Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class NaturalCubicZeroCurve

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.YieldTermStructure

org.quantlib.NaturalCubicZeroCurve

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	NaturalCubicZeroCurve(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)

Method Summary

Modifier and Type	Method	Description
DoubleVector	data()
DateVector	dates()
void	delete()
protected void	finalize()
protected static long	getCPtr(NaturalCubicZeroCurve obj)
NodeVector	nodes()
protected void	swigSetCMemOwn(boolean own)
DoubleVector	times()
DoubleVector	zeroRates()

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

NaturalCubicZeroCurve

protected NaturalCubicZeroCurve(long cPtr,
                                boolean cMemoryOwn)

NaturalCubicZeroCurve

public NaturalCubicZeroCurve(DateVector dates,
                             DoubleVector yields,
                             DayCounter dayCounter,
                             Calendar calendar,
                             SplineCubic i,
                             Compounding compounding,
                             Frequency frequency)

NaturalCubicZeroCurve

public NaturalCubicZeroCurve(DateVector dates,
                             DoubleVector yields,
                             DayCounter dayCounter,
                             Calendar calendar,
                             SplineCubic i,
                             Compounding compounding)

NaturalCubicZeroCurve

public NaturalCubicZeroCurve(DateVector dates,
                             DoubleVector yields,
                             DayCounter dayCounter,
                             Calendar calendar,
                             SplineCubic i)

NaturalCubicZeroCurve

public NaturalCubicZeroCurve(DateVector dates,
                             DoubleVector yields,
                             DayCounter dayCounter,
                             Calendar calendar)

NaturalCubicZeroCurve

public NaturalCubicZeroCurve(DateVector dates,
                             DoubleVector yields,
                             DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(NaturalCubicZeroCurve 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

times

public DoubleVector times()

data

public DoubleVector data()

dates

public DateVector dates()

zeroRates

public DoubleVector zeroRates()

nodes

public NodeVector nodes()