Uses of Class
org.quantlib.Duration.Type

Uses of Duration.Type in org.quantlib

Fields in org.quantlib declared as Duration.Type

Modifier and Type	Field	Description
static Duration.Type	Duration.Type.Macaulay
static Duration.Type	Duration.Type.Modified
static Duration.Type	Duration.Type.Simple

Methods in org.quantlib that return Duration.Type

Modifier and Type	Method	Description
static Duration.Type	Duration.Type.swigToEnum(int swigValue)

Methods in org.quantlib with parameters of type Duration.Type

Modifier and Type	Method	Description
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	BondFunctions.duration(Bond bond, InterestRate yield, Duration.Type type)
static double	BondFunctions.duration(Bond bond, InterestRate yield, 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)
static double	CashFlows.duration(Leg arg0, InterestRate arg1, Duration.Type type, boolean includeSettlementDateFlows)
static double	CashFlows.duration(Leg arg0, InterestRate arg1, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate)