Uses of Class
org.quantlib.Duration.Type
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Uses of Duration.Type in org.quantlib
Fields in org.quantlib declared as Duration.Type Modifier and Type Field Description static Duration.TypeDuration.Type. Macaulaystatic Duration.TypeDuration.Type. Modifiedstatic Duration.TypeDuration.Type. SimpleMethods in org.quantlib that return Duration.Type Modifier and Type Method Description static Duration.TypeDuration.Type. swigToEnum(int swigValue)Methods in org.quantlib with parameters of type Duration.Type Modifier and Type Method Description static doubleBondFunctions. duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type)static doubleBondFunctions. duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, Date settlementDate)static doubleBondFunctions. duration(Bond bond, InterestRate yield, Duration.Type type)static doubleBondFunctions. duration(Bond bond, InterestRate yield, Duration.Type type, Date settlementDate)static doubleCashFlows. duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows)static doubleCashFlows. duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate)static doubleCashFlows. duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)static doubleCashFlows. duration(Leg arg0, InterestRate arg1, Duration.Type type, boolean includeSettlementDateFlows)static doubleCashFlows. duration(Leg arg0, InterestRate arg1, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate)
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