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

Uses of YieldTermStructure in org.quantlib

Subclasses of YieldTermStructure in org.quantlib
Modifier and Type	Class	Description
`class`	`CubicZeroCurve`
`class`	`DiscountCurve`
`class`	`FittedBondDiscountCurve`
`class`	`FlatForward`
`class`	`ForwardCurve`
`class`	`ForwardSpreadedTermStructure`
`class`	`GlobalLinearSimpleZeroCurve`
`class`	`ImpliedTermStructure`
`class`	`KrugerLogDiscountCurve`
`class`	`KrugerZeroCurve`
`class`	`LogCubicZeroCurve`
`class`	`LogLinearZeroCurve`
`class`	`LogMixedLinearCubicDiscountCurve`
`class`	`MonotonicCubicZeroCurve`
`class`	`MonotonicLogCubicDiscountCurve`
`class`	`NaturalCubicDiscountCurve`
`class`	`NaturalCubicZeroCurve`
`class`	`NaturalLogCubicDiscountCurve`
`class`	`PiecewiseConvexMonotoneZero`
`class`	`PiecewiseCubicZero`
`class`	`PiecewiseFlatForward`
`class`	`PiecewiseKrugerLogDiscount`
`class`	`PiecewiseKrugerZero`
`class`	`PiecewiseLinearForward`
`class`	`PiecewiseLinearZero`
`class`	`PiecewiseLogCubicDiscount`
`class`	`PiecewiseLogLinearDiscount`
`class`	`PiecewiseLogMixedLinearCubicDiscount`
`class`	`PiecewiseNaturalCubicZero`
`class`	`PiecewiseNaturalLogCubicDiscount`
`class`	`PiecewiseSplineCubicDiscount`
`class`	`PiecewiseZeroSpreadedTermStructure`
`class`	`QuantoTermStructure`
`class`	`SpreadedBackwardFlatZeroInterpolatedTermStructure`
`class`	`SpreadedLinearZeroInterpolatedTermStructure`
`class`	`UltimateForwardTermStructure`
`class`	`ZeroCurve`
`class`	`ZeroSpreadedTermStructure`

Methods in org.quantlib that return YieldTermStructure
Modifier and Type	Method	Description
`YieldTermStructure`	YieldTermStructureHandle.`__deref__()`
`YieldTermStructure`	YieldTermStructureHandle.`currentLink()`

Methods in org.quantlib with parameters of type YieldTermStructure
Modifier and Type	Method	Description
`static double`	BondFunctions.`atmRate(Bond bond, YieldTermStructure discountCurve)`
`static double`	BondFunctions.`atmRate(Bond bond, YieldTermStructure discountCurve, Date settlementDate)`
`static double`	BondFunctions.`atmRate(Bond bond, YieldTermStructure discountCurve, Date settlementDate, double cleanPrice)`
`double`	CapFloor.`atmRate(YieldTermStructure discountCurve)`
`static double`	CashFlows.`atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double npv)`
`static double`	BondFunctions.`bps(Bond bond, YieldTermStructure discountCurve)`
`static double`	BondFunctions.`bps(Bond bond, YieldTermStructure discountCurve, Date settlementDate)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	BondFunctions.`cleanPrice(Bond bond, YieldTermStructure discountCurve)`
`static double`	BondFunctions.`cleanPrice(Bond bond, YieldTermStructure discountCurve, Date settlementDate)`
`static double`	QuantLib.`cleanPriceFromZSpread(Bond bond, YieldTermStructure discountCurve, double zSpread, DayCounter dc, Compounding compounding, Frequency freq)`
`static double`	QuantLib.`cleanPriceFromZSpread(Bond bond, YieldTermStructure discountCurve, double zSpread, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate)`
`protected static long`	YieldTermStructure.`getCPtr(YieldTermStructure obj)`
`void`	RelinkableYieldTermStructureHandle.`linkTo(YieldTermStructure arg0)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static DoublePair`	CashFlows.`npvbps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows)`
`static DoublePair`	CashFlows.`npvbps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate)`
`static DoublePair`	CashFlows.`npvbps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations)`
`static double`	BondFunctions.`zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations, double guess)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations)`
`static double`	CashFlows.`zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations, double guess)`

Constructors in org.quantlib with parameters of type YieldTermStructure
Constructor	Description
`FdmCEVOp(FdmMesher mesher, YieldTermStructure rTS, double f0, double alpha, double beta, long direction)`
`FdmDiscountDirichletBoundary(FdmMesher mesher, YieldTermStructure rTS, double maturityTime, double valueOnBoundary, long direction, FdmBoundaryCondition.Side side)`
`FdmLocalVolFwdOp(FdmMesher mesher, Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol)`
`FdmLocalVolFwdOp(FdmMesher mesher, Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long direction)`
`FdmOrnsteinUhlenbeckOp(FdmMesher mesher, OrnsteinUhlenbeckProcess p, YieldTermStructure rTS)`
`FdmOrnsteinUhlenbeckOp(FdmMesher mesher, OrnsteinUhlenbeckProcess p, YieldTermStructure rTS, long direction)`
`FdmQuantoHelper(YieldTermStructure rTS, YieldTermStructure fTS, BlackVolTermStructure fxVolTS, double equityFxCorrelation, double exchRateATMlevel)`
`FdmSabrOp(FdmMesher mesher, YieldTermStructure rTS, double f0, double alpha, double beta, double nu, double rho)`
`FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS)`
`FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, long tGrid)`
`FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, long tGrid, long xGrid)`
`FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, long tGrid, long xGrid, long dampingSteps)`
`FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, long tGrid, long xGrid, long dampingSteps, double epsilon)`
`FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, long tGrid, long xGrid, long dampingSteps, double epsilon, FdmSchemeDesc schemeDesc)`
`FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends)`
`FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid)`
`FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid, long xGrid)`
`FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps)`
`FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, double epsilon)`
`FdOrnsteinUhlenbeckVanillaEngine(OrnsteinUhlenbeckProcess arg0, YieldTermStructure rTS, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, double epsilon, FdmSchemeDesc schemeDesc)`
`FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS)`
`FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid)`
`FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid, long xGrid)`
`FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid, long xGrid, long yGrid)`
`FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid, long xGrid, long yGrid, DoublePairVector shape)`
`FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, long tGrid, long xGrid, long yGrid, DoublePairVector shape, FdmSchemeDesc schemeDesc)`
`LocalVolRNDCalculator(Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol)`
`LocalVolRNDCalculator(Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long xGrid)`
`LocalVolRNDCalculator(Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long xGrid, long tGrid)`
`LocalVolRNDCalculator(Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long xGrid, long tGrid, double x0Density)`
`LocalVolRNDCalculator(Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long xGrid, long tGrid, double x0Density, double localVolProbEps)`
`LocalVolRNDCalculator(Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long xGrid, long tGrid, double x0Density, double localVolProbEps, long maxIter)`
`LocalVolRNDCalculator(Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long xGrid, long tGrid, double x0Density, double localVolProbEps, long maxIter, double gaussianStepSize)`
`RelinkableYieldTermStructureHandle(YieldTermStructure arg0)`
`YieldTermStructureHandle(YieldTermStructure arg0)`

Uses of Classorg.quantlib.YieldTermStructure

Uses of YieldTermStructure in org.quantlib

Uses of Class
org.quantlib.YieldTermStructure