Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class YieldTermStructure

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.YieldTermStructure

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

CubicZeroCurve, DiscountCurve, FittedBondDiscountCurve, FlatForward, ForwardCurve, ForwardSpreadedTermStructure, GlobalLinearSimpleZeroCurve, ImpliedTermStructure, KrugerLogDiscountCurve, KrugerZeroCurve, LogCubicZeroCurve, LogLinearZeroCurve, LogMixedLinearCubicDiscountCurve, MonotonicCubicZeroCurve, MonotonicLogCubicDiscountCurve, NaturalCubicDiscountCurve, NaturalCubicZeroCurve, NaturalLogCubicDiscountCurve, PiecewiseConvexMonotoneZero, PiecewiseCubicZero, PiecewiseFlatForward, PiecewiseKrugerLogDiscount, PiecewiseKrugerZero, PiecewiseLinearForward, PiecewiseLinearZero, PiecewiseLogCubicDiscount, PiecewiseLogLinearDiscount, PiecewiseLogMixedLinearCubicDiscount, PiecewiseNaturalCubicZero, PiecewiseNaturalLogCubicDiscount, PiecewiseSplineCubicDiscount, PiecewiseZeroSpreadedTermStructure, QuantoTermStructure, SpreadedBackwardFlatZeroInterpolatedTermStructure, SpreadedLinearZeroInterpolatedTermStructure, UltimateForwardTermStructure, ZeroCurve, ZeroSpreadedTermStructure

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

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	YieldTermStructure(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method	Description
void	delete()
double	discount(double arg0)
double	discount(double arg0, boolean extrapolate)
double	discount(Date arg0)
double	discount(Date arg0, boolean extrapolate)
protected void	finalize()
InterestRate	forwardRate(double t1, double t2, Compounding arg2)
InterestRate	forwardRate(double t1, double t2, Compounding arg2, Frequency f)
InterestRate	forwardRate(double t1, double t2, Compounding arg2, Frequency f, boolean extrapolate)
InterestRate	forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3)
InterestRate	forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f)
InterestRate	forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f, boolean extrapolate)
protected static long	getCPtr(YieldTermStructure obj)
protected void	swigSetCMemOwn(boolean own)
InterestRate	zeroRate(double t, Compounding arg1)
InterestRate	zeroRate(double t, Compounding arg1, Frequency f)
InterestRate	zeroRate(double t, Compounding arg1, Frequency f, boolean extrapolate)
InterestRate	zeroRate(Date d, DayCounter arg1, Compounding arg2)
InterestRate	zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f)
InterestRate	zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f, boolean extrapolate)

Methods inherited from class org.quantlib.TermStructure

allowsExtrapolation, calendar, dayCounter, disableExtrapolation, enableExtrapolation, getCPtr, maxDate, maxTime, referenceDate, timeFromReference

Methods inherited from class org.quantlib.Observable

getCPtr

Methods inherited from class java.lang.Object

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

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

close

Constructor Detail

YieldTermStructure

protected YieldTermStructure(long cPtr,
                             boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(YieldTermStructure obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class TermStructure

finalize

protected void finalize()

Overrides:

finalize in class TermStructure

delete

public void delete()

Specified by:

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

Overrides:

delete in class TermStructure

discount

public double discount(Date arg0,
                       boolean extrapolate)

discount

public double discount(Date arg0)

discount

public double discount(double arg0,
                       boolean extrapolate)

discount

public double discount(double arg0)

zeroRate

public InterestRate zeroRate(Date d,
                             DayCounter arg1,
                             Compounding arg2,
                             Frequency f,
                             boolean extrapolate)

zeroRate

public InterestRate zeroRate(Date d,
                             DayCounter arg1,
                             Compounding arg2,
                             Frequency f)

zeroRate

public InterestRate zeroRate(Date d,
                             DayCounter arg1,
                             Compounding arg2)

zeroRate

public InterestRate zeroRate(double t,
                             Compounding arg1,
                             Frequency f,
                             boolean extrapolate)

zeroRate

public InterestRate zeroRate(double t,
                             Compounding arg1,
                             Frequency f)

zeroRate

public InterestRate zeroRate(double t,
                             Compounding arg1)

forwardRate

public InterestRate forwardRate(Date d1,
                                Date d2,
                                DayCounter arg2,
                                Compounding arg3,
                                Frequency f,
                                boolean extrapolate)

forwardRate

public InterestRate forwardRate(Date d1,
                                Date d2,
                                DayCounter arg2,
                                Compounding arg3,
                                Frequency f)

forwardRate

public InterestRate forwardRate(Date d1,
                                Date d2,
                                DayCounter arg2,
                                Compounding arg3)

forwardRate

public InterestRate forwardRate(double t1,
                                double t2,
                                Compounding arg2,
                                Frequency f,
                                boolean extrapolate)

forwardRate

public InterestRate forwardRate(double t1,
                                double t2,
                                Compounding arg2,
                                Frequency f)

forwardRate

public InterestRate forwardRate(double t1,
                                double t2,
                                Compounding arg2)