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

Uses of DateVector in org.quantlib

Methods in org.quantlib that return DateVector
Modifier and Type	Method	Description
`DateVector`	Calendar.`businessDayList(Date from, Date to)`
`DateVector`	CubicZeroCurve.`dates()`
`DateVector`	DefaultDensityCurve.`dates()`
`DateVector`	DiscountCurve.`dates()`
`DateVector`	Exercise.`dates()`
`DateVector`	ForwardCurve.`dates()`
`DateVector`	GlobalLinearSimpleZeroCurve.`dates()`
`DateVector`	HazardRateCurve.`dates()`
`DateVector`	IntervalPriceTimeSeries.`dates()`
`DateVector`	KrugerLogDiscountCurve.`dates()`
`DateVector`	KrugerZeroCurve.`dates()`
`DateVector`	LogCubicZeroCurve.`dates()`
`DateVector`	LogLinearZeroCurve.`dates()`
`DateVector`	LogMixedLinearCubicDiscountCurve.`dates()`
`DateVector`	MonotonicCubicZeroCurve.`dates()`
`DateVector`	MonotonicLogCubicDiscountCurve.`dates()`
`DateVector`	NaturalCubicDiscountCurve.`dates()`
`DateVector`	NaturalCubicZeroCurve.`dates()`
`DateVector`	NaturalLogCubicDiscountCurve.`dates()`
`DateVector`	PiecewiseConvexMonotoneZero.`dates()`
`DateVector`	PiecewiseCubicZero.`dates()`
`DateVector`	PiecewiseFlatForward.`dates()`
`DateVector`	PiecewiseFlatHazardRate.`dates()`
`DateVector`	PiecewiseKrugerLogDiscount.`dates()`
`DateVector`	PiecewiseKrugerZero.`dates()`
`DateVector`	PiecewiseLinearForward.`dates()`
`DateVector`	PiecewiseLinearZero.`dates()`
`DateVector`	PiecewiseLogCubicDiscount.`dates()`
`DateVector`	PiecewiseLogLinearDiscount.`dates()`
`DateVector`	PiecewiseLogMixedLinearCubicDiscount.`dates()`
`DateVector`	PiecewiseNaturalCubicZero.`dates()`
`DateVector`	PiecewiseNaturalLogCubicDiscount.`dates()`
`DateVector`	PiecewiseSplineCubicDiscount.`dates()`
`DateVector`	PiecewiseYoYInflation.`dates()`
`DateVector`	PiecewiseZeroInflation.`dates()`
`DateVector`	RealTimeSeries.`dates()`
`DateVector`	Schedule.`dates()`
`DateVector`	SurvivalProbabilityCurve.`dates()`
`DateVector`	YoYInflationCurve.`dates()`
`DateVector`	ZeroCurve.`dates()`
`DateVector`	ZeroInflationCurve.`dates()`
`DateVector`	FdmDividendHandler.`dividendDates()`
`DateVector`	OvernightIndexedCoupon.`fixingDates()`
`DateVector`	SubPeriodsCoupon.`fixingDates()`
`DateVector`	Calendar.`holidayList(Date from, Date to)`
`DateVector`	Calendar.`holidayList(Date from, Date to, boolean includeWeekEnds)`
`DateVector`	CapFloorTermVolSurface.`optionDates()`
`DateVector`	SwaptionVolatilityDiscrete.`optionDates()`
`DateVector`	StrippedOptionletBase.`optionletFixingDates()`
`DateVector`	OvernightIndexedCoupon.`valueDates()`
`DateVector`	SubPeriodsCoupon.`valueDates()`

Methods in org.quantlib with parameters of type DateVector
Modifier and Type	Method	Description
`void`	Index.`addFixings(DateVector fixingDates, DoubleVector fixings)`
`void`	Index.`addFixings(DateVector fixingDates, DoubleVector fixings, boolean forceOverwrite)`
`protected static long`	DateVector.`getCPtr(DateVector obj)`
`static IntervalPriceTimeSeries`	IntervalPrice.`makeSeries(DateVector d, DoubleVector open, DoubleVector close, DoubleVector high, DoubleVector low)`
`TimeBasket`	TimeBasket.`rebin(DateVector arg0)`
`protected static long`	DateVector.`swigRelease(DateVector obj)`

Constructors in org.quantlib with parameters of type DateVector
Constructor	Description
`BermudanExercise(DateVector dates)`
`BermudanExercise(DateVector dates, boolean payoffAtExpiry)`
`BlackVarianceCurve(Date referenceDate, DateVector dates, DoubleVector volatilities, DayCounter dayCounter)`
`BlackVarianceCurve(Date referenceDate, DateVector dates, DoubleVector volatilities, DayCounter dayCounter, boolean forceMonotoneVariance)`
`BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter)`
`BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower)`
`BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower, BlackVarianceSurface.Extrapolation upper)`
`BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower, BlackVarianceSurface.Extrapolation upper, String interpolator)`
`CliquetOption(PercentageStrikePayoff payoff, EuropeanExercise maturity, DateVector resetDates)`
`CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)`
`CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)`
`CubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Cubic i)`
`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)`
`DateVector(DateVector other)`
`DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter)`
`DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter, Calendar calendar)`
`DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter, Calendar calendar, Linear i)`
`DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)`
`DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)`
`DiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, LogLinear i)`
`DiscreteAveragingAsianOption(Average.Type averageType, double runningAccumulator, long pastFixings, DateVector fixingDates, StrikedTypePayoff payoff, Exercise exercise)`
`DiscreteAveragingAsianOption(Average.Type averageType, DateVector fixingDates, StrikedTypePayoff payoff, Exercise exercise)`
`DiscreteAveragingAsianOption(Average.Type averageType, DateVector fixingDates, StrikedTypePayoff payoff, Exercise exercise, DoubleVector allPastFixings)`
`DividendBarrierOption(Barrier.Type barrierType, double barrier, double rebate, StrikedTypePayoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends)`
`DividendVanillaOption(StrikedTypePayoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends)`
`FdmAffineG2ModelSwapInnerValue(G2 disModel, G2 fwdModel, VanillaSwap swap, DoubleVector exerciseTimes, DateVector exerciseDates, FdmMesher mesher, long direction)`
`FdmAffineHullWhiteModelSwapInnerValue(HullWhite disModel, HullWhite fwdModel, VanillaSwap swap, DoubleVector exerciseTimes, DateVector exerciseDates, FdmMesher mesher, long direction)`
`FdmBermudanStepCondition(DateVector exerciseDates, Date referenceDate, DayCounter dayCounter, FdmMesher mesher, FdmInnerValueCalculator calculator)`
`FixedLocalVolSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter)`
`FixedLocalVolSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation)`
`FixedLocalVolSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix localVolMatrix, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation, FixedLocalVolSurface.Extrapolation upperExtrapolation)`
`ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter)`
`ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter, Calendar calendar)`
`ForwardCurve(DateVector dates, DoubleVector forwards, DayCounter dayCounter, Calendar calendar, BackwardFlat i)`
`GlobalBootstrap(RateHelperVector additionalHelpers, DateVector additionalDates)`
`GlobalBootstrap(RateHelperVector additionalHelpers, DateVector additionalDates, double accuracy)`
`GridModelLocalVolSurface(Date referenceDate, DateVector dates, DoubleVectorVector strikes, DayCounter dayCounter)`
`GridModelLocalVolSurface(Date referenceDate, DateVector dates, DoubleVectorVector strikes, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation)`
`GridModelLocalVolSurface(Date referenceDate, DateVector dates, DoubleVectorVector strikes, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation, FixedLocalVolSurface.Extrapolation upperExtrapolation)`
`Gsr(YieldTermStructureHandle termStructure, DateVector volstepdates, QuoteHandleVector volatilities, QuoteHandleVector reversions)`
`Gsr(YieldTermStructureHandle termStructure, DateVector volstepdates, QuoteHandleVector volatilities, QuoteHandleVector reversions, double T)`
`HazardRateCurve(DateVector dates, DoubleVector hazardRates, DayCounter dayCounter)`
`HazardRateCurve(DateVector dates, DoubleVector hazardRates, DayCounter dayCounter, Calendar calendar)`
`HazardRateCurve(DateVector dates, DoubleVector hazardRates, DayCounter dayCounter, Calendar calendar, BackwardFlat i)`
`HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params, boolean logging, DateVector mandatoryDates)`
`HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params, boolean logging, DateVector mandatoryDates, double mixingFactor)`
`HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths, DateVector mandatoryDates)`
`HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths, DateVector mandatoryDates, double mixingFactor)`
`HimalayaOption(DateVector fixingDates, double strike)`
`InterpolatedYoYInflationOptionletVolatilityCurve(long settlementDays, Calendar arg1, BusinessDayConvention bdc, DayCounter dc, Period lag, Frequency frequency, boolean indexIsInterpolated, DateVector d, DoubleVector v, double minStrike, double maxStrike)`
`InterpolatedYoYInflationOptionletVolatilityCurve(long settlementDays, Calendar arg1, BusinessDayConvention bdc, DayCounter dc, Period lag, Frequency frequency, boolean indexIsInterpolated, DateVector d, DoubleVector v, double minStrike, double maxStrike, Linear i)`
`IntervalPriceTimeSeries(DateVector d, IntervalPriceVector v)`
`KrugerLogDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)`
`KrugerLogDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)`
`KrugerLogDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, KrugerLog i)`
`KrugerZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)`
`KrugerZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)`
`KrugerZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Kruger i)`
`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)`
`LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)`
`LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, DefaultLogCubic i)`
`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)`
`LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)`
`LogLinearZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogLinear i)`
`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)`
`LogMixedLinearCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)`
`LogMixedLinearCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)`
`LogMixedLinearCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, LogMixedLinearCubic i)`
`MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, OptionletVolatilityStructureHandle capletVol, DateVector capletExpiries, IborIndex iborIndex)`
`MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, OptionletVolatilityStructureHandle capletVol, DateVector capletExpiries, IborIndex iborIndex, MarkovFunctionalSettings modelSettings)`
`MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase)`
`MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, MarkovFunctionalSettings modelSettings)`
`MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)`
`MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)`
`MonotonicCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, MonotonicCubic i)`
`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)`
`MonotonicLogCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)`
`MonotonicLogCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)`
`MonotonicLogCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, MonotonicLogCubic i)`
`NaturalCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)`
`NaturalCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)`
`NaturalCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, SplineCubic i)`
`NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)`
`NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)`
`NaturalCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, SplineCubic i)`
`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)`
`NaturalLogCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter)`
`NaturalLogCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar)`
`NaturalLogCubicDiscountCurve(DateVector dates, DoubleVector discounts, DayCounter dayCounter, Calendar calendar, SplineLogCubic i)`
`PiecewiseConvexMonotoneZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseConvexMonotoneZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, ConvexMonotone i)`
`PiecewiseConvexMonotoneZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, ConvexMonotone i, IterativeBootstrap b)`
`PiecewiseConvexMonotoneZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseConvexMonotoneZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, ConvexMonotone i)`
`PiecewiseConvexMonotoneZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, ConvexMonotone i, IterativeBootstrap b)`
`PiecewiseCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Cubic i)`
`PiecewiseCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Cubic i, IterativeBootstrap b)`
`PiecewiseCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Cubic i)`
`PiecewiseCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Cubic i, IterativeBootstrap b)`
`PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, BackwardFlat i)`
`PiecewiseFlatForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, BackwardFlat i, IterativeBootstrap b)`
`PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, BackwardFlat i)`
`PiecewiseFlatForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, BackwardFlat i, IterativeBootstrap b)`
`PiecewiseKrugerLogDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseKrugerLogDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, KrugerLog i)`
`PiecewiseKrugerLogDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, KrugerLog i, IterativeBootstrap b)`
`PiecewiseKrugerLogDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseKrugerLogDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, KrugerLog i)`
`PiecewiseKrugerLogDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, KrugerLog i, IterativeBootstrap b)`
`PiecewiseKrugerZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseKrugerZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Kruger i)`
`PiecewiseKrugerZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Kruger i, IterativeBootstrap b)`
`PiecewiseKrugerZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseKrugerZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Kruger i)`
`PiecewiseKrugerZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Kruger i, IterativeBootstrap b)`
`PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear i)`
`PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear i, IterativeBootstrap b)`
`PiecewiseLinearForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLinearForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear i)`
`PiecewiseLinearForward(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear i, IterativeBootstrap b)`
`PiecewiseLinearZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLinearZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear i)`
`PiecewiseLinearZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear i, IterativeBootstrap b)`
`PiecewiseLinearZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLinearZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear i)`
`PiecewiseLinearZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, Linear i, IterativeBootstrap b)`
`PiecewiseLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, MonotonicLogCubic i)`
`PiecewiseLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, MonotonicLogCubic i, IterativeBootstrap b)`
`PiecewiseLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, MonotonicLogCubic i)`
`PiecewiseLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, MonotonicLogCubic i, IterativeBootstrap b)`
`PiecewiseLogLinearDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLogLinearDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogLinear i)`
`PiecewiseLogLinearDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogLinear i, IterativeBootstrap b)`
`PiecewiseLogLinearDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLogLinearDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogLinear i)`
`PiecewiseLogLinearDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogLinear i, IterativeBootstrap b)`
`PiecewiseLogMixedLinearCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLogMixedLinearCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogMixedLinearCubic i)`
`PiecewiseLogMixedLinearCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogMixedLinearCubic i, IterativeBootstrap b)`
`PiecewiseLogMixedLinearCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseLogMixedLinearCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogMixedLinearCubic i)`
`PiecewiseLogMixedLinearCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, LogMixedLinearCubic i, IterativeBootstrap b)`
`PiecewiseNaturalCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseNaturalCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic i)`
`PiecewiseNaturalCubicZero(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic i, IterativeBootstrap b)`
`PiecewiseNaturalCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseNaturalCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic i)`
`PiecewiseNaturalCubicZero(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic i, IterativeBootstrap b)`
`PiecewiseNaturalLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseNaturalLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineLogCubic i)`
`PiecewiseNaturalLogCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineLogCubic i, IterativeBootstrap b)`
`PiecewiseNaturalLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseNaturalLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineLogCubic i)`
`PiecewiseNaturalLogCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineLogCubic i, IterativeBootstrap b)`
`PiecewiseSplineCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseSplineCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic i)`
`PiecewiseSplineCubicDiscount(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic i, IterativeBootstrap b)`
`PiecewiseSplineCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates)`
`PiecewiseSplineCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic i)`
`PiecewiseSplineCubicDiscount(Date referenceDate, RateHelperVector instruments, DayCounter dayCounter, QuoteHandleVector jumps, DateVector jumpDates, SplineCubic i, IterativeBootstrap b)`
`PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates)`
`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)`
`RealTimeSeries(DateVector d, DoubleVector v)`
`Schedule(DateVector arg0)`
`Schedule(DateVector arg0, Calendar calendar)`
`Schedule(DateVector arg0, Calendar calendar, BusinessDayConvention convention)`
`SpreadedBackwardFlatZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates)`
`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)`
`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)`
`StrippedOptionlet(long settlementDays, Calendar calendar, BusinessDayConvention bdc, IborIndex iborIndex, DateVector optionletDates, DoubleVector strikes, QuoteHandleVectorVector volatilities, DayCounter dc)`
`StrippedOptionlet(long settlementDays, Calendar calendar, BusinessDayConvention bdc, IborIndex iborIndex, DateVector optionletDates, DoubleVector strikes, QuoteHandleVectorVector volatilities, DayCounter dc, VolatilityType type)`
`StrippedOptionlet(long settlementDays, Calendar calendar, BusinessDayConvention bdc, IborIndex iborIndex, DateVector optionletDates, DoubleVector strikes, QuoteHandleVectorVector volatilities, DayCounter dc, VolatilityType type, double displacement)`
`SurvivalProbabilityCurve(DateVector dates, DoubleVector probabilities, DayCounter dayCounter)`
`SurvivalProbabilityCurve(DateVector dates, DoubleVector probabilities, DayCounter dayCounter, Calendar calendar)`
`SurvivalProbabilityCurve(DateVector dates, DoubleVector probabilities, DayCounter dayCounter, Calendar calendar, Linear i)`
`SwaptionVolatilityMatrix(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter)`
`SwaptionVolatilityMatrix(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation)`
`SwaptionVolatilityMatrix(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type)`
`SwaptionVolatilityMatrix(Date referenceDate, Calendar calendar, BusinessDayConvention bdc, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, Matrix shifts)`
`SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter)`
`SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation)`
`SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type)`
`SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, Matrix shifts)`
`SwingExercise(DateVector dates)`
`TimeBasket(DateVector arg0, DoubleVector arg1)`
`YoYInflationCurve(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, boolean indexIsInterpolated, DateVector dates, DoubleVector rates)`
`YoYInflationCurve(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, boolean indexIsInterpolated, DateVector dates, DoubleVector rates, Linear interpolator)`
`ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)`
`ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)`
`ZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, Linear i)`
`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)`
`ZeroInflationCurve(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, DateVector dates, DoubleVector rates)`
`ZeroInflationCurve(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, DateVector dates, DoubleVector rates, Linear interpolator)`

Uses of Classorg.quantlib.DateVector

Uses of DateVector in org.quantlib

Uses of Class
org.quantlib.DateVector