwapAnnuity, coterminalSwapRate, coterminalSwapRates, discountRatio, forwardRate, forwardRates, getCPtr, numberOfRates, rateTaus, rateTimes, swapRate, swigRelease

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

LMMCurveState

protected LMMCurveState(long cPtr,
                        boolean cMemoryOwn)

LMMCurveState

public LMMCurveState(DoubleVector rateTimes)

Method Detail

getCPtr

protected static long getCPtr(LMMCurveState obj)

swigRelease

protected static long swigRelease(LMMCurveState obj)

finalize

protected void finalize()

Overrides:

finalize in class CurveState

delete

public void delete()

Specified by:

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

Overrides:

delete in class CurveState

setOnForwardRates

public void setOnForwardRates(DoubleVector fwdRates,
                              long firstValidIndex)

setOnForwardRates

public void setOnForwardRates(DoubleVector fwdRates)

setOnDiscountRatios

public void setOnDiscountRatios(DoubleVector discRatios,
                                long firstValidIndex)

setOnDiscountRatios

public void setOnDiscountRatios(DoubleVector discRatios)