1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
|
/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 1.3.29
*
* Do not make changes to this file unless you know what you are doing--modify
* the SWIG interface file instead.
* ----------------------------------------------------------------------------- */
package org.quantlib;
public class QuantLib {
public static Matrix transpose(Matrix m) {
return new Matrix(QuantLibJNI.transpose(Matrix.getCPtr(m)), true);
}
public static Matrix outerProduct(Array v1, Array v2) {
return new Matrix(QuantLibJNI.outerProduct(Array.getCPtr(v1), Array.getCPtr(v2)), true);
}
public static Matrix pseudoSqrt(Matrix m, SalvagingAlgorithm.Type a) {
return new Matrix(QuantLibJNI.pseudoSqrt(Matrix.getCPtr(m), a.swigValue()), true);
}
public static int nullInt() {
return QuantLibJNI.nullInt();
}
public static double nullDouble() {
return QuantLibJNI.nullDouble();
}
public static CashFlowVector FixedRateCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, DoubleVector couponRates, DayCounter dayCount, DayCounter firstPeriodDayCount) {
return new CashFlowVector(QuantLibJNI.FixedRateCouponVector__SWIG_0(Schedule.getCPtr(schedule), paymentAdjustment.swigValue(), DoubleVector.getCPtr(nominals), DoubleVector.getCPtr(couponRates), DayCounter.getCPtr(dayCount), DayCounter.getCPtr(firstPeriodDayCount)), true);
}
public static CashFlowVector FixedRateCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, DoubleVector couponRates, DayCounter dayCount) {
return new CashFlowVector(QuantLibJNI.FixedRateCouponVector__SWIG_1(Schedule.getCPtr(schedule), paymentAdjustment.swigValue(), DoubleVector.getCPtr(nominals), DoubleVector.getCPtr(couponRates), DayCounter.getCPtr(dayCount)), true);
}
public static CashFlowVector FloatingRateCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, Xibor index, int fixingDays, DoubleVector spreads) {
return new CashFlowVector(QuantLibJNI.FloatingRateCouponVector__SWIG_0(Schedule.getCPtr(schedule), paymentAdjustment.swigValue(), DoubleVector.getCPtr(nominals), Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads)), true);
}
public static CashFlowVector FloatingRateCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, Xibor index, int fixingDays) {
return new CashFlowVector(QuantLibJNI.FloatingRateCouponVector__SWIG_1(Schedule.getCPtr(schedule), paymentAdjustment.swigValue(), DoubleVector.getCPtr(nominals), Xibor.getCPtr(index), fixingDays), true);
}
public static CashFlowVector ParCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, Xibor index, int fixingDays, DoubleVector spreads) {
return new CashFlowVector(QuantLibJNI.ParCouponVector__SWIG_0(Schedule.getCPtr(schedule), paymentAdjustment.swigValue(), DoubleVector.getCPtr(nominals), Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads)), true);
}
public static CashFlowVector ParCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, Xibor index, int fixingDays) {
return new CashFlowVector(QuantLibJNI.ParCouponVector__SWIG_1(Schedule.getCPtr(schedule), paymentAdjustment.swigValue(), DoubleVector.getCPtr(nominals), Xibor.getCPtr(index), fixingDays), true);
}
public static CashFlowVector InArrearIndexedCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, Xibor index, int fixingDays, DoubleVector spreads) {
return new CashFlowVector(QuantLibJNI.InArrearIndexedCouponVector__SWIG_0(Schedule.getCPtr(schedule), paymentAdjustment.swigValue(), DoubleVector.getCPtr(nominals), Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads)), true);
}
public static CashFlowVector InArrearIndexedCouponVector(Schedule schedule, BusinessDayConvention paymentAdjustment, DoubleVector nominals, Xibor index, int fixingDays) {
return new CashFlowVector(QuantLibJNI.InArrearIndexedCouponVector__SWIG_1(Schedule.getCPtr(schedule), paymentAdjustment.swigValue(), DoubleVector.getCPtr(nominals), Xibor.getCPtr(index), fixingDays), true);
}
public static Matrix getCovariance(Array volatilities, Matrix correlations) {
return new Matrix(QuantLibJNI.getCovariance(Array.getCPtr(volatilities), Matrix.getCPtr(correlations)), true);
}
public static Array SymmetricEigenvalues(Matrix s) {
return new Array(QuantLibJNI.SymmetricEigenvalues(Matrix.getCPtr(s)), true);
}
public static Matrix SymmetricEigenvectors(Matrix s) {
return new Matrix(QuantLibJNI.SymmetricEigenvectors(Matrix.getCPtr(s)), true);
}
}
|
