Uses of Class
org.quantlib.Linear

Uses of Linear in org.quantlib

Methods in org.quantlib with parameters of type Linear

Modifier and Type	Method	Description
protected static long	Linear.getCPtr(Linear obj)
protected static long	Linear.swigRelease(Linear obj)

Constructors in org.quantlib with parameters of type Linear

Constructor	Description
DefaultDensityCurve(DateVector dates, DoubleVector densities, DayCounter dayCounter, Calendar calendar, Linear i)
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)
KInterpolatedYoYInflationOptionletVolatilitySurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, DayCounter dc, Period lag, YoYCapFloorTermPriceSurface capFloorPrices, PricingEngine pricer, YoYOptionletStripper yoyOptionletStripper, double slope, Linear interpolator)
LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Linear interpolator)
LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Linear interpolator, DayCounter dc)
LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Linear interpolator, DayCounter dc, VolatilityType type)
LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, Linear interpolator, DayCounter dc, VolatilityType type, double shift)
LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator)
LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator, DayCounter dc)
LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator, DayCounter dc, VolatilityType type)
LinearInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, Linear interpolator, DayCounter dc, VolatilityType type, double shift)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Linear interpolator)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Linear interpolator, Date referenceDate)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type, double shift)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator, Date referenceDate)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type)
LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type, double shift)
PiecewiseLinearForward(int settlementDays, Calendar calendar, RateHelperVector instruments, DayCounter dayCounter, IterativeBootstrap b, Linear i)
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, IterativeBootstrap b, Linear i)
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, IterativeBootstrap b, Linear i)
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, IterativeBootstrap b, Linear i)
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)
PiecewiseYoYInflation(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, boolean indexIsInterpolated, double baseRate, YoYHelperVector instruments, double accuracy, Linear i)
PiecewiseZeroInflation(Date referenceDate, Calendar calendar, DayCounter dayCounter, Period lag, Frequency frequency, double baseRate, ZeroHelperVector instruments, double accuracy, Linear i)
PiecewiseZeroSpreadedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc, Linear factory)
SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructureHandle curveHandle, QuoteHandleVector spreadHandles, DateVector dates, Compounding comp, Frequency freq, DayCounter dc, Linear factory)
SurvivalProbabilityCurve(DateVector dates, DoubleVector probabilities, DayCounter dayCounter, Calendar calendar, Linear i)
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, 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, Linear interpolator)