java.lang.Object
- org.quantlib.YieldTermStructureHandle

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

RelinkableYieldTermStructureHandle
```
public class YieldTermStructureHandle
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
```

Field Summary

Fields
Modifier and Type Field Description

protected boolean swigCMemOwn

Constructor Summary

Constructors
Modifier	Constructor	Description
	`YieldTermStructureHandle()`
`protected`	`YieldTermStructureHandle(long cPtr, boolean cMemoryOwn)`
	`YieldTermStructureHandle(YieldTermStructure arg0)`

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`YieldTermStructure`	`__deref__()`
`boolean`	`allowsExtrapolation()`
`Observable`	`asObservable()`
`Calendar`	`calendar()`
`YieldTermStructure`	`currentLink()`
`DayCounter`	`dayCounter()`
`void`	`delete()`
`void`	`disableExtrapolation()`
`double`	`discount(double arg0)`
`double`	`discount(double arg0, boolean extrapolate)`
`double`	`discount(Date arg0)`
`double`	`discount(Date arg0, boolean extrapolate)`
`boolean`	`empty()`
`void`	`enableExtrapolation()`
`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(YieldTermStructureHandle obj)`
`Date`	`maxDate()`
`double`	`maxTime()`
`Date`	`referenceDate()`
`protected static long`	`swigRelease(YieldTermStructureHandle obj)`
`double`	`timeFromReference(Date date)`
`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 java.lang.Object
clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

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

Field Detail

swigCMemOwn

protected transient boolean swigCMemOwn

Constructor Detail

YieldTermStructureHandle

protected YieldTermStructureHandle(long cPtr,
                                   boolean cMemoryOwn)

YieldTermStructureHandle

public YieldTermStructureHandle(YieldTermStructure arg0)

YieldTermStructureHandle
```
public YieldTermStructureHandle()
```

Method Detail

getCPtr

protected static long getCPtr(YieldTermStructureHandle obj)

swigRelease

protected static long swigRelease(YieldTermStructureHandle obj)

finalize
```
protected void finalize()
```
Overrides:

finalize in class Object

delete
```
public void delete()
```
Specified by:

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

__deref__
```
public YieldTermStructure __deref__()
```

currentLink

public YieldTermStructure currentLink()

empty
```
public boolean empty()
```

asObservable
```
public Observable asObservable()
```

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)

dayCounter
```
public DayCounter dayCounter()
```

timeFromReference

public double timeFromReference(Date date)

calendar
```
public Calendar calendar()
```

referenceDate
```
public Date referenceDate()
```

maxDate
```
public Date maxDate()
```

maxTime
```
public double maxTime()
```

enableExtrapolation
```
public void enableExtrapolation()
```

disableExtrapolation
```
public void disableExtrapolation()
```

allowsExtrapolation
```
public boolean allowsExtrapolation()
```

Class YieldTermStructureHandle

Field Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

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

Field Detail

swigCMemOwn

Constructor Detail

YieldTermStructureHandle

YieldTermStructureHandle

YieldTermStructureHandle

Method Detail

getCPtr

swigRelease

finalize

delete

__deref__

currentLink

empty

asObservable

discount

discount

discount

discount

zeroRate

zeroRate

zeroRate

zeroRate

zeroRate

zeroRate

forwardRate

forwardRate

forwardRate

forwardRate

forwardRate

forwardRate

dayCounter

timeFromReference

calendar

referenceDate

maxDate

maxTime

enableExtrapolation

disableExtrapolation

allowsExtrapolation

deref