Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class PiecewiseFlatHazardRate

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.DefaultProbabilityTermStructure

org.quantlib.PiecewiseFlatHazardRate

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
	PiecewiseFlatHazardRate(int settlementDays, Calendar calendar, DefaultProbabilityHelperVector instruments, DayCounter dayCounter)
	PiecewiseFlatHazardRate(int settlementDays, Calendar calendar, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, BackwardFlat i)
	PiecewiseFlatHazardRate(int settlementDays, Calendar calendar, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, BackwardFlat i, IterativeBootstrap b)
	PiecewiseFlatHazardRate(int settlementDays, Calendar calendar, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)
protected	PiecewiseFlatHazardRate(long cPtr, boolean cMemoryOwn)
	PiecewiseFlatHazardRate(Date referenceDate, DefaultProbabilityHelperVector instruments, DayCounter dayCounter)
	PiecewiseFlatHazardRate(Date referenceDate, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, BackwardFlat i)
	PiecewiseFlatHazardRate(Date referenceDate, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, BackwardFlat i, IterativeBootstrap b)
	PiecewiseFlatHazardRate(Date referenceDate, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b)

Method Summary

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

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

PiecewiseFlatHazardRate

protected PiecewiseFlatHazardRate(long cPtr,
                                  boolean cMemoryOwn)

PiecewiseFlatHazardRate

public PiecewiseFlatHazardRate(Date referenceDate,
                               DefaultProbabilityHelperVector instruments,
                               DayCounter dayCounter,
                               BackwardFlat i,
                               IterativeBootstrap b)

PiecewiseFlatHazardRate

public PiecewiseFlatHazardRate(Date referenceDate,
                               DefaultProbabilityHelperVector instruments,
                               DayCounter dayCounter,
                               BackwardFlat i)

PiecewiseFlatHazardRate

public PiecewiseFlatHazardRate(Date referenceDate,
                               DefaultProbabilityHelperVector instruments,
                               DayCounter dayCounter)

PiecewiseFlatHazardRate

public PiecewiseFlatHazardRate(int settlementDays,
                               Calendar calendar,
                               DefaultProbabilityHelperVector instruments,
                               DayCounter dayCounter,
                               BackwardFlat i,
                               IterativeBootstrap b)

PiecewiseFlatHazardRate

public PiecewiseFlatHazardRate(int settlementDays,
                               Calendar calendar,
                               DefaultProbabilityHelperVector instruments,
                               DayCounter dayCounter,
                               BackwardFlat i)

PiecewiseFlatHazardRate

public PiecewiseFlatHazardRate(int settlementDays,
                               Calendar calendar,
                               DefaultProbabilityHelperVector instruments,
                               DayCounter dayCounter)

PiecewiseFlatHazardRate

public PiecewiseFlatHazardRate(Date referenceDate,
                               DefaultProbabilityHelperVector instruments,
                               DayCounter dayCounter,
                               IterativeBootstrap b)

PiecewiseFlatHazardRate

public PiecewiseFlatHazardRate(int settlementDays,
                               Calendar calendar,
                               DefaultProbabilityHelperVector instruments,
                               DayCounter dayCounter,
                               IterativeBootstrap b)

Method Detail

getCPtr

protected static long getCPtr(PiecewiseFlatHazardRate 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()

times

public DoubleVector times()

nodes

public NodeVector nodes()