Module io.github.ralfkonrad.quantlib

Package org.quantlib

Class YoYInflationTermStructure

java.lang.Object

org.quantlib.Observable

org.quantlib.TermStructure

org.quantlib.InflationTermStructure

org.quantlib.YoYInflationTermStructure

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

PiecewiseYoYInflation, YoYInflationCurve

public class YoYInflationTermStructure
extends InflationTermStructure
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
void	delete()
protected void	finalize()
protected static long	getCPtr(YoYInflationTermStructure obj)
boolean	indexIsInterpolated()
protected void	swigSetCMemOwn(boolean own)
double	yoyRate(double t)
double	yoyRate(double t, boolean extrapolate)
double	yoyRate(Date d)
double	yoyRate(Date d, Period instObsLag)
double	yoyRate(Date d, Period instObsLag, boolean forceLinearInterpolation)
double	yoyRate(Date d, Period instObsLag, boolean forceLinearInterpolation, boolean extrapolate)

Methods inherited from class org.quantlib.InflationTermStructure

baseDate, baseRate, frequency, getCPtr, hasSeasonality, observationLag, seasonality, setSeasonality, setSeasonality

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

YoYInflationTermStructure

protected YoYInflationTermStructure(long cPtr,
                                    boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(YoYInflationTermStructure obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

Overrides:

swigSetCMemOwn in class InflationTermStructure

finalize

protected void finalize()

Overrides:

finalize in class InflationTermStructure

delete

public void delete()

Specified by:

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

Overrides:

delete in class InflationTermStructure

yoyRate

public double yoyRate(Date d,
                      Period instObsLag,
                      boolean forceLinearInterpolation,
                      boolean extrapolate)

yoyRate

public double yoyRate(Date d,
                      Period instObsLag,
                      boolean forceLinearInterpolation)

yoyRate

public double yoyRate(Date d,
                      Period instObsLag)

yoyRate

public double yoyRate(Date d)

yoyRate

public double yoyRate(double t,
                      boolean extrapolate)

yoyRate

public double yoyRate(double t)

indexIsInterpolated

public boolean indexIsInterpolated()