Uses of Class
org.quantlib.InterestRate

Uses of InterestRate in org.quantlib

Methods in org.quantlib that return InterestRate

Modifier and Type	Method	Description
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)
InterestRate	ForwardRateAgreement.forwardRate()
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)
InterestRate	InterestRateVector.get(int index)
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)
InterestRate	FixedRateCoupon.interestRate()
InterestRate	InterestRateVector.remove(int index)
InterestRate	InterestRateVector.set(int index, InterestRate e)
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)

Methods in org.quantlib with parameters of type InterestRate

Modifier and Type	Method	Description
void	InterestRateVector.add(int index, InterestRate e)
boolean	InterestRateVector.add(InterestRate e)
static double	BondFunctions.basisPointValue(Bond bond, InterestRate yield)
static double	BondFunctions.basisPointValue(Bond bond, InterestRate yield, Date settlementDate)
static double	CashFlows.basisPointValue(Leg leg, InterestRate yield, boolean includeSettlementDateFlows)
static double	CashFlows.basisPointValue(Leg leg, InterestRate yield, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.basisPointValue(Leg leg, InterestRate yield, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	BondFunctions.bps(Bond bond, InterestRate yield)
static double	BondFunctions.bps(Bond bond, InterestRate yield, Date settlementDate)
static double	CashFlows.bps(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows)
static double	CashFlows.bps(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.bps(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	BondFunctions.cleanPrice(Bond bond, InterestRate yield)
static double	BondFunctions.cleanPrice(Bond bond, InterestRate yield, Date settlementDate)
static double	BondFunctions.convexity(Bond bond, InterestRate yield)
static double	BondFunctions.convexity(Bond bond, InterestRate yield, Date settlementDate)
static double	CashFlows.convexity(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows)
static double	CashFlows.convexity(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.convexity(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
static double	BondFunctions.duration(Bond bond, InterestRate yield)
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, InterestRate arg1, Duration.Type type, boolean includeSettlementDateFlows)
static double	CashFlows.duration(Leg arg0, InterestRate arg1, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate)
protected static long	InterestRate.getCPtr(InterestRate obj)
static double	CashFlows.npv(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows)
static double	CashFlows.npv(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate)
static double	CashFlows.npv(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)
InterestRate	InterestRateVector.set(int index, InterestRate e)
protected static long	InterestRate.swigRelease(InterestRate obj)
static double	BondFunctions.yieldValueBasisPoint(Bond bond, InterestRate yield)
static double	BondFunctions.yieldValueBasisPoint(Bond bond, InterestRate yield, Date settlementDate)

Constructors in org.quantlib with parameters of type InterestRate

Constructor	Description
InterestRateVector(int count, InterestRate value)
InterestRateVector(InterestRate[] initialElements)

Constructor parameters in org.quantlib with type arguments of type InterestRate

Constructor	Description
InterestRateVector(Iterable<InterestRate> initialElements)