Uses of Class org.quantlib.Compounding (QuantLib module 1.32.0 API)

Uses of Compounding in org.quantlib

Fields in org.quantlib declared as Compounding
Modifier and Type	Field	Description
`static Compounding`	Compounding.`Compounded`
`static Compounding`	Compounding.`CompoundedThenSimple`
`static Compounding`	Compounding.`Continuous`
`static Compounding`	Compounding.`Simple`
`static Compounding`	Compounding.`SimpleThenCompounded`

Methods in org.quantlib that return Compounding
Modifier and Type	Method	Description
`Compounding`	InterestRate.`compounding()`
`static Compounding`	Compounding.`swigToEnum(int swigValue)`

Methods in org.quantlib with parameters of type Compounding
Modifier and Type	Method	Description
`static double`	BondFunctions.`basisPointValue(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`basisPointValue(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	CashFlows.`basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	BondFunctions.`bps(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`bps(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	CashFlows.`bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`double`	Bond.`cleanPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency)`
`double`	Bond.`cleanPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency, Date settlement)`
`static double`	BondFunctions.`cleanPrice(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`cleanPrice(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	QuantLib.`cleanPriceFromZSpread(Bond bond, YieldTermStructure discountCurve, double zSpread, DayCounter dc, Compounding compounding, Frequency freq)`
`static double`	QuantLib.`cleanPriceFromZSpread(Bond bond, YieldTermStructure discountCurve, double zSpread, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate)`
`double`	CallableBond.`cleanPriceOAS(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`double`	CallableBond.`cleanPriceOAS(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`convexity(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`convexity(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	CashFlows.`convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`double`	Bond.`dirtyPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency)`
`double`	Bond.`dirtyPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency, Date settlement)`
`static double`	BondFunctions.`duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type)`
`static double`	BondFunctions.`duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, Date settlementDate)`
`static double`	CashFlows.`duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`double`	CallableBond.`effectiveConvexity(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`double`	CallableBond.`effectiveConvexity(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, double bump)`
`double`	CallableBond.`effectiveDuration(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`double`	CallableBond.`effectiveDuration(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, double bump)`
`InterestRate`	InterestRate.`equivalentRate(Compounding comp, Frequency freq, double t)`
`InterestRate`	InterestRate.`equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2)`
`InterestRate`	InterestRate.`equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart)`
`InterestRate`	InterestRate.`equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart, Date refEnd)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, Compounding compounding)`
`static Leg`	QuantLib.`FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, Compounding compounding, Frequency compoundingFrequency)`
`InterestRate`	YieldTermStructure.`forwardRate(double t1, double t2, Compounding arg2)`
`InterestRate`	YieldTermStructure.`forwardRate(double t1, double t2, Compounding arg2, Frequency f)`
`InterestRate`	YieldTermStructure.`forwardRate(double t1, double t2, Compounding arg2, Frequency f, boolean extrapolate)`
`InterestRate`	YieldTermStructure.`forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3)`
`InterestRate`	YieldTermStructure.`forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f)`
`InterestRate`	YieldTermStructure.`forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f, boolean extrapolate)`
`InterestRate`	YieldTermStructureHandle.`forwardRate(double t1, double t2, Compounding arg2)`
`InterestRate`	YieldTermStructureHandle.`forwardRate(double t1, double t2, Compounding arg2, Frequency f)`
`InterestRate`	YieldTermStructureHandle.`forwardRate(double t1, double t2, Compounding arg2, Frequency f, boolean extrapolate)`
`InterestRate`	YieldTermStructureHandle.`forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3)`
`InterestRate`	YieldTermStructureHandle.`forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f)`
`InterestRate`	YieldTermStructureHandle.`forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f, boolean extrapolate)`
`static InterestRate`	InterestRate.`impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, double t)`
`static InterestRate`	InterestRate.`impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2)`
`static InterestRate`	InterestRate.`impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart)`
`static InterestRate`	InterestRate.`impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart, Date refEnd)`
`InterestRate`	Forward.`impliedYield(double underlyingSpotValue, double forwardValue, Date settlementDate, Compounding compoundingConvention, DayCounter dayCounter)`
`static double`	CashFlows.`npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`double`	CallableBond.`OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq)`
`double`	CallableBond.`OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate)`
`double`	CallableBond.`OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy)`
`double`	CallableBond.`OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy, long maxIterations)`
`double`	CallableBond.`OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy, long maxIterations, double guess)`
`double`	Bond.`yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq)`
`double`	Bond.`yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement)`
`double`	Bond.`yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement, double accuracy)`
`double`	Bond.`yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement, double accuracy, long maxEvaluations)`
`double`	Bond.`yield(DayCounter dc, Compounding compounding, Frequency freq)`
`double`	Bond.`yield(DayCounter dc, Compounding compounding, Frequency freq, double accuracy)`
`double`	Bond.`yield(DayCounter dc, Compounding compounding, Frequency freq, double accuracy, long maxEvaluations)`
`static double`	BondFunctions.`yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations)`
`static double`	BondFunctions.`yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations, double guess)`
`static double`	CashFlows.`yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy)`
`static double`	CashFlows.`yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations)`
`static double`	CashFlows.`yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations, double guess)`
`static double`	BondFunctions.`yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)`
`static double`	BondFunctions.`yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)`
`static double`	BondFunctions.`yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)`
`static double`	BondFunctions.`yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)`
`static double`	BondFunctions.`yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess)`
`static double`	BondFunctions.`yieldValueBasisPoint(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`yieldValueBasisPoint(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`InterestRate`	YieldTermStructure.`zeroRate(double t, Compounding arg1)`
`InterestRate`	YieldTermStructure.`zeroRate(double t, Compounding arg1, Frequency f)`
`InterestRate`	YieldTermStructure.`zeroRate(double t, Compounding arg1, Frequency f, boolean extrapolate)`
`InterestRate`	YieldTermStructure.`zeroRate(Date d, DayCounter arg1, Compounding arg2)`
`InterestRate`	YieldTermStructure.`zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f)`
`InterestRate`	YieldTermStructure.`zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f, boolean extrapolate)`
`InterestRate`	YieldTermStructureHandle.`zeroRate(double t, Compounding arg1)`
`InterestRate`	YieldTermStructureHandle.`zeroRate(double t, Compounding arg1, Frequency f)`
`InterestRate`	YieldTermStructureHandle.`zeroRate(double t, Compounding arg1, Frequency f, boolean extrapolate)`
`InterestRate`	YieldTermStructureHandle.`zeroRate(Date d, DayCounter arg1, Compounding arg2)`
`InterestRate`	YieldTermStructureHandle.`zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f)`
`InterestRate`	YieldTermStructureHandle.`zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f, boolean extrapolate)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations, double guess)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations, double guess)`

Constructors in org.quantlib with parameters of type Compounding
Constructor	Description
`CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i, Compounding compounding)`
`CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i, Compounding compounding, Frequency frequency)`
`FlatForward(int settlementDays, Calendar calendar, double forward, DayCounter dayCounter, Compounding compounding)`
`FlatForward(int settlementDays, Calendar calendar, double forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`FlatForward(int settlementDays, Calendar calendar, QuoteHandle forward, DayCounter dayCounter, Compounding compounding)`
`FlatForward(int settlementDays, Calendar calendar, QuoteHandle forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`FlatForward(Date referenceDate, double forward, DayCounter dayCounter, Compounding compounding)`
`FlatForward(Date referenceDate, double forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`FlatForward(Date referenceDate, QuoteHandle forward, DayCounter dayCounter, Compounding compounding)`
`FlatForward(Date referenceDate, QuoteHandle forward, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`InterestRate(double r, DayCounter dc, Compounding comp, Frequency freq)`
`KrugerZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Kruger i, Compounding compounding)`
`KrugerZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Kruger i, Compounding compounding, Frequency frequency)`
`LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, DefaultLogCubic i, Compounding compounding)`
`LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, DefaultLogCubic i, Compounding compounding, Frequency frequency)`
`LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i, Compounding compounding)`
`LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i, Compounding compounding, Frequency frequency)`
`MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, MonotonicCubic i, Compounding compounding)`
`MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, MonotonicCubic i, Compounding compounding, Frequency frequency)`
`NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, SplineCubic i, Compounding compounding)`
`NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, SplineCubic i, Compounding compounding, Frequency frequency)`
`PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp)`
`PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq)`
`PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc)`
`PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc, Linear factory)`
`SpreadedBackwardFlatZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp)`
`SpreadedBackwardFlatZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq)`
`SpreadedBackwardFlatZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc)`
`SpreadedBackwardFlatZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc, BackwardFlat factory)`
`SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp)`
`SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq)`
`SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc)`
`SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc, Linear factory)`
`ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Linear i, Compounding compounding)`
`ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Linear i, Compounding compounding, Frequency frequency)`
`ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle, Compounding comp)`
`ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle, Compounding comp, Frequency freq)`
`ZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandle spreadHandle, Compounding comp, Frequency freq, DayCounter dc)`

Uses of Classorg.quantlib.Compounding

Uses of Compounding in org.quantlib

Uses of Class
org.quantlib.Compounding