Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class PiecewiseZeroSpreadedTermStructure

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.YieldTermStructure

org.quantlib.PiecewiseZeroSpreadedTermStructure

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	PiecewiseZeroSpreadedTermStructure(long cPtr, boolean cMemoryOwn)
	PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates)
	PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp)
	PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq)
	PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc)
	PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc, Linear factory)

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(PiecewiseZeroSpreadedTermStructure obj)
protected void	swigSetCMemOwn(boolean own)

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

PiecewiseZeroSpreadedTermStructure

protected PiecewiseZeroSpreadedTermStructure(long cPtr,
                                             boolean cMemoryOwn)

PiecewiseZeroSpreadedTermStructure

public PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
                                          QuoteHandleVector spreadHandles,
                                          DateVector dates,
                                          Compounding comp,
                                          Frequency freq,
                                          DayCounter dc,
                                          Linear factory)

PiecewiseZeroSpreadedTermStructure

public PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
                                          QuoteHandleVector spreadHandles,
                                          DateVector dates,
                                          Compounding comp,
                                          Frequency freq,
                                          DayCounter dc)

PiecewiseZeroSpreadedTermStructure

public PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
                                          QuoteHandleVector spreadHandles,
                                          DateVector dates,
                                          Compounding comp,
                                          Frequency freq)

PiecewiseZeroSpreadedTermStructure

public PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
                                          QuoteHandleVector spreadHandles,
                                          DateVector dates,
                                          Compounding comp)

PiecewiseZeroSpreadedTermStructure

public PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle,
                                          QuoteHandleVector spreadHandles,
                                          DateVector dates)

Method Detail

getCPtr

protected static long getCPtr(PiecewiseZeroSpreadedTermStructure 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