Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class SpreadCdsHelper

java.lang.Object

org.quantlib.Observable

org.quantlib.DefaultProbabilityHelper

org.quantlib.SpreadCdsHelper

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

public class SpreadCdsHelper
extends DefaultProbabilityHelper
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

Modifier	Constructor	Description
	SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve)
	SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual)
	SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime)
	SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate)
	SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter)
	SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual)
	SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, CreditDefaultSwap.PricingModel model)
protected	SpreadCdsHelper(long cPtr, boolean cMemoryOwn)
	SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve)
	SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual)
	SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime)
	SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate)
	SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter)
	SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual)
	SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, CreditDefaultSwap.PricingModel model)

Method Summary

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

Methods inherited from class org.quantlib.DefaultProbabilityHelper

earliestDate, getCPtr, impliedQuote, latestDate, latestRelevantDate, maturityDate, pillarDate, quote, quoteError

Methods inherited from class org.quantlib.Observable

getCPtr

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

close

Constructor Detail

SpreadCdsHelper

protected SpreadCdsHelper(long cPtr,
                          boolean cMemoryOwn)

SpreadCdsHelper

public SpreadCdsHelper(QuoteHandle spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual,
                       boolean paysAtDefaultTime,
                       Date startDate,
                       DayCounter lastPeriodDayCounter,
                       boolean rebatesAccrual,
                       CreditDefaultSwap.PricingModel model)

SpreadCdsHelper

public SpreadCdsHelper(QuoteHandle spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual,
                       boolean paysAtDefaultTime,
                       Date startDate,
                       DayCounter lastPeriodDayCounter,
                       boolean rebatesAccrual)

SpreadCdsHelper

public SpreadCdsHelper(QuoteHandle spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual,
                       boolean paysAtDefaultTime,
                       Date startDate,
                       DayCounter lastPeriodDayCounter)

SpreadCdsHelper

public SpreadCdsHelper(QuoteHandle spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual,
                       boolean paysAtDefaultTime,
                       Date startDate)

SpreadCdsHelper

public SpreadCdsHelper(QuoteHandle spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual,
                       boolean paysAtDefaultTime)

SpreadCdsHelper

public SpreadCdsHelper(QuoteHandle spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual)

SpreadCdsHelper

public SpreadCdsHelper(QuoteHandle spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve)

SpreadCdsHelper

public SpreadCdsHelper(double spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual,
                       boolean paysAtDefaultTime,
                       Date startDate,
                       DayCounter lastPeriodDayCounter,
                       boolean rebatesAccrual,
                       CreditDefaultSwap.PricingModel model)

SpreadCdsHelper

public SpreadCdsHelper(double spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual,
                       boolean paysAtDefaultTime,
                       Date startDate,
                       DayCounter lastPeriodDayCounter,
                       boolean rebatesAccrual)

SpreadCdsHelper

public SpreadCdsHelper(double spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual,
                       boolean paysAtDefaultTime,
                       Date startDate,
                       DayCounter lastPeriodDayCounter)

SpreadCdsHelper

public SpreadCdsHelper(double spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual,
                       boolean paysAtDefaultTime,
                       Date startDate)

SpreadCdsHelper

public SpreadCdsHelper(double spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual,
                       boolean paysAtDefaultTime)

SpreadCdsHelper

public SpreadCdsHelper(double spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve,
                       boolean settlesAccrual)

SpreadCdsHelper

public SpreadCdsHelper(double spread,
                       Period tenor,
                       int settlementDays,
                       Calendar calendar,
                       Frequency frequency,
                       BusinessDayConvention convention,
                       DateGeneration.Rule rule,
                       DayCounter dayCounter,
                       double recoveryRate,
                       YieldTermStructureHandle discountCurve)

Method Detail

getCPtr

protected static long getCPtr(SpreadCdsHelper obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class DefaultProbabilityHelper

finalize

protected void finalize()

Overrides:

finalize in class DefaultProbabilityHelper

delete

public void delete()

Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Overrides:

delete in class DefaultProbabilityHelper