Uses of Class
org.quantlib.CPI.InterpolationType

Uses of CPI.InterpolationType in org.quantlib

Fields in org.quantlib declared as CPI.InterpolationType

Modifier and Type	Field	Description
static CPI.InterpolationType	CPI.InterpolationType.AsIndex
static CPI.InterpolationType	CPI.InterpolationType.Flat
static CPI.InterpolationType	CPI.InterpolationType.Linear

Methods in org.quantlib that return CPI.InterpolationType

Modifier and Type	Method	Description
CPI.InterpolationType	CPICashFlow.interpolation()
CPI.InterpolationType	CPICoupon.observationInterpolation()
CPI.InterpolationType	ZeroInflationCashFlow.observationInterpolation()
static CPI.InterpolationType	CPI.InterpolationType.swigToEnum(int swigValue)

Methods in org.quantlib with parameters of type CPI.InterpolationType

Modifier and Type	Method	Description
static Leg	QuantLib.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	CPI.laggedFixing(ZeroInflationIndex index, Date date, Period observationLag, CPI.InterpolationType interpolationType)

Constructors in org.quantlib with parameters of type CPI.InterpolationType

Constructor	Description
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
CPICashFlow(double notional, ZeroInflationIndex index, Date baseDate, double baseFixing, Date observationDate, Period observationLag, CPI.InterpolationType interpolation, Date paymentDate)
CPICashFlow(double notional, ZeroInflationIndex index, Date baseDate, double baseFixing, Date observationDate, Period observationLag, CPI.InterpolationType interpolation, Date paymentDate, boolean growthOnly)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPISwap(Swap.Type type, double nominal, boolean subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, long fixingDays, IborIndex floatIndex, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndex, CPI.InterpolationType observationInterpolation)
CPISwap(Swap.Type type, double nominal, boolean subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, long fixingDays, IborIndex floatIndex, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndex, CPI.InterpolationType observationInterpolation, double inflationNominal)
ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation)
ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates)
ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates, Calendar infCalendar)
ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates, Calendar infCalendar, BusinessDayConvention infConvention)
ZeroCouponInflationSwapHelper(QuoteHandle quote, Period lag, Date maturity, Calendar calendar, BusinessDayConvention bcd, DayCounter dayCounter, ZeroInflationIndex index, CPI.InterpolationType observationInterpolation, YieldTermStructureHandle nominalTS)
ZeroInflationCashFlow(double notional, ZeroInflationIndex index, CPI.InterpolationType observationInterpolation, Date startDate, Date endDate, Period observationLag, Date paymentDate)
ZeroInflationCashFlow(double notional, ZeroInflationIndex index, CPI.InterpolationType observationInterpolation, Date startDate, Date endDate, Period observationLag, Date paymentDate, boolean growthOnly)