- java.lang.Object
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- org.quantlib.PiecewiseConstantCorrelation
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- All Implemented Interfaces:
AutoCloseable,org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
- Direct Known Subclasses:
ExponentialForwardCorrelation
public class PiecewiseConstantCorrelation extends Object implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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Constructor Summary
Constructors Modifier Constructor Description protectedPiecewiseConstantCorrelation(long cPtr, boolean cMemoryOwn)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description Matrixcorrelation(long i)SWIGTYPE_p_std__vectorT_Matrix_tcorrelations()voiddelete()protected voidfinalize()protected static longgetCPtr(PiecewiseConstantCorrelation obj)longnumberOfRates()DoubleVectorrateTimes()protected voidswigSetCMemOwn(boolean own)DoubleVectortimes()
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Constructor Detail
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PiecewiseConstantCorrelation
protected PiecewiseConstantCorrelation(long cPtr, boolean cMemoryOwn)
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Method Detail
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getCPtr
protected static long getCPtr(PiecewiseConstantCorrelation obj)
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swigSetCMemOwn
protected void swigSetCMemOwn(boolean own)
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delete
public void delete()
- Specified by:
deletein interfaceorg.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
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times
public DoubleVector times()
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rateTimes
public DoubleVector rateTimes()
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correlations
public SWIGTYPE_p_std__vectorT_Matrix_t correlations()
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correlation
public Matrix correlation(long i)
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numberOfRates
public long numberOfRates()
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