- java.lang.Object
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- org.quantlib.Observable
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- org.quantlib.TermStructure
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- org.quantlib.YieldTermStructure
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- org.quantlib.NaturalCubicZeroCurve
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
public class NaturalCubicZeroCurve extends YieldTermStructure implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedNaturalCubicZeroCurve(long cPtr, boolean cMemoryOwn)NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, SplineCubic i)NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, SplineCubic i, Compounding compounding)NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, SplineCubic i, Compounding compounding, Frequency frequency)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description DoubleVectordata()DateVectordates()voiddelete()protected voidfinalize()protected static longgetCPtr(NaturalCubicZeroCurve obj)NodeVectornodes()protected voidswigSetCMemOwn(boolean own)DoubleVectortimes()DoubleVectorzeroRates()-
Methods inherited from class org.quantlib.YieldTermStructure
discount, discount, discount, discount, forwardRate, forwardRate, forwardRate, forwardRate, forwardRate, forwardRate, getCPtr, zeroRate, zeroRate, zeroRate, zeroRate, zeroRate, zeroRate
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Methods inherited from class org.quantlib.TermStructure
allowsExtrapolation, calendar, dayCounter, disableExtrapolation, enableExtrapolation, getCPtr, maxDate, maxTime, referenceDate, timeFromReference
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Methods inherited from class org.quantlib.Observable
getCPtr
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Constructor Detail
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NaturalCubicZeroCurve
protected NaturalCubicZeroCurve(long cPtr, boolean cMemoryOwn)
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NaturalCubicZeroCurve
public NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, SplineCubic i, Compounding compounding, Frequency frequency)
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NaturalCubicZeroCurve
public NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, SplineCubic i, Compounding compounding)
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NaturalCubicZeroCurve
public NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, SplineCubic i)
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NaturalCubicZeroCurve
public NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
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NaturalCubicZeroCurve
public NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
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Method Detail
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getCPtr
protected static long getCPtr(NaturalCubicZeroCurve obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
- Overrides:
swigSetCMemOwnin classYieldTermStructure
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finalize
protected void finalize()
- Overrides:
finalizein classYieldTermStructure
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable- Overrides:
deletein classYieldTermStructure
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times
public DoubleVector times()
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data
public DoubleVector data()
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dates
public DateVector dates()
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zeroRates
public DoubleVector zeroRates()
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nodes
public NodeVector nodes()
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