Package org.jquantlib.lang.reflect

Examples of org.jquantlib.lang.reflect.TypeTokenTree

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            final DayCounter dayCounter,
            final Handle<Quote>[] jumps,
            final Date[] jumpDates) {
        this(referenceDate, instruments, dayCounter, jumps, jumpDates,
                1.0e-12,
                new TypeTokenTree(PiecewiseYieldCurve.class).getElement(1),
                new TypeTokenTree(PiecewiseYieldCurve.class).getElement(2));
    }
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            final Handle<Quote>[] jumps,
            final Date[] jumpDates,
            final /*@Real*/ double accuracy) {
        this(referenceDate, instruments, dayCounter, jumps, jumpDates,
                accuracy,
                new TypeTokenTree(PiecewiseYieldCurve.class).getElement(1),
                new TypeTokenTree(PiecewiseYieldCurve.class).getElement(2));
    }
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            final /*@Real*/ double accuracy, //TODO: default value: 1.0e-12
            final Class<?> interpolator) {
        this(referenceDate, instruments, dayCounter, jumps, jumpDates,
                accuracy,
                constructInterpolator(interpolator),
                constructBootstrap(new TypeTokenTree(PiecewiseYieldCurve.class).getElement(2)));
    }
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        // retrieve generic parameters
        // *** NOTE:: NOT SURE IF THIS CODE IS CORRECT: I (interpolator) and B (bootstrap) are being passed as formal parameters.
        // *** See InterpolatedDiscountCurve: default formal arguments are "guessed" from generic parameters via ...
        // ***         new TypeTokenTree(InterpolatedDiscountCurve.class).getElement(0)
        // *** in some constructors, which assume defaults.
        final TypeTokenTree ttt = new TypeTokenTree(this.getClass());
        final Class<?> classT = ttt.getElement(0);
        final Class<?> classI = ttt.getElement(1);
        final Class<?> classB = ttt.getElement(2);
        QL.require(classT!=null , "T is null"); // TODO: message
        QL.require(classI!=null , "I is null"); // TODO: message
        QL.require(classB!=null , "B is null"); // TODO: message

        // instantiate base class and call super constructor
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        // retrieve generic parameters
        // *** NOTE:: NOT SURE IF THIS CODE IS CORRECT: I (interpolator) and B (bootstrap) are being passed as formal parameters.
        // *** See InterpolatedDiscountCurve: default formal arguments are "guessed" from generic parameters via ...
        // ***         new TypeTokenTree(InterpolatedDiscountCurve.class).getElement(0)
        // *** in some constructors, which assume defaults.
        final TypeTokenTree ttt = new TypeTokenTree(this.getClass());
        final Class<?> classT = ttt.getElement(0);
        final Class<?> classI = ttt.getElement(1);
        final Class<?> classB = ttt.getElement(2);
        QL.require(classT!=null , "T is null"); // TODO: message
        QL.require(classI!=null , "I is null"); // TODO: message
        QL.require(classB!=null , "B is null"); // TODO: message

        // instantiate base class and call super constructor
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    public BootstrapError(
            final PiecewiseCurve curve,
            final RateHelper helper,
            final int segment) {
        this(new TypeTokenTree(BootstrapError.class).getElement(0), curve, helper, segment);
    }
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    //
    // public constructors
    //

    public LocalBootstrap(final int localisation, final boolean forcePositive) {
        this(new TypeTokenTree(LocalBootstrap.class).getElement(0), localisation, forcePositive);
    }
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        }
    }


    protected InterpolatedDiscountCurve(final DayCounter dc) {
        this(dc, new TypeTokenTree(InterpolatedDiscountCurve.class).getElement(0));
    }
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            final DayCounter dc,
            final Interpolator interpolator) {
        super(dc);
        QL.validateExperimentalMode();

        this.classI = new TypeTokenTree(this.getClass()).getElement(0);
        if (classI != interpolator.getClass())
            throw new LibraryException(ReflectConstants.WRONG_ARGUMENT_TYPE);
        this.interpolator = interpolator;
    }
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    }

    protected InterpolatedDiscountCurve(
            final Date referenceDate,
            final DayCounter dc) {
        this(referenceDate, dc, new TypeTokenTree(InterpolatedDiscountCurve.class).getElement(0));
    }
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Related Classes of org.jquantlib.lang.reflect.TypeTokenTree

  • org.jquantlib.cashflow.FloatingLeg
  • org.jquantlib.math.integrals.TrapezoidIntegral
  • org.jquantlib.pricingengines.BinomialConvertibleEngine
  • org.jquantlib.pricingengines.vanilla.finitedifferences.FDEngineAdapter
  • org.jquantlib.termstructures.BootstrapError
  • org.jquantlib.termstructures.IterativeBootstrap
  • org.jquantlib.termstructures.LocalBootstrap
  • org.jquantlib.termstructures.yieldcurves.InterpolatedDiscountCurve
  • org.jquantlib.termstructures.yieldcurves.PiecewiseYieldCurve
  • org.jquantlib.testsuite.lang.TypeTokenTreeTest$AnotherClass
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