```
public class QuantLib
extends Object
```

Constructor Summary

Constructors
Constructor Description

QuantLib()

Method Summary

All Methods Static Methods Concrete Methods
Modifier and Type	Method	Description
`static BlackCalibrationHelper`	`as_black_helper(CalibrationHelper h)`
`static CappedFlooredYoYInflationCoupon`	`as_capped_floored_yoy_inflation_coupon(CashFlow cf)`
`static ConstNotionalCrossCurrencyBasisSwapRateHelper`	`as_constnotionalcrosscurrencybasisswapratehelper(RateHelper helper)`
`static Coupon`	`as_coupon(CashFlow cf)`
`static CPICashFlow`	`as_cpi_cashflow(CashFlow cf)`
`static CPICoupon`	`as_cpi_coupon(CashFlow cf)`
`static DepositRateHelper`	`as_depositratehelper(RateHelper helper)`
`static FixedRateCoupon`	`as_fixed_rate_coupon(CashFlow cf)`
`static FloatingRateCoupon`	`as_floating_rate_coupon(CashFlow cf)`
`static FraRateHelper`	`as_fraratehelper(RateHelper helper)`
`static GsrProcess`	`as_gsr_process(StochasticProcess proc)`
`static IborIndex`	`as_iborindex(InterestRateIndex index)`
`static IndexedCashFlow`	`as_indexed_cashflow(CashFlow cf)`
`static InflationCoupon`	`as_inflation_coupon(CashFlow cf)`
`static MtMCrossCurrencyBasisSwapRateHelper`	`as_mtmcrosscurrencybasisswapratehelper(RateHelper helper)`
`static OISRateHelper`	`as_oisratehelper(RateHelper helper)`
`static OvernightIndexedCoupon`	`as_overnight_indexed_coupon(CashFlow cf)`
`static OvernightIndexedSwap`	`as_overnight_swap_index(InterestRateIndex index)`
`static PlainVanillaPayoff`	`as_plain_vanilla_payoff(Payoff payoff)`
`static SubPeriodsCoupon`	`as_sub_periods_coupon(CashFlow cf)`
`static SwapIndex`	`as_swap_index(InterestRateIndex index)`
`static SwapRateHelper`	`as_swapratehelper(RateHelper helper)`
`static SWIGTYPE_p_ext__shared_ptrT_SwaptionHelper_t`	`as_swaption_helper(BlackCalibrationHelper h)`
`static YoYInflationCoupon`	`as_yoy_inflation_coupon(CashFlow cf)`
`static ZeroInflationCashFlow`	`as_zero_inflation_cash_flow(CashFlow cf)`
`static ZeroInflationIndex`	`as_zero_inflation_index(Index i)`
`static double`	`bachelierBlackFormula(Option.Type optionType, double strike, double forward, double stdDev)`
`static double`	`bachelierBlackFormula(Option.Type optionType, double strike, double forward, double stdDev, double discount)`
`static double`	`bachelierBlackFormulaAssetItmProbability(Option.Type optionType, double strike, double forward, double stdDev)`
`static double`	`bachelierBlackFormulaAssetItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev)`
`static double`	`bachelierBlackFormulaImpliedVol(Option.Type optionType, double strike, double forward, double tte, double bachelierPrice)`
`static double`	`bachelierBlackFormulaImpliedVol(Option.Type optionType, double strike, double forward, double tte, double bachelierPrice, double discount)`
`static double`	`blackFormula(Option.Type optionType, double strike, double forward, double stdDev)`
`static double`	`blackFormula(Option.Type optionType, double strike, double forward, double stdDev, double discount)`
`static double`	`blackFormula(Option.Type optionType, double strike, double forward, double stdDev, double discount, double displacement)`
`static double`	`blackFormulaAssetItmProbability(Option.Type optionType, double strike, double forward, double stdDev)`
`static double`	`blackFormulaAssetItmProbability(Option.Type optionType, double strike, double forward, double stdDev, double displacement)`
`static double`	`blackFormulaAssetItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev)`
`static double`	`blackFormulaAssetItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev, double displacement)`
`static double`	`blackFormulaCashItmProbability(Option.Type optionType, double strike, double forward, double stdDev)`
`static double`	`blackFormulaCashItmProbability(Option.Type optionType, double strike, double forward, double stdDev, double displacement)`
`static double`	`blackFormulaCashItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev)`
`static double`	`blackFormulaCashItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev, double displacement)`
`static double`	`blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice)`
`static double`	`blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount)`
`static double`	`blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement)`
`static double`	`blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess)`
`static double`	`blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double accuracy)`
`static double`	`blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double accuracy, long maxIterations)`
`static double`	`blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice)`
`static double`	`blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount)`
`static double`	`blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement)`
`static double`	`blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess)`
`static double`	`blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double omega)`
`static double`	`blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy)`
`static double`	`blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy, long maxIterations)`
`static double`	`blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice)`
`static double`	`blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount)`
`static double`	`blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement)`
`static double`	`blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess)`
`static double`	`blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess, double omega)`
`static double`	`blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy)`
`static double`	`blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy, long maxIterations)`
`static void`	`checkCompatibility(EvolutionDescription evolution, UnsignedIntVector numeraires)`
`static double`	`cleanPriceFromZSpread(Bond bond, YieldTermStructure discountCurve, double zSpread, DayCounter dc, Compounding compounding, Frequency freq)`
`static double`	`cleanPriceFromZSpread(Bond bond, YieldTermStructure discountCurve, double zSpread, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate)`
`static boolean`	`close(double x, double y)`
`static boolean`	`close(double x, double y, long n)`
`static boolean`	`close_enough(double x, double y)`
`static boolean`	`close_enough(double x, double y, long n)`
`static Leg`	`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index)`
`static Leg`	`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter)`
`static Leg`	`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)`
`static Leg`	`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears)`
`static Leg`	`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod)`
`static Leg`	`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	`CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index)`
`static Leg`	`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter)`
`static Leg`	`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)`
`static Leg`	`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	`CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears)`
`static Leg`	`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index)`
`static Leg`	`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter)`
`static Leg`	`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)`
`static Leg`	`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod)`
`static Leg`	`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	`CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag)`
`static Leg`	`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter)`
`static Leg`	`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates)`
`static Leg`	`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads)`
`static Leg`	`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps)`
`static Leg`	`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod)`
`static Leg`	`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar)`
`static Leg`	`CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, boolean growthOnly)`
`static Leg`	CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, boolean growthOnly, CPI.InterpolationType observationInterpolation)
`static double`	`daysBetween(Date arg0, Date arg1)`
`static void`	`disableTracing()`
`static void`	`enableTracing()`
`static Leg`	`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates)`
`static Leg`	`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment)`
`static Leg`	`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount)`
`static Leg`	`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod)`
`static Leg`	`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar)`
`static Leg`	`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag)`
`static Leg`	`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, Compounding compounding)`
`static Leg`	`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, Compounding compounding, Frequency compoundingFrequency)`
`static Matrix`	`getCovariance(Array volatilities, Matrix correlations)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag)`
`static Leg`	`IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, OptionalBool withIndexedCoupons)`
`static Date`	`inflationBaseDate(Date referenceDate, Period observationLag, Frequency frequency, boolean indexIsInterpolated)`
`static DatePair`	`inflationPeriod(Date d, Frequency f)`
`static double`	`inflationYearFraction(Frequency f, boolean indexIsInterpolated, DayCounter dayCount, Date d1, Date d2)`
`static Matrix`	`inverse(Matrix m)`
`static boolean`	`isInMoneyMarketMeasure(EvolutionDescription evolution, UnsignedIntVector numeraires)`
`static boolean`	`isInMoneyMarketPlusMeasure(EvolutionDescription evolution, UnsignedIntVector numeraires)`
`static boolean`	`isInMoneyMarketPlusMeasure(EvolutionDescription evolution, UnsignedIntVector numeraires, long offset)`
`static boolean`	`isInTerminalMeasure(EvolutionDescription evolution, UnsignedIntVector numeraires)`
`static UnsignedIntVector`	`moneyMarketMeasure(EvolutionDescription evolution)`
`static UnsignedIntVector`	`moneyMarketPlusMeasure(EvolutionDescription evolution)`
`static UnsignedIntVector`	`moneyMarketPlusMeasure(EvolutionDescription evolution, long offset)`
`static double`	`nullDouble()`
`static int`	`nullInt()`
`static Matrix`	`outerProduct(Array v1, Array v2)`
`static Leg`	`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index)`
`static Leg`	`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter)`
`static Leg`	`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings)`
`static Leg`	`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates)`
`static Leg`	`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod)`
`static Leg`	`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod, Calendar paymentCalendar)`
`static Leg`	`OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod, Calendar paymentCalendar, long paymentLag)`
`static Matrix`	`pseudoSqrt(Matrix m, SalvagingAlgorithm.Type a)`
`static double`	`sabrFlochKennedyVolatility(double strike, double forward, double expiryTime, double alpha, double beta, double nu, double rho)`
`static double`	`sabrVolatility(double strike, double forward, double expiryTime, double alpha, double beta, double nu, double rho)`
`static double`	`sabrVolatility(double strike, double forward, double expiryTime, double alpha, double beta, double nu, double rho, VolatilityType volatilityType)`
`static void`	`setCouponPricer(Leg arg0, EquityCashFlowPricer arg1)`
`static void`	`setCouponPricer(Leg arg0, FloatingRateCouponPricer arg1)`
`static void`	`setCouponPricer(Leg arg0, YoYInflationCouponPricer arg1)`
`static double`	`shiftedSabrVolatility(double strike, double forward, double expiryTime, double alpha, double beta, double nu, double rho, double shift)`
`static double`	`shiftedSabrVolatility(double strike, double forward, double expiryTime, double alpha, double beta, double nu, double rho, double shift, VolatilityType volatilityType)`
`static void`	`simplifyNotificationGraph(Bond bond)`
`static void`	`simplifyNotificationGraph(Bond bond, boolean unregisterCoupons)`
`static void`	`simplifyNotificationGraph(Swap swap)`
`static void`	`simplifyNotificationGraph(Swap swap, boolean unregisterCoupons)`
`static DoubleVector`	`sinkingNotionals(Period bondLength, Frequency frequency, double couponRate, double initialNotional)`
`static Schedule`	`sinkingSchedule(Date startDate, Period bondLength, Frequency frequency, Calendar paymentCalendar)`
`static Leg`	`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index)`
`static Leg`	`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter)`
`static Leg`	`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)`
`static Leg`	`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar)`
`static Leg`	`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag)`
`static Leg`	`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays)`
`static Leg`	`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings)`
`static Leg`	`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads)`
`static Leg`	`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads)`
`static Leg`	`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod)`
`static Leg`	`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar)`
`static Leg`	`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)`
`static Leg`	`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)`
`static Leg`	`SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, RateAveraging.Type averagingMethod)`
`static UnsignedIntVector`	`terminalMeasure(EvolutionDescription evolution)`
`static Matrix`	`transpose(Matrix m)`
`static Leg`	`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter)`
`static Leg`	`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment)`
`static Leg`	`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays)`
`static Leg`	`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings)`
`static Leg`	`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads)`
`static Leg`	`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps)`
`static Leg`	`yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors)`

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail
- QuantLib
```
public QuantLib()
```

Method Detail

daysBetween

public static double daysBetween(Date arg0,
                                 Date arg1)

nullInt
```
public static int nullInt()
```

nullDouble
```
public static double nullDouble()
```

inverse

public static Matrix inverse(Matrix m)

transpose

public static Matrix transpose(Matrix m)

outerProduct

public static Matrix outerProduct(Array v1,
                                  Array v2)

pseudoSqrt

public static Matrix pseudoSqrt(Matrix m,
                                SalvagingAlgorithm.Type a)

close

public static boolean close(double x,
                            double y)

close

public static boolean close(double x,
                            double y,
                            long n)

close_enough

public static boolean close_enough(double x,
                                   double y)

close_enough

public static boolean close_enough(double x,
                                   double y,
                                   long n)

as_iborindex

public static IborIndex as_iborindex(InterestRateIndex index)

as_swap_index

public static SwapIndex as_swap_index(InterestRateIndex index)

sabrVolatility

public static double sabrVolatility(double strike,
                                    double forward,
                                    double expiryTime,
                                    double alpha,
                                    double beta,
                                    double nu,
                                    double rho,
                                    VolatilityType volatilityType)

sabrVolatility

public static double sabrVolatility(double strike,
                                    double forward,
                                    double expiryTime,
                                    double alpha,
                                    double beta,
                                    double nu,
                                    double rho)

shiftedSabrVolatility

public static double shiftedSabrVolatility(double strike,
                                           double forward,
                                           double expiryTime,
                                           double alpha,
                                           double beta,
                                           double nu,
                                           double rho,
                                           double shift,
                                           VolatilityType volatilityType)

shiftedSabrVolatility

public static double shiftedSabrVolatility(double strike,
                                           double forward,
                                           double expiryTime,
                                           double alpha,
                                           double beta,
                                           double nu,
                                           double rho,
                                           double shift)

sabrFlochKennedyVolatility

public static double sabrFlochKennedyVolatility(double strike,
                                                double forward,
                                                double expiryTime,
                                                double alpha,
                                                double beta,
                                                double nu,
                                                double rho)

as_indexed_cashflow

public static IndexedCashFlow as_indexed_cashflow(CashFlow cf)

as_coupon

public static Coupon as_coupon(CashFlow cf)

as_fixed_rate_coupon

public static FixedRateCoupon as_fixed_rate_coupon(CashFlow cf)

setCouponPricer

public static void setCouponPricer(Leg arg0,
                                   FloatingRateCouponPricer arg1)

as_floating_rate_coupon

public static FloatingRateCoupon as_floating_rate_coupon(CashFlow cf)

as_overnight_indexed_coupon

public static OvernightIndexedCoupon as_overnight_indexed_coupon(CashFlow cf)

as_sub_periods_coupon

public static SubPeriodsCoupon as_sub_periods_coupon(CashFlow cf)

setCouponPricer

public static void setCouponPricer(Leg arg0,
                                   EquityCashFlowPricer arg1)

FixedRateLeg

public static Leg FixedRateLeg(Schedule schedule,
                               DayCounter dayCount,
                               DoubleVector nominals,
                               DoubleVector couponRates,
                               BusinessDayConvention paymentAdjustment,
                               DayCounter firstPeriodDayCount,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar,
                               BusinessDayConvention exCouponConvention,
                               boolean exCouponEndOfMonth,
                               Calendar paymentCalendar,
                               long paymentLag,
                               Compounding compounding,
                               Frequency compoundingFrequency)

FixedRateLeg

public static Leg FixedRateLeg(Schedule schedule,
                               DayCounter dayCount,
                               DoubleVector nominals,
                               DoubleVector couponRates,
                               BusinessDayConvention paymentAdjustment,
                               DayCounter firstPeriodDayCount,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar,
                               BusinessDayConvention exCouponConvention,
                               boolean exCouponEndOfMonth,
                               Calendar paymentCalendar,
                               long paymentLag,
                               Compounding compounding)

FixedRateLeg

public static Leg FixedRateLeg(Schedule schedule,
                               DayCounter dayCount,
                               DoubleVector nominals,
                               DoubleVector couponRates,
                               BusinessDayConvention paymentAdjustment,
                               DayCounter firstPeriodDayCount,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar,
                               BusinessDayConvention exCouponConvention,
                               boolean exCouponEndOfMonth,
                               Calendar paymentCalendar,
                               long paymentLag)

FixedRateLeg

public static Leg FixedRateLeg(Schedule schedule,
                               DayCounter dayCount,
                               DoubleVector nominals,
                               DoubleVector couponRates,
                               BusinessDayConvention paymentAdjustment,
                               DayCounter firstPeriodDayCount,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar,
                               BusinessDayConvention exCouponConvention,
                               boolean exCouponEndOfMonth,
                               Calendar paymentCalendar)

FixedRateLeg

public static Leg FixedRateLeg(Schedule schedule,
                               DayCounter dayCount,
                               DoubleVector nominals,
                               DoubleVector couponRates,
                               BusinessDayConvention paymentAdjustment,
                               DayCounter firstPeriodDayCount,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar,
                               BusinessDayConvention exCouponConvention,
                               boolean exCouponEndOfMonth)

FixedRateLeg

public static Leg FixedRateLeg(Schedule schedule,
                               DayCounter dayCount,
                               DoubleVector nominals,
                               DoubleVector couponRates,
                               BusinessDayConvention paymentAdjustment,
                               DayCounter firstPeriodDayCount,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar,
                               BusinessDayConvention exCouponConvention)

FixedRateLeg

public static Leg FixedRateLeg(Schedule schedule,
                               DayCounter dayCount,
                               DoubleVector nominals,
                               DoubleVector couponRates,
                               BusinessDayConvention paymentAdjustment,
                               DayCounter firstPeriodDayCount,
                               Period exCouponPeriod,
                               Calendar exCouponCalendar)

FixedRateLeg

public static Leg FixedRateLeg(Schedule schedule,
                               DayCounter dayCount,
                               DoubleVector nominals,
                               DoubleVector couponRates,
                               BusinessDayConvention paymentAdjustment,
                               DayCounter firstPeriodDayCount,
                               Period exCouponPeriod)

FixedRateLeg

public static Leg FixedRateLeg(Schedule schedule,
                               DayCounter dayCount,
                               DoubleVector nominals,
                               DoubleVector couponRates,
                               BusinessDayConvention paymentAdjustment,
                               DayCounter firstPeriodDayCount)

FixedRateLeg

public static Leg FixedRateLeg(Schedule schedule,
                               DayCounter dayCount,
                               DoubleVector nominals,
                               DoubleVector couponRates,
                               BusinessDayConvention paymentAdjustment)

FixedRateLeg

public static Leg FixedRateLeg(Schedule schedule,
                               DayCounter dayCount,
                               DoubleVector nominals,
                               DoubleVector couponRates)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter,
                          BusinessDayConvention paymentConvention,
                          UnsignedIntVector fixingDays,
                          DoubleVector gearings,
                          DoubleVector spreads,
                          DoubleVector caps,
                          DoubleVector floors,
                          boolean isInArrears,
                          Period exCouponPeriod,
                          Calendar exCouponCalendar,
                          BusinessDayConvention exCouponConvention,
                          boolean exCouponEndOfMonth,
                          Calendar paymentCalendar,
                          long paymentLag,
                          OptionalBool withIndexedCoupons)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter,
                          BusinessDayConvention paymentConvention,
                          UnsignedIntVector fixingDays,
                          DoubleVector gearings,
                          DoubleVector spreads,
                          DoubleVector caps,
                          DoubleVector floors,
                          boolean isInArrears,
                          Period exCouponPeriod,
                          Calendar exCouponCalendar,
                          BusinessDayConvention exCouponConvention,
                          boolean exCouponEndOfMonth,
                          Calendar paymentCalendar,
                          long paymentLag)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter,
                          BusinessDayConvention paymentConvention,
                          UnsignedIntVector fixingDays,
                          DoubleVector gearings,
                          DoubleVector spreads,
                          DoubleVector caps,
                          DoubleVector floors,
                          boolean isInArrears,
                          Period exCouponPeriod,
                          Calendar exCouponCalendar,
                          BusinessDayConvention exCouponConvention,
                          boolean exCouponEndOfMonth,
                          Calendar paymentCalendar)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter,
                          BusinessDayConvention paymentConvention,
                          UnsignedIntVector fixingDays,
                          DoubleVector gearings,
                          DoubleVector spreads,
                          DoubleVector caps,
                          DoubleVector floors,
                          boolean isInArrears,
                          Period exCouponPeriod,
                          Calendar exCouponCalendar,
                          BusinessDayConvention exCouponConvention,
                          boolean exCouponEndOfMonth)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter,
                          BusinessDayConvention paymentConvention,
                          UnsignedIntVector fixingDays,
                          DoubleVector gearings,
                          DoubleVector spreads,
                          DoubleVector caps,
                          DoubleVector floors,
                          boolean isInArrears,
                          Period exCouponPeriod,
                          Calendar exCouponCalendar,
                          BusinessDayConvention exCouponConvention)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter,
                          BusinessDayConvention paymentConvention,
                          UnsignedIntVector fixingDays,
                          DoubleVector gearings,
                          DoubleVector spreads,
                          DoubleVector caps,
                          DoubleVector floors,
                          boolean isInArrears,
                          Period exCouponPeriod,
                          Calendar exCouponCalendar)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter,
                          BusinessDayConvention paymentConvention,
                          UnsignedIntVector fixingDays,
                          DoubleVector gearings,
                          DoubleVector spreads,
                          DoubleVector caps,
                          DoubleVector floors,
                          boolean isInArrears,
                          Period exCouponPeriod)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter,
                          BusinessDayConvention paymentConvention,
                          UnsignedIntVector fixingDays,
                          DoubleVector gearings,
                          DoubleVector spreads,
                          DoubleVector caps,
                          DoubleVector floors,
                          boolean isInArrears)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter,
                          BusinessDayConvention paymentConvention,
                          UnsignedIntVector fixingDays,
                          DoubleVector gearings,
                          DoubleVector spreads,
                          DoubleVector caps,
                          DoubleVector floors)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter,
                          BusinessDayConvention paymentConvention,
                          UnsignedIntVector fixingDays,
                          DoubleVector gearings,
                          DoubleVector spreads,
                          DoubleVector caps)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter,
                          BusinessDayConvention paymentConvention,
                          UnsignedIntVector fixingDays,
                          DoubleVector gearings,
                          DoubleVector spreads)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter,
                          BusinessDayConvention paymentConvention,
                          UnsignedIntVector fixingDays,
                          DoubleVector gearings)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter,
                          BusinessDayConvention paymentConvention,
                          UnsignedIntVector fixingDays)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter,
                          BusinessDayConvention paymentConvention)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index,
                          DayCounter paymentDayCounter)

IborLeg

public static Leg IborLeg(DoubleVector nominals,
                          Schedule schedule,
                          IborIndex index)

OvernightLeg

public static Leg OvernightLeg(DoubleVector nominals,
                               Schedule schedule,
                               OvernightIndex index,
                               DayCounter paymentDayCounter,
                               BusinessDayConvention paymentConvention,
                               DoubleVector gearings,
                               DoubleVector spreads,
                               boolean telescopicValueDates,
                               RateAveraging.Type averagingMethod,
                               Calendar paymentCalendar,
                               long paymentLag)

OvernightLeg

public static Leg OvernightLeg(DoubleVector nominals,
                               Schedule schedule,
                               OvernightIndex index,
                               DayCounter paymentDayCounter,
                               BusinessDayConvention paymentConvention,
                               DoubleVector gearings,
                               DoubleVector spreads,
                               boolean telescopicValueDates,
                               RateAveraging.Type averagingMethod,
                               Calendar paymentCalendar)

OvernightLeg

public static Leg OvernightLeg(DoubleVector nominals,
                               Schedule schedule,
                               OvernightIndex index,
                               DayCounter paymentDayCounter,
                               BusinessDayConvention paymentConvention,
                               DoubleVector gearings,
                               DoubleVector spreads,
                               boolean telescopicValueDates,
                               RateAveraging.Type averagingMethod)

OvernightLeg

public static Leg OvernightLeg(DoubleVector nominals,
                               Schedule schedule,
                               OvernightIndex index,
                               DayCounter paymentDayCounter,
                               BusinessDayConvention paymentConvention,
                               DoubleVector gearings,
                               DoubleVector spreads,
                               boolean telescopicValueDates)

OvernightLeg

public static Leg OvernightLeg(DoubleVector nominals,
                               Schedule schedule,
                               OvernightIndex index,
                               DayCounter paymentDayCounter,
                               BusinessDayConvention paymentConvention,
                               DoubleVector gearings,
                               DoubleVector spreads)

OvernightLeg

public static Leg OvernightLeg(DoubleVector nominals,
                               Schedule schedule,
                               OvernightIndex index,
                               DayCounter paymentDayCounter,
                               BusinessDayConvention paymentConvention,
                               DoubleVector gearings)

OvernightLeg

public static Leg OvernightLeg(DoubleVector nominals,
                               Schedule schedule,
                               OvernightIndex index,
                               DayCounter paymentDayCounter,
                               BusinessDayConvention paymentConvention)

OvernightLeg

public static Leg OvernightLeg(DoubleVector nominals,
                               Schedule schedule,
                               OvernightIndex index,
                               DayCounter paymentDayCounter)

OvernightLeg

public static Leg OvernightLeg(DoubleVector nominals,
                               Schedule schedule,
                               OvernightIndex index)

CmsLeg

public static Leg CmsLeg(DoubleVector nominals,
                         Schedule schedule,
                         SwapIndex index,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         UnsignedIntVector fixingDays,
                         DoubleVector gearings,
                         DoubleVector spreads,
                         DoubleVector caps,
                         DoubleVector floors,
                         boolean isInArrears,
                         Period exCouponPeriod,
                         Calendar exCouponCalendar,
                         BusinessDayConvention exCouponConvention,
                         boolean exCouponEndOfMonth)

CmsLeg

public static Leg CmsLeg(DoubleVector nominals,
                         Schedule schedule,
                         SwapIndex index,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         UnsignedIntVector fixingDays,
                         DoubleVector gearings,
                         DoubleVector spreads,
                         DoubleVector caps,
                         DoubleVector floors,
                         boolean isInArrears,
                         Period exCouponPeriod,
                         Calendar exCouponCalendar,
                         BusinessDayConvention exCouponConvention)

CmsLeg

public static Leg CmsLeg(DoubleVector nominals,
                         Schedule schedule,
                         SwapIndex index,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         UnsignedIntVector fixingDays,
                         DoubleVector gearings,
                         DoubleVector spreads,
                         DoubleVector caps,
                         DoubleVector floors,
                         boolean isInArrears,
                         Period exCouponPeriod,
                         Calendar exCouponCalendar)

CmsLeg

public static Leg CmsLeg(DoubleVector nominals,
                         Schedule schedule,
                         SwapIndex index,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         UnsignedIntVector fixingDays,
                         DoubleVector gearings,
                         DoubleVector spreads,
                         DoubleVector caps,
                         DoubleVector floors,
                         boolean isInArrears,
                         Period exCouponPeriod)

CmsLeg

public static Leg CmsLeg(DoubleVector nominals,
                         Schedule schedule,
                         SwapIndex index,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         UnsignedIntVector fixingDays,
                         DoubleVector gearings,
                         DoubleVector spreads,
                         DoubleVector caps,
                         DoubleVector floors,
                         boolean isInArrears)

CmsLeg

public static Leg CmsLeg(DoubleVector nominals,
                         Schedule schedule,
                         SwapIndex index,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         UnsignedIntVector fixingDays,
                         DoubleVector gearings,
                         DoubleVector spreads,
                         DoubleVector caps,
                         DoubleVector floors)

CmsLeg

public static Leg CmsLeg(DoubleVector nominals,
                         Schedule schedule,
                         SwapIndex index,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         UnsignedIntVector fixingDays,
                         DoubleVector gearings,
                         DoubleVector spreads,
                         DoubleVector caps)

CmsLeg

public static Leg CmsLeg(DoubleVector nominals,
                         Schedule schedule,
                         SwapIndex index,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         UnsignedIntVector fixingDays,
                         DoubleVector gearings,
                         DoubleVector spreads)

CmsLeg

public static Leg CmsLeg(DoubleVector nominals,
                         Schedule schedule,
                         SwapIndex index,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         UnsignedIntVector fixingDays,
                         DoubleVector gearings)

CmsLeg

public static Leg CmsLeg(DoubleVector nominals,
                         Schedule schedule,
                         SwapIndex index,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         UnsignedIntVector fixingDays)

CmsLeg

public static Leg CmsLeg(DoubleVector nominals,
                         Schedule schedule,
                         SwapIndex index,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention)

CmsLeg

public static Leg CmsLeg(DoubleVector nominals,
                         Schedule schedule,
                         SwapIndex index,
                         DayCounter paymentDayCounter)

CmsLeg

public static Leg CmsLeg(DoubleVector nominals,
                         Schedule schedule,
                         SwapIndex index)

CmsZeroLeg

public static Leg CmsZeroLeg(DoubleVector nominals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             UnsignedIntVector fixingDays,
                             DoubleVector gearings,
                             DoubleVector spreads,
                             DoubleVector caps,
                             DoubleVector floors,
                             Period exCouponPeriod,
                             Calendar exCouponCalendar,
                             BusinessDayConvention exCouponConvention,
                             boolean exCouponEndOfMonth)

CmsZeroLeg

public static Leg CmsZeroLeg(DoubleVector nominals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             UnsignedIntVector fixingDays,
                             DoubleVector gearings,
                             DoubleVector spreads,
                             DoubleVector caps,
                             DoubleVector floors,
                             Period exCouponPeriod,
                             Calendar exCouponCalendar,
                             BusinessDayConvention exCouponConvention)

CmsZeroLeg

public static Leg CmsZeroLeg(DoubleVector nominals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             UnsignedIntVector fixingDays,
                             DoubleVector gearings,
                             DoubleVector spreads,
                             DoubleVector caps,
                             DoubleVector floors,
                             Period exCouponPeriod,
                             Calendar exCouponCalendar)

CmsZeroLeg

public static Leg CmsZeroLeg(DoubleVector nominals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             UnsignedIntVector fixingDays,
                             DoubleVector gearings,
                             DoubleVector spreads,
                             DoubleVector caps,
                             DoubleVector floors,
                             Period exCouponPeriod)

CmsZeroLeg

public static Leg CmsZeroLeg(DoubleVector nominals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             UnsignedIntVector fixingDays,
                             DoubleVector gearings,
                             DoubleVector spreads,
                             DoubleVector caps,
                             DoubleVector floors)

CmsZeroLeg

public static Leg CmsZeroLeg(DoubleVector nominals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             UnsignedIntVector fixingDays,
                             DoubleVector gearings,
                             DoubleVector spreads,
                             DoubleVector caps)

CmsZeroLeg

public static Leg CmsZeroLeg(DoubleVector nominals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             UnsignedIntVector fixingDays,
                             DoubleVector gearings,
                             DoubleVector spreads)

CmsZeroLeg

public static Leg CmsZeroLeg(DoubleVector nominals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             UnsignedIntVector fixingDays,
                             DoubleVector gearings)

CmsZeroLeg

public static Leg CmsZeroLeg(DoubleVector nominals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention,
                             UnsignedIntVector fixingDays)

CmsZeroLeg

public static Leg CmsZeroLeg(DoubleVector nominals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter,
                             BusinessDayConvention paymentConvention)

CmsZeroLeg

public static Leg CmsZeroLeg(DoubleVector nominals,
                             Schedule schedule,
                             SwapIndex index,
                             DayCounter paymentDayCounter)

CmsZeroLeg

public static Leg CmsZeroLeg(DoubleVector nominals,
                             Schedule schedule,
                             SwapIndex index)

CmsSpreadLeg

public static Leg CmsSpreadLeg(DoubleVector nominals,
                               Schedule schedule,
                               SwapSpreadIndex index,
                               DayCounter paymentDayCounter,
                               BusinessDayConvention paymentConvention,
                               UnsignedIntVector fixingDays,
                               DoubleVector gearings,
                               DoubleVector spreads,
                               DoubleVector caps,
                               DoubleVector floors,
                               boolean isInArrears)

CmsSpreadLeg

public static Leg CmsSpreadLeg(DoubleVector nominals,
                               Schedule schedule,
                               SwapSpreadIndex index,
                               DayCounter paymentDayCounter,
                               BusinessDayConvention paymentConvention,
                               UnsignedIntVector fixingDays,
                               DoubleVector gearings,
                               DoubleVector spreads,
                               DoubleVector caps,
                               DoubleVector floors)

CmsSpreadLeg

public static Leg CmsSpreadLeg(DoubleVector nominals,
                               Schedule schedule,
                               SwapSpreadIndex index,
                               DayCounter paymentDayCounter,
                               BusinessDayConvention paymentConvention,
                               UnsignedIntVector fixingDays,
                               DoubleVector gearings,
                               DoubleVector spreads,
                               DoubleVector caps)

CmsSpreadLeg

public static Leg CmsSpreadLeg(DoubleVector nominals,
                               Schedule schedule,
                               SwapSpreadIndex index,
                               DayCounter paymentDayCounter,
                               BusinessDayConvention paymentConvention,
                               UnsignedIntVector fixingDays,
                               DoubleVector gearings,
                               DoubleVector spreads)

CmsSpreadLeg

public static Leg CmsSpreadLeg(DoubleVector nominals,
                               Schedule schedule,
                               SwapSpreadIndex index,
                               DayCounter paymentDayCounter,
                               BusinessDayConvention paymentConvention,
                               UnsignedIntVector fixingDays,
                               DoubleVector gearings)

CmsSpreadLeg

public static Leg CmsSpreadLeg(DoubleVector nominals,
                               Schedule schedule,
                               SwapSpreadIndex index,
                               DayCounter paymentDayCounter,
                               BusinessDayConvention paymentConvention,
                               UnsignedIntVector fixingDays)

CmsSpreadLeg

public static Leg CmsSpreadLeg(DoubleVector nominals,
                               Schedule schedule,
                               SwapSpreadIndex index,
                               DayCounter paymentDayCounter,
                               BusinessDayConvention paymentConvention)

CmsSpreadLeg

public static Leg CmsSpreadLeg(DoubleVector nominals,
                               Schedule schedule,
                               SwapSpreadIndex index,
                               DayCounter paymentDayCounter)

CmsSpreadLeg

public static Leg CmsSpreadLeg(DoubleVector nominals,
                               Schedule schedule,
                               SwapSpreadIndex index)

SubPeriodsLeg

public static Leg SubPeriodsLeg(DoubleVector nominals,
                                Schedule schedule,
                                IborIndex index,
                                DayCounter paymentDayCounter,
                                BusinessDayConvention paymentConvention,
                                Calendar paymentCalendar,
                                long paymentLag,
                                UnsignedIntVector fixingDays,
                                DoubleVector gearings,
                                DoubleVector couponSpreads,
                                DoubleVector rateSpreads,
                                Period exCouponPeriod,
                                Calendar exCouponCalendar,
                                BusinessDayConvention exCouponConvention,
                                boolean exCouponEndOfMonth,
                                RateAveraging.Type averagingMethod)

SubPeriodsLeg

public static Leg SubPeriodsLeg(DoubleVector nominals,
                                Schedule schedule,
                                IborIndex index,
                                DayCounter paymentDayCounter,
                                BusinessDayConvention paymentConvention,
                                Calendar paymentCalendar,
                                long paymentLag,
                                UnsignedIntVector fixingDays,
                                DoubleVector gearings,
                                DoubleVector couponSpreads,
                                DoubleVector rateSpreads,
                                Period exCouponPeriod,
                                Calendar exCouponCalendar,
                                BusinessDayConvention exCouponConvention,
                                boolean exCouponEndOfMonth)

SubPeriodsLeg

public static Leg SubPeriodsLeg(DoubleVector nominals,
                                Schedule schedule,
                                IborIndex index,
                                DayCounter paymentDayCounter,
                                BusinessDayConvention paymentConvention,
                                Calendar paymentCalendar,
                                long paymentLag,
                                UnsignedIntVector fixingDays,
                                DoubleVector gearings,
                                DoubleVector couponSpreads,
                                DoubleVector rateSpreads,
                                Period exCouponPeriod,
                                Calendar exCouponCalendar,
                                BusinessDayConvention exCouponConvention)

SubPeriodsLeg

public static Leg SubPeriodsLeg(DoubleVector nominals,
                                Schedule schedule,
                                IborIndex index,
                                DayCounter paymentDayCounter,
                                BusinessDayConvention paymentConvention,
                                Calendar paymentCalendar,
                                long paymentLag,
                                UnsignedIntVector fixingDays,
                                DoubleVector gearings,
                                DoubleVector couponSpreads,
                                DoubleVector rateSpreads,
                                Period exCouponPeriod,
                                Calendar exCouponCalendar)

SubPeriodsLeg

public static Leg SubPeriodsLeg(DoubleVector nominals,
                                Schedule schedule,
                                IborIndex index,
                                DayCounter paymentDayCounter,
                                BusinessDayConvention paymentConvention,
                                Calendar paymentCalendar,
                                long paymentLag,
                                UnsignedIntVector fixingDays,
                                DoubleVector gearings,
                                DoubleVector couponSpreads,
                                DoubleVector rateSpreads,
                                Period exCouponPeriod)

SubPeriodsLeg

public static Leg SubPeriodsLeg(DoubleVector nominals,
                                Schedule schedule,
                                IborIndex index,
                                DayCounter paymentDayCounter,
                                BusinessDayConvention paymentConvention,
                                Calendar paymentCalendar,
                                long paymentLag,
                                UnsignedIntVector fixingDays,
                                DoubleVector gearings,
                                DoubleVector couponSpreads,
                                DoubleVector rateSpreads)

SubPeriodsLeg

public static Leg SubPeriodsLeg(DoubleVector nominals,
                                Schedule schedule,
                                IborIndex index,
                                DayCounter paymentDayCounter,
                                BusinessDayConvention paymentConvention,
                                Calendar paymentCalendar,
                                long paymentLag,
                                UnsignedIntVector fixingDays,
                                DoubleVector gearings,
                                DoubleVector couponSpreads)

SubPeriodsLeg

public static Leg SubPeriodsLeg(DoubleVector nominals,
                                Schedule schedule,
                                IborIndex index,
                                DayCounter paymentDayCounter,
                                BusinessDayConvention paymentConvention,
                                Calendar paymentCalendar,
                                long paymentLag,
                                UnsignedIntVector fixingDays,
                                DoubleVector gearings)

SubPeriodsLeg

public static Leg SubPeriodsLeg(DoubleVector nominals,
                                Schedule schedule,
                                IborIndex index,
                                DayCounter paymentDayCounter,
                                BusinessDayConvention paymentConvention,
                                Calendar paymentCalendar,
                                long paymentLag,
                                UnsignedIntVector fixingDays)

SubPeriodsLeg

public static Leg SubPeriodsLeg(DoubleVector nominals,
                                Schedule schedule,
                                IborIndex index,
                                DayCounter paymentDayCounter,
                                BusinessDayConvention paymentConvention,
                                Calendar paymentCalendar,
                                long paymentLag)

SubPeriodsLeg

public static Leg SubPeriodsLeg(DoubleVector nominals,
                                Schedule schedule,
                                IborIndex index,
                                DayCounter paymentDayCounter,
                                BusinessDayConvention paymentConvention,
                                Calendar paymentCalendar)

SubPeriodsLeg

public static Leg SubPeriodsLeg(DoubleVector nominals,
                                Schedule schedule,
                                IborIndex index,
                                DayCounter paymentDayCounter,
                                BusinessDayConvention paymentConvention)

SubPeriodsLeg

public static Leg SubPeriodsLeg(DoubleVector nominals,
                                Schedule schedule,
                                IborIndex index,
                                DayCounter paymentDayCounter)

SubPeriodsLeg

public static Leg SubPeriodsLeg(DoubleVector nominals,
                                Schedule schedule,
                                IborIndex index)

as_gsr_process

public static GsrProcess as_gsr_process(StochasticProcess proc)

as_plain_vanilla_payoff

public static PlainVanillaPayoff as_plain_vanilla_payoff(Payoff payoff)

blackFormula

public static double blackFormula(Option.Type optionType,
                                  double strike,
                                  double forward,
                                  double stdDev,
                                  double discount,
                                  double displacement)

blackFormula

public static double blackFormula(Option.Type optionType,
                                  double strike,
                                  double forward,
                                  double stdDev,
                                  double discount)

blackFormula

public static double blackFormula(Option.Type optionType,
                                  double strike,
                                  double forward,
                                  double stdDev)

blackFormulaImpliedStdDev

public static double blackFormulaImpliedStdDev(Option.Type optionType,
                                               double strike,
                                               double forward,
                                               double blackPrice,
                                               double discount,
                                               double displacement,
                                               double guess,
                                               double accuracy,
                                               long maxIterations)

blackFormulaImpliedStdDev

public static double blackFormulaImpliedStdDev(Option.Type optionType,
                                               double strike,
                                               double forward,
                                               double blackPrice,
                                               double discount,
                                               double displacement,
                                               double guess,
                                               double accuracy)

blackFormulaImpliedStdDev

public static double blackFormulaImpliedStdDev(Option.Type optionType,
                                               double strike,
                                               double forward,
                                               double blackPrice,
                                               double discount,
                                               double displacement,
                                               double guess)

blackFormulaImpliedStdDev

public static double blackFormulaImpliedStdDev(Option.Type optionType,
                                               double strike,
                                               double forward,
                                               double blackPrice,
                                               double discount,
                                               double displacement)

blackFormulaImpliedStdDev

public static double blackFormulaImpliedStdDev(Option.Type optionType,
                                               double strike,
                                               double forward,
                                               double blackPrice,
                                               double discount)

blackFormulaImpliedStdDev

public static double blackFormulaImpliedStdDev(Option.Type optionType,
                                               double strike,
                                               double forward,
                                               double blackPrice)

blackFormulaImpliedStdDevLiRS

public static double blackFormulaImpliedStdDevLiRS(Option.Type optionType,
                                                   double strike,
                                                   double forward,
                                                   double blackPrice,
                                                   double discount,
                                                   double displacement,
                                                   double guess,
                                                   double omega,
                                                   double accuracy,
                                                   long maxIterations)

blackFormulaImpliedStdDevLiRS

public static double blackFormulaImpliedStdDevLiRS(Option.Type optionType,
                                                   double strike,
                                                   double forward,
                                                   double blackPrice,
                                                   double discount,
                                                   double displacement,
                                                   double guess,
                                                   double omega,
                                                   double accuracy)

blackFormulaImpliedStdDevLiRS

public static double blackFormulaImpliedStdDevLiRS(Option.Type optionType,
                                                   double strike,
                                                   double forward,
                                                   double blackPrice,
                                                   double discount,
                                                   double displacement,
                                                   double guess,
                                                   double omega)

blackFormulaImpliedStdDevLiRS

public static double blackFormulaImpliedStdDevLiRS(Option.Type optionType,
                                                   double strike,
                                                   double forward,
                                                   double blackPrice,
                                                   double discount,
                                                   double displacement,
                                                   double guess)

blackFormulaImpliedStdDevLiRS

public static double blackFormulaImpliedStdDevLiRS(Option.Type optionType,
                                                   double strike,
                                                   double forward,
                                                   double blackPrice,
                                                   double discount,
                                                   double displacement)

blackFormulaImpliedStdDevLiRS

public static double blackFormulaImpliedStdDevLiRS(Option.Type optionType,
                                                   double strike,
                                                   double forward,
                                                   double blackPrice,
                                                   double discount)

blackFormulaImpliedStdDevLiRS

public static double blackFormulaImpliedStdDevLiRS(Option.Type optionType,
                                                   double strike,
                                                   double forward,
                                                   double blackPrice)

blackFormulaImpliedStdDevLiRS

public static double blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff,
                                                   double forward,
                                                   double blackPrice,
                                                   double discount,
                                                   double displacement,
                                                   double guess,
                                                   double omega,
                                                   double accuracy,
                                                   long maxIterations)

blackFormulaImpliedStdDevLiRS

public static double blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff,
                                                   double forward,
                                                   double blackPrice,
                                                   double discount,
                                                   double displacement,
                                                   double guess,
                                                   double omega,
                                                   double accuracy)

blackFormulaImpliedStdDevLiRS

public static double blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff,
                                                   double forward,
                                                   double blackPrice,
                                                   double discount,
                                                   double displacement,
                                                   double guess,
                                                   double omega)

blackFormulaImpliedStdDevLiRS

public static double blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff,
                                                   double forward,
                                                   double blackPrice,
                                                   double discount,
                                                   double displacement,
                                                   double guess)

blackFormulaImpliedStdDevLiRS

public static double blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff,
                                                   double forward,
                                                   double blackPrice,
                                                   double discount,
                                                   double displacement)

blackFormulaImpliedStdDevLiRS

public static double blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff,
                                                   double forward,
                                                   double blackPrice,
                                                   double discount)

blackFormulaImpliedStdDevLiRS

public static double blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff,
                                                   double forward,
                                                   double blackPrice)

blackFormulaCashItmProbability

public static double blackFormulaCashItmProbability(Option.Type optionType,
                                                    double strike,
                                                    double forward,
                                                    double stdDev,
                                                    double displacement)

blackFormulaCashItmProbability

public static double blackFormulaCashItmProbability(Option.Type optionType,
                                                    double strike,
                                                    double forward,
                                                    double stdDev)

blackFormulaCashItmProbability

public static double blackFormulaCashItmProbability(PlainVanillaPayoff payoff,
                                                    double forward,
                                                    double stdDev,
                                                    double displacement)

blackFormulaCashItmProbability

public static double blackFormulaCashItmProbability(PlainVanillaPayoff payoff,
                                                    double forward,
                                                    double stdDev)

blackFormulaAssetItmProbability

public static double blackFormulaAssetItmProbability(Option.Type optionType,
                                                     double strike,
                                                     double forward,
                                                     double stdDev,
                                                     double displacement)

blackFormulaAssetItmProbability

public static double blackFormulaAssetItmProbability(Option.Type optionType,
                                                     double strike,
                                                     double forward,
                                                     double stdDev)

blackFormulaAssetItmProbability

public static double blackFormulaAssetItmProbability(PlainVanillaPayoff payoff,
                                                     double forward,
                                                     double stdDev,
                                                     double displacement)

blackFormulaAssetItmProbability

public static double blackFormulaAssetItmProbability(PlainVanillaPayoff payoff,
                                                     double forward,
                                                     double stdDev)

bachelierBlackFormula

public static double bachelierBlackFormula(Option.Type optionType,
                                           double strike,
                                           double forward,
                                           double stdDev,
                                           double discount)

bachelierBlackFormula

public static double bachelierBlackFormula(Option.Type optionType,
                                           double strike,
                                           double forward,
                                           double stdDev)

bachelierBlackFormulaImpliedVol

public static double bachelierBlackFormulaImpliedVol(Option.Type optionType,
                                                     double strike,
                                                     double forward,
                                                     double tte,
                                                     double bachelierPrice,
                                                     double discount)

bachelierBlackFormulaImpliedVol

public static double bachelierBlackFormulaImpliedVol(Option.Type optionType,
                                                     double strike,
                                                     double forward,
                                                     double tte,
                                                     double bachelierPrice)

bachelierBlackFormulaAssetItmProbability

public static double bachelierBlackFormulaAssetItmProbability(Option.Type optionType,
                                                              double strike,
                                                              double forward,
                                                              double stdDev)

bachelierBlackFormulaAssetItmProbability

public static double bachelierBlackFormulaAssetItmProbability(PlainVanillaPayoff payoff,
                                                              double forward,
                                                              double stdDev)

simplifyNotificationGraph

public static void simplifyNotificationGraph(Swap swap,
                                             boolean unregisterCoupons)

simplifyNotificationGraph

public static void simplifyNotificationGraph(Swap swap)

as_overnight_swap_index

public static OvernightIndexedSwap as_overnight_swap_index(InterestRateIndex index)

as_zero_inflation_index

public static ZeroInflationIndex as_zero_inflation_index(Index i)

as_inflation_coupon

public static InflationCoupon as_inflation_coupon(CashFlow cf)

as_cpi_coupon

public static CPICoupon as_cpi_coupon(CashFlow cf)

as_cpi_cashflow

public static CPICashFlow as_cpi_cashflow(CashFlow cf)

CPILeg

public static Leg CPILeg(DoubleVector nominals,
                         Schedule schedule,
                         ZeroInflationIndex index,
                         double baseCPI,
                         Period observationLag,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         DoubleVector fixedRates,
                         DoubleVector spreads,
                         DoubleVector caps,
                         DoubleVector floors,
                         Period exCouponPeriod,
                         Calendar exCouponCalendar,
                         BusinessDayConvention exCouponConvention,
                         boolean exCouponEndOfMonth,
                         Calendar paymentCalendar,
                         boolean growthOnly,
                         CPI.InterpolationType observationInterpolation)

CPILeg

public static Leg CPILeg(DoubleVector nominals,
                         Schedule schedule,
                         ZeroInflationIndex index,
                         double baseCPI,
                         Period observationLag,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         DoubleVector fixedRates,
                         DoubleVector spreads,
                         DoubleVector caps,
                         DoubleVector floors,
                         Period exCouponPeriod,
                         Calendar exCouponCalendar,
                         BusinessDayConvention exCouponConvention,
                         boolean exCouponEndOfMonth,
                         Calendar paymentCalendar,
                         boolean growthOnly)

CPILeg

public static Leg CPILeg(DoubleVector nominals,
                         Schedule schedule,
                         ZeroInflationIndex index,
                         double baseCPI,
                         Period observationLag,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         DoubleVector fixedRates,
                         DoubleVector spreads,
                         DoubleVector caps,
                         DoubleVector floors,
                         Period exCouponPeriod,
                         Calendar exCouponCalendar,
                         BusinessDayConvention exCouponConvention,
                         boolean exCouponEndOfMonth,
                         Calendar paymentCalendar)

CPILeg

public static Leg CPILeg(DoubleVector nominals,
                         Schedule schedule,
                         ZeroInflationIndex index,
                         double baseCPI,
                         Period observationLag,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         DoubleVector fixedRates,
                         DoubleVector spreads,
                         DoubleVector caps,
                         DoubleVector floors,
                         Period exCouponPeriod,
                         Calendar exCouponCalendar,
                         BusinessDayConvention exCouponConvention,
                         boolean exCouponEndOfMonth)

CPILeg

public static Leg CPILeg(DoubleVector nominals,
                         Schedule schedule,
                         ZeroInflationIndex index,
                         double baseCPI,
                         Period observationLag,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         DoubleVector fixedRates,
                         DoubleVector spreads,
                         DoubleVector caps,
                         DoubleVector floors,
                         Period exCouponPeriod,
                         Calendar exCouponCalendar,
                         BusinessDayConvention exCouponConvention)

CPILeg

public static Leg CPILeg(DoubleVector nominals,
                         Schedule schedule,
                         ZeroInflationIndex index,
                         double baseCPI,
                         Period observationLag,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         DoubleVector fixedRates,
                         DoubleVector spreads,
                         DoubleVector caps,
                         DoubleVector floors,
                         Period exCouponPeriod,
                         Calendar exCouponCalendar)

CPILeg

public static Leg CPILeg(DoubleVector nominals,
                         Schedule schedule,
                         ZeroInflationIndex index,
                         double baseCPI,
                         Period observationLag,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         DoubleVector fixedRates,
                         DoubleVector spreads,
                         DoubleVector caps,
                         DoubleVector floors,
                         Period exCouponPeriod)

CPILeg

public static Leg CPILeg(DoubleVector nominals,
                         Schedule schedule,
                         ZeroInflationIndex index,
                         double baseCPI,
                         Period observationLag,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         DoubleVector fixedRates,
                         DoubleVector spreads,
                         DoubleVector caps,
                         DoubleVector floors)

CPILeg

public static Leg CPILeg(DoubleVector nominals,
                         Schedule schedule,
                         ZeroInflationIndex index,
                         double baseCPI,
                         Period observationLag,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         DoubleVector fixedRates,
                         DoubleVector spreads,
                         DoubleVector caps)

CPILeg

public static Leg CPILeg(DoubleVector nominals,
                         Schedule schedule,
                         ZeroInflationIndex index,
                         double baseCPI,
                         Period observationLag,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         DoubleVector fixedRates,
                         DoubleVector spreads)

CPILeg

public static Leg CPILeg(DoubleVector nominals,
                         Schedule schedule,
                         ZeroInflationIndex index,
                         double baseCPI,
                         Period observationLag,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention,
                         DoubleVector fixedRates)

CPILeg

public static Leg CPILeg(DoubleVector nominals,
                         Schedule schedule,
                         ZeroInflationIndex index,
                         double baseCPI,
                         Period observationLag,
                         DayCounter paymentDayCounter,
                         BusinessDayConvention paymentConvention)

CPILeg

public static Leg CPILeg(DoubleVector nominals,
                         Schedule schedule,
                         ZeroInflationIndex index,
                         double baseCPI,
                         Period observationLag,
                         DayCounter paymentDayCounter)

CPILeg

public static Leg CPILeg(DoubleVector nominals,
                         Schedule schedule,
                         ZeroInflationIndex index,
                         double baseCPI,
                         Period observationLag)

as_zero_inflation_cash_flow

public static ZeroInflationCashFlow as_zero_inflation_cash_flow(CashFlow cf)

inflationPeriod

public static DatePair inflationPeriod(Date d,
                                       Frequency f)

inflationYearFraction

public static double inflationYearFraction(Frequency f,
                                           boolean indexIsInterpolated,
                                           DayCounter dayCount,
                                           Date d1,
                                           Date d2)

inflationBaseDate

public static Date inflationBaseDate(Date referenceDate,
                                     Period observationLag,
                                     Frequency frequency,
                                     boolean indexIsInterpolated)

setCouponPricer

public static void setCouponPricer(Leg arg0,
                                   YoYInflationCouponPricer arg1)

as_yoy_inflation_coupon

public static YoYInflationCoupon as_yoy_inflation_coupon(CashFlow cf)

as_capped_floored_yoy_inflation_coupon

public static CappedFlooredYoYInflationCoupon as_capped_floored_yoy_inflation_coupon(CashFlow cf)

yoyInflationLeg

public static Leg yoyInflationLeg(Schedule schedule,
                                  Calendar calendar,
                                  YoYInflationIndex index,
                                  Period observationLag,
                                  DoubleVector notionals,
                                  DayCounter paymentDayCounter,
                                  BusinessDayConvention paymentAdjustment,
                                  long fixingDays,
                                  DoubleVector gearings,
                                  DoubleVector spreads,
                                  DoubleVector caps,
                                  DoubleVector floors)

yoyInflationLeg

public static Leg yoyInflationLeg(Schedule schedule,
                                  Calendar calendar,
                                  YoYInflationIndex index,
                                  Period observationLag,
                                  DoubleVector notionals,
                                  DayCounter paymentDayCounter,
                                  BusinessDayConvention paymentAdjustment,
                                  long fixingDays,
                                  DoubleVector gearings,
                                  DoubleVector spreads,
                                  DoubleVector caps)

yoyInflationLeg

public static Leg yoyInflationLeg(Schedule schedule,
                                  Calendar calendar,
                                  YoYInflationIndex index,
                                  Period observationLag,
                                  DoubleVector notionals,
                                  DayCounter paymentDayCounter,
                                  BusinessDayConvention paymentAdjustment,
                                  long fixingDays,
                                  DoubleVector gearings,
                                  DoubleVector spreads)

yoyInflationLeg

public static Leg yoyInflationLeg(Schedule schedule,
                                  Calendar calendar,
                                  YoYInflationIndex index,
                                  Period observationLag,
                                  DoubleVector notionals,
                                  DayCounter paymentDayCounter,
                                  BusinessDayConvention paymentAdjustment,
                                  long fixingDays,
                                  DoubleVector gearings)

yoyInflationLeg

public static Leg yoyInflationLeg(Schedule schedule,
                                  Calendar calendar,
                                  YoYInflationIndex index,
                                  Period observationLag,
                                  DoubleVector notionals,
                                  DayCounter paymentDayCounter,
                                  BusinessDayConvention paymentAdjustment,
                                  long fixingDays)

yoyInflationLeg

public static Leg yoyInflationLeg(Schedule schedule,
                                  Calendar calendar,
                                  YoYInflationIndex index,
                                  Period observationLag,
                                  DoubleVector notionals,
                                  DayCounter paymentDayCounter,
                                  BusinessDayConvention paymentAdjustment)

yoyInflationLeg

public static Leg yoyInflationLeg(Schedule schedule,
                                  Calendar calendar,
                                  YoYInflationIndex index,
                                  Period observationLag,
                                  DoubleVector notionals,
                                  DayCounter paymentDayCounter)

simplifyNotificationGraph

public static void simplifyNotificationGraph(Bond bond,
                                             boolean unregisterCoupons)

simplifyNotificationGraph

public static void simplifyNotificationGraph(Bond bond)

cleanPriceFromZSpread

public static double cleanPriceFromZSpread(Bond bond,
                                           YieldTermStructure discountCurve,
                                           double zSpread,
                                           DayCounter dc,
                                           Compounding compounding,
                                           Frequency freq,
                                           Date settlementDate)

cleanPriceFromZSpread

public static double cleanPriceFromZSpread(Bond bond,
                                           YieldTermStructure discountCurve,
                                           double zSpread,
                                           DayCounter dc,
                                           Compounding compounding,
                                           Frequency freq)

sinkingSchedule

public static Schedule sinkingSchedule(Date startDate,
                                       Period bondLength,
                                       Frequency frequency,
                                       Calendar paymentCalendar)

sinkingNotionals

public static DoubleVector sinkingNotionals(Period bondLength,
                                            Frequency frequency,
                                            double couponRate,
                                            double initialNotional)

as_black_helper

public static BlackCalibrationHelper as_black_helper(CalibrationHelper h)

as_swaption_helper

public static SWIGTYPE_p_ext__shared_ptrT_SwaptionHelper_t as_swaption_helper(BlackCalibrationHelper h)

as_depositratehelper

public static DepositRateHelper as_depositratehelper(RateHelper helper)

as_fraratehelper

public static FraRateHelper as_fraratehelper(RateHelper helper)

as_swapratehelper

public static SwapRateHelper as_swapratehelper(RateHelper helper)

as_oisratehelper

public static OISRateHelper as_oisratehelper(RateHelper helper)

as_constnotionalcrosscurrencybasisswapratehelper

public static ConstNotionalCrossCurrencyBasisSwapRateHelper as_constnotionalcrosscurrencybasisswapratehelper(RateHelper helper)

as_mtmcrosscurrencybasisswapratehelper

public static MtMCrossCurrencyBasisSwapRateHelper as_mtmcrosscurrencybasisswapratehelper(RateHelper helper)

checkCompatibility

public static void checkCompatibility(EvolutionDescription evolution,
                                      UnsignedIntVector numeraires)

isInTerminalMeasure

public static boolean isInTerminalMeasure(EvolutionDescription evolution,
                                          UnsignedIntVector numeraires)

isInMoneyMarketPlusMeasure

public static boolean isInMoneyMarketPlusMeasure(EvolutionDescription evolution,
                                                 UnsignedIntVector numeraires,
                                                 long offset)

isInMoneyMarketPlusMeasure

public static boolean isInMoneyMarketPlusMeasure(EvolutionDescription evolution,
                                                 UnsignedIntVector numeraires)

isInMoneyMarketMeasure

public static boolean isInMoneyMarketMeasure(EvolutionDescription evolution,
                                             UnsignedIntVector numeraires)

terminalMeasure

public static UnsignedIntVector terminalMeasure(EvolutionDescription evolution)

moneyMarketPlusMeasure

public static UnsignedIntVector moneyMarketPlusMeasure(EvolutionDescription evolution,
                                                       long offset)

moneyMarketPlusMeasure

public static UnsignedIntVector moneyMarketPlusMeasure(EvolutionDescription evolution)

moneyMarketMeasure

public static UnsignedIntVector moneyMarketMeasure(EvolutionDescription evolution)

getCovariance

public static Matrix getCovariance(Array volatilities,
                                   Matrix correlations)

enableTracing
```
public static void enableTracing()
```

disableTracing
```
public static void disableTracing()
```

Class QuantLib

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

QuantLib

Method Detail

daysBetween

nullInt

nullDouble

inverse

transpose

outerProduct

pseudoSqrt

close

close

close_enough

close_enough

as_iborindex

as_swap_index

sabrVolatility

sabrVolatility

shiftedSabrVolatility

shiftedSabrVolatility

sabrFlochKennedyVolatility

as_indexed_cashflow

as_coupon

as_fixed_rate_coupon

setCouponPricer

as_floating_rate_coupon

as_overnight_indexed_coupon

as_sub_periods_coupon

setCouponPricer

FixedRateLeg

FixedRateLeg

FixedRateLeg

FixedRateLeg

FixedRateLeg

FixedRateLeg

FixedRateLeg

FixedRateLeg

FixedRateLeg

FixedRateLeg

FixedRateLeg

IborLeg

IborLeg

IborLeg

IborLeg

IborLeg

IborLeg

IborLeg

IborLeg

IborLeg

IborLeg

IborLeg

IborLeg

IborLeg

IborLeg

IborLeg

IborLeg

OvernightLeg

OvernightLeg

OvernightLeg

OvernightLeg

OvernightLeg

OvernightLeg

OvernightLeg

OvernightLeg

OvernightLeg

CmsLeg

CmsLeg

CmsLeg

CmsLeg

CmsLeg

CmsLeg

CmsLeg

CmsLeg

CmsLeg

CmsLeg

CmsLeg