# This file was automatically generated by SWIG (http://www.swig.org). # Version 3.0.12 # # Do not make changes to this file unless you know what you are doing--modify # the SWIG interface file instead. from sys import version_info as _swig_python_version_info if _swig_python_version_info >= (2, 7, 0): def swig_import_helper(): import importlib pkg = __name__.rpartition('.')[0] mname = '.'.join((pkg, '_QuantLib')).lstrip('.') try: return importlib.import_module(mname) except ImportError: return importlib.import_module('_QuantLib') _QuantLib = swig_import_helper() del swig_import_helper elif _swig_python_version_info >= (2, 6, 0): def swig_import_helper(): from os.path import dirname import imp fp = None try: fp, pathname, description = imp.find_module('_QuantLib', [dirname(__file__)]) except ImportError: import _QuantLib return _QuantLib try: _mod = imp.load_module('_QuantLib', fp, pathname, description) finally: if fp is not None: fp.close() return _mod _QuantLib = swig_import_helper() del swig_import_helper else: import _QuantLib del _swig_python_version_info try: _swig_property = property except NameError: pass # Python < 2.2 doesn't have 'property'. try: import builtins as __builtin__ except ImportError: import __builtin__ def _swig_setattr_nondynamic(self, class_type, name, value, static=1): if (name == "thisown"): return self.this.own(value) if (name == "this"): if type(value).__name__ == 'SwigPyObject': self.__dict__[name] = value return method = class_type.__swig_setmethods__.get(name, None) if method: return method(self, value) if (not static): object.__setattr__(self, name, value) else: raise AttributeError("You cannot add attributes to %s" % self) def _swig_setattr(self, class_type, name, value): return _swig_setattr_nondynamic(self, class_type, name, value, 0) def _swig_getattr(self, class_type, name): if (name == "thisown"): return self.this.own() method = class_type.__swig_getmethods__.get(name, None) if method: return method(self) raise AttributeError("'%s' object has no attribute '%s'" % (class_type.__name__, name)) def _swig_repr(self): try: strthis = "proxy of " + self.this.__repr__() except __builtin__.Exception: strthis = "" return "<%s.%s; %s >" % (self.__class__.__module__, self.__class__.__name__, strthis,) def _swig_setattr_nondynamic_method(set): def set_attr(self, name, value): if (name == "thisown"): return self.this.own(value) if hasattr(self, name) or (name == "this"): set(self, name, value) else: raise AttributeError("You cannot add attributes to %s" % self) return set_attr class SwigPyIterator(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined - class is abstract") __repr__ = _swig_repr __swig_destroy__ = _QuantLib.delete_SwigPyIterator __del__ = lambda self: None def value(self): return _QuantLib.SwigPyIterator_value(self) def incr(self, n=1): return _QuantLib.SwigPyIterator_incr(self, n) def decr(self, n=1): return _QuantLib.SwigPyIterator_decr(self, n) def distance(self, x): return _QuantLib.SwigPyIterator_distance(self, x) def equal(self, x): return _QuantLib.SwigPyIterator_equal(self, x) def copy(self): return _QuantLib.SwigPyIterator_copy(self) def next(self): return _QuantLib.SwigPyIterator_next(self) def __next__(self): return _QuantLib.SwigPyIterator___next__(self) def previous(self): return _QuantLib.SwigPyIterator_previous(self) def advance(self, n): return _QuantLib.SwigPyIterator_advance(self, n) def __eq__(self, x): return _QuantLib.SwigPyIterator___eq__(self, x) def __ne__(self, x): return _QuantLib.SwigPyIterator___ne__(self, x) def __iadd__(self, n): return _QuantLib.SwigPyIterator___iadd__(self, n) def __isub__(self, n): return _QuantLib.SwigPyIterator___isub__(self, n) def __add__(self, n): return _QuantLib.SwigPyIterator___add__(self, n) def __sub__(self, *args): return _QuantLib.SwigPyIterator___sub__(self, *args) def __iter__(self): return self SwigPyIterator_swigregister = _QuantLib.SwigPyIterator_swigregister SwigPyIterator_swigregister(SwigPyIterator) cvar = _QuantLib.cvar __hexversion__ = cvar.__hexversion__ __version__ = cvar.__version__ Sunday = _QuantLib.Sunday Monday = _QuantLib.Monday Tuesday = _QuantLib.Tuesday Wednesday = _QuantLib.Wednesday Thursday = _QuantLib.Thursday Friday = _QuantLib.Friday Saturday = _QuantLib.Saturday January = _QuantLib.January February = _QuantLib.February March = _QuantLib.March April = _QuantLib.April May = _QuantLib.May June = _QuantLib.June July = _QuantLib.July August = _QuantLib.August September = _QuantLib.September October = _QuantLib.October November = _QuantLib.November December = _QuantLib.December Days = _QuantLib.Days Weeks = _QuantLib.Weeks Months = _QuantLib.Months Years = _QuantLib.Years Hours = _QuantLib.Hours Minutes = _QuantLib.Minutes Seconds = _QuantLib.Seconds Milliseconds = _QuantLib.Milliseconds Microseconds = _QuantLib.Microseconds NoFrequency = _QuantLib.NoFrequency Once = _QuantLib.Once Annual = _QuantLib.Annual Semiannual = _QuantLib.Semiannual EveryFourthMonth = _QuantLib.EveryFourthMonth Quarterly = _QuantLib.Quarterly Bimonthly = _QuantLib.Bimonthly Monthly = _QuantLib.Monthly EveryFourthWeek = _QuantLib.EveryFourthWeek Biweekly = _QuantLib.Biweekly Weekly = _QuantLib.Weekly Daily = _QuantLib.Daily OtherFrequency = _QuantLib.OtherFrequency class Period(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def length(self): return _QuantLib.Period_length(self) def units(self): return _QuantLib.Period_units(self) def frequency(self): return _QuantLib.Period_frequency(self) def __init__(self, *args): this = _QuantLib.new_Period(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __str__(self): return _QuantLib.Period___str__(self) def __repr__(self): return _QuantLib.Period___repr__(self) def __neg__(self): return _QuantLib.Period___neg__(self) def __mul__(self, n): return _QuantLib.Period___mul__(self, n) def __rmul__(self, n): return _QuantLib.Period___rmul__(self, n) def __lt__(self, other): return _QuantLib.Period___lt__(self, other) def __gt__(self, other): return _QuantLib.Period___gt__(self, other) def __le__(self, other): return _QuantLib.Period___le__(self, other) def __ge__(self, other): return _QuantLib.Period___ge__(self, other) def __eq__(self, other): return _QuantLib.Period___eq__(self, other) def __cmp__(self, other): return _QuantLib.Period___cmp__(self, other) def __hash__(self): return hash(str(self)) __swig_destroy__ = _QuantLib.delete_Period __del__ = lambda self: None Period_swigregister = _QuantLib.Period_swigregister Period_swigregister(Period) class PeriodVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.PeriodVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.PeriodVector___nonzero__(self) def __bool__(self): return _QuantLib.PeriodVector___bool__(self) def __len__(self): return _QuantLib.PeriodVector___len__(self) def __getslice__(self, i, j): return _QuantLib.PeriodVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.PeriodVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.PeriodVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.PeriodVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.PeriodVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.PeriodVector___setitem__(self, *args) def pop(self): return _QuantLib.PeriodVector_pop(self) def append(self, x): return _QuantLib.PeriodVector_append(self, x) def empty(self): return _QuantLib.PeriodVector_empty(self) def size(self): return _QuantLib.PeriodVector_size(self) def swap(self, v): return _QuantLib.PeriodVector_swap(self, v) def begin(self): return _QuantLib.PeriodVector_begin(self) def end(self): return _QuantLib.PeriodVector_end(self) def rbegin(self): return _QuantLib.PeriodVector_rbegin(self) def rend(self): return _QuantLib.PeriodVector_rend(self) def clear(self): return _QuantLib.PeriodVector_clear(self) def get_allocator(self): return _QuantLib.PeriodVector_get_allocator(self) def pop_back(self): return _QuantLib.PeriodVector_pop_back(self) def erase(self, *args): return _QuantLib.PeriodVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_PeriodVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.PeriodVector_push_back(self, x) def front(self): return _QuantLib.PeriodVector_front(self) def back(self): return _QuantLib.PeriodVector_back(self) def assign(self, n, x): return _QuantLib.PeriodVector_assign(self, n, x) def resize(self, *args): return _QuantLib.PeriodVector_resize(self, *args) def insert(self, *args): return _QuantLib.PeriodVector_insert(self, *args) def reserve(self, n): return _QuantLib.PeriodVector_reserve(self, n) def capacity(self): return _QuantLib.PeriodVector_capacity(self) __swig_destroy__ = _QuantLib.delete_PeriodVector __del__ = lambda self: None PeriodVector_swigregister = _QuantLib.PeriodVector_swigregister PeriodVector_swigregister(PeriodVector) import datetime as _datetime class Date(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def weekday(self): return _QuantLib.Date_weekday(self) def dayOfMonth(self): return _QuantLib.Date_dayOfMonth(self) def dayOfYear(self): return _QuantLib.Date_dayOfYear(self) def month(self): return _QuantLib.Date_month(self) def year(self): return _QuantLib.Date_year(self) def hours(self): return _QuantLib.Date_hours(self) def minutes(self): return _QuantLib.Date_minutes(self) def seconds(self): return _QuantLib.Date_seconds(self) def milliseconds(self): return _QuantLib.Date_milliseconds(self) def microseconds(self): return _QuantLib.Date_microseconds(self) def fractionOfDay(self): return _QuantLib.Date_fractionOfDay(self) def fractionOfSecond(self): return _QuantLib.Date_fractionOfSecond(self) def serialNumber(self): return _QuantLib.Date_serialNumber(self) isLeap = staticmethod(_QuantLib.Date_isLeap) minDate = staticmethod(_QuantLib.Date_minDate) maxDate = staticmethod(_QuantLib.Date_maxDate) todaysDate = staticmethod(_QuantLib.Date_todaysDate) localDateTime = staticmethod(_QuantLib.Date_localDateTime) universalDateTime = staticmethod(_QuantLib.Date_universalDateTime) endOfMonth = staticmethod(_QuantLib.Date_endOfMonth) isEndOfMonth = staticmethod(_QuantLib.Date_isEndOfMonth) nextWeekday = staticmethod(_QuantLib.Date_nextWeekday) nthWeekday = staticmethod(_QuantLib.Date_nthWeekday) def __add__(self, *args): return _QuantLib.Date___add__(self, *args) def __init__(self, *args): this = _QuantLib.new_Date(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def weekdayNumber(self): return _QuantLib.Date_weekdayNumber(self) def __str__(self): return _QuantLib.Date___str__(self) def __repr__(self): return _QuantLib.Date___repr__(self) def ISO(self): return _QuantLib.Date_ISO(self) def __sub__(self, *args): return _QuantLib.Date___sub__(self, *args) def __eq__(self, other): return _QuantLib.Date___eq__(self, other) def __cmp__(self, other): return _QuantLib.Date___cmp__(self, other) def __nonzero__(self): return _QuantLib.Date___nonzero__(self) def __bool__(self): return _QuantLib.Date___bool__(self) def __hash__(self): return _QuantLib.Date___hash__(self) def __lt__(self, other): return _QuantLib.Date___lt__(self, other) def __gt__(self, other): return _QuantLib.Date___gt__(self, other) def __le__(self, other): return _QuantLib.Date___le__(self, other) def __ge__(self, other): return _QuantLib.Date___ge__(self, other) def __ne__(self, other): return _QuantLib.Date___ne__(self, other) def to_date(self): return _datetime.date(self.year(), self.month(), self.dayOfMonth()) @staticmethod def from_date(date): return Date(date.day, date.month, date.year) __swig_destroy__ = _QuantLib.delete_Date __del__ = lambda self: None Date_swigregister = _QuantLib.Date_swigregister Date_swigregister(Date) def Date_isLeap(y): return _QuantLib.Date_isLeap(y) Date_isLeap = _QuantLib.Date_isLeap def Date_minDate(): return _QuantLib.Date_minDate() Date_minDate = _QuantLib.Date_minDate def Date_maxDate(): return _QuantLib.Date_maxDate() Date_maxDate = _QuantLib.Date_maxDate def Date_todaysDate(): return _QuantLib.Date_todaysDate() Date_todaysDate = _QuantLib.Date_todaysDate def Date_localDateTime(): return _QuantLib.Date_localDateTime() Date_localDateTime = _QuantLib.Date_localDateTime def Date_universalDateTime(): return _QuantLib.Date_universalDateTime() Date_universalDateTime = _QuantLib.Date_universalDateTime def Date_endOfMonth(arg2): return _QuantLib.Date_endOfMonth(arg2) Date_endOfMonth = _QuantLib.Date_endOfMonth def Date_isEndOfMonth(arg2): return _QuantLib.Date_isEndOfMonth(arg2) Date_isEndOfMonth = _QuantLib.Date_isEndOfMonth def Date_nextWeekday(arg2, arg3): return _QuantLib.Date_nextWeekday(arg2, arg3) Date_nextWeekday = _QuantLib.Date_nextWeekday def Date_nthWeekday(n, arg3, m, y): return _QuantLib.Date_nthWeekday(n, arg3, m, y) Date_nthWeekday = _QuantLib.Date_nthWeekday class DateParser(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr parseFormatted = staticmethod(_QuantLib.DateParser_parseFormatted) parseISO = staticmethod(_QuantLib.DateParser_parseISO) parse = staticmethod(_QuantLib.DateParser_parse) def __init__(self): this = _QuantLib.new_DateParser() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DateParser __del__ = lambda self: None DateParser_swigregister = _QuantLib.DateParser_swigregister DateParser_swigregister(DateParser) def DateParser_parseFormatted(str, fmt): return _QuantLib.DateParser_parseFormatted(str, fmt) DateParser_parseFormatted = _QuantLib.DateParser_parseFormatted def DateParser_parseISO(str): return _QuantLib.DateParser_parseISO(str) DateParser_parseISO = _QuantLib.DateParser_parseISO def DateParser_parse(str, fmt): return _QuantLib.DateParser_parse(str, fmt) DateParser_parse = _QuantLib.DateParser_parse class PeriodParser(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr parse = staticmethod(_QuantLib.PeriodParser_parse) def __init__(self): this = _QuantLib.new_PeriodParser() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_PeriodParser __del__ = lambda self: None PeriodParser_swigregister = _QuantLib.PeriodParser_swigregister PeriodParser_swigregister(PeriodParser) def PeriodParser_parse(str): return _QuantLib.PeriodParser_parse(str) PeriodParser_parse = _QuantLib.PeriodParser_parse Date._old___add__ = Date.__add__ Date._old___sub__ = Date.__sub__ def Date_new___add__(self,x): if type(x) is tuple and len(x) == 2: return self._old___add__(Period(x[0],x[1])) else: return self._old___add__(x) def Date_new___sub__(self,x): if type(x) is tuple and len(x) == 2: return self._old___sub__(Period(x[0],x[1])) else: return self._old___sub__(x) Date.__add__ = Date_new___add__ Date.__sub__ = Date_new___sub__ class DateVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.DateVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.DateVector___nonzero__(self) def __bool__(self): return _QuantLib.DateVector___bool__(self) def __len__(self): return _QuantLib.DateVector___len__(self) def __getslice__(self, i, j): return _QuantLib.DateVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.DateVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.DateVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.DateVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.DateVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.DateVector___setitem__(self, *args) def pop(self): return _QuantLib.DateVector_pop(self) def append(self, x): return _QuantLib.DateVector_append(self, x) def empty(self): return _QuantLib.DateVector_empty(self) def size(self): return _QuantLib.DateVector_size(self) def swap(self, v): return _QuantLib.DateVector_swap(self, v) def begin(self): return _QuantLib.DateVector_begin(self) def end(self): return _QuantLib.DateVector_end(self) def rbegin(self): return _QuantLib.DateVector_rbegin(self) def rend(self): return _QuantLib.DateVector_rend(self) def clear(self): return _QuantLib.DateVector_clear(self) def get_allocator(self): return _QuantLib.DateVector_get_allocator(self) def pop_back(self): return _QuantLib.DateVector_pop_back(self) def erase(self, *args): return _QuantLib.DateVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_DateVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.DateVector_push_back(self, x) def front(self): return _QuantLib.DateVector_front(self) def back(self): return _QuantLib.DateVector_back(self) def assign(self, n, x): return _QuantLib.DateVector_assign(self, n, x) def resize(self, *args): return _QuantLib.DateVector_resize(self, *args) def insert(self, *args): return _QuantLib.DateVector_insert(self, *args) def reserve(self, n): return _QuantLib.DateVector_reserve(self, n) def capacity(self): return _QuantLib.DateVector_capacity(self) __swig_destroy__ = _QuantLib.delete_DateVector __del__ = lambda self: None DateVector_swigregister = _QuantLib.DateVector_swigregister DateVector_swigregister(DateVector) class IMM(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr F = _QuantLib.IMM_F G = _QuantLib.IMM_G H = _QuantLib.IMM_H J = _QuantLib.IMM_J K = _QuantLib.IMM_K M = _QuantLib.IMM_M N = _QuantLib.IMM_N Q = _QuantLib.IMM_Q U = _QuantLib.IMM_U V = _QuantLib.IMM_V X = _QuantLib.IMM_X Z = _QuantLib.IMM_Z isIMMdate = staticmethod(_QuantLib.IMM_isIMMdate) isIMMcode = staticmethod(_QuantLib.IMM_isIMMcode) code = staticmethod(_QuantLib.IMM_code) date = staticmethod(_QuantLib.IMM_date) nextDate = staticmethod(_QuantLib.IMM_nextDate) nextCode = staticmethod(_QuantLib.IMM_nextCode) def __init__(self): this = _QuantLib.new_IMM() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_IMM __del__ = lambda self: None IMM_swigregister = _QuantLib.IMM_swigregister IMM_swigregister(IMM) def IMM_isIMMdate(d, mainCycle=True): return _QuantLib.IMM_isIMMdate(d, mainCycle) IMM_isIMMdate = _QuantLib.IMM_isIMMdate def IMM_isIMMcode(code, mainCycle=True): return _QuantLib.IMM_isIMMcode(code, mainCycle) IMM_isIMMcode = _QuantLib.IMM_isIMMcode def IMM_code(immDate): return _QuantLib.IMM_code(immDate) IMM_code = _QuantLib.IMM_code def IMM_date(*args): return _QuantLib.IMM_date(*args) IMM_date = _QuantLib.IMM_date def IMM_nextDate(*args): return _QuantLib.IMM_nextDate(*args) IMM_nextDate = _QuantLib.IMM_nextDate def IMM_nextCode(*args): return _QuantLib.IMM_nextCode(*args) IMM_nextCode = _QuantLib.IMM_nextCode class ASX(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr F = _QuantLib.ASX_F G = _QuantLib.ASX_G H = _QuantLib.ASX_H J = _QuantLib.ASX_J K = _QuantLib.ASX_K M = _QuantLib.ASX_M N = _QuantLib.ASX_N Q = _QuantLib.ASX_Q U = _QuantLib.ASX_U V = _QuantLib.ASX_V X = _QuantLib.ASX_X Z = _QuantLib.ASX_Z isASXdate = staticmethod(_QuantLib.ASX_isASXdate) isASXcode = staticmethod(_QuantLib.ASX_isASXcode) code = staticmethod(_QuantLib.ASX_code) date = staticmethod(_QuantLib.ASX_date) nextDate = staticmethod(_QuantLib.ASX_nextDate) nextCode = staticmethod(_QuantLib.ASX_nextCode) def __init__(self): this = _QuantLib.new_ASX() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ASX __del__ = lambda self: None ASX_swigregister = _QuantLib.ASX_swigregister ASX_swigregister(ASX) def ASX_isASXdate(d, mainCycle=True): return _QuantLib.ASX_isASXdate(d, mainCycle) ASX_isASXdate = _QuantLib.ASX_isASXdate def ASX_isASXcode(code, mainCycle=True): return _QuantLib.ASX_isASXcode(code, mainCycle) ASX_isASXcode = _QuantLib.ASX_isASXcode def ASX_code(asxDate): return _QuantLib.ASX_code(asxDate) ASX_code = _QuantLib.ASX_code def ASX_date(*args): return _QuantLib.ASX_date(*args) ASX_date = _QuantLib.ASX_date def ASX_nextDate(*args): return _QuantLib.ASX_nextDate(*args) ASX_nextDate = _QuantLib.ASX_nextDate def ASX_nextCode(*args): return _QuantLib.ASX_nextCode(*args) ASX_nextCode = _QuantLib.ASX_nextCode class IntVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.IntVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.IntVector___nonzero__(self) def __bool__(self): return _QuantLib.IntVector___bool__(self) def __len__(self): return _QuantLib.IntVector___len__(self) def __getslice__(self, i, j): return _QuantLib.IntVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.IntVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.IntVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.IntVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.IntVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.IntVector___setitem__(self, *args) def pop(self): return _QuantLib.IntVector_pop(self) def append(self, x): return _QuantLib.IntVector_append(self, x) def empty(self): return _QuantLib.IntVector_empty(self) def size(self): return _QuantLib.IntVector_size(self) def swap(self, v): return _QuantLib.IntVector_swap(self, v) def begin(self): return _QuantLib.IntVector_begin(self) def end(self): return _QuantLib.IntVector_end(self) def rbegin(self): return _QuantLib.IntVector_rbegin(self) def rend(self): return _QuantLib.IntVector_rend(self) def clear(self): return _QuantLib.IntVector_clear(self) def get_allocator(self): return _QuantLib.IntVector_get_allocator(self) def pop_back(self): return _QuantLib.IntVector_pop_back(self) def erase(self, *args): return _QuantLib.IntVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_IntVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.IntVector_push_back(self, x) def front(self): return _QuantLib.IntVector_front(self) def back(self): return _QuantLib.IntVector_back(self) def assign(self, n, x): return _QuantLib.IntVector_assign(self, n, x) def resize(self, *args): return _QuantLib.IntVector_resize(self, *args) def insert(self, *args): return _QuantLib.IntVector_insert(self, *args) def reserve(self, n): return _QuantLib.IntVector_reserve(self, n) def capacity(self): return _QuantLib.IntVector_capacity(self) __swig_destroy__ = _QuantLib.delete_IntVector __del__ = lambda self: None IntVector_swigregister = _QuantLib.IntVector_swigregister IntVector_swigregister(IntVector) class UnsignedIntVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.UnsignedIntVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.UnsignedIntVector___nonzero__(self) def __bool__(self): return _QuantLib.UnsignedIntVector___bool__(self) def __len__(self): return _QuantLib.UnsignedIntVector___len__(self) def __getslice__(self, i, j): return _QuantLib.UnsignedIntVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.UnsignedIntVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.UnsignedIntVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.UnsignedIntVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.UnsignedIntVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.UnsignedIntVector___setitem__(self, *args) def pop(self): return _QuantLib.UnsignedIntVector_pop(self) def append(self, x): return _QuantLib.UnsignedIntVector_append(self, x) def empty(self): return _QuantLib.UnsignedIntVector_empty(self) def size(self): return _QuantLib.UnsignedIntVector_size(self) def swap(self, v): return _QuantLib.UnsignedIntVector_swap(self, v) def begin(self): return _QuantLib.UnsignedIntVector_begin(self) def end(self): return _QuantLib.UnsignedIntVector_end(self) def rbegin(self): return _QuantLib.UnsignedIntVector_rbegin(self) def rend(self): return _QuantLib.UnsignedIntVector_rend(self) def clear(self): return _QuantLib.UnsignedIntVector_clear(self) def get_allocator(self): return _QuantLib.UnsignedIntVector_get_allocator(self) def pop_back(self): return _QuantLib.UnsignedIntVector_pop_back(self) def erase(self, *args): return _QuantLib.UnsignedIntVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_UnsignedIntVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.UnsignedIntVector_push_back(self, x) def front(self): return _QuantLib.UnsignedIntVector_front(self) def back(self): return _QuantLib.UnsignedIntVector_back(self) def assign(self, n, x): return _QuantLib.UnsignedIntVector_assign(self, n, x) def resize(self, *args): return _QuantLib.UnsignedIntVector_resize(self, *args) def insert(self, *args): return _QuantLib.UnsignedIntVector_insert(self, *args) def reserve(self, n): return _QuantLib.UnsignedIntVector_reserve(self, n) def capacity(self): return _QuantLib.UnsignedIntVector_capacity(self) __swig_destroy__ = _QuantLib.delete_UnsignedIntVector __del__ = lambda self: None UnsignedIntVector_swigregister = _QuantLib.UnsignedIntVector_swigregister UnsignedIntVector_swigregister(UnsignedIntVector) class DoubleVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.DoubleVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.DoubleVector___nonzero__(self) def __bool__(self): return _QuantLib.DoubleVector___bool__(self) def __len__(self): return _QuantLib.DoubleVector___len__(self) def __getslice__(self, i, j): return _QuantLib.DoubleVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.DoubleVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.DoubleVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.DoubleVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.DoubleVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.DoubleVector___setitem__(self, *args) def pop(self): return _QuantLib.DoubleVector_pop(self) def append(self, x): return _QuantLib.DoubleVector_append(self, x) def empty(self): return _QuantLib.DoubleVector_empty(self) def size(self): return _QuantLib.DoubleVector_size(self) def swap(self, v): return _QuantLib.DoubleVector_swap(self, v) def begin(self): return _QuantLib.DoubleVector_begin(self) def end(self): return _QuantLib.DoubleVector_end(self) def rbegin(self): return _QuantLib.DoubleVector_rbegin(self) def rend(self): return _QuantLib.DoubleVector_rend(self) def clear(self): return _QuantLib.DoubleVector_clear(self) def get_allocator(self): return _QuantLib.DoubleVector_get_allocator(self) def pop_back(self): return _QuantLib.DoubleVector_pop_back(self) def erase(self, *args): return _QuantLib.DoubleVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_DoubleVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.DoubleVector_push_back(self, x) def front(self): return _QuantLib.DoubleVector_front(self) def back(self): return _QuantLib.DoubleVector_back(self) def assign(self, n, x): return _QuantLib.DoubleVector_assign(self, n, x) def resize(self, *args): return _QuantLib.DoubleVector_resize(self, *args) def insert(self, *args): return _QuantLib.DoubleVector_insert(self, *args) def reserve(self, n): return _QuantLib.DoubleVector_reserve(self, n) def capacity(self): return _QuantLib.DoubleVector_capacity(self) __swig_destroy__ = _QuantLib.delete_DoubleVector __del__ = lambda self: None DoubleVector_swigregister = _QuantLib.DoubleVector_swigregister DoubleVector_swigregister(DoubleVector) class StrVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.StrVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.StrVector___nonzero__(self) def __bool__(self): return _QuantLib.StrVector___bool__(self) def __len__(self): return _QuantLib.StrVector___len__(self) def __getslice__(self, i, j): return _QuantLib.StrVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.StrVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.StrVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.StrVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.StrVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.StrVector___setitem__(self, *args) def pop(self): return _QuantLib.StrVector_pop(self) def append(self, x): return _QuantLib.StrVector_append(self, x) def empty(self): return _QuantLib.StrVector_empty(self) def size(self): return _QuantLib.StrVector_size(self) def swap(self, v): return _QuantLib.StrVector_swap(self, v) def begin(self): return _QuantLib.StrVector_begin(self) def end(self): return _QuantLib.StrVector_end(self) def rbegin(self): return _QuantLib.StrVector_rbegin(self) def rend(self): return _QuantLib.StrVector_rend(self) def clear(self): return _QuantLib.StrVector_clear(self) def get_allocator(self): return _QuantLib.StrVector_get_allocator(self) def pop_back(self): return _QuantLib.StrVector_pop_back(self) def erase(self, *args): return _QuantLib.StrVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_StrVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.StrVector_push_back(self, x) def front(self): return _QuantLib.StrVector_front(self) def back(self): return _QuantLib.StrVector_back(self) def assign(self, n, x): return _QuantLib.StrVector_assign(self, n, x) def resize(self, *args): return _QuantLib.StrVector_resize(self, *args) def insert(self, *args): return _QuantLib.StrVector_insert(self, *args) def reserve(self, n): return _QuantLib.StrVector_reserve(self, n) def capacity(self): return _QuantLib.StrVector_capacity(self) __swig_destroy__ = _QuantLib.delete_StrVector __del__ = lambda self: None StrVector_swigregister = _QuantLib.StrVector_swigregister StrVector_swigregister(StrVector) class BoolVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.BoolVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.BoolVector___nonzero__(self) def __bool__(self): return _QuantLib.BoolVector___bool__(self) def __len__(self): return _QuantLib.BoolVector___len__(self) def __getslice__(self, i, j): return _QuantLib.BoolVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.BoolVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.BoolVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.BoolVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.BoolVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.BoolVector___setitem__(self, *args) def pop(self): return _QuantLib.BoolVector_pop(self) def append(self, x): return _QuantLib.BoolVector_append(self, x) def empty(self): return _QuantLib.BoolVector_empty(self) def size(self): return _QuantLib.BoolVector_size(self) def swap(self, v): return _QuantLib.BoolVector_swap(self, v) def begin(self): return _QuantLib.BoolVector_begin(self) def end(self): return _QuantLib.BoolVector_end(self) def rbegin(self): return _QuantLib.BoolVector_rbegin(self) def rend(self): return _QuantLib.BoolVector_rend(self) def clear(self): return _QuantLib.BoolVector_clear(self) def get_allocator(self): return _QuantLib.BoolVector_get_allocator(self) def pop_back(self): return _QuantLib.BoolVector_pop_back(self) def erase(self, *args): return _QuantLib.BoolVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_BoolVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.BoolVector_push_back(self, x) def front(self): return _QuantLib.BoolVector_front(self) def back(self): return _QuantLib.BoolVector_back(self) def assign(self, n, x): return _QuantLib.BoolVector_assign(self, n, x) def resize(self, *args): return _QuantLib.BoolVector_resize(self, *args) def insert(self, *args): return _QuantLib.BoolVector_insert(self, *args) def reserve(self, n): return _QuantLib.BoolVector_reserve(self, n) def capacity(self): return _QuantLib.BoolVector_capacity(self) __swig_destroy__ = _QuantLib.delete_BoolVector __del__ = lambda self: None BoolVector_swigregister = _QuantLib.BoolVector_swigregister BoolVector_swigregister(BoolVector) class DoublePair(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_DoublePair(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this first = _swig_property(_QuantLib.DoublePair_first_get, _QuantLib.DoublePair_first_set) second = _swig_property(_QuantLib.DoublePair_second_get, _QuantLib.DoublePair_second_set) def __len__(self): return 2 def __repr__(self): return str((self.first, self.second)) def __getitem__(self, index): if not (index % 2): return self.first else: return self.second def __setitem__(self, index, val): if not (index % 2): self.first = val else: self.second = val __swig_destroy__ = _QuantLib.delete_DoublePair __del__ = lambda self: None DoublePair_swigregister = _QuantLib.DoublePair_swigregister DoublePair_swigregister(DoublePair) class DoublePairVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.DoublePairVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.DoublePairVector___nonzero__(self) def __bool__(self): return _QuantLib.DoublePairVector___bool__(self) def __len__(self): return _QuantLib.DoublePairVector___len__(self) def __getslice__(self, i, j): return _QuantLib.DoublePairVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.DoublePairVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.DoublePairVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.DoublePairVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.DoublePairVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.DoublePairVector___setitem__(self, *args) def pop(self): return _QuantLib.DoublePairVector_pop(self) def append(self, x): return _QuantLib.DoublePairVector_append(self, x) def empty(self): return _QuantLib.DoublePairVector_empty(self) def size(self): return _QuantLib.DoublePairVector_size(self) def swap(self, v): return _QuantLib.DoublePairVector_swap(self, v) def begin(self): return _QuantLib.DoublePairVector_begin(self) def end(self): return _QuantLib.DoublePairVector_end(self) def rbegin(self): return _QuantLib.DoublePairVector_rbegin(self) def rend(self): return _QuantLib.DoublePairVector_rend(self) def clear(self): return _QuantLib.DoublePairVector_clear(self) def get_allocator(self): return _QuantLib.DoublePairVector_get_allocator(self) def pop_back(self): return _QuantLib.DoublePairVector_pop_back(self) def erase(self, *args): return _QuantLib.DoublePairVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_DoublePairVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.DoublePairVector_push_back(self, x) def front(self): return _QuantLib.DoublePairVector_front(self) def back(self): return _QuantLib.DoublePairVector_back(self) def assign(self, n, x): return _QuantLib.DoublePairVector_assign(self, n, x) def resize(self, *args): return _QuantLib.DoublePairVector_resize(self, *args) def insert(self, *args): return _QuantLib.DoublePairVector_insert(self, *args) def reserve(self, n): return _QuantLib.DoublePairVector_reserve(self, n) def capacity(self): return _QuantLib.DoublePairVector_capacity(self) __swig_destroy__ = _QuantLib.delete_DoublePairVector __del__ = lambda self: None DoublePairVector_swigregister = _QuantLib.DoublePairVector_swigregister DoublePairVector_swigregister(DoublePairVector) class NodePair(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_NodePair(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this first = _swig_property(_QuantLib.NodePair_first_get, _QuantLib.NodePair_first_set) second = _swig_property(_QuantLib.NodePair_second_get, _QuantLib.NodePair_second_set) def __len__(self): return 2 def __repr__(self): return str((self.first, self.second)) def __getitem__(self, index): if not (index % 2): return self.first else: return self.second def __setitem__(self, index, val): if not (index % 2): self.first = val else: self.second = val __swig_destroy__ = _QuantLib.delete_NodePair __del__ = lambda self: None NodePair_swigregister = _QuantLib.NodePair_swigregister NodePair_swigregister(NodePair) class NodeVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.NodeVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.NodeVector___nonzero__(self) def __bool__(self): return _QuantLib.NodeVector___bool__(self) def __len__(self): return _QuantLib.NodeVector___len__(self) def __getslice__(self, i, j): return _QuantLib.NodeVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.NodeVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.NodeVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.NodeVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.NodeVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.NodeVector___setitem__(self, *args) def pop(self): return _QuantLib.NodeVector_pop(self) def append(self, x): return _QuantLib.NodeVector_append(self, x) def empty(self): return _QuantLib.NodeVector_empty(self) def size(self): return _QuantLib.NodeVector_size(self) def swap(self, v): return _QuantLib.NodeVector_swap(self, v) def begin(self): return _QuantLib.NodeVector_begin(self) def end(self): return _QuantLib.NodeVector_end(self) def rbegin(self): return _QuantLib.NodeVector_rbegin(self) def rend(self): return _QuantLib.NodeVector_rend(self) def clear(self): return _QuantLib.NodeVector_clear(self) def get_allocator(self): return _QuantLib.NodeVector_get_allocator(self) def pop_back(self): return _QuantLib.NodeVector_pop_back(self) def erase(self, *args): return _QuantLib.NodeVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_NodeVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.NodeVector_push_back(self, x) def front(self): return _QuantLib.NodeVector_front(self) def back(self): return _QuantLib.NodeVector_back(self) def assign(self, n, x): return _QuantLib.NodeVector_assign(self, n, x) def resize(self, *args): return _QuantLib.NodeVector_resize(self, *args) def insert(self, *args): return _QuantLib.NodeVector_insert(self, *args) def reserve(self, n): return _QuantLib.NodeVector_reserve(self, n) def capacity(self): return _QuantLib.NodeVector_capacity(self) __swig_destroy__ = _QuantLib.delete_NodeVector __del__ = lambda self: None NodeVector_swigregister = _QuantLib.NodeVector_swigregister NodeVector_swigregister(NodeVector) class Exercise(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.Exercise___deref__(self) def __nonzero__(self): return _QuantLib.Exercise___nonzero__(self) def __bool__(self): return _QuantLib.Exercise___bool__(self) American = _QuantLib.Exercise_American Bermudan = _QuantLib.Exercise_Bermudan European = _QuantLib.Exercise_European def exerciseType(self): return _QuantLib.Exercise_exerciseType(self) def __init__(self): this = _QuantLib.new_Exercise() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Exercise __del__ = lambda self: None def type(self): return _QuantLib.Exercise_type(self) def dates(self): return _QuantLib.Exercise_dates(self) def lastDate(self): return _QuantLib.Exercise_lastDate(self) Exercise_swigregister = _QuantLib.Exercise_swigregister Exercise_swigregister(Exercise) class EuropeanExercise(Exercise): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, date): this = _QuantLib.new_EuropeanExercise(date) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EuropeanExercise __del__ = lambda self: None EuropeanExercise_swigregister = _QuantLib.EuropeanExercise_swigregister EuropeanExercise_swigregister(EuropeanExercise) class AmericanExercise(Exercise): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, earliestDate, latestDate, payoffAtExpiry=False): this = _QuantLib.new_AmericanExercise(earliestDate, latestDate, payoffAtExpiry) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AmericanExercise __del__ = lambda self: None AmericanExercise_swigregister = _QuantLib.AmericanExercise_swigregister AmericanExercise_swigregister(AmericanExercise) class BermudanExercise(Exercise): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, dates, payoffAtExpiry=False): this = _QuantLib.new_BermudanExercise(dates, payoffAtExpiry) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BermudanExercise __del__ = lambda self: None BermudanExercise_swigregister = _QuantLib.BermudanExercise_swigregister BermudanExercise_swigregister(BermudanExercise) class RebatedExercise(Exercise): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RebatedExercise(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_RebatedExercise __del__ = lambda self: None RebatedExercise_swigregister = _QuantLib.RebatedExercise_swigregister RebatedExercise_swigregister(RebatedExercise) class SwingExercise(Exercise): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, dates): this = _QuantLib.new_SwingExercise(dates) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SwingExercise __del__ = lambda self: None SwingExercise_swigregister = _QuantLib.SwingExercise_swigregister SwingExercise_swigregister(SwingExercise) class Observable(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.Observable___deref__(self) def __nonzero__(self): return _QuantLib.Observable___nonzero__(self) def __bool__(self): return _QuantLib.Observable___bool__(self) def __init__(self): this = _QuantLib.new_Observable() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Observable __del__ = lambda self: None Observable_swigregister = _QuantLib.Observable_swigregister Observable_swigregister(Observable) class Observer(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, callback): this = _QuantLib.new_Observer(callback) try: self.this.append(this) except __builtin__.Exception: self.this = this def _registerWith(self, arg2): return _QuantLib.Observer__registerWith(self, arg2) def _unregisterWith(self, arg2): return _QuantLib.Observer__unregisterWith(self, arg2) def registerWith(self,x): self._registerWith(x.asObservable()) def unregisterWith(self,x): self._unregisterWith(x.asObservable()) __swig_destroy__ = _QuantLib.delete_Observer __del__ = lambda self: None Observer_swigregister = _QuantLib.Observer_swigregister Observer_swigregister(Observer) class Array(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Array(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __len__(self): return _QuantLib.Array___len__(self) def __str__(self): return _QuantLib.Array___str__(self) def __add__(self, a): return _QuantLib.Array___add__(self, a) def __sub__(self, a): return _QuantLib.Array___sub__(self, a) def __mul__(self, *args): return _QuantLib.Array___mul__(self, *args) def __div__(self, a): return _QuantLib.Array___div__(self, a) def __rmul__(self, a): return _QuantLib.Array___rmul__(self, a) def __getslice__(self, i, j): return _QuantLib.Array___getslice__(self, i, j) def __setslice__(self, i, j, rhs): return _QuantLib.Array___setslice__(self, i, j, rhs) def __nonzero__(self): return _QuantLib.Array___nonzero__(self) def __bool__(self): return _QuantLib.Array___bool__(self) def __getitem__(self, i): return _QuantLib.Array___getitem__(self, i) def __setitem__(self, i, x): return _QuantLib.Array___setitem__(self, i, x) __swig_destroy__ = _QuantLib.delete_Array __del__ = lambda self: None Array_swigregister = _QuantLib.Array_swigregister Array_swigregister(Array) class DefaultLexicographicalViewColumn(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def __getitem__(self, i): return _QuantLib.DefaultLexicographicalViewColumn___getitem__(self, i) def __setitem__(self, i, x): return _QuantLib.DefaultLexicographicalViewColumn___setitem__(self, i, x) __swig_destroy__ = _QuantLib.delete_DefaultLexicographicalViewColumn __del__ = lambda self: None DefaultLexicographicalViewColumn_swigregister = _QuantLib.DefaultLexicographicalViewColumn_swigregister DefaultLexicographicalViewColumn_swigregister(DefaultLexicographicalViewColumn) class LexicographicalView(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def xSize(self): return _QuantLib.LexicographicalView_xSize(self) def ySize(self): return _QuantLib.LexicographicalView_ySize(self) def __init__(self, a, xSize): this = _QuantLib.new_LexicographicalView(a, xSize) try: self.this.append(this) except __builtin__.Exception: self.this = this def __str__(self): return _QuantLib.LexicographicalView___str__(self) def __getitem__(self, i): return _QuantLib.LexicographicalView___getitem__(self, i) __swig_destroy__ = _QuantLib.delete_LexicographicalView __del__ = lambda self: None LexicographicalView_swigregister = _QuantLib.LexicographicalView_swigregister LexicographicalView_swigregister(LexicographicalView) class MatrixRow(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def __getitem__(self, i): return _QuantLib.MatrixRow___getitem__(self, i) def __setitem__(self, i, x): return _QuantLib.MatrixRow___setitem__(self, i, x) __swig_destroy__ = _QuantLib.delete_MatrixRow __del__ = lambda self: None MatrixRow_swigregister = _QuantLib.MatrixRow_swigregister MatrixRow_swigregister(MatrixRow) class Matrix(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Matrix(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def rows(self): return _QuantLib.Matrix_rows(self) def columns(self): return _QuantLib.Matrix_columns(self) def __str__(self): return _QuantLib.Matrix___str__(self) def __add__(self, m): return _QuantLib.Matrix___add__(self, m) def __sub__(self, m): return _QuantLib.Matrix___sub__(self, m) def __mul__(self, *args): return _QuantLib.Matrix___mul__(self, *args) def __div__(self, x): return _QuantLib.Matrix___div__(self, x) def __getitem__(self, i): return _QuantLib.Matrix___getitem__(self, i) def __rmul__(self, *args): return _QuantLib.Matrix___rmul__(self, *args) __swig_destroy__ = _QuantLib.delete_Matrix __del__ = lambda self: None Matrix_swigregister = _QuantLib.Matrix_swigregister Matrix_swigregister(Matrix) class SalvagingAlgorithm(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr NoAlgorithm = _QuantLib.SalvagingAlgorithm_NoAlgorithm Spectral = _QuantLib.SalvagingAlgorithm_Spectral def __init__(self): this = _QuantLib.new_SalvagingAlgorithm() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SalvagingAlgorithm __del__ = lambda self: None SalvagingAlgorithm_swigregister = _QuantLib.SalvagingAlgorithm_swigregister SalvagingAlgorithm_swigregister(SalvagingAlgorithm) def transpose(m): return _QuantLib.transpose(m) transpose = _QuantLib.transpose def outerProduct(v1, v2): return _QuantLib.outerProduct(v1, v2) outerProduct = _QuantLib.outerProduct def pseudoSqrt(m, a): return _QuantLib.pseudoSqrt(m, a) pseudoSqrt = _QuantLib.pseudoSqrt class SVD(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, arg2): this = _QuantLib.new_SVD(arg2) try: self.this.append(this) except __builtin__.Exception: self.this = this def U(self): return _QuantLib.SVD_U(self) def V(self): return _QuantLib.SVD_V(self) def S(self): return _QuantLib.SVD_S(self) def singularValues(self): return _QuantLib.SVD_singularValues(self) __swig_destroy__ = _QuantLib.delete_SVD __del__ = lambda self: None SVD_swigregister = _QuantLib.SVD_swigregister SVD_swigregister(SVD) class Quote(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.Quote___deref__(self) def __nonzero__(self): return _QuantLib.Quote___nonzero__(self) def __bool__(self): return _QuantLib.Quote___bool__(self) def asObservable(self): return _QuantLib.Quote_asObservable(self) def __init__(self): this = _QuantLib.new_Quote() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Quote __del__ = lambda self: None def value(self): return _QuantLib.Quote_value(self) Quote_swigregister = _QuantLib.Quote_swigregister Quote_swigregister(Quote) class QuoteHandle(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_QuoteHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __deref__(self): return _QuantLib.QuoteHandle___deref__(self) def __nonzero__(self): return _QuantLib.QuoteHandle___nonzero__(self) def __bool__(self): return _QuantLib.QuoteHandle___bool__(self) def asObservable(self): return _QuantLib.QuoteHandle_asObservable(self) __swig_destroy__ = _QuantLib.delete_QuoteHandle __del__ = lambda self: None def value(self): return _QuantLib.QuoteHandle_value(self) QuoteHandle_swigregister = _QuantLib.QuoteHandle_swigregister QuoteHandle_swigregister(QuoteHandle) class RelinkableQuoteHandle(QuoteHandle): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RelinkableQuoteHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def linkTo(self, arg2): return _QuantLib.RelinkableQuoteHandle_linkTo(self, arg2) __swig_destroy__ = _QuantLib.delete_RelinkableQuoteHandle __del__ = lambda self: None RelinkableQuoteHandle_swigregister = _QuantLib.RelinkableQuoteHandle_swigregister RelinkableQuoteHandle_swigregister(RelinkableQuoteHandle) class SimpleQuote(Quote): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, value): this = _QuantLib.new_SimpleQuote(value) try: self.this.append(this) except __builtin__.Exception: self.this = this def setValue(self, value): return _QuantLib.SimpleQuote_setValue(self, value) __swig_destroy__ = _QuantLib.delete_SimpleQuote __del__ = lambda self: None SimpleQuote_swigregister = _QuantLib.SimpleQuote_swigregister SimpleQuote_swigregister(SimpleQuote) class DerivedQuote(Quote): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, h, function): this = _QuantLib.new_DerivedQuote(h, function) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DerivedQuote __del__ = lambda self: None DerivedQuote_swigregister = _QuantLib.DerivedQuote_swigregister DerivedQuote_swigregister(DerivedQuote) class CompositeQuote(Quote): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, h1, h2, function): this = _QuantLib.new_CompositeQuote(h1, h2, function) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CompositeQuote __del__ = lambda self: None CompositeQuote_swigregister = _QuantLib.CompositeQuote_swigregister CompositeQuote_swigregister(CompositeQuote) class QuoteVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.QuoteVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.QuoteVector___nonzero__(self) def __bool__(self): return _QuantLib.QuoteVector___bool__(self) def __len__(self): return _QuantLib.QuoteVector___len__(self) def __getslice__(self, i, j): return _QuantLib.QuoteVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.QuoteVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.QuoteVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.QuoteVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.QuoteVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.QuoteVector___setitem__(self, *args) def pop(self): return _QuantLib.QuoteVector_pop(self) def append(self, x): return _QuantLib.QuoteVector_append(self, x) def empty(self): return _QuantLib.QuoteVector_empty(self) def size(self): return _QuantLib.QuoteVector_size(self) def swap(self, v): return _QuantLib.QuoteVector_swap(self, v) def begin(self): return _QuantLib.QuoteVector_begin(self) def end(self): return _QuantLib.QuoteVector_end(self) def rbegin(self): return _QuantLib.QuoteVector_rbegin(self) def rend(self): return _QuantLib.QuoteVector_rend(self) def clear(self): return _QuantLib.QuoteVector_clear(self) def get_allocator(self): return _QuantLib.QuoteVector_get_allocator(self) def pop_back(self): return _QuantLib.QuoteVector_pop_back(self) def erase(self, *args): return _QuantLib.QuoteVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_QuoteVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.QuoteVector_push_back(self, x) def front(self): return _QuantLib.QuoteVector_front(self) def back(self): return _QuantLib.QuoteVector_back(self) def assign(self, n, x): return _QuantLib.QuoteVector_assign(self, n, x) def resize(self, *args): return _QuantLib.QuoteVector_resize(self, *args) def insert(self, *args): return _QuantLib.QuoteVector_insert(self, *args) def reserve(self, n): return _QuantLib.QuoteVector_reserve(self, n) def capacity(self): return _QuantLib.QuoteVector_capacity(self) __swig_destroy__ = _QuantLib.delete_QuoteVector __del__ = lambda self: None QuoteVector_swigregister = _QuantLib.QuoteVector_swigregister QuoteVector_swigregister(QuoteVector) class QuoteVectorVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.QuoteVectorVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.QuoteVectorVector___nonzero__(self) def __bool__(self): return _QuantLib.QuoteVectorVector___bool__(self) def __len__(self): return _QuantLib.QuoteVectorVector___len__(self) def __getslice__(self, i, j): return _QuantLib.QuoteVectorVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.QuoteVectorVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.QuoteVectorVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.QuoteVectorVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.QuoteVectorVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.QuoteVectorVector___setitem__(self, *args) def pop(self): return _QuantLib.QuoteVectorVector_pop(self) def append(self, x): return _QuantLib.QuoteVectorVector_append(self, x) def empty(self): return _QuantLib.QuoteVectorVector_empty(self) def size(self): return _QuantLib.QuoteVectorVector_size(self) def swap(self, v): return _QuantLib.QuoteVectorVector_swap(self, v) def begin(self): return _QuantLib.QuoteVectorVector_begin(self) def end(self): return _QuantLib.QuoteVectorVector_end(self) def rbegin(self): return _QuantLib.QuoteVectorVector_rbegin(self) def rend(self): return _QuantLib.QuoteVectorVector_rend(self) def clear(self): return _QuantLib.QuoteVectorVector_clear(self) def get_allocator(self): return _QuantLib.QuoteVectorVector_get_allocator(self) def pop_back(self): return _QuantLib.QuoteVectorVector_pop_back(self) def erase(self, *args): return _QuantLib.QuoteVectorVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_QuoteVectorVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.QuoteVectorVector_push_back(self, x) def front(self): return _QuantLib.QuoteVectorVector_front(self) def back(self): return _QuantLib.QuoteVectorVector_back(self) def assign(self, n, x): return _QuantLib.QuoteVectorVector_assign(self, n, x) def resize(self, *args): return _QuantLib.QuoteVectorVector_resize(self, *args) def insert(self, *args): return _QuantLib.QuoteVectorVector_insert(self, *args) def reserve(self, n): return _QuantLib.QuoteVectorVector_reserve(self, n) def capacity(self): return _QuantLib.QuoteVectorVector_capacity(self) __swig_destroy__ = _QuantLib.delete_QuoteVectorVector __del__ = lambda self: None QuoteVectorVector_swigregister = _QuantLib.QuoteVectorVector_swigregister QuoteVectorVector_swigregister(QuoteVectorVector) class QuoteHandleVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.QuoteHandleVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.QuoteHandleVector___nonzero__(self) def __bool__(self): return _QuantLib.QuoteHandleVector___bool__(self) def __len__(self): return _QuantLib.QuoteHandleVector___len__(self) def __getslice__(self, i, j): return _QuantLib.QuoteHandleVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.QuoteHandleVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.QuoteHandleVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.QuoteHandleVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.QuoteHandleVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.QuoteHandleVector___setitem__(self, *args) def pop(self): return _QuantLib.QuoteHandleVector_pop(self) def append(self, x): return _QuantLib.QuoteHandleVector_append(self, x) def empty(self): return _QuantLib.QuoteHandleVector_empty(self) def size(self): return _QuantLib.QuoteHandleVector_size(self) def swap(self, v): return _QuantLib.QuoteHandleVector_swap(self, v) def begin(self): return _QuantLib.QuoteHandleVector_begin(self) def end(self): return _QuantLib.QuoteHandleVector_end(self) def rbegin(self): return _QuantLib.QuoteHandleVector_rbegin(self) def rend(self): return _QuantLib.QuoteHandleVector_rend(self) def clear(self): return _QuantLib.QuoteHandleVector_clear(self) def get_allocator(self): return _QuantLib.QuoteHandleVector_get_allocator(self) def pop_back(self): return _QuantLib.QuoteHandleVector_pop_back(self) def erase(self, *args): return _QuantLib.QuoteHandleVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_QuoteHandleVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.QuoteHandleVector_push_back(self, x) def front(self): return _QuantLib.QuoteHandleVector_front(self) def back(self): return _QuantLib.QuoteHandleVector_back(self) def assign(self, n, x): return _QuantLib.QuoteHandleVector_assign(self, n, x) def resize(self, *args): return _QuantLib.QuoteHandleVector_resize(self, *args) def insert(self, *args): return _QuantLib.QuoteHandleVector_insert(self, *args) def reserve(self, n): return _QuantLib.QuoteHandleVector_reserve(self, n) def capacity(self): return _QuantLib.QuoteHandleVector_capacity(self) __swig_destroy__ = _QuantLib.delete_QuoteHandleVector __del__ = lambda self: None QuoteHandleVector_swigregister = _QuantLib.QuoteHandleVector_swigregister QuoteHandleVector_swigregister(QuoteHandleVector) class QuoteHandleVectorVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.QuoteHandleVectorVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.QuoteHandleVectorVector___nonzero__(self) def __bool__(self): return _QuantLib.QuoteHandleVectorVector___bool__(self) def __len__(self): return _QuantLib.QuoteHandleVectorVector___len__(self) def __getslice__(self, i, j): return _QuantLib.QuoteHandleVectorVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.QuoteHandleVectorVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.QuoteHandleVectorVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.QuoteHandleVectorVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.QuoteHandleVectorVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.QuoteHandleVectorVector___setitem__(self, *args) def pop(self): return _QuantLib.QuoteHandleVectorVector_pop(self) def append(self, x): return _QuantLib.QuoteHandleVectorVector_append(self, x) def empty(self): return _QuantLib.QuoteHandleVectorVector_empty(self) def size(self): return _QuantLib.QuoteHandleVectorVector_size(self) def swap(self, v): return _QuantLib.QuoteHandleVectorVector_swap(self, v) def begin(self): return _QuantLib.QuoteHandleVectorVector_begin(self) def end(self): return _QuantLib.QuoteHandleVectorVector_end(self) def rbegin(self): return _QuantLib.QuoteHandleVectorVector_rbegin(self) def rend(self): return _QuantLib.QuoteHandleVectorVector_rend(self) def clear(self): return _QuantLib.QuoteHandleVectorVector_clear(self) def get_allocator(self): return _QuantLib.QuoteHandleVectorVector_get_allocator(self) def pop_back(self): return _QuantLib.QuoteHandleVectorVector_pop_back(self) def erase(self, *args): return _QuantLib.QuoteHandleVectorVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_QuoteHandleVectorVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.QuoteHandleVectorVector_push_back(self, x) def front(self): return _QuantLib.QuoteHandleVectorVector_front(self) def back(self): return _QuantLib.QuoteHandleVectorVector_back(self) def assign(self, n, x): return _QuantLib.QuoteHandleVectorVector_assign(self, n, x) def resize(self, *args): return _QuantLib.QuoteHandleVectorVector_resize(self, *args) def insert(self, *args): return _QuantLib.QuoteHandleVectorVector_insert(self, *args) def reserve(self, n): return _QuantLib.QuoteHandleVectorVector_reserve(self, n) def capacity(self): return _QuantLib.QuoteHandleVectorVector_capacity(self) __swig_destroy__ = _QuantLib.delete_QuoteHandleVectorVector __del__ = lambda self: None QuoteHandleVectorVector_swigregister = _QuantLib.QuoteHandleVectorVector_swigregister QuoteHandleVectorVector_swigregister(QuoteHandleVectorVector) class RelinkableQuoteHandleVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.RelinkableQuoteHandleVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.RelinkableQuoteHandleVector___nonzero__(self) def __bool__(self): return _QuantLib.RelinkableQuoteHandleVector___bool__(self) def __len__(self): return _QuantLib.RelinkableQuoteHandleVector___len__(self) def __getslice__(self, i, j): return _QuantLib.RelinkableQuoteHandleVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.RelinkableQuoteHandleVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.RelinkableQuoteHandleVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.RelinkableQuoteHandleVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.RelinkableQuoteHandleVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.RelinkableQuoteHandleVector___setitem__(self, *args) def pop(self): return _QuantLib.RelinkableQuoteHandleVector_pop(self) def append(self, x): return _QuantLib.RelinkableQuoteHandleVector_append(self, x) def empty(self): return _QuantLib.RelinkableQuoteHandleVector_empty(self) def size(self): return _QuantLib.RelinkableQuoteHandleVector_size(self) def swap(self, v): return _QuantLib.RelinkableQuoteHandleVector_swap(self, v) def begin(self): return _QuantLib.RelinkableQuoteHandleVector_begin(self) def end(self): return _QuantLib.RelinkableQuoteHandleVector_end(self) def rbegin(self): return _QuantLib.RelinkableQuoteHandleVector_rbegin(self) def rend(self): return _QuantLib.RelinkableQuoteHandleVector_rend(self) def clear(self): return _QuantLib.RelinkableQuoteHandleVector_clear(self) def get_allocator(self): return _QuantLib.RelinkableQuoteHandleVector_get_allocator(self) def pop_back(self): return _QuantLib.RelinkableQuoteHandleVector_pop_back(self) def erase(self, *args): return _QuantLib.RelinkableQuoteHandleVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_RelinkableQuoteHandleVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.RelinkableQuoteHandleVector_push_back(self, x) def front(self): return _QuantLib.RelinkableQuoteHandleVector_front(self) def back(self): return _QuantLib.RelinkableQuoteHandleVector_back(self) def assign(self, n, x): return _QuantLib.RelinkableQuoteHandleVector_assign(self, n, x) def resize(self, *args): return _QuantLib.RelinkableQuoteHandleVector_resize(self, *args) def insert(self, *args): return _QuantLib.RelinkableQuoteHandleVector_insert(self, *args) def reserve(self, n): return _QuantLib.RelinkableQuoteHandleVector_reserve(self, n) def capacity(self): return _QuantLib.RelinkableQuoteHandleVector_capacity(self) __swig_destroy__ = _QuantLib.delete_RelinkableQuoteHandleVector __del__ = lambda self: None RelinkableQuoteHandleVector_swigregister = _QuantLib.RelinkableQuoteHandleVector_swigregister RelinkableQuoteHandleVector_swigregister(RelinkableQuoteHandleVector) class RelinkableQuoteHandleVectorVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.RelinkableQuoteHandleVectorVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.RelinkableQuoteHandleVectorVector___nonzero__(self) def __bool__(self): return _QuantLib.RelinkableQuoteHandleVectorVector___bool__(self) def __len__(self): return _QuantLib.RelinkableQuoteHandleVectorVector___len__(self) def __getslice__(self, i, j): return _QuantLib.RelinkableQuoteHandleVectorVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.RelinkableQuoteHandleVectorVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.RelinkableQuoteHandleVectorVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.RelinkableQuoteHandleVectorVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.RelinkableQuoteHandleVectorVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.RelinkableQuoteHandleVectorVector___setitem__(self, *args) def pop(self): return _QuantLib.RelinkableQuoteHandleVectorVector_pop(self) def append(self, x): return _QuantLib.RelinkableQuoteHandleVectorVector_append(self, x) def empty(self): return _QuantLib.RelinkableQuoteHandleVectorVector_empty(self) def size(self): return _QuantLib.RelinkableQuoteHandleVectorVector_size(self) def swap(self, v): return _QuantLib.RelinkableQuoteHandleVectorVector_swap(self, v) def begin(self): return _QuantLib.RelinkableQuoteHandleVectorVector_begin(self) def end(self): return _QuantLib.RelinkableQuoteHandleVectorVector_end(self) def rbegin(self): return _QuantLib.RelinkableQuoteHandleVectorVector_rbegin(self) def rend(self): return _QuantLib.RelinkableQuoteHandleVectorVector_rend(self) def clear(self): return _QuantLib.RelinkableQuoteHandleVectorVector_clear(self) def get_allocator(self): return _QuantLib.RelinkableQuoteHandleVectorVector_get_allocator(self) def pop_back(self): return _QuantLib.RelinkableQuoteHandleVectorVector_pop_back(self) def erase(self, *args): return _QuantLib.RelinkableQuoteHandleVectorVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_RelinkableQuoteHandleVectorVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.RelinkableQuoteHandleVectorVector_push_back(self, x) def front(self): return _QuantLib.RelinkableQuoteHandleVectorVector_front(self) def back(self): return _QuantLib.RelinkableQuoteHandleVectorVector_back(self) def assign(self, n, x): return _QuantLib.RelinkableQuoteHandleVectorVector_assign(self, n, x) def resize(self, *args): return _QuantLib.RelinkableQuoteHandleVectorVector_resize(self, *args) def insert(self, *args): return _QuantLib.RelinkableQuoteHandleVectorVector_insert(self, *args) def reserve(self, n): return _QuantLib.RelinkableQuoteHandleVectorVector_reserve(self, n) def capacity(self): return _QuantLib.RelinkableQuoteHandleVectorVector_capacity(self) __swig_destroy__ = _QuantLib.delete_RelinkableQuoteHandleVectorVector __del__ = lambda self: None RelinkableQuoteHandleVectorVector_swigregister = _QuantLib.RelinkableQuoteHandleVectorVector_swigregister RelinkableQuoteHandleVectorVector_swigregister(RelinkableQuoteHandleVectorVector) Following = _QuantLib.Following ModifiedFollowing = _QuantLib.ModifiedFollowing Preceding = _QuantLib.Preceding ModifiedPreceding = _QuantLib.ModifiedPreceding Unadjusted = _QuantLib.Unadjusted HalfMonthModifiedFollowing = _QuantLib.HalfMonthModifiedFollowing JoinHolidays = _QuantLib.JoinHolidays JoinBusinessDays = _QuantLib.JoinBusinessDays class Calendar(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def isWeekend(self, w): return _QuantLib.Calendar_isWeekend(self, w) def endOfMonth(self, arg2): return _QuantLib.Calendar_endOfMonth(self, arg2) def isBusinessDay(self, arg2): return _QuantLib.Calendar_isBusinessDay(self, arg2) def isHoliday(self, arg2): return _QuantLib.Calendar_isHoliday(self, arg2) def isEndOfMonth(self, arg2): return _QuantLib.Calendar_isEndOfMonth(self, arg2) def addHoliday(self, arg2): return _QuantLib.Calendar_addHoliday(self, arg2) def removeHoliday(self, arg2): return _QuantLib.Calendar_removeHoliday(self, arg2) def adjust(self, *args): return _QuantLib.Calendar_adjust(self, *args) def advance(self, *args): return _QuantLib.Calendar_advance(self, *args) def businessDaysBetween(self, arg2, to, includeFirst=True, includeLast=False): return _QuantLib.Calendar_businessDaysBetween(self, arg2, to, includeFirst, includeLast) holidayList = staticmethod(_QuantLib.Calendar_holidayList) def name(self): return _QuantLib.Calendar_name(self) def __str__(self): return _QuantLib.Calendar___str__(self) def __eq__(self, other): return _QuantLib.Calendar___eq__(self, other) def __ne__(self, other): return _QuantLib.Calendar___ne__(self, other) def __hash__(self): return hash(self.name()) __swig_destroy__ = _QuantLib.delete_Calendar __del__ = lambda self: None Calendar_swigregister = _QuantLib.Calendar_swigregister Calendar_swigregister(Calendar) def Calendar_holidayList(calendar, arg2, to, includeWeekEnds=False): return _QuantLib.Calendar_holidayList(calendar, arg2, to, includeWeekEnds) Calendar_holidayList = _QuantLib.Calendar_holidayList class Argentina(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Merval = _QuantLib.Argentina_Merval def __init__(self, *args): this = _QuantLib.new_Argentina(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Argentina __del__ = lambda self: None Argentina_swigregister = _QuantLib.Argentina_swigregister Argentina_swigregister(Argentina) class Australia(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Australia() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Australia __del__ = lambda self: None Australia_swigregister = _QuantLib.Australia_swigregister Australia_swigregister(Australia) class Brazil(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Settlement = _QuantLib.Brazil_Settlement Exchange = _QuantLib.Brazil_Exchange def __init__(self, *args): this = _QuantLib.new_Brazil(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Brazil __del__ = lambda self: None Brazil_swigregister = _QuantLib.Brazil_swigregister Brazil_swigregister(Brazil) class Canada(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Settlement = _QuantLib.Canada_Settlement TSX = _QuantLib.Canada_TSX def __init__(self, *args): this = _QuantLib.new_Canada(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Canada __del__ = lambda self: None Canada_swigregister = _QuantLib.Canada_swigregister Canada_swigregister(Canada) class China(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr SSE = _QuantLib.China_SSE IB = _QuantLib.China_IB def __init__(self, *args): this = _QuantLib.new_China(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_China __del__ = lambda self: None China_swigregister = _QuantLib.China_swigregister China_swigregister(China) class CzechRepublic(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr PSE = _QuantLib.CzechRepublic_PSE def __init__(self, *args): this = _QuantLib.new_CzechRepublic(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CzechRepublic __del__ = lambda self: None CzechRepublic_swigregister = _QuantLib.CzechRepublic_swigregister CzechRepublic_swigregister(CzechRepublic) class Denmark(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Denmark() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Denmark __del__ = lambda self: None Denmark_swigregister = _QuantLib.Denmark_swigregister Denmark_swigregister(Denmark) class Finland(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Finland() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Finland __del__ = lambda self: None Finland_swigregister = _QuantLib.Finland_swigregister Finland_swigregister(Finland) class Germany(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Settlement = _QuantLib.Germany_Settlement FrankfurtStockExchange = _QuantLib.Germany_FrankfurtStockExchange Xetra = _QuantLib.Germany_Xetra Eurex = _QuantLib.Germany_Eurex def __init__(self, *args): this = _QuantLib.new_Germany(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Germany __del__ = lambda self: None Germany_swigregister = _QuantLib.Germany_swigregister Germany_swigregister(Germany) class HongKong(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr HKEx = _QuantLib.HongKong_HKEx def __init__(self, *args): this = _QuantLib.new_HongKong(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_HongKong __del__ = lambda self: None HongKong_swigregister = _QuantLib.HongKong_swigregister HongKong_swigregister(HongKong) class Hungary(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Hungary() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Hungary __del__ = lambda self: None Hungary_swigregister = _QuantLib.Hungary_swigregister Hungary_swigregister(Hungary) class Iceland(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr ICEX = _QuantLib.Iceland_ICEX def __init__(self, *args): this = _QuantLib.new_Iceland(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Iceland __del__ = lambda self: None Iceland_swigregister = _QuantLib.Iceland_swigregister Iceland_swigregister(Iceland) class India(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr NSE = _QuantLib.India_NSE def __init__(self, *args): this = _QuantLib.new_India(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_India __del__ = lambda self: None India_swigregister = _QuantLib.India_swigregister India_swigregister(India) class Indonesia(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr BEJ = _QuantLib.Indonesia_BEJ JSX = _QuantLib.Indonesia_JSX def __init__(self, *args): this = _QuantLib.new_Indonesia(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Indonesia __del__ = lambda self: None Indonesia_swigregister = _QuantLib.Indonesia_swigregister Indonesia_swigregister(Indonesia) class Israel(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Settlement = _QuantLib.Israel_Settlement TASE = _QuantLib.Israel_TASE def __init__(self, *args): this = _QuantLib.new_Israel(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Israel __del__ = lambda self: None Israel_swigregister = _QuantLib.Israel_swigregister Israel_swigregister(Israel) class Italy(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Settlement = _QuantLib.Italy_Settlement Exchange = _QuantLib.Italy_Exchange def __init__(self, *args): this = _QuantLib.new_Italy(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Italy __del__ = lambda self: None Italy_swigregister = _QuantLib.Italy_swigregister Italy_swigregister(Italy) class Japan(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Japan() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Japan __del__ = lambda self: None Japan_swigregister = _QuantLib.Japan_swigregister Japan_swigregister(Japan) class Mexico(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr BMV = _QuantLib.Mexico_BMV def __init__(self, *args): this = _QuantLib.new_Mexico(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Mexico __del__ = lambda self: None Mexico_swigregister = _QuantLib.Mexico_swigregister Mexico_swigregister(Mexico) class NewZealand(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_NewZealand() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NewZealand __del__ = lambda self: None NewZealand_swigregister = _QuantLib.NewZealand_swigregister NewZealand_swigregister(NewZealand) class Norway(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Norway() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Norway __del__ = lambda self: None Norway_swigregister = _QuantLib.Norway_swigregister Norway_swigregister(Norway) class Poland(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Poland() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Poland __del__ = lambda self: None Poland_swigregister = _QuantLib.Poland_swigregister Poland_swigregister(Poland) class Russia(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Settlement = _QuantLib.Russia_Settlement MOEX = _QuantLib.Russia_MOEX def __init__(self, *args): this = _QuantLib.new_Russia(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Russia __del__ = lambda self: None Russia_swigregister = _QuantLib.Russia_swigregister Russia_swigregister(Russia) class Romania(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Romania() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Romania __del__ = lambda self: None Romania_swigregister = _QuantLib.Romania_swigregister Romania_swigregister(Romania) class SaudiArabia(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Tadawul = _QuantLib.SaudiArabia_Tadawul def __init__(self, *args): this = _QuantLib.new_SaudiArabia(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SaudiArabia __del__ = lambda self: None SaudiArabia_swigregister = _QuantLib.SaudiArabia_swigregister SaudiArabia_swigregister(SaudiArabia) class Singapore(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr SGX = _QuantLib.Singapore_SGX def __init__(self, *args): this = _QuantLib.new_Singapore(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Singapore __del__ = lambda self: None Singapore_swigregister = _QuantLib.Singapore_swigregister Singapore_swigregister(Singapore) class Slovakia(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr BSSE = _QuantLib.Slovakia_BSSE def __init__(self, *args): this = _QuantLib.new_Slovakia(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Slovakia __del__ = lambda self: None Slovakia_swigregister = _QuantLib.Slovakia_swigregister Slovakia_swigregister(Slovakia) class SouthAfrica(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_SouthAfrica() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SouthAfrica __del__ = lambda self: None SouthAfrica_swigregister = _QuantLib.SouthAfrica_swigregister SouthAfrica_swigregister(SouthAfrica) class SouthKorea(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Settlement = _QuantLib.SouthKorea_Settlement KRX = _QuantLib.SouthKorea_KRX def __init__(self, *args): this = _QuantLib.new_SouthKorea(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SouthKorea __del__ = lambda self: None SouthKorea_swigregister = _QuantLib.SouthKorea_swigregister SouthKorea_swigregister(SouthKorea) class Sweden(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Sweden() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Sweden __del__ = lambda self: None Sweden_swigregister = _QuantLib.Sweden_swigregister Sweden_swigregister(Sweden) class Switzerland(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Switzerland() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Switzerland __del__ = lambda self: None Switzerland_swigregister = _QuantLib.Switzerland_swigregister Switzerland_swigregister(Switzerland) class Taiwan(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr TSEC = _QuantLib.Taiwan_TSEC def __init__(self, *args): this = _QuantLib.new_Taiwan(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Taiwan __del__ = lambda self: None Taiwan_swigregister = _QuantLib.Taiwan_swigregister Taiwan_swigregister(Taiwan) class TARGET(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_TARGET() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_TARGET __del__ = lambda self: None TARGET_swigregister = _QuantLib.TARGET_swigregister TARGET_swigregister(TARGET) class Thailand(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Thailand() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Thailand __del__ = lambda self: None Thailand_swigregister = _QuantLib.Thailand_swigregister Thailand_swigregister(Thailand) class Turkey(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Turkey() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Turkey __del__ = lambda self: None Turkey_swigregister = _QuantLib.Turkey_swigregister Turkey_swigregister(Turkey) class Ukraine(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr USE = _QuantLib.Ukraine_USE def __init__(self, *args): this = _QuantLib.new_Ukraine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Ukraine __del__ = lambda self: None Ukraine_swigregister = _QuantLib.Ukraine_swigregister Ukraine_swigregister(Ukraine) class UnitedKingdom(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Settlement = _QuantLib.UnitedKingdom_Settlement Exchange = _QuantLib.UnitedKingdom_Exchange Metals = _QuantLib.UnitedKingdom_Metals def __init__(self, *args): this = _QuantLib.new_UnitedKingdom(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_UnitedKingdom __del__ = lambda self: None UnitedKingdom_swigregister = _QuantLib.UnitedKingdom_swigregister UnitedKingdom_swigregister(UnitedKingdom) class UnitedStates(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Settlement = _QuantLib.UnitedStates_Settlement NYSE = _QuantLib.UnitedStates_NYSE GovernmentBond = _QuantLib.UnitedStates_GovernmentBond NERC = _QuantLib.UnitedStates_NERC LiborImpact = _QuantLib.UnitedStates_LiborImpact FederalReserve = _QuantLib.UnitedStates_FederalReserve def __init__(self, *args): this = _QuantLib.new_UnitedStates(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_UnitedStates __del__ = lambda self: None UnitedStates_swigregister = _QuantLib.UnitedStates_swigregister UnitedStates_swigregister(UnitedStates) class NullCalendar(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_NullCalendar() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NullCalendar __del__ = lambda self: None NullCalendar_swigregister = _QuantLib.NullCalendar_swigregister NullCalendar_swigregister(NullCalendar) class WeekendsOnly(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_WeekendsOnly() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_WeekendsOnly __del__ = lambda self: None WeekendsOnly_swigregister = _QuantLib.WeekendsOnly_swigregister WeekendsOnly_swigregister(WeekendsOnly) class JointCalendar(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_JointCalendar(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_JointCalendar __del__ = lambda self: None JointCalendar_swigregister = _QuantLib.JointCalendar_swigregister JointCalendar_swigregister(JointCalendar) class BespokeCalendar(Calendar): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, name): this = _QuantLib.new_BespokeCalendar(name) try: self.this.append(this) except __builtin__.Exception: self.this = this def addWeekend(self, arg2): return _QuantLib.BespokeCalendar_addWeekend(self, arg2) __swig_destroy__ = _QuantLib.delete_BespokeCalendar __del__ = lambda self: None BespokeCalendar_swigregister = _QuantLib.BespokeCalendar_swigregister BespokeCalendar_swigregister(BespokeCalendar) def nullInt(): return _QuantLib.nullInt() nullInt = _QuantLib.nullInt def nullDouble(): return _QuantLib.nullDouble() nullDouble = _QuantLib.nullDouble class DayCounter(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def dayCount(self, d1, d2): return _QuantLib.DayCounter_dayCount(self, d1, d2) def yearFraction(self, *args): return _QuantLib.DayCounter_yearFraction(self, *args) def name(self): return _QuantLib.DayCounter_name(self) def __str__(self): return _QuantLib.DayCounter___str__(self) def __eq__(self, other): return _QuantLib.DayCounter___eq__(self, other) def __ne__(self, other): return _QuantLib.DayCounter___ne__(self, other) def __hash__(self): return hash(self.name()) __swig_destroy__ = _QuantLib.delete_DayCounter __del__ = lambda self: None DayCounter_swigregister = _QuantLib.DayCounter_swigregister DayCounter_swigregister(DayCounter) class Actual360(DayCounter): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, includeLastDay=False): this = _QuantLib.new_Actual360(includeLastDay) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Actual360 __del__ = lambda self: None Actual360_swigregister = _QuantLib.Actual360_swigregister Actual360_swigregister(Actual360) class Actual365Fixed(DayCounter): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Standard = _QuantLib.Actual365Fixed_Standard Canadian = _QuantLib.Actual365Fixed_Canadian NoLeap = _QuantLib.Actual365Fixed_NoLeap def __init__(self, *args): this = _QuantLib.new_Actual365Fixed(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Actual365Fixed __del__ = lambda self: None Actual365Fixed_swigregister = _QuantLib.Actual365Fixed_swigregister Actual365Fixed_swigregister(Actual365Fixed) class Thirty360(DayCounter): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr USA = _QuantLib.Thirty360_USA BondBasis = _QuantLib.Thirty360_BondBasis European = _QuantLib.Thirty360_European EurobondBasis = _QuantLib.Thirty360_EurobondBasis Italian = _QuantLib.Thirty360_Italian def __init__(self, *args): this = _QuantLib.new_Thirty360(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Thirty360 __del__ = lambda self: None Thirty360_swigregister = _QuantLib.Thirty360_swigregister Thirty360_swigregister(Thirty360) class ActualActual(DayCounter): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr ISMA = _QuantLib.ActualActual_ISMA Bond = _QuantLib.ActualActual_Bond ISDA = _QuantLib.ActualActual_ISDA Historical = _QuantLib.ActualActual_Historical Actual365 = _QuantLib.ActualActual_Actual365 AFB = _QuantLib.ActualActual_AFB Euro = _QuantLib.ActualActual_Euro def __init__(self, *args): this = _QuantLib.new_ActualActual(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ActualActual __del__ = lambda self: None ActualActual_swigregister = _QuantLib.ActualActual_swigregister ActualActual_swigregister(ActualActual) class OneDayCounter(DayCounter): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_OneDayCounter() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_OneDayCounter __del__ = lambda self: None OneDayCounter_swigregister = _QuantLib.OneDayCounter_swigregister OneDayCounter_swigregister(OneDayCounter) class SimpleDayCounter(DayCounter): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_SimpleDayCounter() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SimpleDayCounter __del__ = lambda self: None SimpleDayCounter_swigregister = _QuantLib.SimpleDayCounter_swigregister SimpleDayCounter_swigregister(SimpleDayCounter) class Business252(DayCounter): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Business252(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Business252 __del__ = lambda self: None Business252_swigregister = _QuantLib.Business252_swigregister Business252_swigregister(Business252) def Actual365NoLeap(): return _QuantLib.Actual365NoLeap() Actual365NoLeap = _QuantLib.Actual365NoLeap Simple = _QuantLib.Simple Compounded = _QuantLib.Compounded Continuous = _QuantLib.Continuous SimpleThenCompounded = _QuantLib.SimpleThenCompounded CompoundedThenSimple = _QuantLib.CompoundedThenSimple class InterestRate(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_InterestRate(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def rate(self): return _QuantLib.InterestRate_rate(self) def dayCounter(self): return _QuantLib.InterestRate_dayCounter(self) def compounding(self): return _QuantLib.InterestRate_compounding(self) def frequency(self): return _QuantLib.InterestRate_frequency(self) def discountFactor(self, *args): return _QuantLib.InterestRate_discountFactor(self, *args) def compoundFactor(self, *args): return _QuantLib.InterestRate_compoundFactor(self, *args) impliedRate = staticmethod(_QuantLib.InterestRate_impliedRate) def equivalentRate(self, *args): return _QuantLib.InterestRate_equivalentRate(self, *args) def __str__(self): return _QuantLib.InterestRate___str__(self) __swig_destroy__ = _QuantLib.delete_InterestRate __del__ = lambda self: None InterestRate_swigregister = _QuantLib.InterestRate_swigregister InterestRate_swigregister(InterestRate) def InterestRate_impliedRate(*args): return _QuantLib.InterestRate_impliedRate(*args) InterestRate_impliedRate = _QuantLib.InterestRate_impliedRate class InterestRateVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.InterestRateVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.InterestRateVector___nonzero__(self) def __bool__(self): return _QuantLib.InterestRateVector___bool__(self) def __len__(self): return _QuantLib.InterestRateVector___len__(self) def __getslice__(self, i, j): return _QuantLib.InterestRateVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.InterestRateVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.InterestRateVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.InterestRateVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.InterestRateVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.InterestRateVector___setitem__(self, *args) def pop(self): return _QuantLib.InterestRateVector_pop(self) def append(self, x): return _QuantLib.InterestRateVector_append(self, x) def empty(self): return _QuantLib.InterestRateVector_empty(self) def size(self): return _QuantLib.InterestRateVector_size(self) def swap(self, v): return _QuantLib.InterestRateVector_swap(self, v) def begin(self): return _QuantLib.InterestRateVector_begin(self) def end(self): return _QuantLib.InterestRateVector_end(self) def rbegin(self): return _QuantLib.InterestRateVector_rbegin(self) def rend(self): return _QuantLib.InterestRateVector_rend(self) def clear(self): return _QuantLib.InterestRateVector_clear(self) def get_allocator(self): return _QuantLib.InterestRateVector_get_allocator(self) def pop_back(self): return _QuantLib.InterestRateVector_pop_back(self) def erase(self, *args): return _QuantLib.InterestRateVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_InterestRateVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.InterestRateVector_push_back(self, x) def front(self): return _QuantLib.InterestRateVector_front(self) def back(self): return _QuantLib.InterestRateVector_back(self) def assign(self, n, x): return _QuantLib.InterestRateVector_assign(self, n, x) def resize(self, *args): return _QuantLib.InterestRateVector_resize(self, *args) def insert(self, *args): return _QuantLib.InterestRateVector_insert(self, *args) def reserve(self, n): return _QuantLib.InterestRateVector_reserve(self, n) def capacity(self): return _QuantLib.InterestRateVector_capacity(self) __swig_destroy__ = _QuantLib.delete_InterestRateVector __del__ = lambda self: None InterestRateVector_swigregister = _QuantLib.InterestRateVector_swigregister InterestRateVector_swigregister(InterestRateVector) class Rounding(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Rounding() try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, value): return _QuantLib.Rounding___call__(self, value) __swig_destroy__ = _QuantLib.delete_Rounding __del__ = lambda self: None Rounding_swigregister = _QuantLib.Rounding_swigregister Rounding_swigregister(Rounding) class UpRounding(Rounding): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, precision, digit=5): this = _QuantLib.new_UpRounding(precision, digit) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_UpRounding __del__ = lambda self: None UpRounding_swigregister = _QuantLib.UpRounding_swigregister UpRounding_swigregister(UpRounding) class DownRounding(Rounding): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, precision, digit=5): this = _QuantLib.new_DownRounding(precision, digit) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DownRounding __del__ = lambda self: None DownRounding_swigregister = _QuantLib.DownRounding_swigregister DownRounding_swigregister(DownRounding) class ClosestRounding(Rounding): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, precision, digit=5): this = _QuantLib.new_ClosestRounding(precision, digit) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ClosestRounding __del__ = lambda self: None ClosestRounding_swigregister = _QuantLib.ClosestRounding_swigregister ClosestRounding_swigregister(ClosestRounding) class CeilingTruncation(Rounding): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, precision, digit=5): this = _QuantLib.new_CeilingTruncation(precision, digit) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CeilingTruncation __del__ = lambda self: None CeilingTruncation_swigregister = _QuantLib.CeilingTruncation_swigregister CeilingTruncation_swigregister(CeilingTruncation) class FloorTruncation(Rounding): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, precision, digit=5): this = _QuantLib.new_FloorTruncation(precision, digit) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FloorTruncation __del__ = lambda self: None FloorTruncation_swigregister = _QuantLib.FloorTruncation_swigregister FloorTruncation_swigregister(FloorTruncation) class Currency(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def name(self): return _QuantLib.Currency_name(self) def code(self): return _QuantLib.Currency_code(self) def numericCode(self): return _QuantLib.Currency_numericCode(self) def symbol(self): return _QuantLib.Currency_symbol(self) def fractionSymbol(self): return _QuantLib.Currency_fractionSymbol(self) def fractionsPerUnit(self): return _QuantLib.Currency_fractionsPerUnit(self) def rounding(self): return _QuantLib.Currency_rounding(self) def format(self): return _QuantLib.Currency_format(self) def empty(self): return _QuantLib.Currency_empty(self) def triangulationCurrency(self): return _QuantLib.Currency_triangulationCurrency(self) def __str__(self): return _QuantLib.Currency___str__(self) def __eq__(self, other): return _QuantLib.Currency___eq__(self, other) def __ne__(self, other): return _QuantLib.Currency___ne__(self, other) def __mul__(self, x): return _QuantLib.Currency___mul__(self, x) def __rmul__(self, x): return _QuantLib.Currency___rmul__(self, x) def __nonzero__(self): return _QuantLib.Currency___nonzero__(self) def __bool__(self): return _QuantLib.Currency___bool__(self) def __hash__(self): return hash(self.name()) def __init__(self): this = _QuantLib.new_Currency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Currency __del__ = lambda self: None Currency_swigregister = _QuantLib.Currency_swigregister Currency_swigregister(Currency) class ARSCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ARSCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ARSCurrency __del__ = lambda self: None ARSCurrency_swigregister = _QuantLib.ARSCurrency_swigregister ARSCurrency_swigregister(ARSCurrency) class ATSCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ATSCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ATSCurrency __del__ = lambda self: None ATSCurrency_swigregister = _QuantLib.ATSCurrency_swigregister ATSCurrency_swigregister(ATSCurrency) class AUDCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_AUDCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AUDCurrency __del__ = lambda self: None AUDCurrency_swigregister = _QuantLib.AUDCurrency_swigregister AUDCurrency_swigregister(AUDCurrency) class BDTCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_BDTCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BDTCurrency __del__ = lambda self: None BDTCurrency_swigregister = _QuantLib.BDTCurrency_swigregister BDTCurrency_swigregister(BDTCurrency) class BEFCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_BEFCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BEFCurrency __del__ = lambda self: None BEFCurrency_swigregister = _QuantLib.BEFCurrency_swigregister BEFCurrency_swigregister(BEFCurrency) class BGLCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_BGLCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BGLCurrency __del__ = lambda self: None BGLCurrency_swigregister = _QuantLib.BGLCurrency_swigregister BGLCurrency_swigregister(BGLCurrency) class BRLCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_BRLCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BRLCurrency __del__ = lambda self: None BRLCurrency_swigregister = _QuantLib.BRLCurrency_swigregister BRLCurrency_swigregister(BRLCurrency) class BYRCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_BYRCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BYRCurrency __del__ = lambda self: None BYRCurrency_swigregister = _QuantLib.BYRCurrency_swigregister BYRCurrency_swigregister(BYRCurrency) class CADCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_CADCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CADCurrency __del__ = lambda self: None CADCurrency_swigregister = _QuantLib.CADCurrency_swigregister CADCurrency_swigregister(CADCurrency) class CHFCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_CHFCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CHFCurrency __del__ = lambda self: None CHFCurrency_swigregister = _QuantLib.CHFCurrency_swigregister CHFCurrency_swigregister(CHFCurrency) class CLPCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_CLPCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CLPCurrency __del__ = lambda self: None CLPCurrency_swigregister = _QuantLib.CLPCurrency_swigregister CLPCurrency_swigregister(CLPCurrency) class CNYCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_CNYCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CNYCurrency __del__ = lambda self: None CNYCurrency_swigregister = _QuantLib.CNYCurrency_swigregister CNYCurrency_swigregister(CNYCurrency) class COPCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_COPCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_COPCurrency __del__ = lambda self: None COPCurrency_swigregister = _QuantLib.COPCurrency_swigregister COPCurrency_swigregister(COPCurrency) class CYPCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_CYPCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CYPCurrency __del__ = lambda self: None CYPCurrency_swigregister = _QuantLib.CYPCurrency_swigregister CYPCurrency_swigregister(CYPCurrency) class CZKCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_CZKCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CZKCurrency __del__ = lambda self: None CZKCurrency_swigregister = _QuantLib.CZKCurrency_swigregister CZKCurrency_swigregister(CZKCurrency) class DEMCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_DEMCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DEMCurrency __del__ = lambda self: None DEMCurrency_swigregister = _QuantLib.DEMCurrency_swigregister DEMCurrency_swigregister(DEMCurrency) class DKKCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_DKKCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DKKCurrency __del__ = lambda self: None DKKCurrency_swigregister = _QuantLib.DKKCurrency_swigregister DKKCurrency_swigregister(DKKCurrency) class EEKCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_EEKCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EEKCurrency __del__ = lambda self: None EEKCurrency_swigregister = _QuantLib.EEKCurrency_swigregister EEKCurrency_swigregister(EEKCurrency) class ESPCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ESPCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ESPCurrency __del__ = lambda self: None ESPCurrency_swigregister = _QuantLib.ESPCurrency_swigregister ESPCurrency_swigregister(ESPCurrency) class EURCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_EURCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURCurrency __del__ = lambda self: None EURCurrency_swigregister = _QuantLib.EURCurrency_swigregister EURCurrency_swigregister(EURCurrency) class FIMCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_FIMCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FIMCurrency __del__ = lambda self: None FIMCurrency_swigregister = _QuantLib.FIMCurrency_swigregister FIMCurrency_swigregister(FIMCurrency) class FRFCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_FRFCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FRFCurrency __del__ = lambda self: None FRFCurrency_swigregister = _QuantLib.FRFCurrency_swigregister FRFCurrency_swigregister(FRFCurrency) class GBPCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_GBPCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_GBPCurrency __del__ = lambda self: None GBPCurrency_swigregister = _QuantLib.GBPCurrency_swigregister GBPCurrency_swigregister(GBPCurrency) class GRDCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_GRDCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_GRDCurrency __del__ = lambda self: None GRDCurrency_swigregister = _QuantLib.GRDCurrency_swigregister GRDCurrency_swigregister(GRDCurrency) class HKDCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_HKDCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_HKDCurrency __del__ = lambda self: None HKDCurrency_swigregister = _QuantLib.HKDCurrency_swigregister HKDCurrency_swigregister(HKDCurrency) class HUFCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_HUFCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_HUFCurrency __del__ = lambda self: None HUFCurrency_swigregister = _QuantLib.HUFCurrency_swigregister HUFCurrency_swigregister(HUFCurrency) class IEPCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_IEPCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_IEPCurrency __del__ = lambda self: None IEPCurrency_swigregister = _QuantLib.IEPCurrency_swigregister IEPCurrency_swigregister(IEPCurrency) class IDRCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_IDRCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_IDRCurrency __del__ = lambda self: None IDRCurrency_swigregister = _QuantLib.IDRCurrency_swigregister IDRCurrency_swigregister(IDRCurrency) class ILSCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ILSCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ILSCurrency __del__ = lambda self: None ILSCurrency_swigregister = _QuantLib.ILSCurrency_swigregister ILSCurrency_swigregister(ILSCurrency) class INRCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_INRCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_INRCurrency __del__ = lambda self: None INRCurrency_swigregister = _QuantLib.INRCurrency_swigregister INRCurrency_swigregister(INRCurrency) class IQDCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_IQDCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_IQDCurrency __del__ = lambda self: None IQDCurrency_swigregister = _QuantLib.IQDCurrency_swigregister IQDCurrency_swigregister(IQDCurrency) class IRRCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_IRRCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_IRRCurrency __del__ = lambda self: None IRRCurrency_swigregister = _QuantLib.IRRCurrency_swigregister IRRCurrency_swigregister(IRRCurrency) class ISKCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ISKCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ISKCurrency __del__ = lambda self: None ISKCurrency_swigregister = _QuantLib.ISKCurrency_swigregister ISKCurrency_swigregister(ISKCurrency) class ITLCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ITLCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ITLCurrency __del__ = lambda self: None ITLCurrency_swigregister = _QuantLib.ITLCurrency_swigregister ITLCurrency_swigregister(ITLCurrency) class JPYCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_JPYCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_JPYCurrency __del__ = lambda self: None JPYCurrency_swigregister = _QuantLib.JPYCurrency_swigregister JPYCurrency_swigregister(JPYCurrency) class KRWCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_KRWCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_KRWCurrency __del__ = lambda self: None KRWCurrency_swigregister = _QuantLib.KRWCurrency_swigregister KRWCurrency_swigregister(KRWCurrency) class KWDCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_KWDCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_KWDCurrency __del__ = lambda self: None KWDCurrency_swigregister = _QuantLib.KWDCurrency_swigregister KWDCurrency_swigregister(KWDCurrency) class LTLCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_LTLCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_LTLCurrency __del__ = lambda self: None LTLCurrency_swigregister = _QuantLib.LTLCurrency_swigregister LTLCurrency_swigregister(LTLCurrency) class LUFCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_LUFCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_LUFCurrency __del__ = lambda self: None LUFCurrency_swigregister = _QuantLib.LUFCurrency_swigregister LUFCurrency_swigregister(LUFCurrency) class LVLCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_LVLCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_LVLCurrency __del__ = lambda self: None LVLCurrency_swigregister = _QuantLib.LVLCurrency_swigregister LVLCurrency_swigregister(LVLCurrency) class MTLCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_MTLCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MTLCurrency __del__ = lambda self: None MTLCurrency_swigregister = _QuantLib.MTLCurrency_swigregister MTLCurrency_swigregister(MTLCurrency) class MXNCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_MXNCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MXNCurrency __del__ = lambda self: None MXNCurrency_swigregister = _QuantLib.MXNCurrency_swigregister MXNCurrency_swigregister(MXNCurrency) class MYRCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_MYRCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MYRCurrency __del__ = lambda self: None MYRCurrency_swigregister = _QuantLib.MYRCurrency_swigregister MYRCurrency_swigregister(MYRCurrency) class NLGCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_NLGCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NLGCurrency __del__ = lambda self: None NLGCurrency_swigregister = _QuantLib.NLGCurrency_swigregister NLGCurrency_swigregister(NLGCurrency) class NOKCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_NOKCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NOKCurrency __del__ = lambda self: None NOKCurrency_swigregister = _QuantLib.NOKCurrency_swigregister NOKCurrency_swigregister(NOKCurrency) class NPRCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_NPRCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NPRCurrency __del__ = lambda self: None NPRCurrency_swigregister = _QuantLib.NPRCurrency_swigregister NPRCurrency_swigregister(NPRCurrency) class NZDCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_NZDCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NZDCurrency __del__ = lambda self: None NZDCurrency_swigregister = _QuantLib.NZDCurrency_swigregister NZDCurrency_swigregister(NZDCurrency) class PEHCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_PEHCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_PEHCurrency __del__ = lambda self: None PEHCurrency_swigregister = _QuantLib.PEHCurrency_swigregister PEHCurrency_swigregister(PEHCurrency) class PEICurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_PEICurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_PEICurrency __del__ = lambda self: None PEICurrency_swigregister = _QuantLib.PEICurrency_swigregister PEICurrency_swigregister(PEICurrency) class PENCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_PENCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_PENCurrency __del__ = lambda self: None PENCurrency_swigregister = _QuantLib.PENCurrency_swigregister PENCurrency_swigregister(PENCurrency) class PKRCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_PKRCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_PKRCurrency __del__ = lambda self: None PKRCurrency_swigregister = _QuantLib.PKRCurrency_swigregister PKRCurrency_swigregister(PKRCurrency) class PLNCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_PLNCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_PLNCurrency __del__ = lambda self: None PLNCurrency_swigregister = _QuantLib.PLNCurrency_swigregister PLNCurrency_swigregister(PLNCurrency) class PTECurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_PTECurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_PTECurrency __del__ = lambda self: None PTECurrency_swigregister = _QuantLib.PTECurrency_swigregister PTECurrency_swigregister(PTECurrency) class ROLCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ROLCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ROLCurrency __del__ = lambda self: None ROLCurrency_swigregister = _QuantLib.ROLCurrency_swigregister ROLCurrency_swigregister(ROLCurrency) class RONCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_RONCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_RONCurrency __del__ = lambda self: None RONCurrency_swigregister = _QuantLib.RONCurrency_swigregister RONCurrency_swigregister(RONCurrency) class RUBCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_RUBCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_RUBCurrency __del__ = lambda self: None RUBCurrency_swigregister = _QuantLib.RUBCurrency_swigregister RUBCurrency_swigregister(RUBCurrency) class SARCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_SARCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SARCurrency __del__ = lambda self: None SARCurrency_swigregister = _QuantLib.SARCurrency_swigregister SARCurrency_swigregister(SARCurrency) class SEKCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_SEKCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SEKCurrency __del__ = lambda self: None SEKCurrency_swigregister = _QuantLib.SEKCurrency_swigregister SEKCurrency_swigregister(SEKCurrency) class SGDCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_SGDCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SGDCurrency __del__ = lambda self: None SGDCurrency_swigregister = _QuantLib.SGDCurrency_swigregister SGDCurrency_swigregister(SGDCurrency) class SITCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_SITCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SITCurrency __del__ = lambda self: None SITCurrency_swigregister = _QuantLib.SITCurrency_swigregister SITCurrency_swigregister(SITCurrency) class SKKCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_SKKCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SKKCurrency __del__ = lambda self: None SKKCurrency_swigregister = _QuantLib.SKKCurrency_swigregister SKKCurrency_swigregister(SKKCurrency) class THBCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_THBCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_THBCurrency __del__ = lambda self: None THBCurrency_swigregister = _QuantLib.THBCurrency_swigregister THBCurrency_swigregister(THBCurrency) class TRLCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_TRLCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_TRLCurrency __del__ = lambda self: None TRLCurrency_swigregister = _QuantLib.TRLCurrency_swigregister TRLCurrency_swigregister(TRLCurrency) class TRYCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_TRYCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_TRYCurrency __del__ = lambda self: None TRYCurrency_swigregister = _QuantLib.TRYCurrency_swigregister TRYCurrency_swigregister(TRYCurrency) class TTDCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_TTDCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_TTDCurrency __del__ = lambda self: None TTDCurrency_swigregister = _QuantLib.TTDCurrency_swigregister TTDCurrency_swigregister(TTDCurrency) class TWDCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_TWDCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_TWDCurrency __del__ = lambda self: None TWDCurrency_swigregister = _QuantLib.TWDCurrency_swigregister TWDCurrency_swigregister(TWDCurrency) class USDCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_USDCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_USDCurrency __del__ = lambda self: None USDCurrency_swigregister = _QuantLib.USDCurrency_swigregister USDCurrency_swigregister(USDCurrency) class VEBCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_VEBCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_VEBCurrency __del__ = lambda self: None VEBCurrency_swigregister = _QuantLib.VEBCurrency_swigregister VEBCurrency_swigregister(VEBCurrency) class VNDCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_VNDCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_VNDCurrency __del__ = lambda self: None VNDCurrency_swigregister = _QuantLib.VNDCurrency_swigregister VNDCurrency_swigregister(VNDCurrency) class ZARCurrency(Currency): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ZARCurrency() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZARCurrency __del__ = lambda self: None ZARCurrency_swigregister = _QuantLib.ZARCurrency_swigregister ZARCurrency_swigregister(ZARCurrency) class LinearInterpolation(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_LinearInterpolation(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.LinearInterpolation___call__(self, x, allowExtrapolation) __swig_destroy__ = _QuantLib.delete_LinearInterpolation __del__ = lambda self: None LinearInterpolation_swigregister = _QuantLib.LinearInterpolation_swigregister LinearInterpolation_swigregister(LinearInterpolation) class LogLinearInterpolation(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_LogLinearInterpolation(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.LogLinearInterpolation___call__(self, x, allowExtrapolation) __swig_destroy__ = _QuantLib.delete_LogLinearInterpolation __del__ = lambda self: None LogLinearInterpolation_swigregister = _QuantLib.LogLinearInterpolation_swigregister LogLinearInterpolation_swigregister(LogLinearInterpolation) class BackwardFlatInterpolation(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_BackwardFlatInterpolation(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.BackwardFlatInterpolation___call__(self, x, allowExtrapolation) __swig_destroy__ = _QuantLib.delete_BackwardFlatInterpolation __del__ = lambda self: None BackwardFlatInterpolation_swigregister = _QuantLib.BackwardFlatInterpolation_swigregister BackwardFlatInterpolation_swigregister(BackwardFlatInterpolation) class ForwardFlatInterpolation(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_ForwardFlatInterpolation(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.ForwardFlatInterpolation___call__(self, x, allowExtrapolation) __swig_destroy__ = _QuantLib.delete_ForwardFlatInterpolation __del__ = lambda self: None ForwardFlatInterpolation_swigregister = _QuantLib.ForwardFlatInterpolation_swigregister ForwardFlatInterpolation_swigregister(ForwardFlatInterpolation) class CubicNaturalSpline(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_CubicNaturalSpline(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.CubicNaturalSpline___call__(self, x, allowExtrapolation) def derivative(self, x, extrapolate=False): return _QuantLib.CubicNaturalSpline_derivative(self, x, extrapolate) def secondDerivative(self, x, extrapolate=False): return _QuantLib.CubicNaturalSpline_secondDerivative(self, x, extrapolate) def primitive(self, x, extrapolate=False): return _QuantLib.CubicNaturalSpline_primitive(self, x, extrapolate) __swig_destroy__ = _QuantLib.delete_CubicNaturalSpline __del__ = lambda self: None CubicNaturalSpline_swigregister = _QuantLib.CubicNaturalSpline_swigregister CubicNaturalSpline_swigregister(CubicNaturalSpline) class LogCubicNaturalSpline(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_LogCubicNaturalSpline(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.LogCubicNaturalSpline___call__(self, x, allowExtrapolation) def derivative(self, x, extrapolate=False): return _QuantLib.LogCubicNaturalSpline_derivative(self, x, extrapolate) def secondDerivative(self, x, extrapolate=False): return _QuantLib.LogCubicNaturalSpline_secondDerivative(self, x, extrapolate) def primitive(self, x, extrapolate=False): return _QuantLib.LogCubicNaturalSpline_primitive(self, x, extrapolate) __swig_destroy__ = _QuantLib.delete_LogCubicNaturalSpline __del__ = lambda self: None LogCubicNaturalSpline_swigregister = _QuantLib.LogCubicNaturalSpline_swigregister LogCubicNaturalSpline_swigregister(LogCubicNaturalSpline) class MonotonicCubicNaturalSpline(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_MonotonicCubicNaturalSpline(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.MonotonicCubicNaturalSpline___call__(self, x, allowExtrapolation) def derivative(self, x, extrapolate=False): return _QuantLib.MonotonicCubicNaturalSpline_derivative(self, x, extrapolate) def secondDerivative(self, x, extrapolate=False): return _QuantLib.MonotonicCubicNaturalSpline_secondDerivative(self, x, extrapolate) def primitive(self, x, extrapolate=False): return _QuantLib.MonotonicCubicNaturalSpline_primitive(self, x, extrapolate) __swig_destroy__ = _QuantLib.delete_MonotonicCubicNaturalSpline __del__ = lambda self: None MonotonicCubicNaturalSpline_swigregister = _QuantLib.MonotonicCubicNaturalSpline_swigregister MonotonicCubicNaturalSpline_swigregister(MonotonicCubicNaturalSpline) class MonotonicLogCubicNaturalSpline(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_MonotonicLogCubicNaturalSpline(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.MonotonicLogCubicNaturalSpline___call__(self, x, allowExtrapolation) def derivative(self, x, extrapolate=False): return _QuantLib.MonotonicLogCubicNaturalSpline_derivative(self, x, extrapolate) def secondDerivative(self, x, extrapolate=False): return _QuantLib.MonotonicLogCubicNaturalSpline_secondDerivative(self, x, extrapolate) def primitive(self, x, extrapolate=False): return _QuantLib.MonotonicLogCubicNaturalSpline_primitive(self, x, extrapolate) __swig_destroy__ = _QuantLib.delete_MonotonicLogCubicNaturalSpline __del__ = lambda self: None MonotonicLogCubicNaturalSpline_swigregister = _QuantLib.MonotonicLogCubicNaturalSpline_swigregister MonotonicLogCubicNaturalSpline_swigregister(MonotonicLogCubicNaturalSpline) class KrugerCubic(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_KrugerCubic(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.KrugerCubic___call__(self, x, allowExtrapolation) def derivative(self, x, extrapolate=False): return _QuantLib.KrugerCubic_derivative(self, x, extrapolate) def secondDerivative(self, x, extrapolate=False): return _QuantLib.KrugerCubic_secondDerivative(self, x, extrapolate) def primitive(self, x, extrapolate=False): return _QuantLib.KrugerCubic_primitive(self, x, extrapolate) __swig_destroy__ = _QuantLib.delete_KrugerCubic __del__ = lambda self: None KrugerCubic_swigregister = _QuantLib.KrugerCubic_swigregister KrugerCubic_swigregister(KrugerCubic) class KrugerLogCubic(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_KrugerLogCubic(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.KrugerLogCubic___call__(self, x, allowExtrapolation) def derivative(self, x, extrapolate=False): return _QuantLib.KrugerLogCubic_derivative(self, x, extrapolate) def secondDerivative(self, x, extrapolate=False): return _QuantLib.KrugerLogCubic_secondDerivative(self, x, extrapolate) def primitive(self, x, extrapolate=False): return _QuantLib.KrugerLogCubic_primitive(self, x, extrapolate) __swig_destroy__ = _QuantLib.delete_KrugerLogCubic __del__ = lambda self: None KrugerLogCubic_swigregister = _QuantLib.KrugerLogCubic_swigregister KrugerLogCubic_swigregister(KrugerLogCubic) class FritschButlandCubic(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_FritschButlandCubic(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.FritschButlandCubic___call__(self, x, allowExtrapolation) def derivative(self, x, extrapolate=False): return _QuantLib.FritschButlandCubic_derivative(self, x, extrapolate) def secondDerivative(self, x, extrapolate=False): return _QuantLib.FritschButlandCubic_secondDerivative(self, x, extrapolate) def primitive(self, x, extrapolate=False): return _QuantLib.FritschButlandCubic_primitive(self, x, extrapolate) __swig_destroy__ = _QuantLib.delete_FritschButlandCubic __del__ = lambda self: None FritschButlandCubic_swigregister = _QuantLib.FritschButlandCubic_swigregister FritschButlandCubic_swigregister(FritschButlandCubic) class FritschButlandLogCubic(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_FritschButlandLogCubic(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.FritschButlandLogCubic___call__(self, x, allowExtrapolation) def derivative(self, x, extrapolate=False): return _QuantLib.FritschButlandLogCubic_derivative(self, x, extrapolate) def secondDerivative(self, x, extrapolate=False): return _QuantLib.FritschButlandLogCubic_secondDerivative(self, x, extrapolate) def primitive(self, x, extrapolate=False): return _QuantLib.FritschButlandLogCubic_primitive(self, x, extrapolate) __swig_destroy__ = _QuantLib.delete_FritschButlandLogCubic __del__ = lambda self: None FritschButlandLogCubic_swigregister = _QuantLib.FritschButlandLogCubic_swigregister FritschButlandLogCubic_swigregister(FritschButlandLogCubic) class Parabolic(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_Parabolic(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.Parabolic___call__(self, x, allowExtrapolation) def derivative(self, x, extrapolate=False): return _QuantLib.Parabolic_derivative(self, x, extrapolate) def secondDerivative(self, x, extrapolate=False): return _QuantLib.Parabolic_secondDerivative(self, x, extrapolate) def primitive(self, x, extrapolate=False): return _QuantLib.Parabolic_primitive(self, x, extrapolate) __swig_destroy__ = _QuantLib.delete_Parabolic __del__ = lambda self: None Parabolic_swigregister = _QuantLib.Parabolic_swigregister Parabolic_swigregister(Parabolic) class LogParabolic(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_LogParabolic(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.LogParabolic___call__(self, x, allowExtrapolation) def derivative(self, x, extrapolate=False): return _QuantLib.LogParabolic_derivative(self, x, extrapolate) def secondDerivative(self, x, extrapolate=False): return _QuantLib.LogParabolic_secondDerivative(self, x, extrapolate) def primitive(self, x, extrapolate=False): return _QuantLib.LogParabolic_primitive(self, x, extrapolate) __swig_destroy__ = _QuantLib.delete_LogParabolic __del__ = lambda self: None LogParabolic_swigregister = _QuantLib.LogParabolic_swigregister LogParabolic_swigregister(LogParabolic) class MonotonicParabolic(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_MonotonicParabolic(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.MonotonicParabolic___call__(self, x, allowExtrapolation) def derivative(self, x, extrapolate=False): return _QuantLib.MonotonicParabolic_derivative(self, x, extrapolate) def secondDerivative(self, x, extrapolate=False): return _QuantLib.MonotonicParabolic_secondDerivative(self, x, extrapolate) def primitive(self, x, extrapolate=False): return _QuantLib.MonotonicParabolic_primitive(self, x, extrapolate) __swig_destroy__ = _QuantLib.delete_MonotonicParabolic __del__ = lambda self: None MonotonicParabolic_swigregister = _QuantLib.MonotonicParabolic_swigregister MonotonicParabolic_swigregister(MonotonicParabolic) class MonotonicLogParabolic(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y): this = _QuantLib.new_MonotonicLogParabolic(x, y) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, allowExtrapolation=False): return _QuantLib.MonotonicLogParabolic___call__(self, x, allowExtrapolation) def derivative(self, x, extrapolate=False): return _QuantLib.MonotonicLogParabolic_derivative(self, x, extrapolate) def secondDerivative(self, x, extrapolate=False): return _QuantLib.MonotonicLogParabolic_secondDerivative(self, x, extrapolate) def primitive(self, x, extrapolate=False): return _QuantLib.MonotonicLogParabolic_primitive(self, x, extrapolate) __swig_destroy__ = _QuantLib.delete_MonotonicLogParabolic __del__ = lambda self: None MonotonicLogParabolic_swigregister = _QuantLib.MonotonicLogParabolic_swigregister MonotonicLogParabolic_swigregister(MonotonicLogParabolic) class BilinearInterpolation(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y, m): this = _QuantLib.new_BilinearInterpolation(x, y, m) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, y, allowExtrapolation=False): return _QuantLib.BilinearInterpolation___call__(self, x, y, allowExtrapolation) __swig_destroy__ = _QuantLib.delete_BilinearInterpolation __del__ = lambda self: None BilinearInterpolation_swigregister = _QuantLib.BilinearInterpolation_swigregister BilinearInterpolation_swigregister(BilinearInterpolation) class BicubicSpline(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, x, y, m): this = _QuantLib.new_BicubicSpline(x, y, m) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, y, allowExtrapolation=False): return _QuantLib.BicubicSpline___call__(self, x, y, allowExtrapolation) __swig_destroy__ = _QuantLib.delete_BicubicSpline __del__ = lambda self: None BicubicSpline_swigregister = _QuantLib.BicubicSpline_swigregister BicubicSpline_swigregister(BicubicSpline) class BackwardFlat(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_BackwardFlat() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BackwardFlat __del__ = lambda self: None BackwardFlat_swigregister = _QuantLib.BackwardFlat_swigregister BackwardFlat_swigregister(BackwardFlat) class ForwardFlat(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ForwardFlat() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ForwardFlat __del__ = lambda self: None ForwardFlat_swigregister = _QuantLib.ForwardFlat_swigregister ForwardFlat_swigregister(ForwardFlat) class Linear(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Linear() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Linear __del__ = lambda self: None Linear_swigregister = _QuantLib.Linear_swigregister Linear_swigregister(Linear) class LogLinear(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_LogLinear() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_LogLinear __del__ = lambda self: None LogLinear_swigregister = _QuantLib.LogLinear_swigregister LogLinear_swigregister(LogLinear) class Cubic(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Cubic() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Cubic __del__ = lambda self: None Cubic_swigregister = _QuantLib.Cubic_swigregister Cubic_swigregister(Cubic) class MonotonicCubic(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_MonotonicCubic() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MonotonicCubic __del__ = lambda self: None MonotonicCubic_swigregister = _QuantLib.MonotonicCubic_swigregister MonotonicCubic_swigregister(MonotonicCubic) class DefaultLogCubic(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_DefaultLogCubic() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DefaultLogCubic __del__ = lambda self: None DefaultLogCubic_swigregister = _QuantLib.DefaultLogCubic_swigregister DefaultLogCubic_swigregister(DefaultLogCubic) class MonotonicLogCubic(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_MonotonicLogCubic() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MonotonicLogCubic __del__ = lambda self: None MonotonicLogCubic_swigregister = _QuantLib.MonotonicLogCubic_swigregister MonotonicLogCubic_swigregister(MonotonicLogCubic) class SplineCubic(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_SplineCubic() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SplineCubic __del__ = lambda self: None SplineCubic_swigregister = _QuantLib.SplineCubic_swigregister SplineCubic_swigregister(SplineCubic) class YieldTermStructure(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.YieldTermStructure___deref__(self) def __nonzero__(self): return _QuantLib.YieldTermStructure___nonzero__(self) def __bool__(self): return _QuantLib.YieldTermStructure___bool__(self) def asObservable(self): return _QuantLib.YieldTermStructure_asObservable(self) def __init__(self): this = _QuantLib.new_YieldTermStructure() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_YieldTermStructure __del__ = lambda self: None def dayCounter(self): return _QuantLib.YieldTermStructure_dayCounter(self) def calendar(self): return _QuantLib.YieldTermStructure_calendar(self) def referenceDate(self): return _QuantLib.YieldTermStructure_referenceDate(self) def maxDate(self): return _QuantLib.YieldTermStructure_maxDate(self) def maxTime(self): return _QuantLib.YieldTermStructure_maxTime(self) def discount(self, *args): return _QuantLib.YieldTermStructure_discount(self, *args) def zeroRate(self, *args): return _QuantLib.YieldTermStructure_zeroRate(self, *args) def forwardRate(self, *args): return _QuantLib.YieldTermStructure_forwardRate(self, *args) def enableExtrapolation(self): return _QuantLib.YieldTermStructure_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.YieldTermStructure_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.YieldTermStructure_allowsExtrapolation(self) YieldTermStructure_swigregister = _QuantLib.YieldTermStructure_swigregister YieldTermStructure_swigregister(YieldTermStructure) class YieldTermStructureHandle(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_YieldTermStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __deref__(self): return _QuantLib.YieldTermStructureHandle___deref__(self) def __nonzero__(self): return _QuantLib.YieldTermStructureHandle___nonzero__(self) def __bool__(self): return _QuantLib.YieldTermStructureHandle___bool__(self) def asObservable(self): return _QuantLib.YieldTermStructureHandle_asObservable(self) __swig_destroy__ = _QuantLib.delete_YieldTermStructureHandle __del__ = lambda self: None def dayCounter(self): return _QuantLib.YieldTermStructureHandle_dayCounter(self) def calendar(self): return _QuantLib.YieldTermStructureHandle_calendar(self) def referenceDate(self): return _QuantLib.YieldTermStructureHandle_referenceDate(self) def maxDate(self): return _QuantLib.YieldTermStructureHandle_maxDate(self) def maxTime(self): return _QuantLib.YieldTermStructureHandle_maxTime(self) def discount(self, *args): return _QuantLib.YieldTermStructureHandle_discount(self, *args) def zeroRate(self, *args): return _QuantLib.YieldTermStructureHandle_zeroRate(self, *args) def forwardRate(self, *args): return _QuantLib.YieldTermStructureHandle_forwardRate(self, *args) def enableExtrapolation(self): return _QuantLib.YieldTermStructureHandle_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.YieldTermStructureHandle_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.YieldTermStructureHandle_allowsExtrapolation(self) YieldTermStructureHandle_swigregister = _QuantLib.YieldTermStructureHandle_swigregister YieldTermStructureHandle_swigregister(YieldTermStructureHandle) class RelinkableYieldTermStructureHandle(YieldTermStructureHandle): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RelinkableYieldTermStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def linkTo(self, arg2): return _QuantLib.RelinkableYieldTermStructureHandle_linkTo(self, arg2) __swig_destroy__ = _QuantLib.delete_RelinkableYieldTermStructureHandle __del__ = lambda self: None RelinkableYieldTermStructureHandle_swigregister = _QuantLib.RelinkableYieldTermStructureHandle_swigregister RelinkableYieldTermStructureHandle_swigregister(RelinkableYieldTermStructureHandle) class ImpliedTermStructure(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, curveHandle, referenceDate): this = _QuantLib.new_ImpliedTermStructure(curveHandle, referenceDate) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ImpliedTermStructure __del__ = lambda self: None ImpliedTermStructure_swigregister = _QuantLib.ImpliedTermStructure_swigregister ImpliedTermStructure_swigregister(ImpliedTermStructure) class ZeroSpreadedTermStructure(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ZeroSpreadedTermStructure(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZeroSpreadedTermStructure __del__ = lambda self: None ZeroSpreadedTermStructure_swigregister = _QuantLib.ZeroSpreadedTermStructure_swigregister ZeroSpreadedTermStructure_swigregister(ZeroSpreadedTermStructure) class ForwardSpreadedTermStructure(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, curveHandle, spreadHandle): this = _QuantLib.new_ForwardSpreadedTermStructure(curveHandle, spreadHandle) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ForwardSpreadedTermStructure __del__ = lambda self: None ForwardSpreadedTermStructure_swigregister = _QuantLib.ForwardSpreadedTermStructure_swigregister ForwardSpreadedTermStructure_swigregister(ForwardSpreadedTermStructure) class SpreadedLinearZeroInterpolatedTermStructure(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SpreadedLinearZeroInterpolatedTermStructure(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SpreadedLinearZeroInterpolatedTermStructure __del__ = lambda self: None SpreadedLinearZeroInterpolatedTermStructure_swigregister = _QuantLib.SpreadedLinearZeroInterpolatedTermStructure_swigregister SpreadedLinearZeroInterpolatedTermStructure_swigregister(SpreadedLinearZeroInterpolatedTermStructure) class SpreadedBackwardFlatZeroInterpolatedTermStructure(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SpreadedBackwardFlatZeroInterpolatedTermStructure(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SpreadedBackwardFlatZeroInterpolatedTermStructure __del__ = lambda self: None SpreadedBackwardFlatZeroInterpolatedTermStructure_swigregister = _QuantLib.SpreadedBackwardFlatZeroInterpolatedTermStructure_swigregister SpreadedBackwardFlatZeroInterpolatedTermStructure_swigregister(SpreadedBackwardFlatZeroInterpolatedTermStructure) class FlatForward(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FlatForward(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FlatForward __del__ = lambda self: None FlatForward_swigregister = _QuantLib.FlatForward_swigregister FlatForward_swigregister(FlatForward) class RealTimeSeries(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RealTimeSeries(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.RealTimeSeries_dates(self) def values(self): return _QuantLib.RealTimeSeries_values(self) def __len__(self): return _QuantLib.RealTimeSeries___len__(self) def __getitem__(self, d): return _QuantLib.RealTimeSeries___getitem__(self, d) def __setitem__(self, d, value): return _QuantLib.RealTimeSeries___setitem__(self, d, value) __swig_destroy__ = _QuantLib.delete_RealTimeSeries __del__ = lambda self: None RealTimeSeries_swigregister = _QuantLib.RealTimeSeries_swigregister RealTimeSeries_swigregister(RealTimeSeries) class IntervalPriceTimeSeries(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_IntervalPriceTimeSeries(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.IntervalPriceTimeSeries_dates(self) def values(self): return _QuantLib.IntervalPriceTimeSeries_values(self) def __len__(self): return _QuantLib.IntervalPriceTimeSeries___len__(self) def __getitem__(self, d): return _QuantLib.IntervalPriceTimeSeries___getitem__(self, d) def __setitem__(self, d, value): return _QuantLib.IntervalPriceTimeSeries___setitem__(self, d, value) __swig_destroy__ = _QuantLib.delete_IntervalPriceTimeSeries __del__ = lambda self: None IntervalPriceTimeSeries_swigregister = _QuantLib.IntervalPriceTimeSeries_swigregister IntervalPriceTimeSeries_swigregister(IntervalPriceTimeSeries) class IntervalPriceVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.IntervalPriceVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.IntervalPriceVector___nonzero__(self) def __bool__(self): return _QuantLib.IntervalPriceVector___bool__(self) def __len__(self): return _QuantLib.IntervalPriceVector___len__(self) def __getslice__(self, i, j): return _QuantLib.IntervalPriceVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.IntervalPriceVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.IntervalPriceVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.IntervalPriceVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.IntervalPriceVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.IntervalPriceVector___setitem__(self, *args) def pop(self): return _QuantLib.IntervalPriceVector_pop(self) def append(self, x): return _QuantLib.IntervalPriceVector_append(self, x) def empty(self): return _QuantLib.IntervalPriceVector_empty(self) def size(self): return _QuantLib.IntervalPriceVector_size(self) def swap(self, v): return _QuantLib.IntervalPriceVector_swap(self, v) def begin(self): return _QuantLib.IntervalPriceVector_begin(self) def end(self): return _QuantLib.IntervalPriceVector_end(self) def rbegin(self): return _QuantLib.IntervalPriceVector_rbegin(self) def rend(self): return _QuantLib.IntervalPriceVector_rend(self) def clear(self): return _QuantLib.IntervalPriceVector_clear(self) def get_allocator(self): return _QuantLib.IntervalPriceVector_get_allocator(self) def pop_back(self): return _QuantLib.IntervalPriceVector_pop_back(self) def erase(self, *args): return _QuantLib.IntervalPriceVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_IntervalPriceVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.IntervalPriceVector_push_back(self, x) def front(self): return _QuantLib.IntervalPriceVector_front(self) def back(self): return _QuantLib.IntervalPriceVector_back(self) def assign(self, n, x): return _QuantLib.IntervalPriceVector_assign(self, n, x) def resize(self, *args): return _QuantLib.IntervalPriceVector_resize(self, *args) def insert(self, *args): return _QuantLib.IntervalPriceVector_insert(self, *args) def reserve(self, n): return _QuantLib.IntervalPriceVector_reserve(self, n) def capacity(self): return _QuantLib.IntervalPriceVector_capacity(self) __swig_destroy__ = _QuantLib.delete_IntervalPriceVector __del__ = lambda self: None IntervalPriceVector_swigregister = _QuantLib.IntervalPriceVector_swigregister IntervalPriceVector_swigregister(IntervalPriceVector) class IntervalPrice(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Open = _QuantLib.IntervalPrice_Open Close = _QuantLib.IntervalPrice_Close High = _QuantLib.IntervalPrice_High Low = _QuantLib.IntervalPrice_Low def __init__(self, arg2, arg3, arg4, arg5): this = _QuantLib.new_IntervalPrice(arg2, arg3, arg4, arg5) try: self.this.append(this) except __builtin__.Exception: self.this = this def setValue(self, arg2, arg3): return _QuantLib.IntervalPrice_setValue(self, arg2, arg3) def setValues(self, arg2, arg3, arg4, arg5): return _QuantLib.IntervalPrice_setValues(self, arg2, arg3, arg4, arg5) def value(self, t): return _QuantLib.IntervalPrice_value(self, t) def open(self): return _QuantLib.IntervalPrice_open(self) def close(self): return _QuantLib.IntervalPrice_close(self) def high(self): return _QuantLib.IntervalPrice_high(self) def low(self): return _QuantLib.IntervalPrice_low(self) makeSeries = staticmethod(_QuantLib.IntervalPrice_makeSeries) extractValues = staticmethod(_QuantLib.IntervalPrice_extractValues) extractComponent = staticmethod(_QuantLib.IntervalPrice_extractComponent) __swig_destroy__ = _QuantLib.delete_IntervalPrice __del__ = lambda self: None IntervalPrice_swigregister = _QuantLib.IntervalPrice_swigregister IntervalPrice_swigregister(IntervalPrice) def IntervalPrice_makeSeries(d, open, close, high, low): return _QuantLib.IntervalPrice_makeSeries(d, open, close, high, low) IntervalPrice_makeSeries = _QuantLib.IntervalPrice_makeSeries def IntervalPrice_extractValues(arg2, t): return _QuantLib.IntervalPrice_extractValues(arg2, t) IntervalPrice_extractValues = _QuantLib.IntervalPrice_extractValues def IntervalPrice_extractComponent(arg2, t): return _QuantLib.IntervalPrice_extractComponent(arg2, t) IntervalPrice_extractComponent = _QuantLib.IntervalPrice_extractComponent class IndexManager(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr instance = staticmethod(_QuantLib.IndexManager_instance) def setHistory(self, name, fixings): return _QuantLib.IndexManager_setHistory(self, name, fixings) def getHistory(self, name): return _QuantLib.IndexManager_getHistory(self, name) def hasHistory(self, name): return _QuantLib.IndexManager_hasHistory(self, name) def histories(self): return _QuantLib.IndexManager_histories(self) def clearHistory(self, name): return _QuantLib.IndexManager_clearHistory(self, name) def clearHistories(self): return _QuantLib.IndexManager_clearHistories(self) __swig_destroy__ = _QuantLib.delete_IndexManager __del__ = lambda self: None IndexManager_swigregister = _QuantLib.IndexManager_swigregister IndexManager_swigregister(IndexManager) def IndexManager_instance(): return _QuantLib.IndexManager_instance() IndexManager_instance = _QuantLib.IndexManager_instance class Index(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.Index___deref__(self) def __nonzero__(self): return _QuantLib.Index___nonzero__(self) def __bool__(self): return _QuantLib.Index___bool__(self) def addFixings(self, fixingDates, fixings, forceOverwrite=False): return _QuantLib.Index_addFixings(self, fixingDates, fixings, forceOverwrite) def __str__(self): return _QuantLib.Index___str__(self) def asObservable(self): return _QuantLib.Index_asObservable(self) def __init__(self): this = _QuantLib.new_Index() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Index __del__ = lambda self: None def name(self): return _QuantLib.Index_name(self) def fixingCalendar(self): return _QuantLib.Index_fixingCalendar(self) def isValidFixingDate(self, fixingDate): return _QuantLib.Index_isValidFixingDate(self, fixingDate) def fixing(self, fixingDate, forecastTodaysFixing=False): return _QuantLib.Index_fixing(self, fixingDate, forecastTodaysFixing) def addFixing(self, fixingDate, fixing, forceOverwrite=False): return _QuantLib.Index_addFixing(self, fixingDate, fixing, forceOverwrite) def timeSeries(self): return _QuantLib.Index_timeSeries(self) def clearFixings(self): return _QuantLib.Index_clearFixings(self) Index_swigregister = _QuantLib.Index_swigregister Index_swigregister(Index) class InterestRateIndex(Index): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def familyName(self): return _QuantLib.InterestRateIndex_familyName(self) def tenor(self): return _QuantLib.InterestRateIndex_tenor(self) def fixingDays(self): return _QuantLib.InterestRateIndex_fixingDays(self) def fixingDate(self, valueDate): return _QuantLib.InterestRateIndex_fixingDate(self, valueDate) def currency(self): return _QuantLib.InterestRateIndex_currency(self) def dayCounter(self): return _QuantLib.InterestRateIndex_dayCounter(self) def maturityDate(self, valueDate): return _QuantLib.InterestRateIndex_maturityDate(self, valueDate) def valueDate(self, fixingDate): return _QuantLib.InterestRateIndex_valueDate(self, fixingDate) __swig_destroy__ = _QuantLib.delete_InterestRateIndex __del__ = lambda self: None InterestRateIndex_swigregister = _QuantLib.InterestRateIndex_swigregister InterestRateIndex_swigregister(InterestRateIndex) class IborIndex(InterestRateIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_IborIndex(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def businessDayConvention(self): return _QuantLib.IborIndex_businessDayConvention(self) def endOfMonth(self): return _QuantLib.IborIndex_endOfMonth(self) def forwardingTermStructure(self): return _QuantLib.IborIndex_forwardingTermStructure(self) def clone(self, h): return _QuantLib.IborIndex_clone(self, h) __swig_destroy__ = _QuantLib.delete_IborIndex __del__ = lambda self: None IborIndex_swigregister = _QuantLib.IborIndex_swigregister IborIndex_swigregister(IborIndex) def as_iborindex(index): return _QuantLib.as_iborindex(index) as_iborindex = _QuantLib.as_iborindex class OvernightIndex(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_OvernightIndex(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_OvernightIndex __del__ = lambda self: None OvernightIndex_swigregister = _QuantLib.OvernightIndex_swigregister OvernightIndex_swigregister(OvernightIndex) class Libor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Libor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Libor __del__ = lambda self: None Libor_swigregister = _QuantLib.Libor_swigregister Libor_swigregister(Libor) class SwapIndex(InterestRateIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SwapIndex(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def fixedLegTenor(self): return _QuantLib.SwapIndex_fixedLegTenor(self) def fixedLegConvention(self): return _QuantLib.SwapIndex_fixedLegConvention(self) def iborIndex(self): return _QuantLib.SwapIndex_iborIndex(self) def forwardingTermStructure(self): return _QuantLib.SwapIndex_forwardingTermStructure(self) def discountingTermStructure(self): return _QuantLib.SwapIndex_discountingTermStructure(self) def clone(self, *args): return _QuantLib.SwapIndex_clone(self, *args) __swig_destroy__ = _QuantLib.delete_SwapIndex __del__ = lambda self: None SwapIndex_swigregister = _QuantLib.SwapIndex_swigregister SwapIndex_swigregister(SwapIndex) def as_swap_index(index): return _QuantLib.as_swap_index(index) as_swap_index = _QuantLib.as_swap_index class SwapSpreadIndex(InterestRateIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, familyName, swapIndex1, swapIndex2, gearing1=1.0, gearing2=-1.0): this = _QuantLib.new_SwapSpreadIndex(familyName, swapIndex1, swapIndex2, gearing1, gearing2) try: self.this.append(this) except __builtin__.Exception: self.this = this def forecastFixing(self, fixingDate): return _QuantLib.SwapSpreadIndex_forecastFixing(self, fixingDate) def pastFixing(self, fixingDate): return _QuantLib.SwapSpreadIndex_pastFixing(self, fixingDate) def swapIndex1(self): return _QuantLib.SwapSpreadIndex_swapIndex1(self) def swapIndex2(self): return _QuantLib.SwapSpreadIndex_swapIndex2(self) def gearing1(self): return _QuantLib.SwapSpreadIndex_gearing1(self) def gearing2(self): return _QuantLib.SwapSpreadIndex_gearing2(self) __swig_destroy__ = _QuantLib.delete_SwapSpreadIndex __del__ = lambda self: None SwapSpreadIndex_swigregister = _QuantLib.SwapSpreadIndex_swigregister SwapSpreadIndex_swigregister(SwapSpreadIndex) class AUDLibor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_AUDLibor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AUDLibor __del__ = lambda self: None AUDLibor_swigregister = _QuantLib.AUDLibor_swigregister AUDLibor_swigregister(AUDLibor) class CADLibor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_CADLibor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CADLibor __del__ = lambda self: None CADLibor_swigregister = _QuantLib.CADLibor_swigregister CADLibor_swigregister(CADLibor) class Cdor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Cdor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Cdor __del__ = lambda self: None Cdor_swigregister = _QuantLib.Cdor_swigregister Cdor_swigregister(Cdor) class CHFLibor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_CHFLibor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CHFLibor __del__ = lambda self: None CHFLibor_swigregister = _QuantLib.CHFLibor_swigregister CHFLibor_swigregister(CHFLibor) class DKKLibor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_DKKLibor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DKKLibor __del__ = lambda self: None DKKLibor_swigregister = _QuantLib.DKKLibor_swigregister DKKLibor_swigregister(DKKLibor) class Bbsw(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bbsw(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bbsw __del__ = lambda self: None Bbsw_swigregister = _QuantLib.Bbsw_swigregister Bbsw_swigregister(Bbsw) class Bbsw1M(Bbsw): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bbsw1M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bbsw1M __del__ = lambda self: None Bbsw1M_swigregister = _QuantLib.Bbsw1M_swigregister Bbsw1M_swigregister(Bbsw1M) class Bbsw2M(Bbsw): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bbsw2M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bbsw2M __del__ = lambda self: None Bbsw2M_swigregister = _QuantLib.Bbsw2M_swigregister Bbsw2M_swigregister(Bbsw2M) class Bbsw3M(Bbsw): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bbsw3M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bbsw3M __del__ = lambda self: None Bbsw3M_swigregister = _QuantLib.Bbsw3M_swigregister Bbsw3M_swigregister(Bbsw3M) class Bbsw4M(Bbsw): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bbsw4M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bbsw4M __del__ = lambda self: None Bbsw4M_swigregister = _QuantLib.Bbsw4M_swigregister Bbsw4M_swigregister(Bbsw4M) class Bbsw5M(Bbsw): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bbsw5M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bbsw5M __del__ = lambda self: None Bbsw5M_swigregister = _QuantLib.Bbsw5M_swigregister Bbsw5M_swigregister(Bbsw5M) class Bbsw6M(Bbsw): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bbsw6M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bbsw6M __del__ = lambda self: None Bbsw6M_swigregister = _QuantLib.Bbsw6M_swigregister Bbsw6M_swigregister(Bbsw6M) class Bkbm(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bkbm(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bkbm __del__ = lambda self: None Bkbm_swigregister = _QuantLib.Bkbm_swigregister Bkbm_swigregister(Bkbm) class Bkbm1M(Bkbm): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bkbm1M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bkbm1M __del__ = lambda self: None Bkbm1M_swigregister = _QuantLib.Bkbm1M_swigregister Bkbm1M_swigregister(Bkbm1M) class Bkbm2M(Bkbm): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bkbm2M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bkbm2M __del__ = lambda self: None Bkbm2M_swigregister = _QuantLib.Bkbm2M_swigregister Bkbm2M_swigregister(Bkbm2M) class Bkbm3M(Bkbm): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bkbm3M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bkbm3M __del__ = lambda self: None Bkbm3M_swigregister = _QuantLib.Bkbm3M_swigregister Bkbm3M_swigregister(Bkbm3M) class Bkbm4M(Bkbm): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bkbm4M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bkbm4M __del__ = lambda self: None Bkbm4M_swigregister = _QuantLib.Bkbm4M_swigregister Bkbm4M_swigregister(Bkbm4M) class Bkbm5M(Bkbm): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bkbm5M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bkbm5M __del__ = lambda self: None Bkbm5M_swigregister = _QuantLib.Bkbm5M_swigregister Bkbm5M_swigregister(Bkbm5M) class Bkbm6M(Bkbm): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bkbm6M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bkbm6M __del__ = lambda self: None Bkbm6M_swigregister = _QuantLib.Bkbm6M_swigregister Bkbm6M_swigregister(Bkbm6M) class Euribor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor __del__ = lambda self: None Euribor_swigregister = _QuantLib.Euribor_swigregister Euribor_swigregister(Euribor) class EuriborSW(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EuriborSW(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EuriborSW __del__ = lambda self: None EuriborSW_swigregister = _QuantLib.EuriborSW_swigregister EuriborSW_swigregister(EuriborSW) class Euribor2W(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor2W(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor2W __del__ = lambda self: None Euribor2W_swigregister = _QuantLib.Euribor2W_swigregister Euribor2W_swigregister(Euribor2W) class Euribor3W(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor3W(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor3W __del__ = lambda self: None Euribor3W_swigregister = _QuantLib.Euribor3W_swigregister Euribor3W_swigregister(Euribor3W) class Euribor1M(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor1M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor1M __del__ = lambda self: None Euribor1M_swigregister = _QuantLib.Euribor1M_swigregister Euribor1M_swigregister(Euribor1M) class Euribor2M(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor2M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor2M __del__ = lambda self: None Euribor2M_swigregister = _QuantLib.Euribor2M_swigregister Euribor2M_swigregister(Euribor2M) class Euribor3M(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor3M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor3M __del__ = lambda self: None Euribor3M_swigregister = _QuantLib.Euribor3M_swigregister Euribor3M_swigregister(Euribor3M) class Euribor4M(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor4M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor4M __del__ = lambda self: None Euribor4M_swigregister = _QuantLib.Euribor4M_swigregister Euribor4M_swigregister(Euribor4M) class Euribor5M(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor5M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor5M __del__ = lambda self: None Euribor5M_swigregister = _QuantLib.Euribor5M_swigregister Euribor5M_swigregister(Euribor5M) class Euribor6M(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor6M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor6M __del__ = lambda self: None Euribor6M_swigregister = _QuantLib.Euribor6M_swigregister Euribor6M_swigregister(Euribor6M) class Euribor7M(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor7M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor7M __del__ = lambda self: None Euribor7M_swigregister = _QuantLib.Euribor7M_swigregister Euribor7M_swigregister(Euribor7M) class Euribor8M(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor8M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor8M __del__ = lambda self: None Euribor8M_swigregister = _QuantLib.Euribor8M_swigregister Euribor8M_swigregister(Euribor8M) class Euribor9M(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor9M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor9M __del__ = lambda self: None Euribor9M_swigregister = _QuantLib.Euribor9M_swigregister Euribor9M_swigregister(Euribor9M) class Euribor10M(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor10M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor10M __del__ = lambda self: None Euribor10M_swigregister = _QuantLib.Euribor10M_swigregister Euribor10M_swigregister(Euribor10M) class Euribor11M(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor11M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor11M __del__ = lambda self: None Euribor11M_swigregister = _QuantLib.Euribor11M_swigregister Euribor11M_swigregister(Euribor11M) class Euribor1Y(Euribor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor1Y(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor1Y __del__ = lambda self: None Euribor1Y_swigregister = _QuantLib.Euribor1Y_swigregister Euribor1Y_swigregister(Euribor1Y) class Euribor365(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365 __del__ = lambda self: None Euribor365_swigregister = _QuantLib.Euribor365_swigregister Euribor365_swigregister(Euribor365) class Euribor365_SW(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_SW(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_SW __del__ = lambda self: None Euribor365_SW_swigregister = _QuantLib.Euribor365_SW_swigregister Euribor365_SW_swigregister(Euribor365_SW) class Euribor365_2W(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_2W(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_2W __del__ = lambda self: None Euribor365_2W_swigregister = _QuantLib.Euribor365_2W_swigregister Euribor365_2W_swigregister(Euribor365_2W) class Euribor365_3W(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_3W(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_3W __del__ = lambda self: None Euribor365_3W_swigregister = _QuantLib.Euribor365_3W_swigregister Euribor365_3W_swigregister(Euribor365_3W) class Euribor365_1M(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_1M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_1M __del__ = lambda self: None Euribor365_1M_swigregister = _QuantLib.Euribor365_1M_swigregister Euribor365_1M_swigregister(Euribor365_1M) class Euribor365_2M(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_2M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_2M __del__ = lambda self: None Euribor365_2M_swigregister = _QuantLib.Euribor365_2M_swigregister Euribor365_2M_swigregister(Euribor365_2M) class Euribor365_3M(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_3M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_3M __del__ = lambda self: None Euribor365_3M_swigregister = _QuantLib.Euribor365_3M_swigregister Euribor365_3M_swigregister(Euribor365_3M) class Euribor365_4M(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_4M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_4M __del__ = lambda self: None Euribor365_4M_swigregister = _QuantLib.Euribor365_4M_swigregister Euribor365_4M_swigregister(Euribor365_4M) class Euribor365_5M(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_5M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_5M __del__ = lambda self: None Euribor365_5M_swigregister = _QuantLib.Euribor365_5M_swigregister Euribor365_5M_swigregister(Euribor365_5M) class Euribor365_6M(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_6M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_6M __del__ = lambda self: None Euribor365_6M_swigregister = _QuantLib.Euribor365_6M_swigregister Euribor365_6M_swigregister(Euribor365_6M) class Euribor365_7M(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_7M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_7M __del__ = lambda self: None Euribor365_7M_swigregister = _QuantLib.Euribor365_7M_swigregister Euribor365_7M_swigregister(Euribor365_7M) class Euribor365_8M(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_8M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_8M __del__ = lambda self: None Euribor365_8M_swigregister = _QuantLib.Euribor365_8M_swigregister Euribor365_8M_swigregister(Euribor365_8M) class Euribor365_9M(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_9M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_9M __del__ = lambda self: None Euribor365_9M_swigregister = _QuantLib.Euribor365_9M_swigregister Euribor365_9M_swigregister(Euribor365_9M) class Euribor365_10M(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_10M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_10M __del__ = lambda self: None Euribor365_10M_swigregister = _QuantLib.Euribor365_10M_swigregister Euribor365_10M_swigregister(Euribor365_10M) class Euribor365_11M(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_11M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_11M __del__ = lambda self: None Euribor365_11M_swigregister = _QuantLib.Euribor365_11M_swigregister Euribor365_11M_swigregister(Euribor365_11M) class Euribor365_1Y(Euribor365): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Euribor365_1Y(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Euribor365_1Y __del__ = lambda self: None Euribor365_1Y_swigregister = _QuantLib.Euribor365_1Y_swigregister Euribor365_1Y_swigregister(Euribor365_1Y) class EURLibor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLibor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLibor __del__ = lambda self: None EURLibor_swigregister = _QuantLib.EURLibor_swigregister EURLibor_swigregister(EURLibor) class EURLiborSW(EURLibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLiborSW(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLiborSW __del__ = lambda self: None EURLiborSW_swigregister = _QuantLib.EURLiborSW_swigregister EURLiborSW_swigregister(EURLiborSW) class EURLibor2W(EURLibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLibor2W(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLibor2W __del__ = lambda self: None EURLibor2W_swigregister = _QuantLib.EURLibor2W_swigregister EURLibor2W_swigregister(EURLibor2W) class EURLibor1M(EURLibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLibor1M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLibor1M __del__ = lambda self: None EURLibor1M_swigregister = _QuantLib.EURLibor1M_swigregister EURLibor1M_swigregister(EURLibor1M) class EURLibor2M(EURLibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLibor2M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLibor2M __del__ = lambda self: None EURLibor2M_swigregister = _QuantLib.EURLibor2M_swigregister EURLibor2M_swigregister(EURLibor2M) class EURLibor3M(EURLibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLibor3M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLibor3M __del__ = lambda self: None EURLibor3M_swigregister = _QuantLib.EURLibor3M_swigregister EURLibor3M_swigregister(EURLibor3M) class EURLibor4M(EURLibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLibor4M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLibor4M __del__ = lambda self: None EURLibor4M_swigregister = _QuantLib.EURLibor4M_swigregister EURLibor4M_swigregister(EURLibor4M) class EURLibor5M(EURLibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLibor5M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLibor5M __del__ = lambda self: None EURLibor5M_swigregister = _QuantLib.EURLibor5M_swigregister EURLibor5M_swigregister(EURLibor5M) class EURLibor6M(EURLibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLibor6M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLibor6M __del__ = lambda self: None EURLibor6M_swigregister = _QuantLib.EURLibor6M_swigregister EURLibor6M_swigregister(EURLibor6M) class EURLibor7M(EURLibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLibor7M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLibor7M __del__ = lambda self: None EURLibor7M_swigregister = _QuantLib.EURLibor7M_swigregister EURLibor7M_swigregister(EURLibor7M) class EURLibor8M(EURLibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLibor8M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLibor8M __del__ = lambda self: None EURLibor8M_swigregister = _QuantLib.EURLibor8M_swigregister EURLibor8M_swigregister(EURLibor8M) class EURLibor9M(EURLibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLibor9M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLibor9M __del__ = lambda self: None EURLibor9M_swigregister = _QuantLib.EURLibor9M_swigregister EURLibor9M_swigregister(EURLibor9M) class EURLibor10M(EURLibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLibor10M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLibor10M __del__ = lambda self: None EURLibor10M_swigregister = _QuantLib.EURLibor10M_swigregister EURLibor10M_swigregister(EURLibor10M) class EURLibor11M(EURLibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLibor11M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLibor11M __del__ = lambda self: None EURLibor11M_swigregister = _QuantLib.EURLibor11M_swigregister EURLibor11M_swigregister(EURLibor11M) class EURLibor1Y(EURLibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EURLibor1Y(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EURLibor1Y __del__ = lambda self: None EURLibor1Y_swigregister = _QuantLib.EURLibor1Y_swigregister EURLibor1Y_swigregister(EURLibor1Y) class GBPLibor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_GBPLibor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_GBPLibor __del__ = lambda self: None GBPLibor_swigregister = _QuantLib.GBPLibor_swigregister GBPLibor_swigregister(GBPLibor) class Jibar(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Jibar(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Jibar __del__ = lambda self: None Jibar_swigregister = _QuantLib.Jibar_swigregister Jibar_swigregister(Jibar) class JPYLibor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_JPYLibor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_JPYLibor __del__ = lambda self: None JPYLibor_swigregister = _QuantLib.JPYLibor_swigregister JPYLibor_swigregister(JPYLibor) class NZDLibor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_NZDLibor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NZDLibor __del__ = lambda self: None NZDLibor_swigregister = _QuantLib.NZDLibor_swigregister NZDLibor_swigregister(NZDLibor) class SEKLibor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SEKLibor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SEKLibor __del__ = lambda self: None SEKLibor_swigregister = _QuantLib.SEKLibor_swigregister SEKLibor_swigregister(SEKLibor) class Tibor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Tibor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Tibor __del__ = lambda self: None Tibor_swigregister = _QuantLib.Tibor_swigregister Tibor_swigregister(Tibor) class THBFIX(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_THBFIX(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_THBFIX __del__ = lambda self: None THBFIX_swigregister = _QuantLib.THBFIX_swigregister THBFIX_swigregister(THBFIX) class TRLibor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_TRLibor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_TRLibor __del__ = lambda self: None TRLibor_swigregister = _QuantLib.TRLibor_swigregister TRLibor_swigregister(TRLibor) class USDLibor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_USDLibor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_USDLibor __del__ = lambda self: None USDLibor_swigregister = _QuantLib.USDLibor_swigregister USDLibor_swigregister(USDLibor) class Zibor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Zibor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Zibor __del__ = lambda self: None Zibor_swigregister = _QuantLib.Zibor_swigregister Zibor_swigregister(Zibor) class Aonia(OvernightIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Aonia(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Aonia __del__ = lambda self: None Aonia_swigregister = _QuantLib.Aonia_swigregister Aonia_swigregister(Aonia) class Eonia(OvernightIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Eonia(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Eonia __del__ = lambda self: None Eonia_swigregister = _QuantLib.Eonia_swigregister Eonia_swigregister(Eonia) class Sonia(OvernightIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Sonia(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Sonia __del__ = lambda self: None Sonia_swigregister = _QuantLib.Sonia_swigregister Sonia_swigregister(Sonia) class FedFunds(OvernightIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FedFunds(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FedFunds __del__ = lambda self: None FedFunds_swigregister = _QuantLib.FedFunds_swigregister FedFunds_swigregister(FedFunds) class Nzocr(OvernightIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Nzocr(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Nzocr __del__ = lambda self: None Nzocr_swigregister = _QuantLib.Nzocr_swigregister Nzocr_swigregister(Nzocr) class EuriborSwapIsdaFixA(SwapIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EuriborSwapIsdaFixA(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EuriborSwapIsdaFixA __del__ = lambda self: None EuriborSwapIsdaFixA_swigregister = _QuantLib.EuriborSwapIsdaFixA_swigregister EuriborSwapIsdaFixA_swigregister(EuriborSwapIsdaFixA) class EuriborSwapIsdaFixB(SwapIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EuriborSwapIsdaFixB(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EuriborSwapIsdaFixB __del__ = lambda self: None EuriborSwapIsdaFixB_swigregister = _QuantLib.EuriborSwapIsdaFixB_swigregister EuriborSwapIsdaFixB_swigregister(EuriborSwapIsdaFixB) class EuriborSwapIfrFix(SwapIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EuriborSwapIfrFix(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EuriborSwapIfrFix __del__ = lambda self: None EuriborSwapIfrFix_swigregister = _QuantLib.EuriborSwapIfrFix_swigregister EuriborSwapIfrFix_swigregister(EuriborSwapIfrFix) class EurLiborSwapIsdaFixA(SwapIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EurLiborSwapIsdaFixA(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EurLiborSwapIsdaFixA __del__ = lambda self: None EurLiborSwapIsdaFixA_swigregister = _QuantLib.EurLiborSwapIsdaFixA_swigregister EurLiborSwapIsdaFixA_swigregister(EurLiborSwapIsdaFixA) class EurLiborSwapIsdaFixB(SwapIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EurLiborSwapIsdaFixB(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EurLiborSwapIsdaFixB __del__ = lambda self: None EurLiborSwapIsdaFixB_swigregister = _QuantLib.EurLiborSwapIsdaFixB_swigregister EurLiborSwapIsdaFixB_swigregister(EurLiborSwapIsdaFixB) class EurLiborSwapIfrFix(SwapIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EurLiborSwapIfrFix(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EurLiborSwapIfrFix __del__ = lambda self: None EurLiborSwapIfrFix_swigregister = _QuantLib.EurLiborSwapIfrFix_swigregister EurLiborSwapIfrFix_swigregister(EurLiborSwapIfrFix) class ChfLiborSwapIsdaFix(SwapIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ChfLiborSwapIsdaFix(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ChfLiborSwapIsdaFix __del__ = lambda self: None ChfLiborSwapIsdaFix_swigregister = _QuantLib.ChfLiborSwapIsdaFix_swigregister ChfLiborSwapIsdaFix_swigregister(ChfLiborSwapIsdaFix) class GbpLiborSwapIsdaFix(SwapIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_GbpLiborSwapIsdaFix(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_GbpLiborSwapIsdaFix __del__ = lambda self: None GbpLiborSwapIsdaFix_swigregister = _QuantLib.GbpLiborSwapIsdaFix_swigregister GbpLiborSwapIsdaFix_swigregister(GbpLiborSwapIsdaFix) class JpyLiborSwapIsdaFixAm(SwapIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_JpyLiborSwapIsdaFixAm(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_JpyLiborSwapIsdaFixAm __del__ = lambda self: None JpyLiborSwapIsdaFixAm_swigregister = _QuantLib.JpyLiborSwapIsdaFixAm_swigregister JpyLiborSwapIsdaFixAm_swigregister(JpyLiborSwapIsdaFixAm) class JpyLiborSwapIsdaFixPm(SwapIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_JpyLiborSwapIsdaFixPm(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_JpyLiborSwapIsdaFixPm __del__ = lambda self: None JpyLiborSwapIsdaFixPm_swigregister = _QuantLib.JpyLiborSwapIsdaFixPm_swigregister JpyLiborSwapIsdaFixPm_swigregister(JpyLiborSwapIsdaFixPm) class UsdLiborSwapIsdaFixAm(SwapIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_UsdLiborSwapIsdaFixAm(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_UsdLiborSwapIsdaFixAm __del__ = lambda self: None UsdLiborSwapIsdaFixAm_swigregister = _QuantLib.UsdLiborSwapIsdaFixAm_swigregister UsdLiborSwapIsdaFixAm_swigregister(UsdLiborSwapIsdaFixAm) class UsdLiborSwapIsdaFixPm(SwapIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_UsdLiborSwapIsdaFixPm(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_UsdLiborSwapIsdaFixPm __del__ = lambda self: None UsdLiborSwapIsdaFixPm_swigregister = _QuantLib.UsdLiborSwapIsdaFixPm_swigregister UsdLiborSwapIsdaFixPm_swigregister(UsdLiborSwapIsdaFixPm) class Bibor(IborIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bibor(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bibor __del__ = lambda self: None Bibor_swigregister = _QuantLib.Bibor_swigregister Bibor_swigregister(Bibor) class BiborSW(Bibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_BiborSW(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BiborSW __del__ = lambda self: None BiborSW_swigregister = _QuantLib.BiborSW_swigregister BiborSW_swigregister(BiborSW) class Bibor1M(Bibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bibor1M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bibor1M __del__ = lambda self: None Bibor1M_swigregister = _QuantLib.Bibor1M_swigregister Bibor1M_swigregister(Bibor1M) class Bibor2M(Bibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bibor2M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bibor2M __del__ = lambda self: None Bibor2M_swigregister = _QuantLib.Bibor2M_swigregister Bibor2M_swigregister(Bibor2M) class Bibor3M(Bibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bibor3M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bibor3M __del__ = lambda self: None Bibor3M_swigregister = _QuantLib.Bibor3M_swigregister Bibor3M_swigregister(Bibor3M) class Bibor6M(Bibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bibor6M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bibor6M __del__ = lambda self: None Bibor6M_swigregister = _QuantLib.Bibor6M_swigregister Bibor6M_swigregister(Bibor6M) class Bibor9M(Bibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bibor9M(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bibor9M __del__ = lambda self: None Bibor9M_swigregister = _QuantLib.Bibor9M_swigregister Bibor9M_swigregister(Bibor9M) class Bibor1Y(Bibor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bibor1Y(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bibor1Y __del__ = lambda self: None Bibor1Y_swigregister = _QuantLib.Bibor1Y_swigregister Bibor1Y_swigregister(Bibor1Y) class Brent(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def setMaxEvaluations(self, evaluations): return _QuantLib.Brent_setMaxEvaluations(self, evaluations) def setLowerBound(self, lowerBound): return _QuantLib.Brent_setLowerBound(self, lowerBound) def setUpperBound(self, upperBound): return _QuantLib.Brent_setUpperBound(self, upperBound) def solve(self, *args): return _QuantLib.Brent_solve(self, *args) def __init__(self): this = _QuantLib.new_Brent() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Brent __del__ = lambda self: None Brent_swigregister = _QuantLib.Brent_swigregister Brent_swigregister(Brent) class Bisection(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def setMaxEvaluations(self, evaluations): return _QuantLib.Bisection_setMaxEvaluations(self, evaluations) def setLowerBound(self, lowerBound): return _QuantLib.Bisection_setLowerBound(self, lowerBound) def setUpperBound(self, upperBound): return _QuantLib.Bisection_setUpperBound(self, upperBound) def solve(self, *args): return _QuantLib.Bisection_solve(self, *args) def __init__(self): this = _QuantLib.new_Bisection() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Bisection __del__ = lambda self: None Bisection_swigregister = _QuantLib.Bisection_swigregister Bisection_swigregister(Bisection) class FalsePosition(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def setMaxEvaluations(self, evaluations): return _QuantLib.FalsePosition_setMaxEvaluations(self, evaluations) def setLowerBound(self, lowerBound): return _QuantLib.FalsePosition_setLowerBound(self, lowerBound) def setUpperBound(self, upperBound): return _QuantLib.FalsePosition_setUpperBound(self, upperBound) def solve(self, *args): return _QuantLib.FalsePosition_solve(self, *args) def __init__(self): this = _QuantLib.new_FalsePosition() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FalsePosition __del__ = lambda self: None FalsePosition_swigregister = _QuantLib.FalsePosition_swigregister FalsePosition_swigregister(FalsePosition) class Ridder(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def setMaxEvaluations(self, evaluations): return _QuantLib.Ridder_setMaxEvaluations(self, evaluations) def setLowerBound(self, lowerBound): return _QuantLib.Ridder_setLowerBound(self, lowerBound) def setUpperBound(self, upperBound): return _QuantLib.Ridder_setUpperBound(self, upperBound) def solve(self, *args): return _QuantLib.Ridder_solve(self, *args) def __init__(self): this = _QuantLib.new_Ridder() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Ridder __del__ = lambda self: None Ridder_swigregister = _QuantLib.Ridder_swigregister Ridder_swigregister(Ridder) class Secant(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def setMaxEvaluations(self, evaluations): return _QuantLib.Secant_setMaxEvaluations(self, evaluations) def setLowerBound(self, lowerBound): return _QuantLib.Secant_setLowerBound(self, lowerBound) def setUpperBound(self, upperBound): return _QuantLib.Secant_setUpperBound(self, upperBound) def solve(self, *args): return _QuantLib.Secant_solve(self, *args) def __init__(self): this = _QuantLib.new_Secant() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Secant __del__ = lambda self: None Secant_swigregister = _QuantLib.Secant_swigregister Secant_swigregister(Secant) class Newton(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def setMaxEvaluations(self, evaluations): return _QuantLib.Newton_setMaxEvaluations(self, evaluations) def setLowerBound(self, lowerBound): return _QuantLib.Newton_setLowerBound(self, lowerBound) def setUpperBound(self, upperBound): return _QuantLib.Newton_setUpperBound(self, upperBound) def solve(self, *args): return _QuantLib.Newton_solve(self, *args) def __init__(self): this = _QuantLib.new_Newton() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Newton __del__ = lambda self: None Newton_swigregister = _QuantLib.Newton_swigregister Newton_swigregister(Newton) class NewtonSafe(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def setMaxEvaluations(self, evaluations): return _QuantLib.NewtonSafe_setMaxEvaluations(self, evaluations) def setLowerBound(self, lowerBound): return _QuantLib.NewtonSafe_setLowerBound(self, lowerBound) def setUpperBound(self, upperBound): return _QuantLib.NewtonSafe_setUpperBound(self, upperBound) def solve(self, *args): return _QuantLib.NewtonSafe_solve(self, *args) def __init__(self): this = _QuantLib.new_NewtonSafe() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NewtonSafe __del__ = lambda self: None NewtonSafe_swigregister = _QuantLib.NewtonSafe_swigregister NewtonSafe_swigregister(NewtonSafe) class Constraint(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr __swig_destroy__ = _QuantLib.delete_Constraint __del__ = lambda self: None Constraint_swigregister = _QuantLib.Constraint_swigregister Constraint_swigregister(Constraint) class BoundaryConstraint(Constraint): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, lower, upper): this = _QuantLib.new_BoundaryConstraint(lower, upper) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BoundaryConstraint __del__ = lambda self: None BoundaryConstraint_swigregister = _QuantLib.BoundaryConstraint_swigregister BoundaryConstraint_swigregister(BoundaryConstraint) class NoConstraint(Constraint): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_NoConstraint() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NoConstraint __del__ = lambda self: None NoConstraint_swigregister = _QuantLib.NoConstraint_swigregister NoConstraint_swigregister(NoConstraint) class PositiveConstraint(Constraint): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_PositiveConstraint() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_PositiveConstraint __del__ = lambda self: None PositiveConstraint_swigregister = _QuantLib.PositiveConstraint_swigregister PositiveConstraint_swigregister(PositiveConstraint) class CompositeConstraint(Constraint): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, c1, c2): this = _QuantLib.new_CompositeConstraint(c1, c2) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CompositeConstraint __del__ = lambda self: None CompositeConstraint_swigregister = _QuantLib.CompositeConstraint_swigregister CompositeConstraint_swigregister(CompositeConstraint) class NonhomogeneousBoundaryConstraint(Constraint): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, l, u): this = _QuantLib.new_NonhomogeneousBoundaryConstraint(l, u) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NonhomogeneousBoundaryConstraint __del__ = lambda self: None NonhomogeneousBoundaryConstraint_swigregister = _QuantLib.NonhomogeneousBoundaryConstraint_swigregister NonhomogeneousBoundaryConstraint_swigregister(NonhomogeneousBoundaryConstraint) class EndCriteria(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr NoCriteria = _QuantLib.EndCriteria_NoCriteria MaxIterations = _QuantLib.EndCriteria_MaxIterations StationaryPoint = _QuantLib.EndCriteria_StationaryPoint StationaryFunctionValue = _QuantLib.EndCriteria_StationaryFunctionValue StationaryFunctionAccuracy = _QuantLib.EndCriteria_StationaryFunctionAccuracy ZeroGradientNorm = _QuantLib.EndCriteria_ZeroGradientNorm Unknown = _QuantLib.EndCriteria_Unknown def __init__(self, maxIteration, maxStationaryStateIterations, rootEpsilon, functionEpsilon, gradientNormEpsilon): this = _QuantLib.new_EndCriteria(maxIteration, maxStationaryStateIterations, rootEpsilon, functionEpsilon, gradientNormEpsilon) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, iteration, statState, positiveOptimization, fold, normgold, fnew, normgnewx, ecType): return _QuantLib.EndCriteria___call__(self, iteration, statState, positiveOptimization, fold, normgold, fnew, normgnewx, ecType) __swig_destroy__ = _QuantLib.delete_EndCriteria __del__ = lambda self: None EndCriteria_swigregister = _QuantLib.EndCriteria_swigregister EndCriteria_swigregister(EndCriteria) class OptimizationMethod(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr __swig_destroy__ = _QuantLib.delete_OptimizationMethod __del__ = lambda self: None OptimizationMethod_swigregister = _QuantLib.OptimizationMethod_swigregister OptimizationMethod_swigregister(OptimizationMethod) class ConjugateGradient(OptimizationMethod): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ConjugateGradient() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ConjugateGradient __del__ = lambda self: None ConjugateGradient_swigregister = _QuantLib.ConjugateGradient_swigregister ConjugateGradient_swigregister(ConjugateGradient) class Simplex(OptimizationMethod): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, arg2): this = _QuantLib.new_Simplex(arg2) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Simplex __del__ = lambda self: None Simplex_swigregister = _QuantLib.Simplex_swigregister Simplex_swigregister(Simplex) class SteepestDescent(OptimizationMethod): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_SteepestDescent() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SteepestDescent __del__ = lambda self: None SteepestDescent_swigregister = _QuantLib.SteepestDescent_swigregister SteepestDescent_swigregister(SteepestDescent) class BFGS(OptimizationMethod): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_BFGS() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BFGS __del__ = lambda self: None BFGS_swigregister = _QuantLib.BFGS_swigregister BFGS_swigregister(BFGS) class LevenbergMarquardt(OptimizationMethod): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, epsfcn=1.0e-8, xtol=1.0e-8, gtol=1.0e-8): this = _QuantLib.new_LevenbergMarquardt(epsfcn, xtol, gtol) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_LevenbergMarquardt __del__ = lambda self: None LevenbergMarquardt_swigregister = _QuantLib.LevenbergMarquardt_swigregister LevenbergMarquardt_swigregister(LevenbergMarquardt) class DifferentialEvolution(OptimizationMethod): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_DifferentialEvolution() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DifferentialEvolution __del__ = lambda self: None DifferentialEvolution_swigregister = _QuantLib.DifferentialEvolution_swigregister DifferentialEvolution_swigregister(DifferentialEvolution) class SamplerGaussian(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, seed=0): this = _QuantLib.new_SamplerGaussian(seed) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SamplerGaussian __del__ = lambda self: None SamplerGaussian_swigregister = _QuantLib.SamplerGaussian_swigregister SamplerGaussian_swigregister(SamplerGaussian) class SamplerLogNormal(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, seed=0): this = _QuantLib.new_SamplerLogNormal(seed) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SamplerLogNormal __del__ = lambda self: None SamplerLogNormal_swigregister = _QuantLib.SamplerLogNormal_swigregister SamplerLogNormal_swigregister(SamplerLogNormal) class SamplerMirrorGaussian(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, lower, upper, seed=0): this = _QuantLib.new_SamplerMirrorGaussian(lower, upper, seed) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SamplerMirrorGaussian __del__ = lambda self: None SamplerMirrorGaussian_swigregister = _QuantLib.SamplerMirrorGaussian_swigregister SamplerMirrorGaussian_swigregister(SamplerMirrorGaussian) class ProbabilityBoltzmannDownhill(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, seed=0): this = _QuantLib.new_ProbabilityBoltzmannDownhill(seed) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ProbabilityBoltzmannDownhill __del__ = lambda self: None ProbabilityBoltzmannDownhill_swigregister = _QuantLib.ProbabilityBoltzmannDownhill_swigregister ProbabilityBoltzmannDownhill_swigregister(ProbabilityBoltzmannDownhill) class TemperatureExponential(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, initialTemp, dimension, power=0.95): this = _QuantLib.new_TemperatureExponential(initialTemp, dimension, power) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_TemperatureExponential __del__ = lambda self: None TemperatureExponential_swigregister = _QuantLib.TemperatureExponential_swigregister TemperatureExponential_swigregister(TemperatureExponential) class ReannealingTrivial(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ReannealingTrivial() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ReannealingTrivial __del__ = lambda self: None ReannealingTrivial_swigregister = _QuantLib.ReannealingTrivial_swigregister ReannealingTrivial_swigregister(ReannealingTrivial) class GaussianSimulatedAnnealing(OptimizationMethod): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr NoResetScheme = _QuantLib.GaussianSimulatedAnnealing_NoResetScheme ResetToBestPoint = _QuantLib.GaussianSimulatedAnnealing_ResetToBestPoint ResetToOrigin = _QuantLib.GaussianSimulatedAnnealing_ResetToOrigin def __init__(self, *args): this = _QuantLib.new_GaussianSimulatedAnnealing(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_GaussianSimulatedAnnealing __del__ = lambda self: None GaussianSimulatedAnnealing_swigregister = _QuantLib.GaussianSimulatedAnnealing_swigregister GaussianSimulatedAnnealing_swigregister(GaussianSimulatedAnnealing) class MirrorGaussianSimulatedAnnealing(OptimizationMethod): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr NoResetScheme = _QuantLib.MirrorGaussianSimulatedAnnealing_NoResetScheme ResetToBestPoint = _QuantLib.MirrorGaussianSimulatedAnnealing_ResetToBestPoint ResetToOrigin = _QuantLib.MirrorGaussianSimulatedAnnealing_ResetToOrigin def __init__(self, *args): this = _QuantLib.new_MirrorGaussianSimulatedAnnealing(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MirrorGaussianSimulatedAnnealing __del__ = lambda self: None MirrorGaussianSimulatedAnnealing_swigregister = _QuantLib.MirrorGaussianSimulatedAnnealing_swigregister MirrorGaussianSimulatedAnnealing_swigregister(MirrorGaussianSimulatedAnnealing) class LogNormalSimulatedAnnealing(OptimizationMethod): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr NoResetScheme = _QuantLib.LogNormalSimulatedAnnealing_NoResetScheme ResetToBestPoint = _QuantLib.LogNormalSimulatedAnnealing_ResetToBestPoint ResetToOrigin = _QuantLib.LogNormalSimulatedAnnealing_ResetToOrigin def __init__(self, *args): this = _QuantLib.new_LogNormalSimulatedAnnealing(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_LogNormalSimulatedAnnealing __del__ = lambda self: None LogNormalSimulatedAnnealing_swigregister = _QuantLib.LogNormalSimulatedAnnealing_swigregister LogNormalSimulatedAnnealing_swigregister(LogNormalSimulatedAnnealing) class Optimizer(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def solve(self, function, c, m, e, iv): return _QuantLib.Optimizer_solve(self, function, c, m, e, iv) def __init__(self): this = _QuantLib.new_Optimizer() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Optimizer __del__ = lambda self: None Optimizer_swigregister = _QuantLib.Optimizer_swigregister Optimizer_swigregister(Optimizer) ShiftedLognormal = _QuantLib.ShiftedLognormal Normal = _QuantLib.Normal class BlackVolTermStructure(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.BlackVolTermStructure___deref__(self) def __nonzero__(self): return _QuantLib.BlackVolTermStructure___nonzero__(self) def __bool__(self): return _QuantLib.BlackVolTermStructure___bool__(self) def asObservable(self): return _QuantLib.BlackVolTermStructure_asObservable(self) def __init__(self): this = _QuantLib.new_BlackVolTermStructure() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BlackVolTermStructure __del__ = lambda self: None def referenceDate(self): return _QuantLib.BlackVolTermStructure_referenceDate(self) def dayCounter(self): return _QuantLib.BlackVolTermStructure_dayCounter(self) def calendar(self): return _QuantLib.BlackVolTermStructure_calendar(self) def maxDate(self): return _QuantLib.BlackVolTermStructure_maxDate(self) def maxTime(self): return _QuantLib.BlackVolTermStructure_maxTime(self) def minStrike(self): return _QuantLib.BlackVolTermStructure_minStrike(self) def maxStrike(self): return _QuantLib.BlackVolTermStructure_maxStrike(self) def blackVol(self, *args): return _QuantLib.BlackVolTermStructure_blackVol(self, *args) def blackVariance(self, *args): return _QuantLib.BlackVolTermStructure_blackVariance(self, *args) def blackForwardVol(self, *args): return _QuantLib.BlackVolTermStructure_blackForwardVol(self, *args) def blackForwardVariance(self, *args): return _QuantLib.BlackVolTermStructure_blackForwardVariance(self, *args) def enableExtrapolation(self): return _QuantLib.BlackVolTermStructure_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.BlackVolTermStructure_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.BlackVolTermStructure_allowsExtrapolation(self) BlackVolTermStructure_swigregister = _QuantLib.BlackVolTermStructure_swigregister BlackVolTermStructure_swigregister(BlackVolTermStructure) class BlackVolTermStructureHandle(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_BlackVolTermStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __deref__(self): return _QuantLib.BlackVolTermStructureHandle___deref__(self) def __nonzero__(self): return _QuantLib.BlackVolTermStructureHandle___nonzero__(self) def __bool__(self): return _QuantLib.BlackVolTermStructureHandle___bool__(self) def asObservable(self): return _QuantLib.BlackVolTermStructureHandle_asObservable(self) __swig_destroy__ = _QuantLib.delete_BlackVolTermStructureHandle __del__ = lambda self: None def referenceDate(self): return _QuantLib.BlackVolTermStructureHandle_referenceDate(self) def dayCounter(self): return _QuantLib.BlackVolTermStructureHandle_dayCounter(self) def calendar(self): return _QuantLib.BlackVolTermStructureHandle_calendar(self) def maxDate(self): return _QuantLib.BlackVolTermStructureHandle_maxDate(self) def maxTime(self): return _QuantLib.BlackVolTermStructureHandle_maxTime(self) def minStrike(self): return _QuantLib.BlackVolTermStructureHandle_minStrike(self) def maxStrike(self): return _QuantLib.BlackVolTermStructureHandle_maxStrike(self) def blackVol(self, *args): return _QuantLib.BlackVolTermStructureHandle_blackVol(self, *args) def blackVariance(self, *args): return _QuantLib.BlackVolTermStructureHandle_blackVariance(self, *args) def blackForwardVol(self, *args): return _QuantLib.BlackVolTermStructureHandle_blackForwardVol(self, *args) def blackForwardVariance(self, *args): return _QuantLib.BlackVolTermStructureHandle_blackForwardVariance(self, *args) def enableExtrapolation(self): return _QuantLib.BlackVolTermStructureHandle_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.BlackVolTermStructureHandle_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.BlackVolTermStructureHandle_allowsExtrapolation(self) BlackVolTermStructureHandle_swigregister = _QuantLib.BlackVolTermStructureHandle_swigregister BlackVolTermStructureHandle_swigregister(BlackVolTermStructureHandle) class RelinkableBlackVolTermStructureHandle(BlackVolTermStructureHandle): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RelinkableBlackVolTermStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def linkTo(self, arg2): return _QuantLib.RelinkableBlackVolTermStructureHandle_linkTo(self, arg2) __swig_destroy__ = _QuantLib.delete_RelinkableBlackVolTermStructureHandle __del__ = lambda self: None RelinkableBlackVolTermStructureHandle_swigregister = _QuantLib.RelinkableBlackVolTermStructureHandle_swigregister RelinkableBlackVolTermStructureHandle_swigregister(RelinkableBlackVolTermStructureHandle) class LocalVolTermStructure(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.LocalVolTermStructure___deref__(self) def __nonzero__(self): return _QuantLib.LocalVolTermStructure___nonzero__(self) def __bool__(self): return _QuantLib.LocalVolTermStructure___bool__(self) def asObservable(self): return _QuantLib.LocalVolTermStructure_asObservable(self) def __init__(self): this = _QuantLib.new_LocalVolTermStructure() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_LocalVolTermStructure __del__ = lambda self: None def referenceDate(self): return _QuantLib.LocalVolTermStructure_referenceDate(self) def dayCounter(self): return _QuantLib.LocalVolTermStructure_dayCounter(self) def calendar(self): return _QuantLib.LocalVolTermStructure_calendar(self) def maxDate(self): return _QuantLib.LocalVolTermStructure_maxDate(self) def maxTime(self): return _QuantLib.LocalVolTermStructure_maxTime(self) def minStrike(self): return _QuantLib.LocalVolTermStructure_minStrike(self) def maxStrike(self): return _QuantLib.LocalVolTermStructure_maxStrike(self) def localVol(self, *args): return _QuantLib.LocalVolTermStructure_localVol(self, *args) def enableExtrapolation(self): return _QuantLib.LocalVolTermStructure_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.LocalVolTermStructure_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.LocalVolTermStructure_allowsExtrapolation(self) LocalVolTermStructure_swigregister = _QuantLib.LocalVolTermStructure_swigregister LocalVolTermStructure_swigregister(LocalVolTermStructure) class LocalVolTermStructureHandle(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_LocalVolTermStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __deref__(self): return _QuantLib.LocalVolTermStructureHandle___deref__(self) def __nonzero__(self): return _QuantLib.LocalVolTermStructureHandle___nonzero__(self) def __bool__(self): return _QuantLib.LocalVolTermStructureHandle___bool__(self) def asObservable(self): return _QuantLib.LocalVolTermStructureHandle_asObservable(self) __swig_destroy__ = _QuantLib.delete_LocalVolTermStructureHandle __del__ = lambda self: None def referenceDate(self): return _QuantLib.LocalVolTermStructureHandle_referenceDate(self) def dayCounter(self): return _QuantLib.LocalVolTermStructureHandle_dayCounter(self) def calendar(self): return _QuantLib.LocalVolTermStructureHandle_calendar(self) def maxDate(self): return _QuantLib.LocalVolTermStructureHandle_maxDate(self) def maxTime(self): return _QuantLib.LocalVolTermStructureHandle_maxTime(self) def minStrike(self): return _QuantLib.LocalVolTermStructureHandle_minStrike(self) def maxStrike(self): return _QuantLib.LocalVolTermStructureHandle_maxStrike(self) def localVol(self, *args): return _QuantLib.LocalVolTermStructureHandle_localVol(self, *args) def enableExtrapolation(self): return _QuantLib.LocalVolTermStructureHandle_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.LocalVolTermStructureHandle_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.LocalVolTermStructureHandle_allowsExtrapolation(self) LocalVolTermStructureHandle_swigregister = _QuantLib.LocalVolTermStructureHandle_swigregister LocalVolTermStructureHandle_swigregister(LocalVolTermStructureHandle) class RelinkableLocalVolTermStructureHandle(LocalVolTermStructureHandle): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RelinkableLocalVolTermStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def linkTo(self, arg2): return _QuantLib.RelinkableLocalVolTermStructureHandle_linkTo(self, arg2) __swig_destroy__ = _QuantLib.delete_RelinkableLocalVolTermStructureHandle __del__ = lambda self: None RelinkableLocalVolTermStructureHandle_swigregister = _QuantLib.RelinkableLocalVolTermStructureHandle_swigregister RelinkableLocalVolTermStructureHandle_swigregister(RelinkableLocalVolTermStructureHandle) class OptionletVolatilityStructure(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.OptionletVolatilityStructure___deref__(self) def __nonzero__(self): return _QuantLib.OptionletVolatilityStructure___nonzero__(self) def __bool__(self): return _QuantLib.OptionletVolatilityStructure___bool__(self) def asObservable(self): return _QuantLib.OptionletVolatilityStructure_asObservable(self) def __init__(self): this = _QuantLib.new_OptionletVolatilityStructure() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_OptionletVolatilityStructure __del__ = lambda self: None def referenceDate(self): return _QuantLib.OptionletVolatilityStructure_referenceDate(self) def dayCounter(self): return _QuantLib.OptionletVolatilityStructure_dayCounter(self) def calendar(self): return _QuantLib.OptionletVolatilityStructure_calendar(self) def maxDate(self): return _QuantLib.OptionletVolatilityStructure_maxDate(self) def maxTime(self): return _QuantLib.OptionletVolatilityStructure_maxTime(self) def minStrike(self): return _QuantLib.OptionletVolatilityStructure_minStrike(self) def maxStrike(self): return _QuantLib.OptionletVolatilityStructure_maxStrike(self) def volatility(self, *args): return _QuantLib.OptionletVolatilityStructure_volatility(self, *args) def blackVariance(self, *args): return _QuantLib.OptionletVolatilityStructure_blackVariance(self, *args) def enableExtrapolation(self): return _QuantLib.OptionletVolatilityStructure_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.OptionletVolatilityStructure_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.OptionletVolatilityStructure_allowsExtrapolation(self) OptionletVolatilityStructure_swigregister = _QuantLib.OptionletVolatilityStructure_swigregister OptionletVolatilityStructure_swigregister(OptionletVolatilityStructure) class OptionletVolatilityStructureHandle(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_OptionletVolatilityStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __deref__(self): return _QuantLib.OptionletVolatilityStructureHandle___deref__(self) def __nonzero__(self): return _QuantLib.OptionletVolatilityStructureHandle___nonzero__(self) def __bool__(self): return _QuantLib.OptionletVolatilityStructureHandle___bool__(self) def asObservable(self): return _QuantLib.OptionletVolatilityStructureHandle_asObservable(self) __swig_destroy__ = _QuantLib.delete_OptionletVolatilityStructureHandle __del__ = lambda self: None def referenceDate(self): return _QuantLib.OptionletVolatilityStructureHandle_referenceDate(self) def dayCounter(self): return _QuantLib.OptionletVolatilityStructureHandle_dayCounter(self) def calendar(self): return _QuantLib.OptionletVolatilityStructureHandle_calendar(self) def maxDate(self): return _QuantLib.OptionletVolatilityStructureHandle_maxDate(self) def maxTime(self): return _QuantLib.OptionletVolatilityStructureHandle_maxTime(self) def minStrike(self): return _QuantLib.OptionletVolatilityStructureHandle_minStrike(self) def maxStrike(self): return _QuantLib.OptionletVolatilityStructureHandle_maxStrike(self) def volatility(self, *args): return _QuantLib.OptionletVolatilityStructureHandle_volatility(self, *args) def blackVariance(self, *args): return _QuantLib.OptionletVolatilityStructureHandle_blackVariance(self, *args) def enableExtrapolation(self): return _QuantLib.OptionletVolatilityStructureHandle_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.OptionletVolatilityStructureHandle_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.OptionletVolatilityStructureHandle_allowsExtrapolation(self) OptionletVolatilityStructureHandle_swigregister = _QuantLib.OptionletVolatilityStructureHandle_swigregister OptionletVolatilityStructureHandle_swigregister(OptionletVolatilityStructureHandle) class RelinkableOptionletVolatilityStructureHandle(OptionletVolatilityStructureHandle): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RelinkableOptionletVolatilityStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def linkTo(self, arg2): return _QuantLib.RelinkableOptionletVolatilityStructureHandle_linkTo(self, arg2) __swig_destroy__ = _QuantLib.delete_RelinkableOptionletVolatilityStructureHandle __del__ = lambda self: None RelinkableOptionletVolatilityStructureHandle_swigregister = _QuantLib.RelinkableOptionletVolatilityStructureHandle_swigregister RelinkableOptionletVolatilityStructureHandle_swigregister(RelinkableOptionletVolatilityStructureHandle) class SwaptionVolatilityStructure(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.SwaptionVolatilityStructure___deref__(self) def __nonzero__(self): return _QuantLib.SwaptionVolatilityStructure___nonzero__(self) def __bool__(self): return _QuantLib.SwaptionVolatilityStructure___bool__(self) def asObservable(self): return _QuantLib.SwaptionVolatilityStructure_asObservable(self) def __init__(self): this = _QuantLib.new_SwaptionVolatilityStructure() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SwaptionVolatilityStructure __del__ = lambda self: None def referenceDate(self): return _QuantLib.SwaptionVolatilityStructure_referenceDate(self) def dayCounter(self): return _QuantLib.SwaptionVolatilityStructure_dayCounter(self) def calendar(self): return _QuantLib.SwaptionVolatilityStructure_calendar(self) def maxSwapTenor(self): return _QuantLib.SwaptionVolatilityStructure_maxSwapTenor(self) def maxSwapLength(self): return _QuantLib.SwaptionVolatilityStructure_maxSwapLength(self) def minStrike(self): return _QuantLib.SwaptionVolatilityStructure_minStrike(self) def maxStrike(self): return _QuantLib.SwaptionVolatilityStructure_maxStrike(self) def volatility(self, *args): return _QuantLib.SwaptionVolatilityStructure_volatility(self, *args) def blackVariance(self, *args): return _QuantLib.SwaptionVolatilityStructure_blackVariance(self, *args) def optionDateFromTenor(self, p): return _QuantLib.SwaptionVolatilityStructure_optionDateFromTenor(self, p) def enableExtrapolation(self): return _QuantLib.SwaptionVolatilityStructure_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.SwaptionVolatilityStructure_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.SwaptionVolatilityStructure_allowsExtrapolation(self) SwaptionVolatilityStructure_swigregister = _QuantLib.SwaptionVolatilityStructure_swigregister SwaptionVolatilityStructure_swigregister(SwaptionVolatilityStructure) class SwaptionVolatilityStructureHandle(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SwaptionVolatilityStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __deref__(self): return _QuantLib.SwaptionVolatilityStructureHandle___deref__(self) def __nonzero__(self): return _QuantLib.SwaptionVolatilityStructureHandle___nonzero__(self) def __bool__(self): return _QuantLib.SwaptionVolatilityStructureHandle___bool__(self) def asObservable(self): return _QuantLib.SwaptionVolatilityStructureHandle_asObservable(self) __swig_destroy__ = _QuantLib.delete_SwaptionVolatilityStructureHandle __del__ = lambda self: None def referenceDate(self): return _QuantLib.SwaptionVolatilityStructureHandle_referenceDate(self) def dayCounter(self): return _QuantLib.SwaptionVolatilityStructureHandle_dayCounter(self) def calendar(self): return _QuantLib.SwaptionVolatilityStructureHandle_calendar(self) def maxSwapTenor(self): return _QuantLib.SwaptionVolatilityStructureHandle_maxSwapTenor(self) def maxSwapLength(self): return _QuantLib.SwaptionVolatilityStructureHandle_maxSwapLength(self) def minStrike(self): return _QuantLib.SwaptionVolatilityStructureHandle_minStrike(self) def maxStrike(self): return _QuantLib.SwaptionVolatilityStructureHandle_maxStrike(self) def volatility(self, *args): return _QuantLib.SwaptionVolatilityStructureHandle_volatility(self, *args) def blackVariance(self, *args): return _QuantLib.SwaptionVolatilityStructureHandle_blackVariance(self, *args) def optionDateFromTenor(self, p): return _QuantLib.SwaptionVolatilityStructureHandle_optionDateFromTenor(self, p) def enableExtrapolation(self): return _QuantLib.SwaptionVolatilityStructureHandle_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.SwaptionVolatilityStructureHandle_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.SwaptionVolatilityStructureHandle_allowsExtrapolation(self) SwaptionVolatilityStructureHandle_swigregister = _QuantLib.SwaptionVolatilityStructureHandle_swigregister SwaptionVolatilityStructureHandle_swigregister(SwaptionVolatilityStructureHandle) class RelinkableSwaptionVolatilityStructureHandle(SwaptionVolatilityStructureHandle): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RelinkableSwaptionVolatilityStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def linkTo(self, arg2): return _QuantLib.RelinkableSwaptionVolatilityStructureHandle_linkTo(self, arg2) __swig_destroy__ = _QuantLib.delete_RelinkableSwaptionVolatilityStructureHandle __del__ = lambda self: None RelinkableSwaptionVolatilityStructureHandle_swigregister = _QuantLib.RelinkableSwaptionVolatilityStructureHandle_swigregister RelinkableSwaptionVolatilityStructureHandle_swigregister(RelinkableSwaptionVolatilityStructureHandle) class BlackConstantVol(BlackVolTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_BlackConstantVol(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BlackConstantVol __del__ = lambda self: None BlackConstantVol_swigregister = _QuantLib.BlackConstantVol_swigregister BlackConstantVol_swigregister(BlackConstantVol) class BlackVarianceCurve(BlackVolTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, referenceDate, dates, volatilities, dayCounter, forceMonotoneVariance=True): this = _QuantLib.new_BlackVarianceCurve(referenceDate, dates, volatilities, dayCounter, forceMonotoneVariance) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BlackVarianceCurve __del__ = lambda self: None BlackVarianceCurve_swigregister = _QuantLib.BlackVarianceCurve_swigregister BlackVarianceCurve_swigregister(BlackVarianceCurve) class BlackVarianceSurface(BlackVolTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_BlackVarianceSurface(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this def setInterpolation(self, *args): return _QuantLib.BlackVarianceSurface_setInterpolation(self, *args) ConstantExtrapolation = _QuantLib.BlackVarianceSurface_ConstantExtrapolation InterpolatorDefaultExtrapolation = _QuantLib.BlackVarianceSurface_InterpolatorDefaultExtrapolation __swig_destroy__ = _QuantLib.delete_BlackVarianceSurface __del__ = lambda self: None BlackVarianceSurface_swigregister = _QuantLib.BlackVarianceSurface_swigregister BlackVarianceSurface_swigregister(BlackVarianceSurface) class LocalConstantVol(LocalVolTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_LocalConstantVol(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_LocalConstantVol __del__ = lambda self: None LocalConstantVol_swigregister = _QuantLib.LocalConstantVol_swigregister LocalConstantVol_swigregister(LocalConstantVol) class LocalVolSurface(LocalVolTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_LocalVolSurface(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_LocalVolSurface __del__ = lambda self: None LocalVolSurface_swigregister = _QuantLib.LocalVolSurface_swigregister LocalVolSurface_swigregister(LocalVolSurface) class ConstantOptionletVolatility(OptionletVolatilityStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ConstantOptionletVolatility(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ConstantOptionletVolatility __del__ = lambda self: None ConstantOptionletVolatility_swigregister = _QuantLib.ConstantOptionletVolatility_swigregister ConstantOptionletVolatility_swigregister(ConstantOptionletVolatility) class ConstantSwaptionVolatility(SwaptionVolatilityStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ConstantSwaptionVolatility(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ConstantSwaptionVolatility __del__ = lambda self: None ConstantSwaptionVolatility_swigregister = _QuantLib.ConstantSwaptionVolatility_swigregister ConstantSwaptionVolatility_swigregister(ConstantSwaptionVolatility) class SwaptionVolatilityMatrix(SwaptionVolatilityStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SwaptionVolatilityMatrix(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SwaptionVolatilityMatrix __del__ = lambda self: None SwaptionVolatilityMatrix_swigregister = _QuantLib.SwaptionVolatilityMatrix_swigregister SwaptionVolatilityMatrix_swigregister(SwaptionVolatilityMatrix) class SwaptionVolCube1(SwaptionVolatilityStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SwaptionVolCube1(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def sparseSabrParameters(self): return _QuantLib.SwaptionVolCube1_sparseSabrParameters(self) def denseSabrParameters(self): return _QuantLib.SwaptionVolCube1_denseSabrParameters(self) def marketVolCube(self): return _QuantLib.SwaptionVolCube1_marketVolCube(self) def volCubeAtmCalibrated(self): return _QuantLib.SwaptionVolCube1_volCubeAtmCalibrated(self) __swig_destroy__ = _QuantLib.delete_SwaptionVolCube1 __del__ = lambda self: None SwaptionVolCube1_swigregister = _QuantLib.SwaptionVolCube1_swigregister SwaptionVolCube1_swigregister(SwaptionVolCube1) class SwaptionVolCube2(SwaptionVolatilityStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, atmVolStructure, optionTenors, swapTenors, strikeSpreads, volSpreads, swapIndexBase, shortSwapIndexBase, vegaWeightedSmileFit): this = _QuantLib.new_SwaptionVolCube2(atmVolStructure, optionTenors, swapTenors, strikeSpreads, volSpreads, swapIndexBase, shortSwapIndexBase, vegaWeightedSmileFit) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SwaptionVolCube2 __del__ = lambda self: None SwaptionVolCube2_swigregister = _QuantLib.SwaptionVolCube2_swigregister SwaptionVolCube2_swigregister(SwaptionVolCube2) class SmileSection(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.SmileSection___deref__(self) def __nonzero__(self): return _QuantLib.SmileSection___nonzero__(self) def __bool__(self): return _QuantLib.SmileSection___bool__(self) def asObservable(self): return _QuantLib.SmileSection_asObservable(self) def __init__(self): this = _QuantLib.new_SmileSection() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SmileSection __del__ = lambda self: None def variance(self, strike): return _QuantLib.SmileSection_variance(self, strike) def volatility(self, *args): return _QuantLib.SmileSection_volatility(self, *args) def exerciseDate(self): return _QuantLib.SmileSection_exerciseDate(self) def volatilityType(self): return _QuantLib.SmileSection_volatilityType(self) def shift(self): return _QuantLib.SmileSection_shift(self) def referenceDate(self): return _QuantLib.SmileSection_referenceDate(self) def exerciseTime(self): return _QuantLib.SmileSection_exerciseTime(self) def dayCounter(self): return _QuantLib.SmileSection_dayCounter(self) def optionPrice(self, *args): return _QuantLib.SmileSection_optionPrice(self, *args) def digitalOptionPrice(self, *args): return _QuantLib.SmileSection_digitalOptionPrice(self, *args) def vega(self, strike, discount=1.0): return _QuantLib.SmileSection_vega(self, strike, discount) def density(self, strike, discount=1.0, gap=1.0E-4): return _QuantLib.SmileSection_density(self, strike, discount, gap) SmileSection_swigregister = _QuantLib.SmileSection_swigregister SmileSection_swigregister(SmileSection) class FlatSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FlatSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FlatSmileSection __del__ = lambda self: None FlatSmileSection_swigregister = _QuantLib.FlatSmileSection_swigregister FlatSmileSection_swigregister(FlatSmileSection) class LinearInterpolatedSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_LinearInterpolatedSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_LinearInterpolatedSmileSection __del__ = lambda self: None LinearInterpolatedSmileSection_swigregister = _QuantLib.LinearInterpolatedSmileSection_swigregister LinearInterpolatedSmileSection_swigregister(LinearInterpolatedSmileSection) class CubicInterpolatedSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_CubicInterpolatedSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CubicInterpolatedSmileSection __del__ = lambda self: None CubicInterpolatedSmileSection_swigregister = _QuantLib.CubicInterpolatedSmileSection_swigregister CubicInterpolatedSmileSection_swigregister(CubicInterpolatedSmileSection) class MonotonicCubicInterpolatedSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_MonotonicCubicInterpolatedSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MonotonicCubicInterpolatedSmileSection __del__ = lambda self: None MonotonicCubicInterpolatedSmileSection_swigregister = _QuantLib.MonotonicCubicInterpolatedSmileSection_swigregister MonotonicCubicInterpolatedSmileSection_swigregister(MonotonicCubicInterpolatedSmileSection) class SplineCubicInterpolatedSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SplineCubicInterpolatedSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SplineCubicInterpolatedSmileSection __del__ = lambda self: None SplineCubicInterpolatedSmileSection_swigregister = _QuantLib.SplineCubicInterpolatedSmileSection_swigregister SplineCubicInterpolatedSmileSection_swigregister(SplineCubicInterpolatedSmileSection) class SabrSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SabrSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SabrSmileSection __del__ = lambda self: None SabrSmileSection_swigregister = _QuantLib.SabrSmileSection_swigregister SabrSmileSection_swigregister(SabrSmileSection) class KahaleSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_KahaleSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_KahaleSmileSection __del__ = lambda self: None KahaleSmileSection_swigregister = _QuantLib.KahaleSmileSection_swigregister KahaleSmileSection_swigregister(KahaleSmileSection) class ZabrShortMaturityLognormal(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ZabrShortMaturityLognormal() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZabrShortMaturityLognormal __del__ = lambda self: None ZabrShortMaturityLognormal_swigregister = _QuantLib.ZabrShortMaturityLognormal_swigregister ZabrShortMaturityLognormal_swigregister(ZabrShortMaturityLognormal) class ZabrShortMaturityNormal(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ZabrShortMaturityNormal() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZabrShortMaturityNormal __del__ = lambda self: None ZabrShortMaturityNormal_swigregister = _QuantLib.ZabrShortMaturityNormal_swigregister ZabrShortMaturityNormal_swigregister(ZabrShortMaturityNormal) class ZabrLocalVolatility(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ZabrLocalVolatility() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZabrLocalVolatility __del__ = lambda self: None ZabrLocalVolatility_swigregister = _QuantLib.ZabrLocalVolatility_swigregister ZabrLocalVolatility_swigregister(ZabrLocalVolatility) class ZabrFullFd(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ZabrFullFd() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZabrFullFd __del__ = lambda self: None ZabrFullFd_swigregister = _QuantLib.ZabrFullFd_swigregister ZabrFullFd_swigregister(ZabrFullFd) class ZabrShortMaturityLognormalSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ZabrShortMaturityLognormalSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZabrShortMaturityLognormalSmileSection __del__ = lambda self: None ZabrShortMaturityLognormalSmileSection_swigregister = _QuantLib.ZabrShortMaturityLognormalSmileSection_swigregister ZabrShortMaturityLognormalSmileSection_swigregister(ZabrShortMaturityLognormalSmileSection) class ZabrShortMaturityNormalSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ZabrShortMaturityNormalSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZabrShortMaturityNormalSmileSection __del__ = lambda self: None ZabrShortMaturityNormalSmileSection_swigregister = _QuantLib.ZabrShortMaturityNormalSmileSection_swigregister ZabrShortMaturityNormalSmileSection_swigregister(ZabrShortMaturityNormalSmileSection) class ZabrLocalVolatilitySmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ZabrLocalVolatilitySmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZabrLocalVolatilitySmileSection __del__ = lambda self: None ZabrLocalVolatilitySmileSection_swigregister = _QuantLib.ZabrLocalVolatilitySmileSection_swigregister ZabrLocalVolatilitySmileSection_swigregister(ZabrLocalVolatilitySmileSection) class ZabrFullFdSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ZabrFullFdSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZabrFullFdSmileSection __del__ = lambda self: None ZabrFullFdSmileSection_swigregister = _QuantLib.ZabrFullFdSmileSection_swigregister ZabrFullFdSmileSection_swigregister(ZabrFullFdSmileSection) class ZabrShortMaturityLognormalInterpolatedSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ZabrShortMaturityLognormalInterpolatedSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def alpha(self): return _QuantLib.ZabrShortMaturityLognormalInterpolatedSmileSection_alpha(self) def beta(self): return _QuantLib.ZabrShortMaturityLognormalInterpolatedSmileSection_beta(self) def nu(self): return _QuantLib.ZabrShortMaturityLognormalInterpolatedSmileSection_nu(self) def rho(self): return _QuantLib.ZabrShortMaturityLognormalInterpolatedSmileSection_rho(self) def rmsError(self): return _QuantLib.ZabrShortMaturityLognormalInterpolatedSmileSection_rmsError(self) def maxError(self): return _QuantLib.ZabrShortMaturityLognormalInterpolatedSmileSection_maxError(self) def endCriteria(self): return _QuantLib.ZabrShortMaturityLognormalInterpolatedSmileSection_endCriteria(self) __swig_destroy__ = _QuantLib.delete_ZabrShortMaturityLognormalInterpolatedSmileSection __del__ = lambda self: None ZabrShortMaturityLognormalInterpolatedSmileSection_swigregister = _QuantLib.ZabrShortMaturityLognormalInterpolatedSmileSection_swigregister ZabrShortMaturityLognormalInterpolatedSmileSection_swigregister(ZabrShortMaturityLognormalInterpolatedSmileSection) class ZabrShortMaturityNormalInterpolatedSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ZabrShortMaturityNormalInterpolatedSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def alpha(self): return _QuantLib.ZabrShortMaturityNormalInterpolatedSmileSection_alpha(self) def beta(self): return _QuantLib.ZabrShortMaturityNormalInterpolatedSmileSection_beta(self) def nu(self): return _QuantLib.ZabrShortMaturityNormalInterpolatedSmileSection_nu(self) def rho(self): return _QuantLib.ZabrShortMaturityNormalInterpolatedSmileSection_rho(self) def rmsError(self): return _QuantLib.ZabrShortMaturityNormalInterpolatedSmileSection_rmsError(self) def maxError(self): return _QuantLib.ZabrShortMaturityNormalInterpolatedSmileSection_maxError(self) def endCriteria(self): return _QuantLib.ZabrShortMaturityNormalInterpolatedSmileSection_endCriteria(self) __swig_destroy__ = _QuantLib.delete_ZabrShortMaturityNormalInterpolatedSmileSection __del__ = lambda self: None ZabrShortMaturityNormalInterpolatedSmileSection_swigregister = _QuantLib.ZabrShortMaturityNormalInterpolatedSmileSection_swigregister ZabrShortMaturityNormalInterpolatedSmileSection_swigregister(ZabrShortMaturityNormalInterpolatedSmileSection) class ZabrLocalVolatilityInterpolatedSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ZabrLocalVolatilityInterpolatedSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def alpha(self): return _QuantLib.ZabrLocalVolatilityInterpolatedSmileSection_alpha(self) def beta(self): return _QuantLib.ZabrLocalVolatilityInterpolatedSmileSection_beta(self) def nu(self): return _QuantLib.ZabrLocalVolatilityInterpolatedSmileSection_nu(self) def rho(self): return _QuantLib.ZabrLocalVolatilityInterpolatedSmileSection_rho(self) def rmsError(self): return _QuantLib.ZabrLocalVolatilityInterpolatedSmileSection_rmsError(self) def maxError(self): return _QuantLib.ZabrLocalVolatilityInterpolatedSmileSection_maxError(self) def endCriteria(self): return _QuantLib.ZabrLocalVolatilityInterpolatedSmileSection_endCriteria(self) __swig_destroy__ = _QuantLib.delete_ZabrLocalVolatilityInterpolatedSmileSection __del__ = lambda self: None ZabrLocalVolatilityInterpolatedSmileSection_swigregister = _QuantLib.ZabrLocalVolatilityInterpolatedSmileSection_swigregister ZabrLocalVolatilityInterpolatedSmileSection_swigregister(ZabrLocalVolatilityInterpolatedSmileSection) class ZabrFullFdInterpolatedSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ZabrFullFdInterpolatedSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def alpha(self): return _QuantLib.ZabrFullFdInterpolatedSmileSection_alpha(self) def beta(self): return _QuantLib.ZabrFullFdInterpolatedSmileSection_beta(self) def nu(self): return _QuantLib.ZabrFullFdInterpolatedSmileSection_nu(self) def rho(self): return _QuantLib.ZabrFullFdInterpolatedSmileSection_rho(self) def rmsError(self): return _QuantLib.ZabrFullFdInterpolatedSmileSection_rmsError(self) def maxError(self): return _QuantLib.ZabrFullFdInterpolatedSmileSection_maxError(self) def endCriteria(self): return _QuantLib.ZabrFullFdInterpolatedSmileSection_endCriteria(self) __swig_destroy__ = _QuantLib.delete_ZabrFullFdInterpolatedSmileSection __del__ = lambda self: None ZabrFullFdInterpolatedSmileSection_swigregister = _QuantLib.ZabrFullFdInterpolatedSmileSection_swigregister ZabrFullFdInterpolatedSmileSection_swigregister(ZabrFullFdInterpolatedSmileSection) class NoArbSabrSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_NoArbSabrSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NoArbSabrSmileSection __del__ = lambda self: None NoArbSabrSmileSection_swigregister = _QuantLib.NoArbSabrSmileSection_swigregister NoArbSabrSmileSection_swigregister(NoArbSabrSmileSection) class NoArbSabrInterpolatedSmileSection(SmileSection): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_NoArbSabrInterpolatedSmileSection(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def alpha(self): return _QuantLib.NoArbSabrInterpolatedSmileSection_alpha(self) def beta(self): return _QuantLib.NoArbSabrInterpolatedSmileSection_beta(self) def nu(self): return _QuantLib.NoArbSabrInterpolatedSmileSection_nu(self) def rho(self): return _QuantLib.NoArbSabrInterpolatedSmileSection_rho(self) def rmsError(self): return _QuantLib.NoArbSabrInterpolatedSmileSection_rmsError(self) def maxError(self): return _QuantLib.NoArbSabrInterpolatedSmileSection_maxError(self) def endCriteria(self): return _QuantLib.NoArbSabrInterpolatedSmileSection_endCriteria(self) __swig_destroy__ = _QuantLib.delete_NoArbSabrInterpolatedSmileSection __del__ = lambda self: None NoArbSabrInterpolatedSmileSection_swigregister = _QuantLib.NoArbSabrInterpolatedSmileSection_swigregister NoArbSabrInterpolatedSmileSection_swigregister(NoArbSabrInterpolatedSmileSection) class StochasticProcess(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.StochasticProcess___deref__(self) def __nonzero__(self): return _QuantLib.StochasticProcess___nonzero__(self) def __bool__(self): return _QuantLib.StochasticProcess___bool__(self) def asObservable(self): return _QuantLib.StochasticProcess_asObservable(self) def __init__(self): this = _QuantLib.new_StochasticProcess() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_StochasticProcess __del__ = lambda self: None def size(self): return _QuantLib.StochasticProcess_size(self) def factors(self): return _QuantLib.StochasticProcess_factors(self) def initialValues(self): return _QuantLib.StochasticProcess_initialValues(self) def drift(self, t, x): return _QuantLib.StochasticProcess_drift(self, t, x) def diffusion(self, t, x): return _QuantLib.StochasticProcess_diffusion(self, t, x) def expectation(self, t0, x0, dt): return _QuantLib.StochasticProcess_expectation(self, t0, x0, dt) def stdDeviation(self, t0, x0, dt): return _QuantLib.StochasticProcess_stdDeviation(self, t0, x0, dt) def covariance(self, t0, x0, dt): return _QuantLib.StochasticProcess_covariance(self, t0, x0, dt) def evolve(self, t0, x0, dt, dw): return _QuantLib.StochasticProcess_evolve(self, t0, x0, dt, dw) StochasticProcess_swigregister = _QuantLib.StochasticProcess_swigregister StochasticProcess_swigregister(StochasticProcess) class StochasticProcessVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.StochasticProcessVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.StochasticProcessVector___nonzero__(self) def __bool__(self): return _QuantLib.StochasticProcessVector___bool__(self) def __len__(self): return _QuantLib.StochasticProcessVector___len__(self) def __getslice__(self, i, j): return _QuantLib.StochasticProcessVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.StochasticProcessVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.StochasticProcessVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.StochasticProcessVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.StochasticProcessVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.StochasticProcessVector___setitem__(self, *args) def pop(self): return _QuantLib.StochasticProcessVector_pop(self) def append(self, x): return _QuantLib.StochasticProcessVector_append(self, x) def empty(self): return _QuantLib.StochasticProcessVector_empty(self) def size(self): return _QuantLib.StochasticProcessVector_size(self) def swap(self, v): return _QuantLib.StochasticProcessVector_swap(self, v) def begin(self): return _QuantLib.StochasticProcessVector_begin(self) def end(self): return _QuantLib.StochasticProcessVector_end(self) def rbegin(self): return _QuantLib.StochasticProcessVector_rbegin(self) def rend(self): return _QuantLib.StochasticProcessVector_rend(self) def clear(self): return _QuantLib.StochasticProcessVector_clear(self) def get_allocator(self): return _QuantLib.StochasticProcessVector_get_allocator(self) def pop_back(self): return _QuantLib.StochasticProcessVector_pop_back(self) def erase(self, *args): return _QuantLib.StochasticProcessVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_StochasticProcessVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.StochasticProcessVector_push_back(self, x) def front(self): return _QuantLib.StochasticProcessVector_front(self) def back(self): return _QuantLib.StochasticProcessVector_back(self) def assign(self, n, x): return _QuantLib.StochasticProcessVector_assign(self, n, x) def resize(self, *args): return _QuantLib.StochasticProcessVector_resize(self, *args) def insert(self, *args): return _QuantLib.StochasticProcessVector_insert(self, *args) def reserve(self, n): return _QuantLib.StochasticProcessVector_reserve(self, n) def capacity(self): return _QuantLib.StochasticProcessVector_capacity(self) __swig_destroy__ = _QuantLib.delete_StochasticProcessVector __del__ = lambda self: None StochasticProcessVector_swigregister = _QuantLib.StochasticProcessVector_swigregister StochasticProcessVector_swigregister(StochasticProcessVector) class StochasticProcess1D(StochasticProcess): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def x0(self): return _QuantLib.StochasticProcess1D_x0(self) def drift(self, t, x): return _QuantLib.StochasticProcess1D_drift(self, t, x) def diffusion(self, t, x): return _QuantLib.StochasticProcess1D_diffusion(self, t, x) def expectation(self, t0, x0, dt): return _QuantLib.StochasticProcess1D_expectation(self, t0, x0, dt) def stdDeviation(self, t0, x0, dt): return _QuantLib.StochasticProcess1D_stdDeviation(self, t0, x0, dt) def variance(self, t0, x0, dt): return _QuantLib.StochasticProcess1D_variance(self, t0, x0, dt) def evolve(self, t0, x0, dt, dw): return _QuantLib.StochasticProcess1D_evolve(self, t0, x0, dt, dw) def apply(self, x0, dx): return _QuantLib.StochasticProcess1D_apply(self, x0, dx) __swig_destroy__ = _QuantLib.delete_StochasticProcess1D __del__ = lambda self: None StochasticProcess1D_swigregister = _QuantLib.StochasticProcess1D_swigregister StochasticProcess1D_swigregister(StochasticProcess1D) class GeneralizedBlackScholesProcess(StochasticProcess1D): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, s0, dividendTS, riskFreeTS, volTS): this = _QuantLib.new_GeneralizedBlackScholesProcess(s0, dividendTS, riskFreeTS, volTS) try: self.this.append(this) except __builtin__.Exception: self.this = this def stateVariable(self): return _QuantLib.GeneralizedBlackScholesProcess_stateVariable(self) def dividendYield(self): return _QuantLib.GeneralizedBlackScholesProcess_dividendYield(self) def riskFreeRate(self): return _QuantLib.GeneralizedBlackScholesProcess_riskFreeRate(self) def blackVolatility(self): return _QuantLib.GeneralizedBlackScholesProcess_blackVolatility(self) __swig_destroy__ = _QuantLib.delete_GeneralizedBlackScholesProcess __del__ = lambda self: None GeneralizedBlackScholesProcess_swigregister = _QuantLib.GeneralizedBlackScholesProcess_swigregister GeneralizedBlackScholesProcess_swigregister(GeneralizedBlackScholesProcess) class BlackScholesProcess(GeneralizedBlackScholesProcess): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, s0, riskFreeTS, volTS): this = _QuantLib.new_BlackScholesProcess(s0, riskFreeTS, volTS) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BlackScholesProcess __del__ = lambda self: None BlackScholesProcess_swigregister = _QuantLib.BlackScholesProcess_swigregister BlackScholesProcess_swigregister(BlackScholesProcess) class BlackScholesMertonProcess(GeneralizedBlackScholesProcess): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, s0, dividendTS, riskFreeTS, volTS): this = _QuantLib.new_BlackScholesMertonProcess(s0, dividendTS, riskFreeTS, volTS) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BlackScholesMertonProcess __del__ = lambda self: None BlackScholesMertonProcess_swigregister = _QuantLib.BlackScholesMertonProcess_swigregister BlackScholesMertonProcess_swigregister(BlackScholesMertonProcess) class BlackProcess(GeneralizedBlackScholesProcess): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, s0, riskFreeTS, volTS): this = _QuantLib.new_BlackProcess(s0, riskFreeTS, volTS) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BlackProcess __del__ = lambda self: None BlackProcess_swigregister = _QuantLib.BlackProcess_swigregister BlackProcess_swigregister(BlackProcess) class GarmanKohlagenProcess(GeneralizedBlackScholesProcess): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, s0, foreignRiskFreeTS, domesticRiskFreeTS, volTS): this = _QuantLib.new_GarmanKohlagenProcess(s0, foreignRiskFreeTS, domesticRiskFreeTS, volTS) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_GarmanKohlagenProcess __del__ = lambda self: None GarmanKohlagenProcess_swigregister = _QuantLib.GarmanKohlagenProcess_swigregister GarmanKohlagenProcess_swigregister(GarmanKohlagenProcess) class Merton76Process(StochasticProcess1D): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, stateVariable, dividendTS, riskFreeTS, volTS, jumpIntensity, meanLogJump, jumpVolatility): this = _QuantLib.new_Merton76Process(stateVariable, dividendTS, riskFreeTS, volTS, jumpIntensity, meanLogJump, jumpVolatility) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Merton76Process __del__ = lambda self: None Merton76Process_swigregister = _QuantLib.Merton76Process_swigregister Merton76Process_swigregister(Merton76Process) class StochasticProcessArray(StochasticProcess): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, array, correlation): this = _QuantLib.new_StochasticProcessArray(array, correlation) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_StochasticProcessArray __del__ = lambda self: None StochasticProcessArray_swigregister = _QuantLib.StochasticProcessArray_swigregister StochasticProcessArray_swigregister(StochasticProcessArray) class GeometricBrownianMotionProcess(StochasticProcess1D): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, initialValue, mu, sigma): this = _QuantLib.new_GeometricBrownianMotionProcess(initialValue, mu, sigma) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_GeometricBrownianMotionProcess __del__ = lambda self: None GeometricBrownianMotionProcess_swigregister = _QuantLib.GeometricBrownianMotionProcess_swigregister GeometricBrownianMotionProcess_swigregister(GeometricBrownianMotionProcess) class VarianceGammaProcess(StochasticProcess1D): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, s0, dividendYield, riskFreeRate, sigma, nu, theta): this = _QuantLib.new_VarianceGammaProcess(s0, dividendYield, riskFreeRate, sigma, nu, theta) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_VarianceGammaProcess __del__ = lambda self: None VarianceGammaProcess_swigregister = _QuantLib.VarianceGammaProcess_swigregister VarianceGammaProcess_swigregister(VarianceGammaProcess) class HestonProcess(StochasticProcess): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, riskFreeTS, dividendTS, s0, v0, kappa, theta, sigma, rho): this = _QuantLib.new_HestonProcess(riskFreeTS, dividendTS, s0, v0, kappa, theta, sigma, rho) try: self.this.append(this) except __builtin__.Exception: self.this = this def s0(self): return _QuantLib.HestonProcess_s0(self) def dividendYield(self): return _QuantLib.HestonProcess_dividendYield(self) def riskFreeRate(self): return _QuantLib.HestonProcess_riskFreeRate(self) __swig_destroy__ = _QuantLib.delete_HestonProcess __del__ = lambda self: None HestonProcess_swigregister = _QuantLib.HestonProcess_swigregister HestonProcess_swigregister(HestonProcess) class BatesProcess(HestonProcess): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, riskFreeRate, dividendYield, s0, v0, kappa, theta, sigma, rho, arg10, nu, delta): this = _QuantLib.new_BatesProcess(riskFreeRate, dividendYield, s0, v0, kappa, theta, sigma, rho, arg10, nu, delta) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BatesProcess __del__ = lambda self: None BatesProcess_swigregister = _QuantLib.BatesProcess_swigregister BatesProcess_swigregister(BatesProcess) class HullWhiteProcess(StochasticProcess1D): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, riskFreeTS, a, sigma): this = _QuantLib.new_HullWhiteProcess(riskFreeTS, a, sigma) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_HullWhiteProcess __del__ = lambda self: None HullWhiteProcess_swigregister = _QuantLib.HullWhiteProcess_swigregister HullWhiteProcess_swigregister(HullWhiteProcess) class HullWhiteForwardProcess(StochasticProcess1D): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, riskFreeTS, a, sigma): this = _QuantLib.new_HullWhiteForwardProcess(riskFreeTS, a, sigma) try: self.this.append(this) except __builtin__.Exception: self.this = this def alpha(self, t): return _QuantLib.HullWhiteForwardProcess_alpha(self, t) def M_T(self, s, t, T): return _QuantLib.HullWhiteForwardProcess_M_T(self, s, t, T) def B(self, t, T): return _QuantLib.HullWhiteForwardProcess_B(self, t, T) def setForwardMeasureTime(self, t): return _QuantLib.HullWhiteForwardProcess_setForwardMeasureTime(self, t) __swig_destroy__ = _QuantLib.delete_HullWhiteForwardProcess __del__ = lambda self: None HullWhiteForwardProcess_swigregister = _QuantLib.HullWhiteForwardProcess_swigregister HullWhiteForwardProcess_swigregister(HullWhiteForwardProcess) class GsrProcess(StochasticProcess1D): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, times, vols, reversions, T=60.0): this = _QuantLib.new_GsrProcess(times, vols, reversions, T) try: self.this.append(this) except __builtin__.Exception: self.this = this def sigma(self, t): return _QuantLib.GsrProcess_sigma(self, t) def reversion(self, t): return _QuantLib.GsrProcess_reversion(self, t) def y(self, t): return _QuantLib.GsrProcess_y(self, t) def G(self, t, T, x): return _QuantLib.GsrProcess_G(self, t, T, x) def setForwardMeasureTime(self, t): return _QuantLib.GsrProcess_setForwardMeasureTime(self, t) __swig_destroy__ = _QuantLib.delete_GsrProcess __del__ = lambda self: None GsrProcess_swigregister = _QuantLib.GsrProcess_swigregister GsrProcess_swigregister(GsrProcess) def as_gsr_process(proc): return _QuantLib.as_gsr_process(proc) as_gsr_process = _QuantLib.as_gsr_process class ExtendedOrnsteinUhlenbeckProcess(StochasticProcess1D): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, speed, sigma, x0, function, intEps=1e-4): this = _QuantLib.new_ExtendedOrnsteinUhlenbeckProcess(speed, sigma, x0, function, intEps) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ExtendedOrnsteinUhlenbeckProcess __del__ = lambda self: None ExtendedOrnsteinUhlenbeckProcess_swigregister = _QuantLib.ExtendedOrnsteinUhlenbeckProcess_swigregister ExtendedOrnsteinUhlenbeckProcess_swigregister(ExtendedOrnsteinUhlenbeckProcess) class ExtOUWithJumpsProcess(StochasticProcess1D): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, Y0, beta, jumpIntensity, eta): this = _QuantLib.new_ExtOUWithJumpsProcess(process, Y0, beta, jumpIntensity, eta) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ExtOUWithJumpsProcess __del__ = lambda self: None ExtOUWithJumpsProcess_swigregister = _QuantLib.ExtOUWithJumpsProcess_swigregister ExtOUWithJumpsProcess_swigregister(ExtOUWithJumpsProcess) class KlugeExtOUProcess(StochasticProcess1D): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rho, kluge, extOU): this = _QuantLib.new_KlugeExtOUProcess(rho, kluge, extOU) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_KlugeExtOUProcess __del__ = lambda self: None KlugeExtOUProcess_swigregister = _QuantLib.KlugeExtOUProcess_swigregister KlugeExtOUProcess_swigregister(KlugeExtOUProcess) class PricingEngine(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.PricingEngine___deref__(self) def __nonzero__(self): return _QuantLib.PricingEngine___nonzero__(self) def __bool__(self): return _QuantLib.PricingEngine___bool__(self) def __init__(self): this = _QuantLib.new_PricingEngine() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_PricingEngine __del__ = lambda self: None PricingEngine_swigregister = _QuantLib.PricingEngine_swigregister PricingEngine_swigregister(PricingEngine) class Instrument(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.Instrument___deref__(self) def __nonzero__(self): return _QuantLib.Instrument___nonzero__(self) def __bool__(self): return _QuantLib.Instrument___bool__(self) def asObservable(self): return _QuantLib.Instrument_asObservable(self) def __init__(self): this = _QuantLib.new_Instrument() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Instrument __del__ = lambda self: None def NPV(self): return _QuantLib.Instrument_NPV(self) def errorEstimate(self): return _QuantLib.Instrument_errorEstimate(self) def isExpired(self): return _QuantLib.Instrument_isExpired(self) def setPricingEngine(self, arg2): return _QuantLib.Instrument_setPricingEngine(self, arg2) def recalculate(self): return _QuantLib.Instrument_recalculate(self) def freeze(self): return _QuantLib.Instrument_freeze(self) def unfreeze(self): return _QuantLib.Instrument_unfreeze(self) Instrument_swigregister = _QuantLib.Instrument_swigregister Instrument_swigregister(Instrument) class InstrumentVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.InstrumentVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.InstrumentVector___nonzero__(self) def __bool__(self): return _QuantLib.InstrumentVector___bool__(self) def __len__(self): return _QuantLib.InstrumentVector___len__(self) def __getslice__(self, i, j): return _QuantLib.InstrumentVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.InstrumentVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.InstrumentVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.InstrumentVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.InstrumentVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.InstrumentVector___setitem__(self, *args) def pop(self): return _QuantLib.InstrumentVector_pop(self) def append(self, x): return _QuantLib.InstrumentVector_append(self, x) def empty(self): return _QuantLib.InstrumentVector_empty(self) def size(self): return _QuantLib.InstrumentVector_size(self) def swap(self, v): return _QuantLib.InstrumentVector_swap(self, v) def begin(self): return _QuantLib.InstrumentVector_begin(self) def end(self): return _QuantLib.InstrumentVector_end(self) def rbegin(self): return _QuantLib.InstrumentVector_rbegin(self) def rend(self): return _QuantLib.InstrumentVector_rend(self) def clear(self): return _QuantLib.InstrumentVector_clear(self) def get_allocator(self): return _QuantLib.InstrumentVector_get_allocator(self) def pop_back(self): return _QuantLib.InstrumentVector_pop_back(self) def erase(self, *args): return _QuantLib.InstrumentVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_InstrumentVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.InstrumentVector_push_back(self, x) def front(self): return _QuantLib.InstrumentVector_front(self) def back(self): return _QuantLib.InstrumentVector_back(self) def assign(self, n, x): return _QuantLib.InstrumentVector_assign(self, n, x) def resize(self, *args): return _QuantLib.InstrumentVector_resize(self, *args) def insert(self, *args): return _QuantLib.InstrumentVector_insert(self, *args) def reserve(self, n): return _QuantLib.InstrumentVector_reserve(self, n) def capacity(self): return _QuantLib.InstrumentVector_capacity(self) __swig_destroy__ = _QuantLib.delete_InstrumentVector __del__ = lambda self: None InstrumentVector_swigregister = _QuantLib.InstrumentVector_swigregister InstrumentVector_swigregister(InstrumentVector) class Stock(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, quote): this = _QuantLib.new_Stock(quote) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Stock __del__ = lambda self: None Stock_swigregister = _QuantLib.Stock_swigregister Stock_swigregister(Stock) class CompositeInstrument(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_CompositeInstrument() try: self.this.append(this) except __builtin__.Exception: self.this = this def add(self, instrument, multiplier=1.0): return _QuantLib.CompositeInstrument_add(self, instrument, multiplier) def subtract(self, instrument, multiplier=1.0): return _QuantLib.CompositeInstrument_subtract(self, instrument, multiplier) __swig_destroy__ = _QuantLib.delete_CompositeInstrument __del__ = lambda self: None CompositeInstrument_swigregister = _QuantLib.CompositeInstrument_swigregister CompositeInstrument_swigregister(CompositeInstrument) class DateGeneration(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Backward = _QuantLib.DateGeneration_Backward Forward = _QuantLib.DateGeneration_Forward Zero = _QuantLib.DateGeneration_Zero ThirdWednesday = _QuantLib.DateGeneration_ThirdWednesday Twentieth = _QuantLib.DateGeneration_Twentieth TwentiethIMM = _QuantLib.DateGeneration_TwentiethIMM OldCDS = _QuantLib.DateGeneration_OldCDS CDS = _QuantLib.DateGeneration_CDS CDS2015 = _QuantLib.DateGeneration_CDS2015 def __init__(self): this = _QuantLib.new_DateGeneration() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DateGeneration __del__ = lambda self: None DateGeneration_swigregister = _QuantLib.DateGeneration_swigregister DateGeneration_swigregister(DateGeneration) class Schedule(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Schedule(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __len__(self): return _QuantLib.Schedule___len__(self) def isRegular(self, i): return _QuantLib.Schedule_isRegular(self, i) def until(self, truncationDate): return _QuantLib.Schedule_until(self, truncationDate) def __getitem__(self, i): return _QuantLib.Schedule___getitem__(self, i) __swig_destroy__ = _QuantLib.delete_Schedule __del__ = lambda self: None Schedule_swigregister = _QuantLib.Schedule_swigregister Schedule_swigregister(Schedule) class _MakeSchedule(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new__MakeSchedule() try: self.this.append(this) except __builtin__.Exception: self.this = this def fromDate(self, effectiveDate): return _QuantLib._MakeSchedule_fromDate(self, effectiveDate) def to(self, terminationDate): return _QuantLib._MakeSchedule_to(self, terminationDate) def withTenor(self, arg2): return _QuantLib._MakeSchedule_withTenor(self, arg2) def withFrequency(self, arg2): return _QuantLib._MakeSchedule_withFrequency(self, arg2) def withCalendar(self, arg2): return _QuantLib._MakeSchedule_withCalendar(self, arg2) def withConvention(self, arg2): return _QuantLib._MakeSchedule_withConvention(self, arg2) def withTerminationDateConvention(self, arg2): return _QuantLib._MakeSchedule_withTerminationDateConvention(self, arg2) def withRule(self, arg2): return _QuantLib._MakeSchedule_withRule(self, arg2) def forwards(self): return _QuantLib._MakeSchedule_forwards(self) def backwards(self): return _QuantLib._MakeSchedule_backwards(self) def endOfMonth(self, flag=True): return _QuantLib._MakeSchedule_endOfMonth(self, flag) def withFirstDate(self, d): return _QuantLib._MakeSchedule_withFirstDate(self, d) def withNextToLastDate(self, d): return _QuantLib._MakeSchedule_withNextToLastDate(self, d) def schedule(self): return _QuantLib._MakeSchedule_schedule(self) __swig_destroy__ = _QuantLib.delete__MakeSchedule __del__ = lambda self: None _MakeSchedule_swigregister = _QuantLib._MakeSchedule_swigregister _MakeSchedule_swigregister(_MakeSchedule) def MakeSchedule(effectiveDate=None,terminationDate=None,tenor=None, frequency=None,calendar=None,convention=None,terminalDateConvention=None, rule=None,forwards=False,backwards=False, endOfMonth=None,firstDate=None,nextToLastDate=None): ms = _MakeSchedule() if effectiveDate is not None: ms.fromDate(effectiveDate) if terminationDate is not None: ms.to(terminationDate) if tenor is not None: ms.withTenor(tenor) if frequency is not None: ms.withFrequency(frequency) if calendar is not None: ms.withCalendar(calendar) if convention is not None: ms.withConvention(convention) if terminalDateConvention is not None: ms.withTerminationDateConvention(terminalDateConvention) if rule is not None: ms.withRule(rule) if forwards: ms.forwards() if backwards: ms.backwards() if endOfMonth is not None: ms.endOfMonth(endOfMonth) if firstDate is not None: ms.withFirstDate(firstDate) if nextToLastDate is not None: ms.withNextToLastDate(nextToLastDate) return ms.schedule() class CashFlow(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.CashFlow___deref__(self) def __nonzero__(self): return _QuantLib.CashFlow___nonzero__(self) def __bool__(self): return _QuantLib.CashFlow___bool__(self) def asObservable(self): return _QuantLib.CashFlow_asObservable(self) def __init__(self): this = _QuantLib.new_CashFlow() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CashFlow __del__ = lambda self: None def amount(self): return _QuantLib.CashFlow_amount(self) def date(self): return _QuantLib.CashFlow_date(self) CashFlow_swigregister = _QuantLib.CashFlow_swigregister CashFlow_swigregister(CashFlow) class Leg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.Leg_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.Leg___nonzero__(self) def __bool__(self): return _QuantLib.Leg___bool__(self) def __len__(self): return _QuantLib.Leg___len__(self) def __getslice__(self, i, j): return _QuantLib.Leg___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.Leg___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.Leg___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.Leg___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.Leg___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.Leg___setitem__(self, *args) def pop(self): return _QuantLib.Leg_pop(self) def append(self, x): return _QuantLib.Leg_append(self, x) def empty(self): return _QuantLib.Leg_empty(self) def size(self): return _QuantLib.Leg_size(self) def swap(self, v): return _QuantLib.Leg_swap(self, v) def begin(self): return _QuantLib.Leg_begin(self) def end(self): return _QuantLib.Leg_end(self) def rbegin(self): return _QuantLib.Leg_rbegin(self) def rend(self): return _QuantLib.Leg_rend(self) def clear(self): return _QuantLib.Leg_clear(self) def get_allocator(self): return _QuantLib.Leg_get_allocator(self) def pop_back(self): return _QuantLib.Leg_pop_back(self) def erase(self, *args): return _QuantLib.Leg_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_Leg(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.Leg_push_back(self, x) def front(self): return _QuantLib.Leg_front(self) def back(self): return _QuantLib.Leg_back(self) def assign(self, n, x): return _QuantLib.Leg_assign(self, n, x) def resize(self, *args): return _QuantLib.Leg_resize(self, *args) def insert(self, *args): return _QuantLib.Leg_insert(self, *args) def reserve(self, n): return _QuantLib.Leg_reserve(self, n) def capacity(self): return _QuantLib.Leg_capacity(self) __swig_destroy__ = _QuantLib.delete_Leg __del__ = lambda self: None Leg_swigregister = _QuantLib.Leg_swigregister Leg_swigregister(Leg) class SimpleCashFlow(CashFlow): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, amount, date): this = _QuantLib.new_SimpleCashFlow(amount, date) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SimpleCashFlow __del__ = lambda self: None SimpleCashFlow_swigregister = _QuantLib.SimpleCashFlow_swigregister SimpleCashFlow_swigregister(SimpleCashFlow) class Redemption(CashFlow): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, amount, date): this = _QuantLib.new_Redemption(amount, date) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Redemption __del__ = lambda self: None Redemption_swigregister = _QuantLib.Redemption_swigregister Redemption_swigregister(Redemption) class AmortizingPayment(CashFlow): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, amount, date): this = _QuantLib.new_AmortizingPayment(amount, date) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AmortizingPayment __del__ = lambda self: None AmortizingPayment_swigregister = _QuantLib.AmortizingPayment_swigregister AmortizingPayment_swigregister(AmortizingPayment) class Coupon(CashFlow): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def nominal(self): return _QuantLib.Coupon_nominal(self) def accrualStartDate(self): return _QuantLib.Coupon_accrualStartDate(self) def accrualEndDate(self): return _QuantLib.Coupon_accrualEndDate(self) def referencePeriodStart(self): return _QuantLib.Coupon_referencePeriodStart(self) def referencePeriodEnd(self): return _QuantLib.Coupon_referencePeriodEnd(self) def exCouponDate(self): return _QuantLib.Coupon_exCouponDate(self) def rate(self): return _QuantLib.Coupon_rate(self) def accrualPeriod(self): return _QuantLib.Coupon_accrualPeriod(self) def accrualDays(self): return _QuantLib.Coupon_accrualDays(self) def dayCounter(self): return _QuantLib.Coupon_dayCounter(self) def accruedAmount(self, date): return _QuantLib.Coupon_accruedAmount(self, date) __swig_destroy__ = _QuantLib.delete_Coupon __del__ = lambda self: None Coupon_swigregister = _QuantLib.Coupon_swigregister Coupon_swigregister(Coupon) def as_coupon(cf): return _QuantLib.as_coupon(cf) as_coupon = _QuantLib.as_coupon class FixedRateCoupon(Coupon): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_FixedRateCoupon(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this def interestRate(self): return _QuantLib.FixedRateCoupon_interestRate(self) __swig_destroy__ = _QuantLib.delete_FixedRateCoupon __del__ = lambda self: None FixedRateCoupon_swigregister = _QuantLib.FixedRateCoupon_swigregister FixedRateCoupon_swigregister(FixedRateCoupon) def as_fixed_rate_coupon(cf): return _QuantLib.as_fixed_rate_coupon(cf) as_fixed_rate_coupon = _QuantLib.as_fixed_rate_coupon class FloatingRateCouponPricer(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.FloatingRateCouponPricer___deref__(self) def __nonzero__(self): return _QuantLib.FloatingRateCouponPricer___nonzero__(self) def __bool__(self): return _QuantLib.FloatingRateCouponPricer___bool__(self) def __init__(self): this = _QuantLib.new_FloatingRateCouponPricer() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FloatingRateCouponPricer __del__ = lambda self: None FloatingRateCouponPricer_swigregister = _QuantLib.FloatingRateCouponPricer_swigregister FloatingRateCouponPricer_swigregister(FloatingRateCouponPricer) def setCouponPricer(arg1, arg2): return _QuantLib.setCouponPricer(arg1, arg2) setCouponPricer = _QuantLib.setCouponPricer class FloatingRateCoupon(Coupon): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def fixingDate(self): return _QuantLib.FloatingRateCoupon_fixingDate(self) def fixingDays(self): return _QuantLib.FloatingRateCoupon_fixingDays(self) def isInArrears(self): return _QuantLib.FloatingRateCoupon_isInArrears(self) def gearing(self): return _QuantLib.FloatingRateCoupon_gearing(self) def spread(self): return _QuantLib.FloatingRateCoupon_spread(self) def indexFixing(self): return _QuantLib.FloatingRateCoupon_indexFixing(self) def adjustedFixing(self): return _QuantLib.FloatingRateCoupon_adjustedFixing(self) def convexityAdjustment(self): return _QuantLib.FloatingRateCoupon_convexityAdjustment(self) def price(self, discountCurve): return _QuantLib.FloatingRateCoupon_price(self, discountCurve) def index(self): return _QuantLib.FloatingRateCoupon_index(self) def setPricer(self, p): return _QuantLib.FloatingRateCoupon_setPricer(self, p) __swig_destroy__ = _QuantLib.delete_FloatingRateCoupon __del__ = lambda self: None FloatingRateCoupon_swigregister = _QuantLib.FloatingRateCoupon_swigregister FloatingRateCoupon_swigregister(FloatingRateCoupon) def as_floating_rate_coupon(cf): return _QuantLib.as_floating_rate_coupon(cf) as_floating_rate_coupon = _QuantLib.as_floating_rate_coupon class CappedFlooredCoupon(FloatingRateCoupon): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_CappedFlooredCoupon(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this def cap(self): return _QuantLib.CappedFlooredCoupon_cap(self) def floor(self): return _QuantLib.CappedFlooredCoupon_floor(self) def effectiveCap(self): return _QuantLib.CappedFlooredCoupon_effectiveCap(self) def effectiveFloor(self): return _QuantLib.CappedFlooredCoupon_effectiveFloor(self) def isCapped(self): return _QuantLib.CappedFlooredCoupon_isCapped(self) def isFloored(self): return _QuantLib.CappedFlooredCoupon_isFloored(self) def setPricer(self, p): return _QuantLib.CappedFlooredCoupon_setPricer(self, p) __swig_destroy__ = _QuantLib.delete_CappedFlooredCoupon __del__ = lambda self: None CappedFlooredCoupon_swigregister = _QuantLib.CappedFlooredCoupon_swigregister CappedFlooredCoupon_swigregister(CappedFlooredCoupon) class IborCoupon(FloatingRateCoupon): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_IborCoupon(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_IborCoupon __del__ = lambda self: None IborCoupon_swigregister = _QuantLib.IborCoupon_swigregister IborCoupon_swigregister(IborCoupon) class IborCouponPricer(FloatingRateCouponPricer): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def capletVolatility(self): return _QuantLib.IborCouponPricer_capletVolatility(self) def setCapletVolatility(self, *args): return _QuantLib.IborCouponPricer_setCapletVolatility(self, *args) __swig_destroy__ = _QuantLib.delete_IborCouponPricer __del__ = lambda self: None IborCouponPricer_swigregister = _QuantLib.IborCouponPricer_swigregister IborCouponPricer_swigregister(IborCouponPricer) class BlackIborCouponPricer(IborCouponPricer): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_BlackIborCouponPricer(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BlackIborCouponPricer __del__ = lambda self: None BlackIborCouponPricer_swigregister = _QuantLib.BlackIborCouponPricer_swigregister BlackIborCouponPricer_swigregister(BlackIborCouponPricer) class CmsCoupon(FloatingRateCoupon): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_CmsCoupon(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CmsCoupon __del__ = lambda self: None CmsCoupon_swigregister = _QuantLib.CmsCoupon_swigregister CmsCoupon_swigregister(CmsCoupon) class CmsSpreadCoupon(FloatingRateCoupon): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_CmsSpreadCoupon(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CmsSpreadCoupon __del__ = lambda self: None CmsSpreadCoupon_swigregister = _QuantLib.CmsSpreadCoupon_swigregister CmsSpreadCoupon_swigregister(CmsSpreadCoupon) class CmsCouponPricer(FloatingRateCouponPricer): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def swaptionVolatility(self): return _QuantLib.CmsCouponPricer_swaptionVolatility(self) def setSwaptionVolatility(self, *args): return _QuantLib.CmsCouponPricer_setSwaptionVolatility(self, *args) __swig_destroy__ = _QuantLib.delete_CmsCouponPricer __del__ = lambda self: None CmsCouponPricer_swigregister = _QuantLib.CmsCouponPricer_swigregister CmsCouponPricer_swigregister(CmsCouponPricer) class GFunctionFactory(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr Standard = _QuantLib.GFunctionFactory_Standard ExactYield = _QuantLib.GFunctionFactory_ExactYield ParallelShifts = _QuantLib.GFunctionFactory_ParallelShifts NonParallelShifts = _QuantLib.GFunctionFactory_NonParallelShifts __swig_destroy__ = _QuantLib.delete_GFunctionFactory __del__ = lambda self: None GFunctionFactory_swigregister = _QuantLib.GFunctionFactory_swigregister GFunctionFactory_swigregister(GFunctionFactory) class AnalyticHaganPricer(CmsCouponPricer): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, v, model, meanReversion): this = _QuantLib.new_AnalyticHaganPricer(v, model, meanReversion) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticHaganPricer __del__ = lambda self: None AnalyticHaganPricer_swigregister = _QuantLib.AnalyticHaganPricer_swigregister AnalyticHaganPricer_swigregister(AnalyticHaganPricer) class NumericHaganPricer(CmsCouponPricer): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, v, model, meanReversion, lowerLimit=0.0, upperLimit=1.0, precision=1.0e-6): this = _QuantLib.new_NumericHaganPricer(v, model, meanReversion, lowerLimit, upperLimit, precision) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NumericHaganPricer __del__ = lambda self: None NumericHaganPricer_swigregister = _QuantLib.NumericHaganPricer_swigregister NumericHaganPricer_swigregister(NumericHaganPricer) class CappedFlooredCmsCoupon(CappedFlooredCoupon): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_CappedFlooredCmsCoupon(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CappedFlooredCmsCoupon __del__ = lambda self: None CappedFlooredCmsCoupon_swigregister = _QuantLib.CappedFlooredCmsCoupon_swigregister CappedFlooredCmsCoupon_swigregister(CappedFlooredCmsCoupon) class CappedFlooredCmsSpreadCoupon(CappedFlooredCoupon): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_CappedFlooredCmsSpreadCoupon(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CappedFlooredCmsSpreadCoupon __del__ = lambda self: None CappedFlooredCmsSpreadCoupon_swigregister = _QuantLib.CappedFlooredCmsSpreadCoupon_swigregister CappedFlooredCmsSpreadCoupon_swigregister(CappedFlooredCmsSpreadCoupon) class LinearTsrPricer(CmsCouponPricer): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_LinearTsrPricer(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_LinearTsrPricer __del__ = lambda self: None LinearTsrPricer_swigregister = _QuantLib.LinearTsrPricer_swigregister LinearTsrPricer_swigregister(LinearTsrPricer) class CmsSpreadCouponPricer(FloatingRateCouponPricer): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def correlation(self): return _QuantLib.CmsSpreadCouponPricer_correlation(self) def setCorrelation(self, *args): return _QuantLib.CmsSpreadCouponPricer_setCorrelation(self, *args) __swig_destroy__ = _QuantLib.delete_CmsSpreadCouponPricer __del__ = lambda self: None CmsSpreadCouponPricer_swigregister = _QuantLib.CmsSpreadCouponPricer_swigregister CmsSpreadCouponPricer_swigregister(CmsSpreadCouponPricer) class LognormalCmsSpreadPricer(CmsSpreadCouponPricer): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_LognormalCmsSpreadPricer(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def swapletPrice(self): return _QuantLib.LognormalCmsSpreadPricer_swapletPrice(self) def swapletRate(self): return _QuantLib.LognormalCmsSpreadPricer_swapletRate(self) def capletPrice(self, effectiveCap): return _QuantLib.LognormalCmsSpreadPricer_capletPrice(self, effectiveCap) def capletRate(self, effectiveCap): return _QuantLib.LognormalCmsSpreadPricer_capletRate(self, effectiveCap) def floorletPrice(self, effectiveFloor): return _QuantLib.LognormalCmsSpreadPricer_floorletPrice(self, effectiveFloor) def floorletRate(self, effectiveFloor): return _QuantLib.LognormalCmsSpreadPricer_floorletRate(self, effectiveFloor) __swig_destroy__ = _QuantLib.delete_LognormalCmsSpreadPricer __del__ = lambda self: None LognormalCmsSpreadPricer_swigregister = _QuantLib.LognormalCmsSpreadPricer_swigregister LognormalCmsSpreadPricer_swigregister(LognormalCmsSpreadPricer) def FixedRateLeg(*args, **kwargs): return _QuantLib.FixedRateLeg(*args, **kwargs) FixedRateLeg = _QuantLib.FixedRateLeg def IborLeg(*args, **kwargs): return _QuantLib.IborLeg(*args, **kwargs) IborLeg = _QuantLib.IborLeg def CmsLeg(*args, **kwargs): return _QuantLib.CmsLeg(*args, **kwargs) CmsLeg = _QuantLib.CmsLeg def CmsZeroLeg(*args, **kwargs): return _QuantLib.CmsZeroLeg(*args, **kwargs) CmsZeroLeg = _QuantLib.CmsZeroLeg def CmsSpreadLeg(*args, **kwargs): return _QuantLib.CmsSpreadLeg(*args, **kwargs) CmsSpreadLeg = _QuantLib.CmsSpreadLeg class Duration(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Simple = _QuantLib.Duration_Simple Macaulay = _QuantLib.Duration_Macaulay Modified = _QuantLib.Duration_Modified def __init__(self): this = _QuantLib.new_Duration() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Duration __del__ = lambda self: None Duration_swigregister = _QuantLib.Duration_swigregister Duration_swigregister(Duration) class CashFlows(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr startDate = staticmethod(_QuantLib.CashFlows_startDate) maturityDate = staticmethod(_QuantLib.CashFlows_maturityDate) previousCashFlowDate = staticmethod(_QuantLib.CashFlows_previousCashFlowDate) nextCashFlowDate = staticmethod(_QuantLib.CashFlows_nextCashFlowDate) npv = staticmethod(_QuantLib.CashFlows_npv) bps = staticmethod(_QuantLib.CashFlows_bps) atmRate = staticmethod(_QuantLib.CashFlows_atmRate) yieldRate = staticmethod(_QuantLib.CashFlows_yieldRate) duration = staticmethod(_QuantLib.CashFlows_duration) convexity = staticmethod(_QuantLib.CashFlows_convexity) basisPointValue = staticmethod(_QuantLib.CashFlows_basisPointValue) zSpread = staticmethod(_QuantLib.CashFlows_zSpread) __swig_destroy__ = _QuantLib.delete_CashFlows __del__ = lambda self: None CashFlows_swigregister = _QuantLib.CashFlows_swigregister CashFlows_swigregister(CashFlows) def CashFlows_startDate(arg2): return _QuantLib.CashFlows_startDate(arg2) CashFlows_startDate = _QuantLib.CashFlows_startDate def CashFlows_maturityDate(arg2): return _QuantLib.CashFlows_maturityDate(arg2) CashFlows_maturityDate = _QuantLib.CashFlows_maturityDate def CashFlows_previousCashFlowDate(*args): return _QuantLib.CashFlows_previousCashFlowDate(*args) CashFlows_previousCashFlowDate = _QuantLib.CashFlows_previousCashFlowDate def CashFlows_nextCashFlowDate(*args): return _QuantLib.CashFlows_nextCashFlowDate(*args) CashFlows_nextCashFlowDate = _QuantLib.CashFlows_nextCashFlowDate def CashFlows_npv(*args): return _QuantLib.CashFlows_npv(*args) CashFlows_npv = _QuantLib.CashFlows_npv def CashFlows_bps(*args): return _QuantLib.CashFlows_bps(*args) CashFlows_bps = _QuantLib.CashFlows_bps def CashFlows_atmRate(*args): return _QuantLib.CashFlows_atmRate(*args) CashFlows_atmRate = _QuantLib.CashFlows_atmRate def CashFlows_yieldRate(*args): return _QuantLib.CashFlows_yieldRate(*args) CashFlows_yieldRate = _QuantLib.CashFlows_yieldRate def CashFlows_duration(*args): return _QuantLib.CashFlows_duration(*args) CashFlows_duration = _QuantLib.CashFlows_duration def CashFlows_convexity(*args): return _QuantLib.CashFlows_convexity(*args) CashFlows_convexity = _QuantLib.CashFlows_convexity def CashFlows_basisPointValue(*args): return _QuantLib.CashFlows_basisPointValue(*args) CashFlows_basisPointValue = _QuantLib.CashFlows_basisPointValue def CashFlows_zSpread(*args): return _QuantLib.CashFlows_zSpread(*args) CashFlows_zSpread = _QuantLib.CashFlows_zSpread class CalibrationHelperBase(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.CalibrationHelperBase___deref__(self) def __nonzero__(self): return _QuantLib.CalibrationHelperBase___nonzero__(self) def __bool__(self): return _QuantLib.CalibrationHelperBase___bool__(self) def __init__(self): this = _QuantLib.new_CalibrationHelperBase() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CalibrationHelperBase __del__ = lambda self: None def calibrationError(self): return _QuantLib.CalibrationHelperBase_calibrationError(self) CalibrationHelperBase_swigregister = _QuantLib.CalibrationHelperBase_swigregister CalibrationHelperBase_swigregister(CalibrationHelperBase) class BlackCalibrationHelper(CalibrationHelperBase): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr RelativePriceError = _QuantLib.BlackCalibrationHelper_RelativePriceError PriceError = _QuantLib.BlackCalibrationHelper_PriceError ImpliedVolError = _QuantLib.BlackCalibrationHelper_ImpliedVolError def setPricingEngine(self, engine): return _QuantLib.BlackCalibrationHelper_setPricingEngine(self, engine) def marketValue(self): return _QuantLib.BlackCalibrationHelper_marketValue(self) def modelValue(self): return _QuantLib.BlackCalibrationHelper_modelValue(self) def impliedVolatility(self, targetValue, accuracy, maxEvaluations, minVol, maxVol): return _QuantLib.BlackCalibrationHelper_impliedVolatility(self, targetValue, accuracy, maxEvaluations, minVol, maxVol) def blackPrice(self, volatility): return _QuantLib.BlackCalibrationHelper_blackPrice(self, volatility) def volatility(self): return _QuantLib.BlackCalibrationHelper_volatility(self) def volatilityType(self): return _QuantLib.BlackCalibrationHelper_volatilityType(self) def swaptionExpiryDate(self): return _QuantLib.BlackCalibrationHelper_swaptionExpiryDate(self) def swaptionStrike(self): return _QuantLib.BlackCalibrationHelper_swaptionStrike(self) def swaptionNominal(self): return _QuantLib.BlackCalibrationHelper_swaptionNominal(self) def swaptionMaturityDate(self): return _QuantLib.BlackCalibrationHelper_swaptionMaturityDate(self) __swig_destroy__ = _QuantLib.delete_BlackCalibrationHelper __del__ = lambda self: None BlackCalibrationHelper_swigregister = _QuantLib.BlackCalibrationHelper_swigregister BlackCalibrationHelper_swigregister(BlackCalibrationHelper) def CalibrationHelper(*args, **kwargs): from warnings import warn warn('%s is deprecated; use %s' % (CalibrationHelper.__name__, BlackCalibrationHelper.__name__)) return BlackCalibrationHelper(*args, **kwargs) def as_black_helper(h): return _QuantLib.as_black_helper(h) as_black_helper = _QuantLib.as_black_helper class SwaptionHelper(BlackCalibrationHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SwaptionHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def times(self): return _QuantLib.SwaptionHelper_times(self) __swig_destroy__ = _QuantLib.delete_SwaptionHelper __del__ = lambda self: None SwaptionHelper_swigregister = _QuantLib.SwaptionHelper_swigregister SwaptionHelper_swigregister(SwaptionHelper) class CapHelper(BlackCalibrationHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_CapHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def times(self): return _QuantLib.CapHelper_times(self) __swig_destroy__ = _QuantLib.delete_CapHelper __del__ = lambda self: None CapHelper_swigregister = _QuantLib.CapHelper_swigregister CapHelper_swigregister(CapHelper) class HestonModelHelper(BlackCalibrationHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_HestonModelHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_HestonModelHelper __del__ = lambda self: None HestonModelHelper_swigregister = _QuantLib.HestonModelHelper_swigregister HestonModelHelper_swigregister(HestonModelHelper) class CalibrationHelperVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.CalibrationHelperVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.CalibrationHelperVector___nonzero__(self) def __bool__(self): return _QuantLib.CalibrationHelperVector___bool__(self) def __len__(self): return _QuantLib.CalibrationHelperVector___len__(self) def __getslice__(self, i, j): return _QuantLib.CalibrationHelperVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.CalibrationHelperVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.CalibrationHelperVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.CalibrationHelperVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.CalibrationHelperVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.CalibrationHelperVector___setitem__(self, *args) def pop(self): return _QuantLib.CalibrationHelperVector_pop(self) def append(self, x): return _QuantLib.CalibrationHelperVector_append(self, x) def empty(self): return _QuantLib.CalibrationHelperVector_empty(self) def size(self): return _QuantLib.CalibrationHelperVector_size(self) def swap(self, v): return _QuantLib.CalibrationHelperVector_swap(self, v) def begin(self): return _QuantLib.CalibrationHelperVector_begin(self) def end(self): return _QuantLib.CalibrationHelperVector_end(self) def rbegin(self): return _QuantLib.CalibrationHelperVector_rbegin(self) def rend(self): return _QuantLib.CalibrationHelperVector_rend(self) def clear(self): return _QuantLib.CalibrationHelperVector_clear(self) def get_allocator(self): return _QuantLib.CalibrationHelperVector_get_allocator(self) def pop_back(self): return _QuantLib.CalibrationHelperVector_pop_back(self) def erase(self, *args): return _QuantLib.CalibrationHelperVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_CalibrationHelperVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.CalibrationHelperVector_push_back(self, x) def front(self): return _QuantLib.CalibrationHelperVector_front(self) def back(self): return _QuantLib.CalibrationHelperVector_back(self) def assign(self, n, x): return _QuantLib.CalibrationHelperVector_assign(self, n, x) def resize(self, *args): return _QuantLib.CalibrationHelperVector_resize(self, *args) def insert(self, *args): return _QuantLib.CalibrationHelperVector_insert(self, *args) def reserve(self, n): return _QuantLib.CalibrationHelperVector_reserve(self, n) def capacity(self): return _QuantLib.CalibrationHelperVector_capacity(self) __swig_destroy__ = _QuantLib.delete_CalibrationHelperVector __del__ = lambda self: None CalibrationHelperVector_swigregister = _QuantLib.CalibrationHelperVector_swigregister CalibrationHelperVector_swigregister(CalibrationHelperVector) class CalibratedModel(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.CalibratedModel___deref__(self) def __nonzero__(self): return _QuantLib.CalibratedModel___nonzero__(self) def __bool__(self): return _QuantLib.CalibratedModel___bool__(self) def asObservable(self): return _QuantLib.CalibratedModel_asObservable(self) def __init__(self): this = _QuantLib.new_CalibratedModel() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CalibratedModel __del__ = lambda self: None def params(self): return _QuantLib.CalibratedModel_params(self) def calibrate(self, *args): return _QuantLib.CalibratedModel_calibrate(self, *args) def setParams(self, params): return _QuantLib.CalibratedModel_setParams(self, params) def value(self, params, arg3): return _QuantLib.CalibratedModel_value(self, params, arg3) CalibratedModel_swigregister = _QuantLib.CalibratedModel_swigregister CalibratedModel_swigregister(CalibratedModel) class CalibratedModelHandle(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_CalibratedModelHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __deref__(self): return _QuantLib.CalibratedModelHandle___deref__(self) def __nonzero__(self): return _QuantLib.CalibratedModelHandle___nonzero__(self) def __bool__(self): return _QuantLib.CalibratedModelHandle___bool__(self) def asObservable(self): return _QuantLib.CalibratedModelHandle_asObservable(self) __swig_destroy__ = _QuantLib.delete_CalibratedModelHandle __del__ = lambda self: None def params(self): return _QuantLib.CalibratedModelHandle_params(self) def calibrate(self, *args): return _QuantLib.CalibratedModelHandle_calibrate(self, *args) def setParams(self, params): return _QuantLib.CalibratedModelHandle_setParams(self, params) def value(self, params, arg3): return _QuantLib.CalibratedModelHandle_value(self, params, arg3) CalibratedModelHandle_swigregister = _QuantLib.CalibratedModelHandle_swigregister CalibratedModelHandle_swigregister(CalibratedModelHandle) class RelinkableCalibratedModelHandle(CalibratedModelHandle): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RelinkableCalibratedModelHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def linkTo(self, arg2): return _QuantLib.RelinkableCalibratedModelHandle_linkTo(self, arg2) __swig_destroy__ = _QuantLib.delete_RelinkableCalibratedModelHandle __del__ = lambda self: None RelinkableCalibratedModelHandle_swigregister = _QuantLib.RelinkableCalibratedModelHandle_swigregister RelinkableCalibratedModelHandle_swigregister(RelinkableCalibratedModelHandle) class TimeGrid(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_TimeGrid(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __len__(self): return _QuantLib.TimeGrid___len__(self) def __getitem__(self, i): return _QuantLib.TimeGrid___getitem__(self, i) def dt(self, i): return _QuantLib.TimeGrid_dt(self, i) __swig_destroy__ = _QuantLib.delete_TimeGrid __del__ = lambda self: None TimeGrid_swigregister = _QuantLib.TimeGrid_swigregister TimeGrid_swigregister(TimeGrid) class Parameter(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Parameter() try: self.this.append(this) except __builtin__.Exception: self.this = this def params(self): return _QuantLib.Parameter_params(self) def setParam(self, i, x): return _QuantLib.Parameter_setParam(self, i, x) def testParams(self, params): return _QuantLib.Parameter_testParams(self, params) def size(self): return _QuantLib.Parameter_size(self) def __call__(self, t): return _QuantLib.Parameter___call__(self, t) def constraint(self): return _QuantLib.Parameter_constraint(self) __swig_destroy__ = _QuantLib.delete_Parameter __del__ = lambda self: None Parameter_swigregister = _QuantLib.Parameter_swigregister Parameter_swigregister(Parameter) class ConstantParameter(Parameter): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ConstantParameter(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ConstantParameter __del__ = lambda self: None ConstantParameter_swigregister = _QuantLib.ConstantParameter_swigregister ConstantParameter_swigregister(ConstantParameter) class NullParameter(Parameter): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_NullParameter() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NullParameter __del__ = lambda self: None NullParameter_swigregister = _QuantLib.NullParameter_swigregister NullParameter_swigregister(NullParameter) class PiecewiseConstantParameter(Parameter): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_PiecewiseConstantParameter(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_PiecewiseConstantParameter __del__ = lambda self: None PiecewiseConstantParameter_swigregister = _QuantLib.PiecewiseConstantParameter_swigregister PiecewiseConstantParameter_swigregister(PiecewiseConstantParameter) class Option(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr Put = _QuantLib.Option_Put Call = _QuantLib.Option_Call __swig_destroy__ = _QuantLib.delete_Option __del__ = lambda self: None Option_swigregister = _QuantLib.Option_swigregister Option_swigregister(Option) class Barrier(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr DownIn = _QuantLib.Barrier_DownIn UpIn = _QuantLib.Barrier_UpIn DownOut = _QuantLib.Barrier_DownOut UpOut = _QuantLib.Barrier_UpOut def __init__(self): this = _QuantLib.new_Barrier() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Barrier __del__ = lambda self: None Barrier_swigregister = _QuantLib.Barrier_swigregister Barrier_swigregister(Barrier) class DoubleBarrier(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr KnockIn = _QuantLib.DoubleBarrier_KnockIn KnockOut = _QuantLib.DoubleBarrier_KnockOut KIKO = _QuantLib.DoubleBarrier_KIKO KOKI = _QuantLib.DoubleBarrier_KOKI def __init__(self): this = _QuantLib.new_DoubleBarrier() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DoubleBarrier __del__ = lambda self: None DoubleBarrier_swigregister = _QuantLib.DoubleBarrier_swigregister DoubleBarrier_swigregister(DoubleBarrier) class Payoff(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.Payoff___deref__(self) def __nonzero__(self): return _QuantLib.Payoff___nonzero__(self) def __bool__(self): return _QuantLib.Payoff___bool__(self) def __init__(self): this = _QuantLib.new_Payoff() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Payoff __del__ = lambda self: None def __call__(self, price): return _QuantLib.Payoff___call__(self, price) Payoff_swigregister = _QuantLib.Payoff_swigregister Payoff_swigregister(Payoff) class VanillaOption(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, payoff, exercise): this = _QuantLib.new_VanillaOption(payoff, exercise) try: self.this.append(this) except __builtin__.Exception: self.this = this def priceCurve(self): return _QuantLib.VanillaOption_priceCurve(self) def impliedVolatility(self, targetValue, process, accuracy=1.0e-4, maxEvaluations=100, minVol=1.0e-4, maxVol=4.0): return _QuantLib.VanillaOption_impliedVolatility(self, targetValue, process, accuracy, maxEvaluations, minVol, maxVol) def delta(self): return _QuantLib.VanillaOption_delta(self) def gamma(self): return _QuantLib.VanillaOption_gamma(self) def theta(self): return _QuantLib.VanillaOption_theta(self) def thetaPerDay(self): return _QuantLib.VanillaOption_thetaPerDay(self) def vega(self): return _QuantLib.VanillaOption_vega(self) def rho(self): return _QuantLib.VanillaOption_rho(self) def dividendRho(self): return _QuantLib.VanillaOption_dividendRho(self) def strikeSensitivity(self): return _QuantLib.VanillaOption_strikeSensitivity(self) __swig_destroy__ = _QuantLib.delete_VanillaOption __del__ = lambda self: None VanillaOption_swigregister = _QuantLib.VanillaOption_swigregister VanillaOption_swigregister(VanillaOption) class EuropeanOption(VanillaOption): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, payoff, exercise): this = _QuantLib.new_EuropeanOption(payoff, exercise) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EuropeanOption __del__ = lambda self: None EuropeanOption_swigregister = _QuantLib.EuropeanOption_swigregister EuropeanOption_swigregister(EuropeanOption) class ForwardVanillaOption(VanillaOption): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, moneyness, resetDate, payoff, exercise): this = _QuantLib.new_ForwardVanillaOption(moneyness, resetDate, payoff, exercise) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ForwardVanillaOption __del__ = lambda self: None ForwardVanillaOption_swigregister = _QuantLib.ForwardVanillaOption_swigregister ForwardVanillaOption_swigregister(ForwardVanillaOption) class QuantoVanillaOption(VanillaOption): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, payoff, exercise): this = _QuantLib.new_QuantoVanillaOption(payoff, exercise) try: self.this.append(this) except __builtin__.Exception: self.this = this def qvega(self): return _QuantLib.QuantoVanillaOption_qvega(self) def qrho(self): return _QuantLib.QuantoVanillaOption_qrho(self) def qlambda(self): return _QuantLib.QuantoVanillaOption_qlambda(self) __swig_destroy__ = _QuantLib.delete_QuantoVanillaOption __del__ = lambda self: None QuantoVanillaOption_swigregister = _QuantLib.QuantoVanillaOption_swigregister QuantoVanillaOption_swigregister(QuantoVanillaOption) class QuantoForwardVanillaOption(QuantoVanillaOption): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, moneyness, resetDate, payoff, exercise): this = _QuantLib.new_QuantoForwardVanillaOption(moneyness, resetDate, payoff, exercise) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_QuantoForwardVanillaOption __del__ = lambda self: None QuantoForwardVanillaOption_swigregister = _QuantLib.QuantoForwardVanillaOption_swigregister QuantoForwardVanillaOption_swigregister(QuantoForwardVanillaOption) class MultiAssetOption(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def delta(self): return _QuantLib.MultiAssetOption_delta(self) def gamma(self): return _QuantLib.MultiAssetOption_gamma(self) def theta(self): return _QuantLib.MultiAssetOption_theta(self) def vega(self): return _QuantLib.MultiAssetOption_vega(self) def rho(self): return _QuantLib.MultiAssetOption_rho(self) def dividendRho(self): return _QuantLib.MultiAssetOption_dividendRho(self) def __init__(self): this = _QuantLib.new_MultiAssetOption() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MultiAssetOption __del__ = lambda self: None MultiAssetOption_swigregister = _QuantLib.MultiAssetOption_swigregister MultiAssetOption_swigregister(MultiAssetOption) class AnalyticEuropeanEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_AnalyticEuropeanEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticEuropeanEngine __del__ = lambda self: None AnalyticEuropeanEngine_swigregister = _QuantLib.AnalyticEuropeanEngine_swigregister AnalyticEuropeanEngine_swigregister(AnalyticEuropeanEngine) class HestonModel(CalibratedModel): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_HestonModel(process) try: self.this.append(this) except __builtin__.Exception: self.this = this def theta(self): return _QuantLib.HestonModel_theta(self) def kappa(self): return _QuantLib.HestonModel_kappa(self) def sigma(self): return _QuantLib.HestonModel_sigma(self) def rho(self): return _QuantLib.HestonModel_rho(self) def v0(self): return _QuantLib.HestonModel_v0(self) __swig_destroy__ = _QuantLib.delete_HestonModel __del__ = lambda self: None HestonModel_swigregister = _QuantLib.HestonModel_swigregister HestonModel_swigregister(HestonModel) class PiecewiseTimeDependentHestonModel(CalibratedModel): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, riskFreeRate, dividendYield, s0, v0, theta, kappa, sigma, rho, timeGrid): this = _QuantLib.new_PiecewiseTimeDependentHestonModel(riskFreeRate, dividendYield, s0, v0, theta, kappa, sigma, rho, timeGrid) try: self.this.append(this) except __builtin__.Exception: self.this = this def theta(self, t): return _QuantLib.PiecewiseTimeDependentHestonModel_theta(self, t) def kappa(self, t): return _QuantLib.PiecewiseTimeDependentHestonModel_kappa(self, t) def sigma(self, t): return _QuantLib.PiecewiseTimeDependentHestonModel_sigma(self, t) def rho(self, t): return _QuantLib.PiecewiseTimeDependentHestonModel_rho(self, t) def v0(self): return _QuantLib.PiecewiseTimeDependentHestonModel_v0(self) def s0(self): return _QuantLib.PiecewiseTimeDependentHestonModel_s0(self) def timeGrid(self): return _QuantLib.PiecewiseTimeDependentHestonModel_timeGrid(self) def dividendYield(self): return _QuantLib.PiecewiseTimeDependentHestonModel_dividendYield(self) def riskFreeRate(self): return _QuantLib.PiecewiseTimeDependentHestonModel_riskFreeRate(self) __swig_destroy__ = _QuantLib.delete_PiecewiseTimeDependentHestonModel __del__ = lambda self: None PiecewiseTimeDependentHestonModel_swigregister = _QuantLib.PiecewiseTimeDependentHestonModel_swigregister PiecewiseTimeDependentHestonModel_swigregister(PiecewiseTimeDependentHestonModel) class AnalyticHestonEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_AnalyticHestonEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticHestonEngine __del__ = lambda self: None AnalyticHestonEngine_swigregister = _QuantLib.AnalyticHestonEngine_swigregister AnalyticHestonEngine_swigregister(AnalyticHestonEngine) class COSHestonEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, model, L=16, N=200): this = _QuantLib.new_COSHestonEngine(model, L, N) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_COSHestonEngine __del__ = lambda self: None COSHestonEngine_swigregister = _QuantLib.COSHestonEngine_swigregister COSHestonEngine_swigregister(COSHestonEngine) class AnalyticPTDHestonEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_AnalyticPTDHestonEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticPTDHestonEngine __del__ = lambda self: None AnalyticPTDHestonEngine_swigregister = _QuantLib.AnalyticPTDHestonEngine_swigregister AnalyticPTDHestonEngine_swigregister(AnalyticPTDHestonEngine) class BatesModel(HestonModel): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_BatesModel(process) try: self.this.append(this) except __builtin__.Exception: self.this = this def nu(self): return _QuantLib.BatesModel_nu(self) def delta(self): return _QuantLib.BatesModel_delta(self) def lambda_parameter(self): return _QuantLib.BatesModel_lambda_parameter(self) __swig_destroy__ = _QuantLib.delete_BatesModel __del__ = lambda self: None BatesModel_swigregister = _QuantLib.BatesModel_swigregister BatesModel_swigregister(BatesModel) class BatesEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_BatesEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BatesEngine __del__ = lambda self: None BatesEngine_swigregister = _QuantLib.BatesEngine_swigregister BatesEngine_swigregister(BatesEngine) class IntegralEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_IntegralEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_IntegralEngine __del__ = lambda self: None IntegralEngine_swigregister = _QuantLib.IntegralEngine_swigregister IntegralEngine_swigregister(IntegralEngine) class FDBermudanEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, timeSteps=100, gridPoints=100, timeDependent=False): this = _QuantLib.new_FDBermudanEngine(process, timeSteps, gridPoints, timeDependent) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FDBermudanEngine __del__ = lambda self: None FDBermudanEngine_swigregister = _QuantLib.FDBermudanEngine_swigregister FDBermudanEngine_swigregister(FDBermudanEngine) class FDEuropeanEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, timeSteps=100, gridPoints=100, timeDependent=False): this = _QuantLib.new_FDEuropeanEngine(process, timeSteps, gridPoints, timeDependent) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FDEuropeanEngine __del__ = lambda self: None FDEuropeanEngine_swigregister = _QuantLib.FDEuropeanEngine_swigregister FDEuropeanEngine_swigregister(FDEuropeanEngine) class BinomialVanillaEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, type, steps): this = _QuantLib.new_BinomialVanillaEngine(process, type, steps) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BinomialVanillaEngine __del__ = lambda self: None BinomialVanillaEngine_swigregister = _QuantLib.BinomialVanillaEngine_swigregister BinomialVanillaEngine_swigregister(BinomialVanillaEngine) class LsmBasisSystem(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Monomial = _QuantLib.LsmBasisSystem_Monomial Laguerre = _QuantLib.LsmBasisSystem_Laguerre Hermite = _QuantLib.LsmBasisSystem_Hermite Hyperbolic = _QuantLib.LsmBasisSystem_Hyperbolic Legendre = _QuantLib.LsmBasisSystem_Legendre Chebyshev = _QuantLib.LsmBasisSystem_Chebyshev Chebyshev2nd = _QuantLib.LsmBasisSystem_Chebyshev2nd def __init__(self): this = _QuantLib.new_LsmBasisSystem() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_LsmBasisSystem __del__ = lambda self: None LsmBasisSystem_swigregister = _QuantLib.LsmBasisSystem_swigregister LsmBasisSystem_swigregister(LsmBasisSystem) class MCEuropeanEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_MCEuropeanEngine(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MCEuropeanEngine __del__ = lambda self: None MCEuropeanEngine_swigregister = _QuantLib.MCEuropeanEngine_swigregister MCEuropeanEngine_swigregister(MCEuropeanEngine) class MCAmericanEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Receiver = _QuantLib.MCAmericanEngine_Receiver Payer = _QuantLib.MCAmericanEngine_Payer def __init__(self, *args, **kwargs): this = _QuantLib.new_MCAmericanEngine(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MCAmericanEngine __del__ = lambda self: None MCAmericanEngine_swigregister = _QuantLib.MCAmericanEngine_swigregister MCAmericanEngine_swigregister(MCAmericanEngine) class FDAmericanEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, timeSteps=100, gridPoints=100, timeDependent=False): this = _QuantLib.new_FDAmericanEngine(process, timeSteps, gridPoints, timeDependent) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FDAmericanEngine __del__ = lambda self: None FDAmericanEngine_swigregister = _QuantLib.FDAmericanEngine_swigregister FDAmericanEngine_swigregister(FDAmericanEngine) class ContinuousArithmeticAsianLevyEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, runningAverage, startDate): this = _QuantLib.new_ContinuousArithmeticAsianLevyEngine(process, runningAverage, startDate) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ContinuousArithmeticAsianLevyEngine __del__ = lambda self: None ContinuousArithmeticAsianLevyEngine_swigregister = _QuantLib.ContinuousArithmeticAsianLevyEngine_swigregister ContinuousArithmeticAsianLevyEngine_swigregister(ContinuousArithmeticAsianLevyEngine) class FdBlackScholesAsianEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, tGrid, xGrid, aGrid): this = _QuantLib.new_FdBlackScholesAsianEngine(process, tGrid, xGrid, aGrid) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FdBlackScholesAsianEngine __del__ = lambda self: None FdBlackScholesAsianEngine_swigregister = _QuantLib.FdBlackScholesAsianEngine_swigregister FdBlackScholesAsianEngine_swigregister(FdBlackScholesAsianEngine) class FDShoutEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, timeSteps=100, gridPoints=100, timeDependent=False): this = _QuantLib.new_FDShoutEngine(process, timeSteps, gridPoints, timeDependent) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FDShoutEngine __del__ = lambda self: None FDShoutEngine_swigregister = _QuantLib.FDShoutEngine_swigregister FDShoutEngine_swigregister(FDShoutEngine) class BaroneAdesiWhaleyEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_BaroneAdesiWhaleyEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BaroneAdesiWhaleyEngine __del__ = lambda self: None BaroneAdesiWhaleyEngine_swigregister = _QuantLib.BaroneAdesiWhaleyEngine_swigregister BaroneAdesiWhaleyEngine_swigregister(BaroneAdesiWhaleyEngine) class BjerksundStenslandEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_BjerksundStenslandEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BjerksundStenslandEngine __del__ = lambda self: None BjerksundStenslandEngine_swigregister = _QuantLib.BjerksundStenslandEngine_swigregister BjerksundStenslandEngine_swigregister(BjerksundStenslandEngine) class AnalyticDigitalAmericanEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_AnalyticDigitalAmericanEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticDigitalAmericanEngine __del__ = lambda self: None AnalyticDigitalAmericanEngine_swigregister = _QuantLib.AnalyticDigitalAmericanEngine_swigregister AnalyticDigitalAmericanEngine_swigregister(AnalyticDigitalAmericanEngine) class AnalyticDigitalAmericanKOEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_AnalyticDigitalAmericanKOEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticDigitalAmericanKOEngine __del__ = lambda self: None AnalyticDigitalAmericanKOEngine_swigregister = _QuantLib.AnalyticDigitalAmericanKOEngine_swigregister AnalyticDigitalAmericanKOEngine_swigregister(AnalyticDigitalAmericanKOEngine) class DividendVanillaOption(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, payoff, exercise, dividendDates, dividends): this = _QuantLib.new_DividendVanillaOption(payoff, exercise, dividendDates, dividends) try: self.this.append(this) except __builtin__.Exception: self.this = this def priceCurve(self): return _QuantLib.DividendVanillaOption_priceCurve(self) def impliedVolatility(self, targetValue, process, accuracy=1.0e-4, maxEvaluations=100, minVol=1.0e-4, maxVol=4.0): return _QuantLib.DividendVanillaOption_impliedVolatility(self, targetValue, process, accuracy, maxEvaluations, minVol, maxVol) def delta(self): return _QuantLib.DividendVanillaOption_delta(self) def gamma(self): return _QuantLib.DividendVanillaOption_gamma(self) def theta(self): return _QuantLib.DividendVanillaOption_theta(self) def thetaPerDay(self): return _QuantLib.DividendVanillaOption_thetaPerDay(self) def vega(self): return _QuantLib.DividendVanillaOption_vega(self) def rho(self): return _QuantLib.DividendVanillaOption_rho(self) def dividendRho(self): return _QuantLib.DividendVanillaOption_dividendRho(self) def strikeSensitivity(self): return _QuantLib.DividendVanillaOption_strikeSensitivity(self) __swig_destroy__ = _QuantLib.delete_DividendVanillaOption __del__ = lambda self: None DividendVanillaOption_swigregister = _QuantLib.DividendVanillaOption_swigregister DividendVanillaOption_swigregister(DividendVanillaOption) class AnalyticDividendEuropeanEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_AnalyticDividendEuropeanEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticDividendEuropeanEngine __del__ = lambda self: None AnalyticDividendEuropeanEngine_swigregister = _QuantLib.AnalyticDividendEuropeanEngine_swigregister AnalyticDividendEuropeanEngine_swigregister(AnalyticDividendEuropeanEngine) class FDDividendEuropeanEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, timeSteps=100, gridPoints=100, timeDependent=False): this = _QuantLib.new_FDDividendEuropeanEngine(process, timeSteps, gridPoints, timeDependent) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FDDividendEuropeanEngine __del__ = lambda self: None FDDividendEuropeanEngine_swigregister = _QuantLib.FDDividendEuropeanEngine_swigregister FDDividendEuropeanEngine_swigregister(FDDividendEuropeanEngine) class FDDividendAmericanEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, timeSteps=100, gridPoints=100, timeDependent=False): this = _QuantLib.new_FDDividendAmericanEngine(process, timeSteps, gridPoints, timeDependent) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FDDividendAmericanEngine __del__ = lambda self: None FDDividendAmericanEngine_swigregister = _QuantLib.FDDividendAmericanEngine_swigregister FDDividendAmericanEngine_swigregister(FDDividendAmericanEngine) class BarrierOption(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, barrierType, barrier, rebate, payoff, exercise): this = _QuantLib.new_BarrierOption(barrierType, barrier, rebate, payoff, exercise) try: self.this.append(this) except __builtin__.Exception: self.this = this def priceCurve(self): return _QuantLib.BarrierOption_priceCurve(self) def impliedVolatility(self, targetValue, process, accuracy=1.0e-4, maxEvaluations=100, minVol=1.0e-4, maxVol=4.0): return _QuantLib.BarrierOption_impliedVolatility(self, targetValue, process, accuracy, maxEvaluations, minVol, maxVol) def delta(self): return _QuantLib.BarrierOption_delta(self) def gamma(self): return _QuantLib.BarrierOption_gamma(self) def theta(self): return _QuantLib.BarrierOption_theta(self) def thetaPerDay(self): return _QuantLib.BarrierOption_thetaPerDay(self) def vega(self): return _QuantLib.BarrierOption_vega(self) def rho(self): return _QuantLib.BarrierOption_rho(self) def dividendRho(self): return _QuantLib.BarrierOption_dividendRho(self) def strikeSensitivity(self): return _QuantLib.BarrierOption_strikeSensitivity(self) __swig_destroy__ = _QuantLib.delete_BarrierOption __del__ = lambda self: None BarrierOption_swigregister = _QuantLib.BarrierOption_swigregister BarrierOption_swigregister(BarrierOption) class AnalyticBarrierEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_AnalyticBarrierEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticBarrierEngine __del__ = lambda self: None AnalyticBarrierEngine_swigregister = _QuantLib.AnalyticBarrierEngine_swigregister AnalyticBarrierEngine_swigregister(AnalyticBarrierEngine) class MCBarrierEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_MCBarrierEngine(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MCBarrierEngine __del__ = lambda self: None MCBarrierEngine_swigregister = _QuantLib.MCBarrierEngine_swigregister MCBarrierEngine_swigregister(MCBarrierEngine) class FdmSchemeDesc(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr HundsdorferType = _QuantLib.FdmSchemeDesc_HundsdorferType DouglasType = _QuantLib.FdmSchemeDesc_DouglasType CraigSneydType = _QuantLib.FdmSchemeDesc_CraigSneydType ModifiedCraigSneydType = _QuantLib.FdmSchemeDesc_ModifiedCraigSneydType ImplicitEulerType = _QuantLib.FdmSchemeDesc_ImplicitEulerType ExplicitEulerType = _QuantLib.FdmSchemeDesc_ExplicitEulerType def __init__(self, type, theta, mu): this = _QuantLib.new_FdmSchemeDesc(type, theta, mu) try: self.this.append(this) except __builtin__.Exception: self.this = this type = _swig_property(_QuantLib.FdmSchemeDesc_type_get) theta = _swig_property(_QuantLib.FdmSchemeDesc_theta_get) mu = _swig_property(_QuantLib.FdmSchemeDesc_mu_get) Douglas = staticmethod(_QuantLib.FdmSchemeDesc_Douglas) ImplicitEuler = staticmethod(_QuantLib.FdmSchemeDesc_ImplicitEuler) ExplicitEuler = staticmethod(_QuantLib.FdmSchemeDesc_ExplicitEuler) CraigSneyd = staticmethod(_QuantLib.FdmSchemeDesc_CraigSneyd) ModifiedCraigSneyd = staticmethod(_QuantLib.FdmSchemeDesc_ModifiedCraigSneyd) Hundsdorfer = staticmethod(_QuantLib.FdmSchemeDesc_Hundsdorfer) ModifiedHundsdorfer = staticmethod(_QuantLib.FdmSchemeDesc_ModifiedHundsdorfer) __swig_destroy__ = _QuantLib.delete_FdmSchemeDesc __del__ = lambda self: None FdmSchemeDesc_swigregister = _QuantLib.FdmSchemeDesc_swigregister FdmSchemeDesc_swigregister(FdmSchemeDesc) def FdmSchemeDesc_Douglas(): return _QuantLib.FdmSchemeDesc_Douglas() FdmSchemeDesc_Douglas = _QuantLib.FdmSchemeDesc_Douglas def FdmSchemeDesc_ImplicitEuler(): return _QuantLib.FdmSchemeDesc_ImplicitEuler() FdmSchemeDesc_ImplicitEuler = _QuantLib.FdmSchemeDesc_ImplicitEuler def FdmSchemeDesc_ExplicitEuler(): return _QuantLib.FdmSchemeDesc_ExplicitEuler() FdmSchemeDesc_ExplicitEuler = _QuantLib.FdmSchemeDesc_ExplicitEuler def FdmSchemeDesc_CraigSneyd(): return _QuantLib.FdmSchemeDesc_CraigSneyd() FdmSchemeDesc_CraigSneyd = _QuantLib.FdmSchemeDesc_CraigSneyd def FdmSchemeDesc_ModifiedCraigSneyd(): return _QuantLib.FdmSchemeDesc_ModifiedCraigSneyd() FdmSchemeDesc_ModifiedCraigSneyd = _QuantLib.FdmSchemeDesc_ModifiedCraigSneyd def FdmSchemeDesc_Hundsdorfer(): return _QuantLib.FdmSchemeDesc_Hundsdorfer() FdmSchemeDesc_Hundsdorfer = _QuantLib.FdmSchemeDesc_Hundsdorfer def FdmSchemeDesc_ModifiedHundsdorfer(): return _QuantLib.FdmSchemeDesc_ModifiedHundsdorfer() FdmSchemeDesc_ModifiedHundsdorfer = _QuantLib.FdmSchemeDesc_ModifiedHundsdorfer class FdBlackScholesVanillaEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FdBlackScholesVanillaEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FdBlackScholesVanillaEngine __del__ = lambda self: None FdBlackScholesVanillaEngine_swigregister = _QuantLib.FdBlackScholesVanillaEngine_swigregister FdBlackScholesVanillaEngine_swigregister(FdBlackScholesVanillaEngine) class FdBatesVanillaEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FdBatesVanillaEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FdBatesVanillaEngine __del__ = lambda self: None FdBatesVanillaEngine_swigregister = _QuantLib.FdBatesVanillaEngine_swigregister FdBatesVanillaEngine_swigregister(FdBatesVanillaEngine) class FdHestonVanillaEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FdHestonVanillaEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FdHestonVanillaEngine __del__ = lambda self: None FdHestonVanillaEngine_swigregister = _QuantLib.FdHestonVanillaEngine_swigregister FdHestonVanillaEngine_swigregister(FdHestonVanillaEngine) class FdBlackScholesBarrierEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FdBlackScholesBarrierEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FdBlackScholesBarrierEngine __del__ = lambda self: None FdBlackScholesBarrierEngine_swigregister = _QuantLib.FdBlackScholesBarrierEngine_swigregister FdBlackScholesBarrierEngine_swigregister(FdBlackScholesBarrierEngine) class AnalyticBinaryBarrierEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_AnalyticBinaryBarrierEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticBinaryBarrierEngine __del__ = lambda self: None AnalyticBinaryBarrierEngine_swigregister = _QuantLib.AnalyticBinaryBarrierEngine_swigregister AnalyticBinaryBarrierEngine_swigregister(AnalyticBinaryBarrierEngine) class BinomialBarrierEngine(PricingEngine): """ Binomial Engine for barrier options. Features different binomial models, selected by the type parameters. Uses Boyle-Lau adjustment for optimize steps and Derman-Kani optimization to speed up convergence. Type values: crr or coxrossrubinstein: Cox-Ross-Rubinstein model jr or jarrowrudd: Jarrow-Rudd model eqp or additiveeqpbinomialtree: Additive EQP model trigeorgis: Trigeorgis model tian: Tian model lr or leisenreimer Leisen-Reimer model j4 or joshi4: Joshi 4th (smoothed) model Boyle-Lau adjustment is controlled by parameter max_steps. If max_steps is equal to steps Boyle-Lau is disabled. Il max_steps is 0 (default value), max_steps is calculated by capping it to 5*steps when Boyle-Lau would need more than 1000 steps. If max_steps is specified, it would limit binomial steps to this value. """ thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, type, steps, max_steps=0): """ Binomial Engine for barrier options. Features different binomial models, selected by the type parameters. Uses Boyle-Lau adjustment for optimize steps and Derman-Kani optimization to speed up convergence. Type values: crr or coxrossrubinstein: Cox-Ross-Rubinstein model jr or jarrowrudd: Jarrow-Rudd model eqp or additiveeqpbinomialtree: Additive EQP model trigeorgis: Trigeorgis model tian: Tian model lr or leisenreimer Leisen-Reimer model j4 or joshi4: Joshi 4th (smoothed) model Boyle-Lau adjustment is controlled by parameter max_steps. If max_steps is equal to steps Boyle-Lau is disabled. Il max_steps is 0 (default value), max_steps is calculated by capping it to 5*steps when Boyle-Lau would need more than 1000 steps. If max_steps is specified, it would limit binomial steps to this value. """ this = _QuantLib.new_BinomialBarrierEngine(process, type, steps, max_steps) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BinomialBarrierEngine __del__ = lambda self: None BinomialBarrierEngine_swigregister = _QuantLib.BinomialBarrierEngine_swigregister BinomialBarrierEngine_swigregister(BinomialBarrierEngine) class ForwardEuropeanEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_ForwardEuropeanEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ForwardEuropeanEngine __del__ = lambda self: None ForwardEuropeanEngine_swigregister = _QuantLib.ForwardEuropeanEngine_swigregister ForwardEuropeanEngine_swigregister(ForwardEuropeanEngine) class QuantoEuropeanEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, foreignRiskFreeRate, exchangeRateVolatility, correlation): this = _QuantLib.new_QuantoEuropeanEngine(process, foreignRiskFreeRate, exchangeRateVolatility, correlation) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_QuantoEuropeanEngine __del__ = lambda self: None QuantoEuropeanEngine_swigregister = _QuantLib.QuantoEuropeanEngine_swigregister QuantoEuropeanEngine_swigregister(QuantoEuropeanEngine) class QuantoForwardEuropeanEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, foreignRiskFreeRate, exchangeRateVolatility, correlation): this = _QuantLib.new_QuantoForwardEuropeanEngine(process, foreignRiskFreeRate, exchangeRateVolatility, correlation) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_QuantoForwardEuropeanEngine __del__ = lambda self: None QuantoForwardEuropeanEngine_swigregister = _QuantLib.QuantoForwardEuropeanEngine_swigregister QuantoForwardEuropeanEngine_swigregister(QuantoForwardEuropeanEngine) class BlackCalculator(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, payoff, forward, stdDev, discount=1.0): this = _QuantLib.new_BlackCalculator(payoff, forward, stdDev, discount) try: self.this.append(this) except __builtin__.Exception: self.this = this def value(self): return _QuantLib.BlackCalculator_value(self) def deltaForward(self): return _QuantLib.BlackCalculator_deltaForward(self) def delta(self, spot): return _QuantLib.BlackCalculator_delta(self, spot) def elasticityForward(self): return _QuantLib.BlackCalculator_elasticityForward(self) def elasticity(self, spot): return _QuantLib.BlackCalculator_elasticity(self, spot) def gammaForward(self): return _QuantLib.BlackCalculator_gammaForward(self) def gamma(self, spot): return _QuantLib.BlackCalculator_gamma(self, spot) def theta(self, spot, maturity): return _QuantLib.BlackCalculator_theta(self, spot, maturity) def thetaPerDay(self, spot, maturity): return _QuantLib.BlackCalculator_thetaPerDay(self, spot, maturity) def vega(self, maturity): return _QuantLib.BlackCalculator_vega(self, maturity) def rho(self, maturity): return _QuantLib.BlackCalculator_rho(self, maturity) def dividendRho(self, maturity): return _QuantLib.BlackCalculator_dividendRho(self, maturity) def itmCashProbability(self): return _QuantLib.BlackCalculator_itmCashProbability(self) def itmAssetProbability(self): return _QuantLib.BlackCalculator_itmAssetProbability(self) def strikeSensitivity(self): return _QuantLib.BlackCalculator_strikeSensitivity(self) def alpha(self): return _QuantLib.BlackCalculator_alpha(self) def beta(self): return _QuantLib.BlackCalculator_beta(self) __swig_destroy__ = _QuantLib.delete_BlackCalculator __del__ = lambda self: None BlackCalculator_swigregister = _QuantLib.BlackCalculator_swigregister BlackCalculator_swigregister(BlackCalculator) class Average(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Arithmetic = _QuantLib.Average_Arithmetic Geometric = _QuantLib.Average_Geometric def __init__(self): this = _QuantLib.new_Average() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Average __del__ = lambda self: None Average_swigregister = _QuantLib.Average_swigregister Average_swigregister(Average) class ContinuousAveragingAsianOption(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, averageType, payoff, exercise): this = _QuantLib.new_ContinuousAveragingAsianOption(averageType, payoff, exercise) try: self.this.append(this) except __builtin__.Exception: self.this = this def delta(self): return _QuantLib.ContinuousAveragingAsianOption_delta(self) def gamma(self): return _QuantLib.ContinuousAveragingAsianOption_gamma(self) def theta(self): return _QuantLib.ContinuousAveragingAsianOption_theta(self) def thetaPerDay(self): return _QuantLib.ContinuousAveragingAsianOption_thetaPerDay(self) def vega(self): return _QuantLib.ContinuousAveragingAsianOption_vega(self) def rho(self): return _QuantLib.ContinuousAveragingAsianOption_rho(self) def dividendRho(self): return _QuantLib.ContinuousAveragingAsianOption_dividendRho(self) def strikeSensitivity(self): return _QuantLib.ContinuousAveragingAsianOption_strikeSensitivity(self) __swig_destroy__ = _QuantLib.delete_ContinuousAveragingAsianOption __del__ = lambda self: None ContinuousAveragingAsianOption_swigregister = _QuantLib.ContinuousAveragingAsianOption_swigregister ContinuousAveragingAsianOption_swigregister(ContinuousAveragingAsianOption) class DiscreteAveragingAsianOption(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, averageType, runningAccumulator, pastFixings, fixingDates, payoff, exercise): this = _QuantLib.new_DiscreteAveragingAsianOption(averageType, runningAccumulator, pastFixings, fixingDates, payoff, exercise) try: self.this.append(this) except __builtin__.Exception: self.this = this def delta(self): return _QuantLib.DiscreteAveragingAsianOption_delta(self) def gamma(self): return _QuantLib.DiscreteAveragingAsianOption_gamma(self) def theta(self): return _QuantLib.DiscreteAveragingAsianOption_theta(self) def thetaPerDay(self): return _QuantLib.DiscreteAveragingAsianOption_thetaPerDay(self) def vega(self): return _QuantLib.DiscreteAveragingAsianOption_vega(self) def rho(self): return _QuantLib.DiscreteAveragingAsianOption_rho(self) def dividendRho(self): return _QuantLib.DiscreteAveragingAsianOption_dividendRho(self) def strikeSensitivity(self): return _QuantLib.DiscreteAveragingAsianOption_strikeSensitivity(self) __swig_destroy__ = _QuantLib.delete_DiscreteAveragingAsianOption __del__ = lambda self: None DiscreteAveragingAsianOption_swigregister = _QuantLib.DiscreteAveragingAsianOption_swigregister DiscreteAveragingAsianOption_swigregister(DiscreteAveragingAsianOption) class AnalyticContinuousGeometricAveragePriceAsianEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_AnalyticContinuousGeometricAveragePriceAsianEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticContinuousGeometricAveragePriceAsianEngine __del__ = lambda self: None AnalyticContinuousGeometricAveragePriceAsianEngine_swigregister = _QuantLib.AnalyticContinuousGeometricAveragePriceAsianEngine_swigregister AnalyticContinuousGeometricAveragePriceAsianEngine_swigregister(AnalyticContinuousGeometricAveragePriceAsianEngine) class AnalyticDiscreteGeometricAveragePriceAsianEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_AnalyticDiscreteGeometricAveragePriceAsianEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticDiscreteGeometricAveragePriceAsianEngine __del__ = lambda self: None AnalyticDiscreteGeometricAveragePriceAsianEngine_swigregister = _QuantLib.AnalyticDiscreteGeometricAveragePriceAsianEngine_swigregister AnalyticDiscreteGeometricAveragePriceAsianEngine_swigregister(AnalyticDiscreteGeometricAveragePriceAsianEngine) class AnalyticDiscreteGeometricAverageStrikeAsianEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_AnalyticDiscreteGeometricAverageStrikeAsianEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticDiscreteGeometricAverageStrikeAsianEngine __del__ = lambda self: None AnalyticDiscreteGeometricAverageStrikeAsianEngine_swigregister = _QuantLib.AnalyticDiscreteGeometricAverageStrikeAsianEngine_swigregister AnalyticDiscreteGeometricAverageStrikeAsianEngine_swigregister(AnalyticDiscreteGeometricAverageStrikeAsianEngine) class MCDiscreteArithmeticAPEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_MCDiscreteArithmeticAPEngine(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MCDiscreteArithmeticAPEngine __del__ = lambda self: None MCDiscreteArithmeticAPEngine_swigregister = _QuantLib.MCDiscreteArithmeticAPEngine_swigregister MCDiscreteArithmeticAPEngine_swigregister(MCDiscreteArithmeticAPEngine) class MCDiscreteArithmeticASEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_MCDiscreteArithmeticASEngine(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MCDiscreteArithmeticASEngine __del__ = lambda self: None MCDiscreteArithmeticASEngine_swigregister = _QuantLib.MCDiscreteArithmeticASEngine_swigregister MCDiscreteArithmeticASEngine_swigregister(MCDiscreteArithmeticASEngine) class MCDiscreteGeometricAPEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_MCDiscreteGeometricAPEngine(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MCDiscreteGeometricAPEngine __del__ = lambda self: None MCDiscreteGeometricAPEngine_swigregister = _QuantLib.MCDiscreteGeometricAPEngine_swigregister MCDiscreteGeometricAPEngine_swigregister(MCDiscreteGeometricAPEngine) class VarianceGammaEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_VarianceGammaEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_VarianceGammaEngine __del__ = lambda self: None VarianceGammaEngine_swigregister = _QuantLib.VarianceGammaEngine_swigregister VarianceGammaEngine_swigregister(VarianceGammaEngine) class FFTVarianceGammaEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, logStrikeSpacing=0.001): this = _QuantLib.new_FFTVarianceGammaEngine(process, logStrikeSpacing) try: self.this.append(this) except __builtin__.Exception: self.this = this def precalculate(self, optionList): return _QuantLib.FFTVarianceGammaEngine_precalculate(self, optionList) __swig_destroy__ = _QuantLib.delete_FFTVarianceGammaEngine __del__ = lambda self: None FFTVarianceGammaEngine_swigregister = _QuantLib.FFTVarianceGammaEngine_swigregister FFTVarianceGammaEngine_swigregister(FFTVarianceGammaEngine) class DoubleBarrierOption(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, barrierType, barrier_lo, barrier_hi, rebate, payoff, exercise): this = _QuantLib.new_DoubleBarrierOption(barrierType, barrier_lo, barrier_hi, rebate, payoff, exercise) try: self.this.append(this) except __builtin__.Exception: self.this = this def delta(self): return _QuantLib.DoubleBarrierOption_delta(self) def gamma(self): return _QuantLib.DoubleBarrierOption_gamma(self) def theta(self): return _QuantLib.DoubleBarrierOption_theta(self) def thetaPerDay(self): return _QuantLib.DoubleBarrierOption_thetaPerDay(self) def vega(self): return _QuantLib.DoubleBarrierOption_vega(self) def rho(self): return _QuantLib.DoubleBarrierOption_rho(self) def dividendRho(self): return _QuantLib.DoubleBarrierOption_dividendRho(self) def strikeSensitivity(self): return _QuantLib.DoubleBarrierOption_strikeSensitivity(self) __swig_destroy__ = _QuantLib.delete_DoubleBarrierOption __del__ = lambda self: None DoubleBarrierOption_swigregister = _QuantLib.DoubleBarrierOption_swigregister DoubleBarrierOption_swigregister(DoubleBarrierOption) class QuantoDoubleBarrierOption(DoubleBarrierOption): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, barrierType, barrier_lo, barrier_hi, rebate, payoff, exercise): this = _QuantLib.new_QuantoDoubleBarrierOption(barrierType, barrier_lo, barrier_hi, rebate, payoff, exercise) try: self.this.append(this) except __builtin__.Exception: self.this = this def qvega(self): return _QuantLib.QuantoDoubleBarrierOption_qvega(self) def qrho(self): return _QuantLib.QuantoDoubleBarrierOption_qrho(self) def qlambda(self): return _QuantLib.QuantoDoubleBarrierOption_qlambda(self) __swig_destroy__ = _QuantLib.delete_QuantoDoubleBarrierOption __del__ = lambda self: None QuantoDoubleBarrierOption_swigregister = _QuantLib.QuantoDoubleBarrierOption_swigregister QuantoDoubleBarrierOption_swigregister(QuantoDoubleBarrierOption) class AnalyticDoubleBarrierEngine(PricingEngine): """Double barrier engine implementing Ikeda-Kunitomo series.""" thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, series=5): """Double barrier engine implementing Ikeda-Kunitomo series.""" this = _QuantLib.new_AnalyticDoubleBarrierEngine(process, series) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticDoubleBarrierEngine __del__ = lambda self: None AnalyticDoubleBarrierEngine_swigregister = _QuantLib.AnalyticDoubleBarrierEngine_swigregister AnalyticDoubleBarrierEngine_swigregister(AnalyticDoubleBarrierEngine) class WulinYongDoubleBarrierEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, series=5): this = _QuantLib.new_WulinYongDoubleBarrierEngine(process, series) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_WulinYongDoubleBarrierEngine __del__ = lambda self: None WulinYongDoubleBarrierEngine_swigregister = _QuantLib.WulinYongDoubleBarrierEngine_swigregister WulinYongDoubleBarrierEngine_swigregister(WulinYongDoubleBarrierEngine) class DeltaVolQuote(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.DeltaVolQuote___deref__(self) def __nonzero__(self): return _QuantLib.DeltaVolQuote___nonzero__(self) def __bool__(self): return _QuantLib.DeltaVolQuote___bool__(self) def asObservable(self): return _QuantLib.DeltaVolQuote_asObservable(self) Spot = _QuantLib.DeltaVolQuote_Spot Fwd = _QuantLib.DeltaVolQuote_Fwd PaSpot = _QuantLib.DeltaVolQuote_PaSpot PaFwd = _QuantLib.DeltaVolQuote_PaFwd AtmNull = _QuantLib.DeltaVolQuote_AtmNull AtmSpot = _QuantLib.DeltaVolQuote_AtmSpot AtmFwd = _QuantLib.DeltaVolQuote_AtmFwd AtmDeltaNeutral = _QuantLib.DeltaVolQuote_AtmDeltaNeutral AtmVegaMax = _QuantLib.DeltaVolQuote_AtmVegaMax AtmGammaMax = _QuantLib.DeltaVolQuote_AtmGammaMax AtmPutCall50 = _QuantLib.DeltaVolQuote_AtmPutCall50 def __init__(self, *args): this = _QuantLib.new_DeltaVolQuote(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DeltaVolQuote __del__ = lambda self: None def value(self): return _QuantLib.DeltaVolQuote_value(self) DeltaVolQuote_swigregister = _QuantLib.DeltaVolQuote_swigregister DeltaVolQuote_swigregister(DeltaVolQuote) class DeltaVolQuoteHandle(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_DeltaVolQuoteHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __deref__(self): return _QuantLib.DeltaVolQuoteHandle___deref__(self) def __nonzero__(self): return _QuantLib.DeltaVolQuoteHandle___nonzero__(self) def __bool__(self): return _QuantLib.DeltaVolQuoteHandle___bool__(self) def asObservable(self): return _QuantLib.DeltaVolQuoteHandle_asObservable(self) __swig_destroy__ = _QuantLib.delete_DeltaVolQuoteHandle __del__ = lambda self: None def value(self): return _QuantLib.DeltaVolQuoteHandle_value(self) DeltaVolQuoteHandle_swigregister = _QuantLib.DeltaVolQuoteHandle_swigregister DeltaVolQuoteHandle_swigregister(DeltaVolQuoteHandle) class RelinkableDeltaVolQuoteHandle(DeltaVolQuoteHandle): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RelinkableDeltaVolQuoteHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def linkTo(self, arg2): return _QuantLib.RelinkableDeltaVolQuoteHandle_linkTo(self, arg2) __swig_destroy__ = _QuantLib.delete_RelinkableDeltaVolQuoteHandle __del__ = lambda self: None RelinkableDeltaVolQuoteHandle_swigregister = _QuantLib.RelinkableDeltaVolQuoteHandle_swigregister RelinkableDeltaVolQuoteHandle_swigregister(RelinkableDeltaVolQuoteHandle) class VannaVolgaDoubleBarrierEngine(PricingEngine): """ Vanna-Volga engine for double barrier options. Supports different double barrier engines, selected by the type parameters. Type values: ik or analytic: Ikeda-Kunitomo standard engine (default) wo: Wulin-Yong engine """ thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): """ Vanna-Volga engine for double barrier options. Supports different double barrier engines, selected by the type parameters. Type values: ik or analytic: Ikeda-Kunitomo standard engine (default) wo: Wulin-Yong engine """ this = _QuantLib.new_VannaVolgaDoubleBarrierEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_VannaVolgaDoubleBarrierEngine __del__ = lambda self: None VannaVolgaDoubleBarrierEngine_swigregister = _QuantLib.VannaVolgaDoubleBarrierEngine_swigregister VannaVolgaDoubleBarrierEngine_swigregister(VannaVolgaDoubleBarrierEngine) class VannaVolgaBarrierEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, atmVol, vol25Put, vol25Call, spotFX, domesticTS, foreignTS, adaptVanDelta=False, bsPriceWithSmile=0.0): this = _QuantLib.new_VannaVolgaBarrierEngine(atmVol, vol25Put, vol25Call, spotFX, domesticTS, foreignTS, adaptVanDelta, bsPriceWithSmile) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_VannaVolgaBarrierEngine __del__ = lambda self: None VannaVolgaBarrierEngine_swigregister = _QuantLib.VannaVolgaBarrierEngine_swigregister VannaVolgaBarrierEngine_swigregister(VannaVolgaBarrierEngine) class AnalyticDoubleBarrierBinaryEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process): this = _QuantLib.new_AnalyticDoubleBarrierBinaryEngine(process) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticDoubleBarrierBinaryEngine __del__ = lambda self: None AnalyticDoubleBarrierBinaryEngine_swigregister = _QuantLib.AnalyticDoubleBarrierBinaryEngine_swigregister AnalyticDoubleBarrierBinaryEngine_swigregister(AnalyticDoubleBarrierBinaryEngine) class BinomialDoubleBarrierEngine(PricingEngine): """ Binomial Engine for double barrier options. Features different binomial models, selected by the type parameters. Uses Derman-Kani optimization to speed up convergence. Type values: crr or coxrossrubinstein: Cox-Ross-Rubinstein model jr or jarrowrudd: Jarrow-Rudd model eqp or additiveeqpbinomialtree: Additive EQP model trigeorgis: Trigeorgis model tian: Tian model lr or leisenreimer Leisen-Reimer model j4 or joshi4: Joshi 4th (smoothed) model """ thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, type, steps): """ Binomial Engine for double barrier options. Features different binomial models, selected by the type parameters. Uses Derman-Kani optimization to speed up convergence. Type values: crr or coxrossrubinstein: Cox-Ross-Rubinstein model jr or jarrowrudd: Jarrow-Rudd model eqp or additiveeqpbinomialtree: Additive EQP model trigeorgis: Trigeorgis model tian: Tian model lr or leisenreimer Leisen-Reimer model j4 or joshi4: Joshi 4th (smoothed) model """ this = _QuantLib.new_BinomialDoubleBarrierEngine(process, type, steps) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BinomialDoubleBarrierEngine __del__ = lambda self: None BinomialDoubleBarrierEngine_swigregister = _QuantLib.BinomialDoubleBarrierEngine_swigregister BinomialDoubleBarrierEngine_swigregister(BinomialDoubleBarrierEngine) class VanillaSwingOption(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, payoff, ex, minExerciseRights, maxExerciseRights): this = _QuantLib.new_VanillaSwingOption(payoff, ex, minExerciseRights, maxExerciseRights) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_VanillaSwingOption __del__ = lambda self: None VanillaSwingOption_swigregister = _QuantLib.VanillaSwingOption_swigregister VanillaSwingOption_swigregister(VanillaSwingOption) class FdSimpleBSSwingEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FdSimpleBSSwingEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FdSimpleBSSwingEngine __del__ = lambda self: None FdSimpleBSSwingEngine_swigregister = _QuantLib.FdSimpleBSSwingEngine_swigregister FdSimpleBSSwingEngine_swigregister(FdSimpleBSSwingEngine) class FdSimpleExtOUJumpSwingEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FdSimpleExtOUJumpSwingEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FdSimpleExtOUJumpSwingEngine __del__ = lambda self: None FdSimpleExtOUJumpSwingEngine_swigregister = _QuantLib.FdSimpleExtOUJumpSwingEngine_swigregister FdSimpleExtOUJumpSwingEngine_swigregister(FdSimpleExtOUJumpSwingEngine) class PlainVanillaPayoff(Payoff): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, type, strike): this = _QuantLib.new_PlainVanillaPayoff(type, strike) try: self.this.append(this) except __builtin__.Exception: self.this = this def optionType(self): return _QuantLib.PlainVanillaPayoff_optionType(self) def strike(self): return _QuantLib.PlainVanillaPayoff_strike(self) __swig_destroy__ = _QuantLib.delete_PlainVanillaPayoff __del__ = lambda self: None PlainVanillaPayoff_swigregister = _QuantLib.PlainVanillaPayoff_swigregister PlainVanillaPayoff_swigregister(PlainVanillaPayoff) class PercentageStrikePayoff(Payoff): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, type, moneyness): this = _QuantLib.new_PercentageStrikePayoff(type, moneyness) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_PercentageStrikePayoff __del__ = lambda self: None PercentageStrikePayoff_swigregister = _QuantLib.PercentageStrikePayoff_swigregister PercentageStrikePayoff_swigregister(PercentageStrikePayoff) class CashOrNothingPayoff(Payoff): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, type, strike, payoff): this = _QuantLib.new_CashOrNothingPayoff(type, strike, payoff) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CashOrNothingPayoff __del__ = lambda self: None CashOrNothingPayoff_swigregister = _QuantLib.CashOrNothingPayoff_swigregister CashOrNothingPayoff_swigregister(CashOrNothingPayoff) class AssetOrNothingPayoff(Payoff): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, type, strike): this = _QuantLib.new_AssetOrNothingPayoff(type, strike) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AssetOrNothingPayoff __del__ = lambda self: None AssetOrNothingPayoff_swigregister = _QuantLib.AssetOrNothingPayoff_swigregister AssetOrNothingPayoff_swigregister(AssetOrNothingPayoff) class SuperSharePayoff(Payoff): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, type, strike, increment): this = _QuantLib.new_SuperSharePayoff(type, strike, increment) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SuperSharePayoff __del__ = lambda self: None SuperSharePayoff_swigregister = _QuantLib.SuperSharePayoff_swigregister SuperSharePayoff_swigregister(SuperSharePayoff) class GapPayoff(Payoff): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, type, strike, strikePayoff): this = _QuantLib.new_GapPayoff(type, strike, strikePayoff) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_GapPayoff __del__ = lambda self: None GapPayoff_swigregister = _QuantLib.GapPayoff_swigregister GapPayoff_swigregister(GapPayoff) class VanillaForwardPayoff(Payoff): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, type, strike): this = _QuantLib.new_VanillaForwardPayoff(type, strike) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_VanillaForwardPayoff __del__ = lambda self: None VanillaForwardPayoff_swigregister = _QuantLib.VanillaForwardPayoff_swigregister VanillaForwardPayoff_swigregister(VanillaForwardPayoff) class BasketPayoff(Payoff): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_BasketPayoff() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BasketPayoff __del__ = lambda self: None BasketPayoff_swigregister = _QuantLib.BasketPayoff_swigregister BasketPayoff_swigregister(BasketPayoff) class MinBasketPayoff(BasketPayoff): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, p): this = _QuantLib.new_MinBasketPayoff(p) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MinBasketPayoff __del__ = lambda self: None MinBasketPayoff_swigregister = _QuantLib.MinBasketPayoff_swigregister MinBasketPayoff_swigregister(MinBasketPayoff) class MaxBasketPayoff(BasketPayoff): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, p): this = _QuantLib.new_MaxBasketPayoff(p) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MaxBasketPayoff __del__ = lambda self: None MaxBasketPayoff_swigregister = _QuantLib.MaxBasketPayoff_swigregister MaxBasketPayoff_swigregister(MaxBasketPayoff) class AverageBasketPayoff(BasketPayoff): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_AverageBasketPayoff(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AverageBasketPayoff __del__ = lambda self: None AverageBasketPayoff_swigregister = _QuantLib.AverageBasketPayoff_swigregister AverageBasketPayoff_swigregister(AverageBasketPayoff) class BasketOption(MultiAssetOption): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, payoff, exercise): this = _QuantLib.new_BasketOption(payoff, exercise) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BasketOption __del__ = lambda self: None BasketOption_swigregister = _QuantLib.BasketOption_swigregister BasketOption_swigregister(BasketOption) class MCEuropeanBasketEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_MCEuropeanBasketEngine(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MCEuropeanBasketEngine __del__ = lambda self: None MCEuropeanBasketEngine_swigregister = _QuantLib.MCEuropeanBasketEngine_swigregister MCEuropeanBasketEngine_swigregister(MCEuropeanBasketEngine) class MCAmericanBasketEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_MCAmericanBasketEngine(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MCAmericanBasketEngine __del__ = lambda self: None MCAmericanBasketEngine_swigregister = _QuantLib.MCAmericanBasketEngine_swigregister MCAmericanBasketEngine_swigregister(MCAmericanBasketEngine) class StulzEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process1, process2, correlation): this = _QuantLib.new_StulzEngine(process1, process2, correlation) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_StulzEngine __del__ = lambda self: None StulzEngine_swigregister = _QuantLib.StulzEngine_swigregister StulzEngine_swigregister(StulzEngine) class EverestOption(MultiAssetOption): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, notional, guarantee, exercise): this = _QuantLib.new_EverestOption(notional, guarantee, exercise) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EverestOption __del__ = lambda self: None EverestOption_swigregister = _QuantLib.EverestOption_swigregister EverestOption_swigregister(EverestOption) class MCEverestEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_MCEverestEngine(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MCEverestEngine __del__ = lambda self: None MCEverestEngine_swigregister = _QuantLib.MCEverestEngine_swigregister MCEverestEngine_swigregister(MCEverestEngine) class HimalayaOption(MultiAssetOption): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, fixingDates, strike): this = _QuantLib.new_HimalayaOption(fixingDates, strike) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_HimalayaOption __del__ = lambda self: None HimalayaOption_swigregister = _QuantLib.HimalayaOption_swigregister HimalayaOption_swigregister(HimalayaOption) class MCHimalayaEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_MCHimalayaEngine(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MCHimalayaEngine __del__ = lambda self: None MCHimalayaEngine_swigregister = _QuantLib.MCHimalayaEngine_swigregister MCHimalayaEngine_swigregister(MCHimalayaEngine) def blackFormula(optionType, strike, forward, stdDev, discount=1.0, displacement=0.0): return _QuantLib.blackFormula(optionType, strike, forward, stdDev, discount, displacement) blackFormula = _QuantLib.blackFormula def blackFormulaImpliedStdDev(*args): return _QuantLib.blackFormulaImpliedStdDev(*args) blackFormulaImpliedStdDev = _QuantLib.blackFormulaImpliedStdDev def blackFormulaCashItmProbability(optionType, strike, forward, stdDev, displacement=0.0): return _QuantLib.blackFormulaCashItmProbability(optionType, strike, forward, stdDev, displacement) blackFormulaCashItmProbability = _QuantLib.blackFormulaCashItmProbability def bachelierBlackFormula(optionType, strike, forward, stdDev, discount=1.0): return _QuantLib.bachelierBlackFormula(optionType, strike, forward, stdDev, discount) bachelierBlackFormula = _QuantLib.bachelierBlackFormula def bachelierBlackFormulaImpliedVol(optionType, strike, forward, tte, bachelierPrice, discount=1.0): return _QuantLib.bachelierBlackFormulaImpliedVol(optionType, strike, forward, tte, bachelierPrice, discount) bachelierBlackFormulaImpliedVol = _QuantLib.bachelierBlackFormulaImpliedVol class BlackDeltaCalculator(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, ot, dt, spot, dDiscount, fDiscount, stDev): this = _QuantLib.new_BlackDeltaCalculator(ot, dt, spot, dDiscount, fDiscount, stDev) try: self.this.append(this) except __builtin__.Exception: self.this = this def deltaFromStrike(self, strike): return _QuantLib.BlackDeltaCalculator_deltaFromStrike(self, strike) def strikeFromDelta(self, delta): return _QuantLib.BlackDeltaCalculator_strikeFromDelta(self, delta) def atmStrike(self, atmT): return _QuantLib.BlackDeltaCalculator_atmStrike(self, atmT) __swig_destroy__ = _QuantLib.delete_BlackDeltaCalculator __del__ = lambda self: None BlackDeltaCalculator_swigregister = _QuantLib.BlackDeltaCalculator_swigregister BlackDeltaCalculator_swigregister(BlackDeltaCalculator) class CallabilityPrice(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Dirty = _QuantLib.CallabilityPrice_Dirty Clean = _QuantLib.CallabilityPrice_Clean def __init__(self, amount, type): this = _QuantLib.new_CallabilityPrice(amount, type) try: self.this.append(this) except __builtin__.Exception: self.this = this def amount(self): return _QuantLib.CallabilityPrice_amount(self) def type(self): return _QuantLib.CallabilityPrice_type(self) __swig_destroy__ = _QuantLib.delete_CallabilityPrice __del__ = lambda self: None CallabilityPrice_swigregister = _QuantLib.CallabilityPrice_swigregister CallabilityPrice_swigregister(CallabilityPrice) class Callability(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.Callability___deref__(self) def __nonzero__(self): return _QuantLib.Callability___nonzero__(self) def __bool__(self): return _QuantLib.Callability___bool__(self) def __init__(self, price, type, date): this = _QuantLib.new_Callability(price, type, date) try: self.this.append(this) except __builtin__.Exception: self.this = this Call = _QuantLib.Callability_Call Put = _QuantLib.Callability_Put __swig_destroy__ = _QuantLib.delete_Callability __del__ = lambda self: None def price(self): return _QuantLib.Callability_price(self) def type(self): return _QuantLib.Callability_type(self) def date(self): return _QuantLib.Callability_date(self) Callability_swigregister = _QuantLib.Callability_swigregister Callability_swigregister(Callability) class SoftCallability(Callability): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, price, date, trigger): this = _QuantLib.new_SoftCallability(price, date, trigger) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SoftCallability __del__ = lambda self: None SoftCallability_swigregister = _QuantLib.SoftCallability_swigregister SoftCallability_swigregister(SoftCallability) class CallabilitySchedule(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.CallabilitySchedule_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.CallabilitySchedule___nonzero__(self) def __bool__(self): return _QuantLib.CallabilitySchedule___bool__(self) def __len__(self): return _QuantLib.CallabilitySchedule___len__(self) def __getslice__(self, i, j): return _QuantLib.CallabilitySchedule___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.CallabilitySchedule___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.CallabilitySchedule___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.CallabilitySchedule___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.CallabilitySchedule___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.CallabilitySchedule___setitem__(self, *args) def pop(self): return _QuantLib.CallabilitySchedule_pop(self) def append(self, x): return _QuantLib.CallabilitySchedule_append(self, x) def empty(self): return _QuantLib.CallabilitySchedule_empty(self) def size(self): return _QuantLib.CallabilitySchedule_size(self) def swap(self, v): return _QuantLib.CallabilitySchedule_swap(self, v) def begin(self): return _QuantLib.CallabilitySchedule_begin(self) def end(self): return _QuantLib.CallabilitySchedule_end(self) def rbegin(self): return _QuantLib.CallabilitySchedule_rbegin(self) def rend(self): return _QuantLib.CallabilitySchedule_rend(self) def clear(self): return _QuantLib.CallabilitySchedule_clear(self) def get_allocator(self): return _QuantLib.CallabilitySchedule_get_allocator(self) def pop_back(self): return _QuantLib.CallabilitySchedule_pop_back(self) def erase(self, *args): return _QuantLib.CallabilitySchedule_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_CallabilitySchedule(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.CallabilitySchedule_push_back(self, x) def front(self): return _QuantLib.CallabilitySchedule_front(self) def back(self): return _QuantLib.CallabilitySchedule_back(self) def assign(self, n, x): return _QuantLib.CallabilitySchedule_assign(self, n, x) def resize(self, *args): return _QuantLib.CallabilitySchedule_resize(self, *args) def insert(self, *args): return _QuantLib.CallabilitySchedule_insert(self, *args) def reserve(self, n): return _QuantLib.CallabilitySchedule_reserve(self, n) def capacity(self): return _QuantLib.CallabilitySchedule_capacity(self) __swig_destroy__ = _QuantLib.delete_CallabilitySchedule __del__ = lambda self: None CallabilitySchedule_swigregister = _QuantLib.CallabilitySchedule_swigregister CallabilitySchedule_swigregister(CallabilitySchedule) class Seasonality(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.Seasonality___deref__(self) def __nonzero__(self): return _QuantLib.Seasonality___nonzero__(self) def __bool__(self): return _QuantLib.Seasonality___bool__(self) def __init__(self): this = _QuantLib.new_Seasonality() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Seasonality __del__ = lambda self: None def correctZeroRate(self, d, r, iTS): return _QuantLib.Seasonality_correctZeroRate(self, d, r, iTS) def correctYoYRate(self, d, r, iTS): return _QuantLib.Seasonality_correctYoYRate(self, d, r, iTS) def isConsistent(self, iTS): return _QuantLib.Seasonality_isConsistent(self, iTS) Seasonality_swigregister = _QuantLib.Seasonality_swigregister Seasonality_swigregister(Seasonality) class MultiplicativePriceSeasonalityPtr(Seasonality): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, seasonalityBaseDate, frequency, seasonalityFactors): this = _QuantLib.new_MultiplicativePriceSeasonalityPtr(seasonalityBaseDate, frequency, seasonalityFactors) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MultiplicativePriceSeasonalityPtr __del__ = lambda self: None MultiplicativePriceSeasonalityPtr_swigregister = _QuantLib.MultiplicativePriceSeasonalityPtr_swigregister MultiplicativePriceSeasonalityPtr_swigregister(MultiplicativePriceSeasonalityPtr) class YoYInflationTermStructure(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.YoYInflationTermStructure___deref__(self) def __nonzero__(self): return _QuantLib.YoYInflationTermStructure___nonzero__(self) def __bool__(self): return _QuantLib.YoYInflationTermStructure___bool__(self) def asObservable(self): return _QuantLib.YoYInflationTermStructure_asObservable(self) def __init__(self): this = _QuantLib.new_YoYInflationTermStructure() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_YoYInflationTermStructure __del__ = lambda self: None def yoyRate(self, *args): return _QuantLib.YoYInflationTermStructure_yoyRate(self, *args) def dayCounter(self): return _QuantLib.YoYInflationTermStructure_dayCounter(self) def calendar(self): return _QuantLib.YoYInflationTermStructure_calendar(self) def referenceDate(self): return _QuantLib.YoYInflationTermStructure_referenceDate(self) def maxDate(self): return _QuantLib.YoYInflationTermStructure_maxDate(self) def maxTime(self): return _QuantLib.YoYInflationTermStructure_maxTime(self) def observationLag(self): return _QuantLib.YoYInflationTermStructure_observationLag(self) def frequency(self): return _QuantLib.YoYInflationTermStructure_frequency(self) def indexIsInterpolated(self): return _QuantLib.YoYInflationTermStructure_indexIsInterpolated(self) def baseRate(self): return _QuantLib.YoYInflationTermStructure_baseRate(self) def nominalTermStructure(self): return _QuantLib.YoYInflationTermStructure_nominalTermStructure(self) def baseDate(self): return _QuantLib.YoYInflationTermStructure_baseDate(self) def setSeasonality(self, *args): return _QuantLib.YoYInflationTermStructure_setSeasonality(self, *args) def seasonality(self): return _QuantLib.YoYInflationTermStructure_seasonality(self) def hasSeasonality(self): return _QuantLib.YoYInflationTermStructure_hasSeasonality(self) def enableExtrapolation(self): return _QuantLib.YoYInflationTermStructure_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.YoYInflationTermStructure_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.YoYInflationTermStructure_allowsExtrapolation(self) YoYInflationTermStructure_swigregister = _QuantLib.YoYInflationTermStructure_swigregister YoYInflationTermStructure_swigregister(YoYInflationTermStructure) class YoYInflationTermStructureHandle(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_YoYInflationTermStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __deref__(self): return _QuantLib.YoYInflationTermStructureHandle___deref__(self) def __nonzero__(self): return _QuantLib.YoYInflationTermStructureHandle___nonzero__(self) def __bool__(self): return _QuantLib.YoYInflationTermStructureHandle___bool__(self) def asObservable(self): return _QuantLib.YoYInflationTermStructureHandle_asObservable(self) __swig_destroy__ = _QuantLib.delete_YoYInflationTermStructureHandle __del__ = lambda self: None def yoyRate(self, *args): return _QuantLib.YoYInflationTermStructureHandle_yoyRate(self, *args) def dayCounter(self): return _QuantLib.YoYInflationTermStructureHandle_dayCounter(self) def calendar(self): return _QuantLib.YoYInflationTermStructureHandle_calendar(self) def referenceDate(self): return _QuantLib.YoYInflationTermStructureHandle_referenceDate(self) def maxDate(self): return _QuantLib.YoYInflationTermStructureHandle_maxDate(self) def maxTime(self): return _QuantLib.YoYInflationTermStructureHandle_maxTime(self) def observationLag(self): return _QuantLib.YoYInflationTermStructureHandle_observationLag(self) def frequency(self): return _QuantLib.YoYInflationTermStructureHandle_frequency(self) def indexIsInterpolated(self): return _QuantLib.YoYInflationTermStructureHandle_indexIsInterpolated(self) def baseRate(self): return _QuantLib.YoYInflationTermStructureHandle_baseRate(self) def nominalTermStructure(self): return _QuantLib.YoYInflationTermStructureHandle_nominalTermStructure(self) def baseDate(self): return _QuantLib.YoYInflationTermStructureHandle_baseDate(self) def setSeasonality(self, *args): return _QuantLib.YoYInflationTermStructureHandle_setSeasonality(self, *args) def seasonality(self): return _QuantLib.YoYInflationTermStructureHandle_seasonality(self) def hasSeasonality(self): return _QuantLib.YoYInflationTermStructureHandle_hasSeasonality(self) def enableExtrapolation(self): return _QuantLib.YoYInflationTermStructureHandle_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.YoYInflationTermStructureHandle_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.YoYInflationTermStructureHandle_allowsExtrapolation(self) YoYInflationTermStructureHandle_swigregister = _QuantLib.YoYInflationTermStructureHandle_swigregister YoYInflationTermStructureHandle_swigregister(YoYInflationTermStructureHandle) class RelinkableYoYInflationTermStructureHandle(YoYInflationTermStructureHandle): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RelinkableYoYInflationTermStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def linkTo(self, arg2): return _QuantLib.RelinkableYoYInflationTermStructureHandle_linkTo(self, arg2) __swig_destroy__ = _QuantLib.delete_RelinkableYoYInflationTermStructureHandle __del__ = lambda self: None RelinkableYoYInflationTermStructureHandle_swigregister = _QuantLib.RelinkableYoYInflationTermStructureHandle_swigregister RelinkableYoYInflationTermStructureHandle_swigregister(RelinkableYoYInflationTermStructureHandle) class ZeroInflationTermStructure(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.ZeroInflationTermStructure___deref__(self) def __nonzero__(self): return _QuantLib.ZeroInflationTermStructure___nonzero__(self) def __bool__(self): return _QuantLib.ZeroInflationTermStructure___bool__(self) def asObservable(self): return _QuantLib.ZeroInflationTermStructure_asObservable(self) def __init__(self): this = _QuantLib.new_ZeroInflationTermStructure() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZeroInflationTermStructure __del__ = lambda self: None def zeroRate(self, *args): return _QuantLib.ZeroInflationTermStructure_zeroRate(self, *args) def dayCounter(self): return _QuantLib.ZeroInflationTermStructure_dayCounter(self) def calendar(self): return _QuantLib.ZeroInflationTermStructure_calendar(self) def referenceDate(self): return _QuantLib.ZeroInflationTermStructure_referenceDate(self) def maxDate(self): return _QuantLib.ZeroInflationTermStructure_maxDate(self) def maxTime(self): return _QuantLib.ZeroInflationTermStructure_maxTime(self) def observationLag(self): return _QuantLib.ZeroInflationTermStructure_observationLag(self) def frequency(self): return _QuantLib.ZeroInflationTermStructure_frequency(self) def indexIsInterpolated(self): return _QuantLib.ZeroInflationTermStructure_indexIsInterpolated(self) def baseRate(self): return _QuantLib.ZeroInflationTermStructure_baseRate(self) def nominalTermStructure(self): return _QuantLib.ZeroInflationTermStructure_nominalTermStructure(self) def baseDate(self): return _QuantLib.ZeroInflationTermStructure_baseDate(self) def setSeasonality(self, *args): return _QuantLib.ZeroInflationTermStructure_setSeasonality(self, *args) def seasonality(self): return _QuantLib.ZeroInflationTermStructure_seasonality(self) def hasSeasonality(self): return _QuantLib.ZeroInflationTermStructure_hasSeasonality(self) def enableExtrapolation(self): return _QuantLib.ZeroInflationTermStructure_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.ZeroInflationTermStructure_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.ZeroInflationTermStructure_allowsExtrapolation(self) ZeroInflationTermStructure_swigregister = _QuantLib.ZeroInflationTermStructure_swigregister ZeroInflationTermStructure_swigregister(ZeroInflationTermStructure) class ZeroInflationTermStructureHandle(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ZeroInflationTermStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __deref__(self): return _QuantLib.ZeroInflationTermStructureHandle___deref__(self) def __nonzero__(self): return _QuantLib.ZeroInflationTermStructureHandle___nonzero__(self) def __bool__(self): return _QuantLib.ZeroInflationTermStructureHandle___bool__(self) def asObservable(self): return _QuantLib.ZeroInflationTermStructureHandle_asObservable(self) __swig_destroy__ = _QuantLib.delete_ZeroInflationTermStructureHandle __del__ = lambda self: None def zeroRate(self, *args): return _QuantLib.ZeroInflationTermStructureHandle_zeroRate(self, *args) def dayCounter(self): return _QuantLib.ZeroInflationTermStructureHandle_dayCounter(self) def calendar(self): return _QuantLib.ZeroInflationTermStructureHandle_calendar(self) def referenceDate(self): return _QuantLib.ZeroInflationTermStructureHandle_referenceDate(self) def maxDate(self): return _QuantLib.ZeroInflationTermStructureHandle_maxDate(self) def maxTime(self): return _QuantLib.ZeroInflationTermStructureHandle_maxTime(self) def observationLag(self): return _QuantLib.ZeroInflationTermStructureHandle_observationLag(self) def frequency(self): return _QuantLib.ZeroInflationTermStructureHandle_frequency(self) def indexIsInterpolated(self): return _QuantLib.ZeroInflationTermStructureHandle_indexIsInterpolated(self) def baseRate(self): return _QuantLib.ZeroInflationTermStructureHandle_baseRate(self) def nominalTermStructure(self): return _QuantLib.ZeroInflationTermStructureHandle_nominalTermStructure(self) def baseDate(self): return _QuantLib.ZeroInflationTermStructureHandle_baseDate(self) def setSeasonality(self, *args): return _QuantLib.ZeroInflationTermStructureHandle_setSeasonality(self, *args) def seasonality(self): return _QuantLib.ZeroInflationTermStructureHandle_seasonality(self) def hasSeasonality(self): return _QuantLib.ZeroInflationTermStructureHandle_hasSeasonality(self) def enableExtrapolation(self): return _QuantLib.ZeroInflationTermStructureHandle_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.ZeroInflationTermStructureHandle_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.ZeroInflationTermStructureHandle_allowsExtrapolation(self) ZeroInflationTermStructureHandle_swigregister = _QuantLib.ZeroInflationTermStructureHandle_swigregister ZeroInflationTermStructureHandle_swigregister(ZeroInflationTermStructureHandle) class RelinkableZeroInflationTermStructureHandle(ZeroInflationTermStructureHandle): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RelinkableZeroInflationTermStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def linkTo(self, arg2): return _QuantLib.RelinkableZeroInflationTermStructureHandle_linkTo(self, arg2) __swig_destroy__ = _QuantLib.delete_RelinkableZeroInflationTermStructureHandle __del__ = lambda self: None RelinkableZeroInflationTermStructureHandle_swigregister = _QuantLib.RelinkableZeroInflationTermStructureHandle_swigregister RelinkableZeroInflationTermStructureHandle_swigregister(RelinkableZeroInflationTermStructureHandle) class Region(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def name(self): return _QuantLib.Region_name(self) def code(self): return _QuantLib.Region_code(self) __swig_destroy__ = _QuantLib.delete_Region __del__ = lambda self: None Region_swigregister = _QuantLib.Region_swigregister Region_swigregister(Region) class CustomRegion(Region): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, name, code): this = _QuantLib.new_CustomRegion(name, code) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CustomRegion __del__ = lambda self: None CustomRegion_swigregister = _QuantLib.CustomRegion_swigregister CustomRegion_swigregister(CustomRegion) class InflationIndex(Index): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def interpolated(self): return _QuantLib.InflationIndex_interpolated(self) def frequency(self): return _QuantLib.InflationIndex_frequency(self) def availabilityLag(self): return _QuantLib.InflationIndex_availabilityLag(self) def currency(self): return _QuantLib.InflationIndex_currency(self) __swig_destroy__ = _QuantLib.delete_InflationIndex __del__ = lambda self: None InflationIndex_swigregister = _QuantLib.InflationIndex_swigregister InflationIndex_swigregister(InflationIndex) class ZeroInflationIndex(InflationIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ZeroInflationIndex(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZeroInflationIndex __del__ = lambda self: None ZeroInflationIndex_swigregister = _QuantLib.ZeroInflationIndex_swigregister ZeroInflationIndex_swigregister(ZeroInflationIndex) class YoYInflationIndex(InflationIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr __swig_destroy__ = _QuantLib.delete_YoYInflationIndex __del__ = lambda self: None YoYInflationIndex_swigregister = _QuantLib.YoYInflationIndex_swigregister YoYInflationIndex_swigregister(YoYInflationIndex) class EUHICP(ZeroInflationIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EUHICP(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EUHICP __del__ = lambda self: None EUHICP_swigregister = _QuantLib.EUHICP_swigregister EUHICP_swigregister(EUHICP) class EUHICPXT(ZeroInflationIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_EUHICPXT(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_EUHICPXT __del__ = lambda self: None EUHICPXT_swigregister = _QuantLib.EUHICPXT_swigregister EUHICPXT_swigregister(EUHICPXT) class FRHICP(ZeroInflationIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FRHICP(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FRHICP __del__ = lambda self: None FRHICP_swigregister = _QuantLib.FRHICP_swigregister FRHICP_swigregister(FRHICP) class UKRPI(ZeroInflationIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_UKRPI(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_UKRPI __del__ = lambda self: None UKRPI_swigregister = _QuantLib.UKRPI_swigregister UKRPI_swigregister(UKRPI) class USCPI(ZeroInflationIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_USCPI(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_USCPI __del__ = lambda self: None USCPI_swigregister = _QuantLib.USCPI_swigregister USCPI_swigregister(USCPI) class ZACPI(ZeroInflationIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ZACPI(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZACPI __del__ = lambda self: None ZACPI_swigregister = _QuantLib.ZACPI_swigregister ZACPI_swigregister(ZACPI) class YYEUHICP(YoYInflationIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_YYEUHICP(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_YYEUHICP __del__ = lambda self: None YYEUHICP_swigregister = _QuantLib.YYEUHICP_swigregister YYEUHICP_swigregister(YYEUHICP) class YYEUHICPXT(YoYInflationIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_YYEUHICPXT(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_YYEUHICPXT __del__ = lambda self: None YYEUHICPXT_swigregister = _QuantLib.YYEUHICPXT_swigregister YYEUHICPXT_swigregister(YYEUHICPXT) class YYFRHICP(YoYInflationIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_YYFRHICP(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_YYFRHICP __del__ = lambda self: None YYFRHICP_swigregister = _QuantLib.YYFRHICP_swigregister YYFRHICP_swigregister(YYFRHICP) class YYUKRPI(YoYInflationIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_YYUKRPI(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_YYUKRPI __del__ = lambda self: None YYUKRPI_swigregister = _QuantLib.YYUKRPI_swigregister YYUKRPI_swigregister(YYUKRPI) class YYUSCPI(YoYInflationIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_YYUSCPI(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_YYUSCPI __del__ = lambda self: None YYUSCPI_swigregister = _QuantLib.YYUSCPI_swigregister YYUSCPI_swigregister(YYUSCPI) class YYZACPI(YoYInflationIndex): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_YYZACPI(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_YYZACPI __del__ = lambda self: None YYZACPI_swigregister = _QuantLib.YYZACPI_swigregister YYZACPI_swigregister(YYZACPI) class CPI(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr AsIndex = _QuantLib.CPI_AsIndex Flat = _QuantLib.CPI_Flat Linear = _QuantLib.CPI_Linear def __init__(self): this = _QuantLib.new_CPI() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CPI __del__ = lambda self: None CPI_swigregister = _QuantLib.CPI_swigregister CPI_swigregister(CPI) class ZeroHelper(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.ZeroHelper___deref__(self) def __nonzero__(self): return _QuantLib.ZeroHelper___nonzero__(self) def __bool__(self): return _QuantLib.ZeroHelper___bool__(self) def __init__(self): this = _QuantLib.new_ZeroHelper() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZeroHelper __del__ = lambda self: None ZeroHelper_swigregister = _QuantLib.ZeroHelper_swigregister ZeroHelper_swigregister(ZeroHelper) class YoYHelper(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.YoYHelper___deref__(self) def __nonzero__(self): return _QuantLib.YoYHelper___nonzero__(self) def __bool__(self): return _QuantLib.YoYHelper___bool__(self) def __init__(self): this = _QuantLib.new_YoYHelper() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_YoYHelper __del__ = lambda self: None YoYHelper_swigregister = _QuantLib.YoYHelper_swigregister YoYHelper_swigregister(YoYHelper) class ZeroHelperVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.ZeroHelperVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.ZeroHelperVector___nonzero__(self) def __bool__(self): return _QuantLib.ZeroHelperVector___bool__(self) def __len__(self): return _QuantLib.ZeroHelperVector___len__(self) def __getslice__(self, i, j): return _QuantLib.ZeroHelperVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.ZeroHelperVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.ZeroHelperVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.ZeroHelperVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.ZeroHelperVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.ZeroHelperVector___setitem__(self, *args) def pop(self): return _QuantLib.ZeroHelperVector_pop(self) def append(self, x): return _QuantLib.ZeroHelperVector_append(self, x) def empty(self): return _QuantLib.ZeroHelperVector_empty(self) def size(self): return _QuantLib.ZeroHelperVector_size(self) def swap(self, v): return _QuantLib.ZeroHelperVector_swap(self, v) def begin(self): return _QuantLib.ZeroHelperVector_begin(self) def end(self): return _QuantLib.ZeroHelperVector_end(self) def rbegin(self): return _QuantLib.ZeroHelperVector_rbegin(self) def rend(self): return _QuantLib.ZeroHelperVector_rend(self) def clear(self): return _QuantLib.ZeroHelperVector_clear(self) def get_allocator(self): return _QuantLib.ZeroHelperVector_get_allocator(self) def pop_back(self): return _QuantLib.ZeroHelperVector_pop_back(self) def erase(self, *args): return _QuantLib.ZeroHelperVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_ZeroHelperVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.ZeroHelperVector_push_back(self, x) def front(self): return _QuantLib.ZeroHelperVector_front(self) def back(self): return _QuantLib.ZeroHelperVector_back(self) def assign(self, n, x): return _QuantLib.ZeroHelperVector_assign(self, n, x) def resize(self, *args): return _QuantLib.ZeroHelperVector_resize(self, *args) def insert(self, *args): return _QuantLib.ZeroHelperVector_insert(self, *args) def reserve(self, n): return _QuantLib.ZeroHelperVector_reserve(self, n) def capacity(self): return _QuantLib.ZeroHelperVector_capacity(self) __swig_destroy__ = _QuantLib.delete_ZeroHelperVector __del__ = lambda self: None ZeroHelperVector_swigregister = _QuantLib.ZeroHelperVector_swigregister ZeroHelperVector_swigregister(ZeroHelperVector) class YoYHelperVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.YoYHelperVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.YoYHelperVector___nonzero__(self) def __bool__(self): return _QuantLib.YoYHelperVector___bool__(self) def __len__(self): return _QuantLib.YoYHelperVector___len__(self) def __getslice__(self, i, j): return _QuantLib.YoYHelperVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.YoYHelperVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.YoYHelperVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.YoYHelperVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.YoYHelperVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.YoYHelperVector___setitem__(self, *args) def pop(self): return _QuantLib.YoYHelperVector_pop(self) def append(self, x): return _QuantLib.YoYHelperVector_append(self, x) def empty(self): return _QuantLib.YoYHelperVector_empty(self) def size(self): return _QuantLib.YoYHelperVector_size(self) def swap(self, v): return _QuantLib.YoYHelperVector_swap(self, v) def begin(self): return _QuantLib.YoYHelperVector_begin(self) def end(self): return _QuantLib.YoYHelperVector_end(self) def rbegin(self): return _QuantLib.YoYHelperVector_rbegin(self) def rend(self): return _QuantLib.YoYHelperVector_rend(self) def clear(self): return _QuantLib.YoYHelperVector_clear(self) def get_allocator(self): return _QuantLib.YoYHelperVector_get_allocator(self) def pop_back(self): return _QuantLib.YoYHelperVector_pop_back(self) def erase(self, *args): return _QuantLib.YoYHelperVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_YoYHelperVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.YoYHelperVector_push_back(self, x) def front(self): return _QuantLib.YoYHelperVector_front(self) def back(self): return _QuantLib.YoYHelperVector_back(self) def assign(self, n, x): return _QuantLib.YoYHelperVector_assign(self, n, x) def resize(self, *args): return _QuantLib.YoYHelperVector_resize(self, *args) def insert(self, *args): return _QuantLib.YoYHelperVector_insert(self, *args) def reserve(self, n): return _QuantLib.YoYHelperVector_reserve(self, n) def capacity(self): return _QuantLib.YoYHelperVector_capacity(self) __swig_destroy__ = _QuantLib.delete_YoYHelperVector __del__ = lambda self: None YoYHelperVector_swigregister = _QuantLib.YoYHelperVector_swigregister YoYHelperVector_swigregister(YoYHelperVector) class ZeroCouponInflationSwapHelper(ZeroHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ZeroCouponInflationSwapHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZeroCouponInflationSwapHelper __del__ = lambda self: None ZeroCouponInflationSwapHelper_swigregister = _QuantLib.ZeroCouponInflationSwapHelper_swigregister ZeroCouponInflationSwapHelper_swigregister(ZeroCouponInflationSwapHelper) class YearOnYearInflationSwapHelper(YoYHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_YearOnYearInflationSwapHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_YearOnYearInflationSwapHelper __del__ = lambda self: None YearOnYearInflationSwapHelper_swigregister = _QuantLib.YearOnYearInflationSwapHelper_swigregister YearOnYearInflationSwapHelper_swigregister(YearOnYearInflationSwapHelper) class PiecewiseZeroInflation(ZeroInflationTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_PiecewiseZeroInflation(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.PiecewiseZeroInflation_dates(self) def times(self): return _QuantLib.PiecewiseZeroInflation_times(self) def nodes(self): return _QuantLib.PiecewiseZeroInflation_nodes(self) __swig_destroy__ = _QuantLib.delete_PiecewiseZeroInflation __del__ = lambda self: None PiecewiseZeroInflation_swigregister = _QuantLib.PiecewiseZeroInflation_swigregister PiecewiseZeroInflation_swigregister(PiecewiseZeroInflation) class PiecewiseYoYInflation(YoYInflationTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_PiecewiseYoYInflation(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.PiecewiseYoYInflation_dates(self) def times(self): return _QuantLib.PiecewiseYoYInflation_times(self) def nodes(self): return _QuantLib.PiecewiseYoYInflation_nodes(self) __swig_destroy__ = _QuantLib.delete_PiecewiseYoYInflation __del__ = lambda self: None PiecewiseYoYInflation_swigregister = _QuantLib.PiecewiseYoYInflation_swigregister PiecewiseYoYInflation_swigregister(PiecewiseYoYInflation) def inflationBaseDate(referenceDate, observationLag, frequency, indexIsInterpolated): return _QuantLib.inflationBaseDate(referenceDate, observationLag, frequency, indexIsInterpolated) inflationBaseDate = _QuantLib.inflationBaseDate class ZeroCouponInflationSwap(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Receiver = _QuantLib.ZeroCouponInflationSwap_Receiver Payer = _QuantLib.ZeroCouponInflationSwap_Payer def __init__(self, *args): this = _QuantLib.new_ZeroCouponInflationSwap(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def fairRate(self): return _QuantLib.ZeroCouponInflationSwap_fairRate(self) def fixedLegNPV(self): return _QuantLib.ZeroCouponInflationSwap_fixedLegNPV(self) def inflationLegNPV(self): return _QuantLib.ZeroCouponInflationSwap_inflationLegNPV(self) def fixedLeg(self): return _QuantLib.ZeroCouponInflationSwap_fixedLeg(self) def inflationLeg(self): return _QuantLib.ZeroCouponInflationSwap_inflationLeg(self) def type(self): return _QuantLib.ZeroCouponInflationSwap_type(self) __swig_destroy__ = _QuantLib.delete_ZeroCouponInflationSwap __del__ = lambda self: None ZeroCouponInflationSwap_swigregister = _QuantLib.ZeroCouponInflationSwap_swigregister ZeroCouponInflationSwap_swigregister(ZeroCouponInflationSwap) class YearOnYearInflationSwap(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Receiver = _QuantLib.YearOnYearInflationSwap_Receiver Payer = _QuantLib.YearOnYearInflationSwap_Payer def __init__(self, type, nominal, fixedSchedule, fixedRate, fixedDayCounter, yoySchedule, index, lag, spread, yoyDayCounter, paymentCalendar, paymentConvention=Following): this = _QuantLib.new_YearOnYearInflationSwap(type, nominal, fixedSchedule, fixedRate, fixedDayCounter, yoySchedule, index, lag, spread, yoyDayCounter, paymentCalendar, paymentConvention) try: self.this.append(this) except __builtin__.Exception: self.this = this def fairRate(self): return _QuantLib.YearOnYearInflationSwap_fairRate(self) def fixedLegNPV(self): return _QuantLib.YearOnYearInflationSwap_fixedLegNPV(self) def yoyLegNPV(self): return _QuantLib.YearOnYearInflationSwap_yoyLegNPV(self) def fairSpread(self): return _QuantLib.YearOnYearInflationSwap_fairSpread(self) def fixedLeg(self): return _QuantLib.YearOnYearInflationSwap_fixedLeg(self) def yoyLeg(self): return _QuantLib.YearOnYearInflationSwap_yoyLeg(self) __swig_destroy__ = _QuantLib.delete_YearOnYearInflationSwap __del__ = lambda self: None YearOnYearInflationSwap_swigregister = _QuantLib.YearOnYearInflationSwap_swigregister YearOnYearInflationSwap_swigregister(YearOnYearInflationSwap) class CPISwap(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Receiver = _QuantLib.CPISwap_Receiver Payer = _QuantLib.CPISwap_Payer def __init__(self, *args): this = _QuantLib.new_CPISwap(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def fairRate(self): return _QuantLib.CPISwap_fairRate(self) def floatLegNPV(self): return _QuantLib.CPISwap_floatLegNPV(self) def fairSpread(self): return _QuantLib.CPISwap_fairSpread(self) def fixedLegNPV(self): return _QuantLib.CPISwap_fixedLegNPV(self) def cpiLeg(self): return _QuantLib.CPISwap_cpiLeg(self) def floatLeg(self): return _QuantLib.CPISwap_floatLeg(self) __swig_destroy__ = _QuantLib.delete_CPISwap __del__ = lambda self: None CPISwap_swigregister = _QuantLib.CPISwap_swigregister CPISwap_swigregister(CPISwap) class YoYInflationCapFloor(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def impliedVolatility(self, price, curve, guess, accuracy=1.0e-4, maxEvaluations=100, minVol=1.0e-7, maxVol=4.0): return _QuantLib.YoYInflationCapFloor_impliedVolatility(self, price, curve, guess, accuracy, maxEvaluations, minVol, maxVol) def __init__(self): this = _QuantLib.new_YoYInflationCapFloor() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_YoYInflationCapFloor __del__ = lambda self: None YoYInflationCapFloor_swigregister = _QuantLib.YoYInflationCapFloor_swigregister YoYInflationCapFloor_swigregister(YoYInflationCapFloor) class YoYInflationCap(YoYInflationCapFloor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, leg, capRates): this = _QuantLib.new_YoYInflationCap(leg, capRates) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_YoYInflationCap __del__ = lambda self: None YoYInflationCap_swigregister = _QuantLib.YoYInflationCap_swigregister YoYInflationCap_swigregister(YoYInflationCap) class YoYInflationFloor(YoYInflationCapFloor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, leg, floorRates): this = _QuantLib.new_YoYInflationFloor(leg, floorRates) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_YoYInflationFloor __del__ = lambda self: None YoYInflationFloor_swigregister = _QuantLib.YoYInflationFloor_swigregister YoYInflationFloor_swigregister(YoYInflationFloor) class YoYInflationCollar(YoYInflationCapFloor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, leg, capRates, floorRates): this = _QuantLib.new_YoYInflationCollar(leg, capRates, floorRates) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_YoYInflationCollar __del__ = lambda self: None YoYInflationCollar_swigregister = _QuantLib.YoYInflationCollar_swigregister YoYInflationCollar_swigregister(YoYInflationCollar) class ShortRateModel(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.ShortRateModel___deref__(self) def __nonzero__(self): return _QuantLib.ShortRateModel___nonzero__(self) def __bool__(self): return _QuantLib.ShortRateModel___bool__(self) def asObservable(self): return _QuantLib.ShortRateModel_asObservable(self) def __init__(self): this = _QuantLib.new_ShortRateModel() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ShortRateModel __del__ = lambda self: None def params(self): return _QuantLib.ShortRateModel_params(self) def calibrate(self, *args): return _QuantLib.ShortRateModel_calibrate(self, *args) def value(self, params, arg3): return _QuantLib.ShortRateModel_value(self, params, arg3) def endCriteria(self): return _QuantLib.ShortRateModel_endCriteria(self) def setParams(self, params): return _QuantLib.ShortRateModel_setParams(self, params) ShortRateModel_swigregister = _QuantLib.ShortRateModel_swigregister ShortRateModel_swigregister(ShortRateModel) class ShortRateModelHandle(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ShortRateModelHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __deref__(self): return _QuantLib.ShortRateModelHandle___deref__(self) def __nonzero__(self): return _QuantLib.ShortRateModelHandle___nonzero__(self) def __bool__(self): return _QuantLib.ShortRateModelHandle___bool__(self) def asObservable(self): return _QuantLib.ShortRateModelHandle_asObservable(self) __swig_destroy__ = _QuantLib.delete_ShortRateModelHandle __del__ = lambda self: None def params(self): return _QuantLib.ShortRateModelHandle_params(self) def calibrate(self, *args): return _QuantLib.ShortRateModelHandle_calibrate(self, *args) def value(self, params, arg3): return _QuantLib.ShortRateModelHandle_value(self, params, arg3) def endCriteria(self): return _QuantLib.ShortRateModelHandle_endCriteria(self) def setParams(self, params): return _QuantLib.ShortRateModelHandle_setParams(self, params) ShortRateModelHandle_swigregister = _QuantLib.ShortRateModelHandle_swigregister ShortRateModelHandle_swigregister(ShortRateModelHandle) class RelinkableShortRateModelHandle(ShortRateModelHandle): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RelinkableShortRateModelHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def linkTo(self, arg2): return _QuantLib.RelinkableShortRateModelHandle_linkTo(self, arg2) __swig_destroy__ = _QuantLib.delete_RelinkableShortRateModelHandle __del__ = lambda self: None RelinkableShortRateModelHandle_swigregister = _QuantLib.RelinkableShortRateModelHandle_swigregister RelinkableShortRateModelHandle_swigregister(RelinkableShortRateModelHandle) class Vasicek(ShortRateModel): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, r0=0.05, a=0.1, b=0.05, sigma=0.01, arg6=0.0): this = _QuantLib.new_Vasicek(r0, a, b, sigma, arg6) try: self.this.append(this) except __builtin__.Exception: self.this = this def discount(self, t): return _QuantLib.Vasicek_discount(self, t) def discountBond(self, now, maturity, rate): return _QuantLib.Vasicek_discountBond(self, now, maturity, rate) __swig_destroy__ = _QuantLib.delete_Vasicek __del__ = lambda self: None Vasicek_swigregister = _QuantLib.Vasicek_swigregister Vasicek_swigregister(Vasicek) class HullWhite(ShortRateModel): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, termStructure, a=0.1, sigma=0.01): this = _QuantLib.new_HullWhite(termStructure, a, sigma) try: self.this.append(this) except __builtin__.Exception: self.this = this def discount(self, t): return _QuantLib.HullWhite_discount(self, t) def discountBond(self, now, maturity, rate): return _QuantLib.HullWhite_discountBond(self, now, maturity, rate) convexityBias = staticmethod(_QuantLib.HullWhite_convexityBias) __swig_destroy__ = _QuantLib.delete_HullWhite __del__ = lambda self: None HullWhite_swigregister = _QuantLib.HullWhite_swigregister HullWhite_swigregister(HullWhite) def HullWhite_convexityBias(futurePrice, t, T, sigma, a): return _QuantLib.HullWhite_convexityBias(futurePrice, t, T, sigma, a) HullWhite_convexityBias = _QuantLib.HullWhite_convexityBias class BlackKarasinski(ShortRateModel): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, termStructure, a=0.1, sigma=0.1): this = _QuantLib.new_BlackKarasinski(termStructure, a, sigma) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BlackKarasinski __del__ = lambda self: None BlackKarasinski_swigregister = _QuantLib.BlackKarasinski_swigregister BlackKarasinski_swigregister(BlackKarasinski) class G2(ShortRateModel): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, termStructure, a=0.1, sigma=0.01, b=0.1, eta=0.01, rho=-0.75): this = _QuantLib.new_G2(termStructure, a, sigma, b, eta, rho) try: self.this.append(this) except __builtin__.Exception: self.this = this def discount(self, t): return _QuantLib.G2_discount(self, t) def discountBond(self, t, T, x, y): return _QuantLib.G2_discountBond(self, t, T, x, y) __swig_destroy__ = _QuantLib.delete_G2 __del__ = lambda self: None G2_swigregister = _QuantLib.G2_swigregister G2_swigregister(G2) class JamshidianSwaptionEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_JamshidianSwaptionEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_JamshidianSwaptionEngine __del__ = lambda self: None JamshidianSwaptionEngine_swigregister = _QuantLib.JamshidianSwaptionEngine_swigregister JamshidianSwaptionEngine_swigregister(JamshidianSwaptionEngine) class TreeSwaptionEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_TreeSwaptionEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_TreeSwaptionEngine __del__ = lambda self: None TreeSwaptionEngine_swigregister = _QuantLib.TreeSwaptionEngine_swigregister TreeSwaptionEngine_swigregister(TreeSwaptionEngine) class AnalyticCapFloorEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_AnalyticCapFloorEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AnalyticCapFloorEngine __del__ = lambda self: None AnalyticCapFloorEngine_swigregister = _QuantLib.AnalyticCapFloorEngine_swigregister AnalyticCapFloorEngine_swigregister(AnalyticCapFloorEngine) class TreeCapFloorEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_TreeCapFloorEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_TreeCapFloorEngine __del__ = lambda self: None TreeCapFloorEngine_swigregister = _QuantLib.TreeCapFloorEngine_swigregister TreeCapFloorEngine_swigregister(TreeCapFloorEngine) class G2SwaptionEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, model, range, intervals): this = _QuantLib.new_G2SwaptionEngine(model, range, intervals) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_G2SwaptionEngine __del__ = lambda self: None G2SwaptionEngine_swigregister = _QuantLib.G2SwaptionEngine_swigregister G2SwaptionEngine_swigregister(G2SwaptionEngine) class FdG2SwaptionEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FdG2SwaptionEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FdG2SwaptionEngine __del__ = lambda self: None FdG2SwaptionEngine_swigregister = _QuantLib.FdG2SwaptionEngine_swigregister FdG2SwaptionEngine_swigregister(FdG2SwaptionEngine) class FdHullWhiteSwaptionEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FdHullWhiteSwaptionEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FdHullWhiteSwaptionEngine __del__ = lambda self: None FdHullWhiteSwaptionEngine_swigregister = _QuantLib.FdHullWhiteSwaptionEngine_swigregister FdHullWhiteSwaptionEngine_swigregister(FdHullWhiteSwaptionEngine) class Bond(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Bond(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextCouponRate(self, *args): return _QuantLib.Bond_nextCouponRate(self, *args) def previousCouponRate(self, *args): return _QuantLib.Bond_previousCouponRate(self, *args) def settlementDays(self): return _QuantLib.Bond_settlementDays(self) def settlementDate(self, *args): return _QuantLib.Bond_settlementDate(self, *args) def startDate(self): return _QuantLib.Bond_startDate(self) def maturityDate(self): return _QuantLib.Bond_maturityDate(self) def issueDate(self): return _QuantLib.Bond_issueDate(self) def cashflows(self): return _QuantLib.Bond_cashflows(self) def redemptions(self): return _QuantLib.Bond_redemptions(self) def redemption(self): return _QuantLib.Bond_redemption(self) def calendar(self): return _QuantLib.Bond_calendar(self) def notionals(self): return _QuantLib.Bond_notionals(self) def notional(self, *args): return _QuantLib.Bond_notional(self, *args) def cleanPrice(self, *args): return _QuantLib.Bond_cleanPrice(self, *args) def dirtyPrice(self, *args): return _QuantLib.Bond_dirtyPrice(self, *args) def bondYield(self, *args): return _QuantLib.Bond_bondYield(self, *args) def accruedAmount(self, *args): return _QuantLib.Bond_accruedAmount(self, *args) def settlementValue(self, *args): return _QuantLib.Bond_settlementValue(self, *args) __swig_destroy__ = _QuantLib.delete_Bond __del__ = lambda self: None Bond_swigregister = _QuantLib.Bond_swigregister Bond_swigregister(Bond) def cleanPriceFromZSpread(*args): return _QuantLib.cleanPriceFromZSpread(*args) cleanPriceFromZSpread = _QuantLib.cleanPriceFromZSpread class ZeroCouponBond(Bond): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_ZeroCouponBond(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZeroCouponBond __del__ = lambda self: None ZeroCouponBond_swigregister = _QuantLib.ZeroCouponBond_swigregister ZeroCouponBond_swigregister(ZeroCouponBond) class FixedRateBond(Bond): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FixedRateBond(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def frequency(self): return _QuantLib.FixedRateBond_frequency(self) def dayCounter(self): return _QuantLib.FixedRateBond_dayCounter(self) __swig_destroy__ = _QuantLib.delete_FixedRateBond __del__ = lambda self: None FixedRateBond_swigregister = _QuantLib.FixedRateBond_swigregister FixedRateBond_swigregister(FixedRateBond) class AmortizingFixedRateBond(Bond): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_AmortizingFixedRateBond(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def frequency(self): return _QuantLib.AmortizingFixedRateBond_frequency(self) def dayCounter(self): return _QuantLib.AmortizingFixedRateBond_dayCounter(self) __swig_destroy__ = _QuantLib.delete_AmortizingFixedRateBond __del__ = lambda self: None AmortizingFixedRateBond_swigregister = _QuantLib.AmortizingFixedRateBond_swigregister AmortizingFixedRateBond_swigregister(AmortizingFixedRateBond) class AmortizingFloatingRateBond(Bond): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_AmortizingFloatingRateBond(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_AmortizingFloatingRateBond __del__ = lambda self: None AmortizingFloatingRateBond_swigregister = _QuantLib.AmortizingFloatingRateBond_swigregister AmortizingFloatingRateBond_swigregister(AmortizingFloatingRateBond) class FloatingRateBond(Bond): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_FloatingRateBond(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FloatingRateBond __del__ = lambda self: None FloatingRateBond_swigregister = _QuantLib.FloatingRateBond_swigregister FloatingRateBond_swigregister(FloatingRateBond) class CmsRateBond(Bond): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_CmsRateBond(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CmsRateBond __del__ = lambda self: None CmsRateBond_swigregister = _QuantLib.CmsRateBond_swigregister CmsRateBond_swigregister(CmsRateBond) class DiscountingBondEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, discountCurve): this = _QuantLib.new_DiscountingBondEngine(discountCurve) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DiscountingBondEngine __del__ = lambda self: None DiscountingBondEngine_swigregister = _QuantLib.DiscountingBondEngine_swigregister DiscountingBondEngine_swigregister(DiscountingBondEngine) class CallableFixedRateBond(Bond): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, settlementDays, faceAmount, schedule, coupons, accrualDayCounter, paymentConvention, redemption, issueDate, putCallSchedule): this = _QuantLib.new_CallableFixedRateBond(settlementDays, faceAmount, schedule, coupons, accrualDayCounter, paymentConvention, redemption, issueDate, putCallSchedule) try: self.this.append(this) except __builtin__.Exception: self.this = this def OAS(self, *args): return _QuantLib.CallableFixedRateBond_OAS(self, *args) def cleanPriceOAS(self, *args): return _QuantLib.CallableFixedRateBond_cleanPriceOAS(self, *args) def effectiveDuration(self, oas, engineTS, dayCounter, compounding, frequency, bump=2e-4): return _QuantLib.CallableFixedRateBond_effectiveDuration(self, oas, engineTS, dayCounter, compounding, frequency, bump) def effectiveConvexity(self, oas, engineTS, dayCounter, compounding, frequency, bump=2e-4): return _QuantLib.CallableFixedRateBond_effectiveConvexity(self, oas, engineTS, dayCounter, compounding, frequency, bump) __swig_destroy__ = _QuantLib.delete_CallableFixedRateBond __del__ = lambda self: None CallableFixedRateBond_swigregister = _QuantLib.CallableFixedRateBond_swigregister CallableFixedRateBond_swigregister(CallableFixedRateBond) class TreeCallableFixedRateBondEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_TreeCallableFixedRateBondEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_TreeCallableFixedRateBondEngine __del__ = lambda self: None TreeCallableFixedRateBondEngine_swigregister = _QuantLib.TreeCallableFixedRateBondEngine_swigregister TreeCallableFixedRateBondEngine_swigregister(TreeCallableFixedRateBondEngine) class BlackCallableFixedRateBondEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, fwdYieldVol, discountCurve): this = _QuantLib.new_BlackCallableFixedRateBondEngine(fwdYieldVol, discountCurve) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BlackCallableFixedRateBondEngine __del__ = lambda self: None BlackCallableFixedRateBondEngine_swigregister = _QuantLib.BlackCallableFixedRateBondEngine_swigregister BlackCallableFixedRateBondEngine_swigregister(BlackCallableFixedRateBondEngine) class CPIBond(Bond): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_CPIBond(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CPIBond __del__ = lambda self: None CPIBond_swigregister = _QuantLib.CPIBond_swigregister CPIBond_swigregister(CPIBond) class BondFunctions(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr startDate = staticmethod(_QuantLib.BondFunctions_startDate) maturityDate = staticmethod(_QuantLib.BondFunctions_maturityDate) isTradable = staticmethod(_QuantLib.BondFunctions_isTradable) previousCashFlowDate = staticmethod(_QuantLib.BondFunctions_previousCashFlowDate) nextCashFlowDate = staticmethod(_QuantLib.BondFunctions_nextCashFlowDate) previousCashFlowAmount = staticmethod(_QuantLib.BondFunctions_previousCashFlowAmount) nextCashFlowAmount = staticmethod(_QuantLib.BondFunctions_nextCashFlowAmount) previousCouponRate = staticmethod(_QuantLib.BondFunctions_previousCouponRate) nextCouponRate = staticmethod(_QuantLib.BondFunctions_nextCouponRate) accrualStartDate = staticmethod(_QuantLib.BondFunctions_accrualStartDate) accrualEndDate = staticmethod(_QuantLib.BondFunctions_accrualEndDate) accrualPeriod = staticmethod(_QuantLib.BondFunctions_accrualPeriod) accrualDays = staticmethod(_QuantLib.BondFunctions_accrualDays) accruedPeriod = staticmethod(_QuantLib.BondFunctions_accruedPeriod) accruedDays = staticmethod(_QuantLib.BondFunctions_accruedDays) accruedAmount = staticmethod(_QuantLib.BondFunctions_accruedAmount) atmRate = staticmethod(_QuantLib.BondFunctions_atmRate) cleanPrice = staticmethod(_QuantLib.BondFunctions_cleanPrice) bps = staticmethod(_QuantLib.BondFunctions_bps) bondYield = staticmethod(_QuantLib.BondFunctions_bondYield) yieldBrent = staticmethod(_QuantLib.BondFunctions_yieldBrent) yieldBisection = staticmethod(_QuantLib.BondFunctions_yieldBisection) yieldFalsePosition = staticmethod(_QuantLib.BondFunctions_yieldFalsePosition) yieldRidder = staticmethod(_QuantLib.BondFunctions_yieldRidder) yieldSecant = staticmethod(_QuantLib.BondFunctions_yieldSecant) yieldNewton = staticmethod(_QuantLib.BondFunctions_yieldNewton) yieldNewtonSafe = staticmethod(_QuantLib.BondFunctions_yieldNewtonSafe) duration = staticmethod(_QuantLib.BondFunctions_duration) convexity = staticmethod(_QuantLib.BondFunctions_convexity) basisPointValue = staticmethod(_QuantLib.BondFunctions_basisPointValue) yieldValueBasisPoint = staticmethod(_QuantLib.BondFunctions_yieldValueBasisPoint) zSpread = staticmethod(_QuantLib.BondFunctions_zSpread) def __init__(self): this = _QuantLib.new_BondFunctions() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BondFunctions __del__ = lambda self: None BondFunctions_swigregister = _QuantLib.BondFunctions_swigregister BondFunctions_swigregister(BondFunctions) def BondFunctions_startDate(bond): return _QuantLib.BondFunctions_startDate(bond) BondFunctions_startDate = _QuantLib.BondFunctions_startDate def BondFunctions_maturityDate(bond): return _QuantLib.BondFunctions_maturityDate(bond) BondFunctions_maturityDate = _QuantLib.BondFunctions_maturityDate def BondFunctions_isTradable(*args): return _QuantLib.BondFunctions_isTradable(*args) BondFunctions_isTradable = _QuantLib.BondFunctions_isTradable def BondFunctions_previousCashFlowDate(*args): return _QuantLib.BondFunctions_previousCashFlowDate(*args) BondFunctions_previousCashFlowDate = _QuantLib.BondFunctions_previousCashFlowDate def BondFunctions_nextCashFlowDate(*args): return _QuantLib.BondFunctions_nextCashFlowDate(*args) BondFunctions_nextCashFlowDate = _QuantLib.BondFunctions_nextCashFlowDate def BondFunctions_previousCashFlowAmount(*args): return _QuantLib.BondFunctions_previousCashFlowAmount(*args) BondFunctions_previousCashFlowAmount = _QuantLib.BondFunctions_previousCashFlowAmount def BondFunctions_nextCashFlowAmount(*args): return _QuantLib.BondFunctions_nextCashFlowAmount(*args) BondFunctions_nextCashFlowAmount = _QuantLib.BondFunctions_nextCashFlowAmount def BondFunctions_previousCouponRate(*args): return _QuantLib.BondFunctions_previousCouponRate(*args) BondFunctions_previousCouponRate = _QuantLib.BondFunctions_previousCouponRate def BondFunctions_nextCouponRate(*args): return _QuantLib.BondFunctions_nextCouponRate(*args) BondFunctions_nextCouponRate = _QuantLib.BondFunctions_nextCouponRate def BondFunctions_accrualStartDate(*args): return _QuantLib.BondFunctions_accrualStartDate(*args) BondFunctions_accrualStartDate = _QuantLib.BondFunctions_accrualStartDate def BondFunctions_accrualEndDate(*args): return _QuantLib.BondFunctions_accrualEndDate(*args) BondFunctions_accrualEndDate = _QuantLib.BondFunctions_accrualEndDate def BondFunctions_accrualPeriod(*args): return _QuantLib.BondFunctions_accrualPeriod(*args) BondFunctions_accrualPeriod = _QuantLib.BondFunctions_accrualPeriod def BondFunctions_accrualDays(*args): return _QuantLib.BondFunctions_accrualDays(*args) BondFunctions_accrualDays = _QuantLib.BondFunctions_accrualDays def BondFunctions_accruedPeriod(*args): return _QuantLib.BondFunctions_accruedPeriod(*args) BondFunctions_accruedPeriod = _QuantLib.BondFunctions_accruedPeriod def BondFunctions_accruedDays(*args): return _QuantLib.BondFunctions_accruedDays(*args) BondFunctions_accruedDays = _QuantLib.BondFunctions_accruedDays def BondFunctions_accruedAmount(*args): return _QuantLib.BondFunctions_accruedAmount(*args) BondFunctions_accruedAmount = _QuantLib.BondFunctions_accruedAmount def BondFunctions_atmRate(*args): return _QuantLib.BondFunctions_atmRate(*args) BondFunctions_atmRate = _QuantLib.BondFunctions_atmRate def BondFunctions_cleanPrice(*args): return _QuantLib.BondFunctions_cleanPrice(*args) BondFunctions_cleanPrice = _QuantLib.BondFunctions_cleanPrice def BondFunctions_bps(*args): return _QuantLib.BondFunctions_bps(*args) BondFunctions_bps = _QuantLib.BondFunctions_bps def BondFunctions_bondYield(*args): return _QuantLib.BondFunctions_bondYield(*args) BondFunctions_bondYield = _QuantLib.BondFunctions_bondYield def BondFunctions_yieldBrent(*args): return _QuantLib.BondFunctions_yieldBrent(*args) BondFunctions_yieldBrent = _QuantLib.BondFunctions_yieldBrent def BondFunctions_yieldBisection(*args): return _QuantLib.BondFunctions_yieldBisection(*args) BondFunctions_yieldBisection = _QuantLib.BondFunctions_yieldBisection def BondFunctions_yieldFalsePosition(*args): return _QuantLib.BondFunctions_yieldFalsePosition(*args) BondFunctions_yieldFalsePosition = _QuantLib.BondFunctions_yieldFalsePosition def BondFunctions_yieldRidder(*args): return _QuantLib.BondFunctions_yieldRidder(*args) BondFunctions_yieldRidder = _QuantLib.BondFunctions_yieldRidder def BondFunctions_yieldSecant(*args): return _QuantLib.BondFunctions_yieldSecant(*args) BondFunctions_yieldSecant = _QuantLib.BondFunctions_yieldSecant def BondFunctions_yieldNewton(*args): return _QuantLib.BondFunctions_yieldNewton(*args) BondFunctions_yieldNewton = _QuantLib.BondFunctions_yieldNewton def BondFunctions_yieldNewtonSafe(*args): return _QuantLib.BondFunctions_yieldNewtonSafe(*args) BondFunctions_yieldNewtonSafe = _QuantLib.BondFunctions_yieldNewtonSafe def BondFunctions_duration(*args): return _QuantLib.BondFunctions_duration(*args) BondFunctions_duration = _QuantLib.BondFunctions_duration def BondFunctions_convexity(*args): return _QuantLib.BondFunctions_convexity(*args) BondFunctions_convexity = _QuantLib.BondFunctions_convexity def BondFunctions_basisPointValue(*args): return _QuantLib.BondFunctions_basisPointValue(*args) BondFunctions_basisPointValue = _QuantLib.BondFunctions_basisPointValue def BondFunctions_yieldValueBasisPoint(*args): return _QuantLib.BondFunctions_yieldValueBasisPoint(*args) BondFunctions_yieldValueBasisPoint = _QuantLib.BondFunctions_yieldValueBasisPoint def BondFunctions_zSpread(*args): return _QuantLib.BondFunctions_zSpread(*args) BondFunctions_zSpread = _QuantLib.BondFunctions_zSpread class CapFloor(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def impliedVolatility(self, price, disc, guess, accuracy=1.0e-4, maxEvaluations=100, minVol=1.0e-7, maxVol=4.0, type=ShiftedLognormal, displacement=0.0): return _QuantLib.CapFloor_impliedVolatility(self, price, disc, guess, accuracy, maxEvaluations, minVol, maxVol, type, displacement) def floatingLeg(self): return _QuantLib.CapFloor_floatingLeg(self) def capRates(self): return _QuantLib.CapFloor_capRates(self) def floorRates(self): return _QuantLib.CapFloor_floorRates(self) def startDate(self): return _QuantLib.CapFloor_startDate(self) def maturityDate(self): return _QuantLib.CapFloor_maturityDate(self) def atmRate(self, discountCurve): return _QuantLib.CapFloor_atmRate(self, discountCurve) def __init__(self): this = _QuantLib.new_CapFloor() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CapFloor __del__ = lambda self: None CapFloor_swigregister = _QuantLib.CapFloor_swigregister CapFloor_swigregister(CapFloor) class Cap(CapFloor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, leg, capRates): this = _QuantLib.new_Cap(leg, capRates) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Cap __del__ = lambda self: None Cap_swigregister = _QuantLib.Cap_swigregister Cap_swigregister(Cap) class Floor(CapFloor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, leg, floorRates): this = _QuantLib.new_Floor(leg, floorRates) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Floor __del__ = lambda self: None Floor_swigregister = _QuantLib.Floor_swigregister Floor_swigregister(Floor) class Collar(CapFloor): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, leg, capRates, floorRates): this = _QuantLib.new_Collar(leg, capRates, floorRates) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Collar __del__ = lambda self: None Collar_swigregister = _QuantLib.Collar_swigregister Collar_swigregister(Collar) class BlackCapFloorEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_BlackCapFloorEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BlackCapFloorEngine __del__ = lambda self: None BlackCapFloorEngine_swigregister = _QuantLib.BlackCapFloorEngine_swigregister BlackCapFloorEngine_swigregister(BlackCapFloorEngine) class BachelierCapFloorEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_BachelierCapFloorEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BachelierCapFloorEngine __del__ = lambda self: None BachelierCapFloorEngine_swigregister = _QuantLib.BachelierCapFloorEngine_swigregister BachelierCapFloorEngine_swigregister(BachelierCapFloorEngine) class Dividend(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.Dividend___deref__(self) def __nonzero__(self): return _QuantLib.Dividend___nonzero__(self) def __bool__(self): return _QuantLib.Dividend___bool__(self) def __init__(self): this = _QuantLib.new_Dividend() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Dividend __del__ = lambda self: None def amount(self): return _QuantLib.Dividend_amount(self) def date(self): return _QuantLib.Dividend_date(self) Dividend_swigregister = _QuantLib.Dividend_swigregister Dividend_swigregister(Dividend) class FixedDividend(Dividend): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, amount, date): this = _QuantLib.new_FixedDividend(amount, date) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FixedDividend __del__ = lambda self: None FixedDividend_swigregister = _QuantLib.FixedDividend_swigregister FixedDividend_swigregister(FixedDividend) class FractionalDividend(Dividend): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rate, date): this = _QuantLib.new_FractionalDividend(rate, date) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FractionalDividend __del__ = lambda self: None FractionalDividend_swigregister = _QuantLib.FractionalDividend_swigregister FractionalDividend_swigregister(FractionalDividend) class DividendSchedule(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.DividendSchedule_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.DividendSchedule___nonzero__(self) def __bool__(self): return _QuantLib.DividendSchedule___bool__(self) def __len__(self): return _QuantLib.DividendSchedule___len__(self) def __getslice__(self, i, j): return _QuantLib.DividendSchedule___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.DividendSchedule___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.DividendSchedule___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.DividendSchedule___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.DividendSchedule___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.DividendSchedule___setitem__(self, *args) def pop(self): return _QuantLib.DividendSchedule_pop(self) def append(self, x): return _QuantLib.DividendSchedule_append(self, x) def empty(self): return _QuantLib.DividendSchedule_empty(self) def size(self): return _QuantLib.DividendSchedule_size(self) def swap(self, v): return _QuantLib.DividendSchedule_swap(self, v) def begin(self): return _QuantLib.DividendSchedule_begin(self) def end(self): return _QuantLib.DividendSchedule_end(self) def rbegin(self): return _QuantLib.DividendSchedule_rbegin(self) def rend(self): return _QuantLib.DividendSchedule_rend(self) def clear(self): return _QuantLib.DividendSchedule_clear(self) def get_allocator(self): return _QuantLib.DividendSchedule_get_allocator(self) def pop_back(self): return _QuantLib.DividendSchedule_pop_back(self) def erase(self, *args): return _QuantLib.DividendSchedule_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_DividendSchedule(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.DividendSchedule_push_back(self, x) def front(self): return _QuantLib.DividendSchedule_front(self) def back(self): return _QuantLib.DividendSchedule_back(self) def assign(self, n, x): return _QuantLib.DividendSchedule_assign(self, n, x) def resize(self, *args): return _QuantLib.DividendSchedule_resize(self, *args) def insert(self, *args): return _QuantLib.DividendSchedule_insert(self, *args) def reserve(self, n): return _QuantLib.DividendSchedule_reserve(self, n) def capacity(self): return _QuantLib.DividendSchedule_capacity(self) __swig_destroy__ = _QuantLib.delete_DividendSchedule __del__ = lambda self: None DividendSchedule_swigregister = _QuantLib.DividendSchedule_swigregister DividendSchedule_swigregister(DividendSchedule) class ConvertibleZeroCouponBond(Bond): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, exercise, conversionRatio, dividends, callability, creditSpread, issueDate, settlementDays, dayCounter, schedule, redemption=100.0): this = _QuantLib.new_ConvertibleZeroCouponBond(exercise, conversionRatio, dividends, callability, creditSpread, issueDate, settlementDays, dayCounter, schedule, redemption) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ConvertibleZeroCouponBond __del__ = lambda self: None ConvertibleZeroCouponBond_swigregister = _QuantLib.ConvertibleZeroCouponBond_swigregister ConvertibleZeroCouponBond_swigregister(ConvertibleZeroCouponBond) class ConvertibleFixedCouponBond(Bond): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, exercise, conversionRatio, dividends, callability, creditSpread, issueDate, settlementDays, coupons, dayCounter, schedule, redemption=100.0): this = _QuantLib.new_ConvertibleFixedCouponBond(exercise, conversionRatio, dividends, callability, creditSpread, issueDate, settlementDays, coupons, dayCounter, schedule, redemption) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ConvertibleFixedCouponBond __del__ = lambda self: None ConvertibleFixedCouponBond_swigregister = _QuantLib.ConvertibleFixedCouponBond_swigregister ConvertibleFixedCouponBond_swigregister(ConvertibleFixedCouponBond) class ConvertibleFloatingRateBond(Bond): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, exercise, conversionRatio, dividends, callability, creditSpread, issueDate, settlementDays, index, fixingDays, spreads, dayCounter, schedule, redemption=100.0): this = _QuantLib.new_ConvertibleFloatingRateBond(exercise, conversionRatio, dividends, callability, creditSpread, issueDate, settlementDays, index, fixingDays, spreads, dayCounter, schedule, redemption) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ConvertibleFloatingRateBond __del__ = lambda self: None ConvertibleFloatingRateBond_swigregister = _QuantLib.ConvertibleFloatingRateBond_swigregister ConvertibleFloatingRateBond_swigregister(ConvertibleFloatingRateBond) class BinomialConvertibleEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, type, steps): this = _QuantLib.new_BinomialConvertibleEngine(process, type, steps) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BinomialConvertibleEngine __del__ = lambda self: None BinomialConvertibleEngine_swigregister = _QuantLib.BinomialConvertibleEngine_swigregister BinomialConvertibleEngine_swigregister(BinomialConvertibleEngine) class DefaultProbabilityTermStructure(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.DefaultProbabilityTermStructure___deref__(self) def __nonzero__(self): return _QuantLib.DefaultProbabilityTermStructure___nonzero__(self) def __bool__(self): return _QuantLib.DefaultProbabilityTermStructure___bool__(self) def asObservable(self): return _QuantLib.DefaultProbabilityTermStructure_asObservable(self) def __init__(self): this = _QuantLib.new_DefaultProbabilityTermStructure() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DefaultProbabilityTermStructure __del__ = lambda self: None def dayCounter(self): return _QuantLib.DefaultProbabilityTermStructure_dayCounter(self) def calendar(self): return _QuantLib.DefaultProbabilityTermStructure_calendar(self) def referenceDate(self): return _QuantLib.DefaultProbabilityTermStructure_referenceDate(self) def maxDate(self): return _QuantLib.DefaultProbabilityTermStructure_maxDate(self) def maxTime(self): return _QuantLib.DefaultProbabilityTermStructure_maxTime(self) def defaultProbability(self, *args): return _QuantLib.DefaultProbabilityTermStructure_defaultProbability(self, *args) def survivalProbability(self, *args): return _QuantLib.DefaultProbabilityTermStructure_survivalProbability(self, *args) def defaultDensity(self, *args): return _QuantLib.DefaultProbabilityTermStructure_defaultDensity(self, *args) def hazardRate(self, *args): return _QuantLib.DefaultProbabilityTermStructure_hazardRate(self, *args) def enableExtrapolation(self): return _QuantLib.DefaultProbabilityTermStructure_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.DefaultProbabilityTermStructure_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.DefaultProbabilityTermStructure_allowsExtrapolation(self) DefaultProbabilityTermStructure_swigregister = _QuantLib.DefaultProbabilityTermStructure_swigregister DefaultProbabilityTermStructure_swigregister(DefaultProbabilityTermStructure) class DefaultProbabilityTermStructureHandle(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_DefaultProbabilityTermStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __deref__(self): return _QuantLib.DefaultProbabilityTermStructureHandle___deref__(self) def __nonzero__(self): return _QuantLib.DefaultProbabilityTermStructureHandle___nonzero__(self) def __bool__(self): return _QuantLib.DefaultProbabilityTermStructureHandle___bool__(self) def asObservable(self): return _QuantLib.DefaultProbabilityTermStructureHandle_asObservable(self) __swig_destroy__ = _QuantLib.delete_DefaultProbabilityTermStructureHandle __del__ = lambda self: None def dayCounter(self): return _QuantLib.DefaultProbabilityTermStructureHandle_dayCounter(self) def calendar(self): return _QuantLib.DefaultProbabilityTermStructureHandle_calendar(self) def referenceDate(self): return _QuantLib.DefaultProbabilityTermStructureHandle_referenceDate(self) def maxDate(self): return _QuantLib.DefaultProbabilityTermStructureHandle_maxDate(self) def maxTime(self): return _QuantLib.DefaultProbabilityTermStructureHandle_maxTime(self) def defaultProbability(self, *args): return _QuantLib.DefaultProbabilityTermStructureHandle_defaultProbability(self, *args) def survivalProbability(self, *args): return _QuantLib.DefaultProbabilityTermStructureHandle_survivalProbability(self, *args) def defaultDensity(self, *args): return _QuantLib.DefaultProbabilityTermStructureHandle_defaultDensity(self, *args) def hazardRate(self, *args): return _QuantLib.DefaultProbabilityTermStructureHandle_hazardRate(self, *args) def enableExtrapolation(self): return _QuantLib.DefaultProbabilityTermStructureHandle_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.DefaultProbabilityTermStructureHandle_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.DefaultProbabilityTermStructureHandle_allowsExtrapolation(self) DefaultProbabilityTermStructureHandle_swigregister = _QuantLib.DefaultProbabilityTermStructureHandle_swigregister DefaultProbabilityTermStructureHandle_swigregister(DefaultProbabilityTermStructureHandle) class RelinkableDefaultProbabilityTermStructureHandle(DefaultProbabilityTermStructureHandle): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RelinkableDefaultProbabilityTermStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def linkTo(self, arg2): return _QuantLib.RelinkableDefaultProbabilityTermStructureHandle_linkTo(self, arg2) __swig_destroy__ = _QuantLib.delete_RelinkableDefaultProbabilityTermStructureHandle __del__ = lambda self: None RelinkableDefaultProbabilityTermStructureHandle_swigregister = _QuantLib.RelinkableDefaultProbabilityTermStructureHandle_swigregister RelinkableDefaultProbabilityTermStructureHandle_swigregister(RelinkableDefaultProbabilityTermStructureHandle) class FlatHazardRate(DefaultProbabilityTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FlatHazardRate(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FlatHazardRate __del__ = lambda self: None FlatHazardRate_swigregister = _QuantLib.FlatHazardRate_swigregister FlatHazardRate_swigregister(FlatHazardRate) class HazardRateCurve(DefaultProbabilityTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_HazardRateCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.HazardRateCurve_dates(self) def hazardRates(self): return _QuantLib.HazardRateCurve_hazardRates(self) def nodes(self): return _QuantLib.HazardRateCurve_nodes(self) __swig_destroy__ = _QuantLib.delete_HazardRateCurve __del__ = lambda self: None HazardRateCurve_swigregister = _QuantLib.HazardRateCurve_swigregister HazardRateCurve_swigregister(HazardRateCurve) class DefaultDensityCurve(DefaultProbabilityTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_DefaultDensityCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.DefaultDensityCurve_dates(self) def defaultDensities(self): return _QuantLib.DefaultDensityCurve_defaultDensities(self) def nodes(self): return _QuantLib.DefaultDensityCurve_nodes(self) __swig_destroy__ = _QuantLib.delete_DefaultDensityCurve __del__ = lambda self: None DefaultDensityCurve_swigregister = _QuantLib.DefaultDensityCurve_swigregister DefaultDensityCurve_swigregister(DefaultDensityCurve) class SurvivalProbabilityCurve(DefaultProbabilityTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SurvivalProbabilityCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.SurvivalProbabilityCurve_dates(self) def survivalProbabilities(self): return _QuantLib.SurvivalProbabilityCurve_survivalProbabilities(self) def nodes(self): return _QuantLib.SurvivalProbabilityCurve_nodes(self) __swig_destroy__ = _QuantLib.delete_SurvivalProbabilityCurve __del__ = lambda self: None SurvivalProbabilityCurve_swigregister = _QuantLib.SurvivalProbabilityCurve_swigregister SurvivalProbabilityCurve_swigregister(SurvivalProbabilityCurve) class DefaultProbabilityHelper(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.DefaultProbabilityHelper___deref__(self) def __nonzero__(self): return _QuantLib.DefaultProbabilityHelper___nonzero__(self) def __bool__(self): return _QuantLib.DefaultProbabilityHelper___bool__(self) def __init__(self): this = _QuantLib.new_DefaultProbabilityHelper() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DefaultProbabilityHelper __del__ = lambda self: None DefaultProbabilityHelper_swigregister = _QuantLib.DefaultProbabilityHelper_swigregister DefaultProbabilityHelper_swigregister(DefaultProbabilityHelper) class DefaultProbabilityHelperVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.DefaultProbabilityHelperVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.DefaultProbabilityHelperVector___nonzero__(self) def __bool__(self): return _QuantLib.DefaultProbabilityHelperVector___bool__(self) def __len__(self): return _QuantLib.DefaultProbabilityHelperVector___len__(self) def __getslice__(self, i, j): return _QuantLib.DefaultProbabilityHelperVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.DefaultProbabilityHelperVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.DefaultProbabilityHelperVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.DefaultProbabilityHelperVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.DefaultProbabilityHelperVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.DefaultProbabilityHelperVector___setitem__(self, *args) def pop(self): return _QuantLib.DefaultProbabilityHelperVector_pop(self) def append(self, x): return _QuantLib.DefaultProbabilityHelperVector_append(self, x) def empty(self): return _QuantLib.DefaultProbabilityHelperVector_empty(self) def size(self): return _QuantLib.DefaultProbabilityHelperVector_size(self) def swap(self, v): return _QuantLib.DefaultProbabilityHelperVector_swap(self, v) def begin(self): return _QuantLib.DefaultProbabilityHelperVector_begin(self) def end(self): return _QuantLib.DefaultProbabilityHelperVector_end(self) def rbegin(self): return _QuantLib.DefaultProbabilityHelperVector_rbegin(self) def rend(self): return _QuantLib.DefaultProbabilityHelperVector_rend(self) def clear(self): return _QuantLib.DefaultProbabilityHelperVector_clear(self) def get_allocator(self): return _QuantLib.DefaultProbabilityHelperVector_get_allocator(self) def pop_back(self): return _QuantLib.DefaultProbabilityHelperVector_pop_back(self) def erase(self, *args): return _QuantLib.DefaultProbabilityHelperVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_DefaultProbabilityHelperVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.DefaultProbabilityHelperVector_push_back(self, x) def front(self): return _QuantLib.DefaultProbabilityHelperVector_front(self) def back(self): return _QuantLib.DefaultProbabilityHelperVector_back(self) def assign(self, n, x): return _QuantLib.DefaultProbabilityHelperVector_assign(self, n, x) def resize(self, *args): return _QuantLib.DefaultProbabilityHelperVector_resize(self, *args) def insert(self, *args): return _QuantLib.DefaultProbabilityHelperVector_insert(self, *args) def reserve(self, n): return _QuantLib.DefaultProbabilityHelperVector_reserve(self, n) def capacity(self): return _QuantLib.DefaultProbabilityHelperVector_capacity(self) __swig_destroy__ = _QuantLib.delete_DefaultProbabilityHelperVector __del__ = lambda self: None DefaultProbabilityHelperVector_swigregister = _QuantLib.DefaultProbabilityHelperVector_swigregister DefaultProbabilityHelperVector_swigregister(DefaultProbabilityHelperVector) class SpreadCdsHelper(DefaultProbabilityHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SpreadCdsHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SpreadCdsHelper __del__ = lambda self: None SpreadCdsHelper_swigregister = _QuantLib.SpreadCdsHelper_swigregister SpreadCdsHelper_swigregister(SpreadCdsHelper) class UpfrontCdsHelper(DefaultProbabilityHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_UpfrontCdsHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_UpfrontCdsHelper __del__ = lambda self: None UpfrontCdsHelper_swigregister = _QuantLib.UpfrontCdsHelper_swigregister UpfrontCdsHelper_swigregister(UpfrontCdsHelper) class HazardRate(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_HazardRate() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_HazardRate __del__ = lambda self: None HazardRate_swigregister = _QuantLib.HazardRate_swigregister HazardRate_swigregister(HazardRate) class DefaultDensity(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_DefaultDensity() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DefaultDensity __del__ = lambda self: None DefaultDensity_swigregister = _QuantLib.DefaultDensity_swigregister DefaultDensity_swigregister(DefaultDensity) class PiecewiseFlatHazardRate(DefaultProbabilityTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_PiecewiseFlatHazardRate(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.PiecewiseFlatHazardRate_dates(self) def times(self): return _QuantLib.PiecewiseFlatHazardRate_times(self) def nodes(self): return _QuantLib.PiecewiseFlatHazardRate_nodes(self) __swig_destroy__ = _QuantLib.delete_PiecewiseFlatHazardRate __del__ = lambda self: None PiecewiseFlatHazardRate_swigregister = _QuantLib.PiecewiseFlatHazardRate_swigregister PiecewiseFlatHazardRate_swigregister(PiecewiseFlatHazardRate) class Protection(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Buyer = _QuantLib.Protection_Buyer Seller = _QuantLib.Protection_Seller def __init__(self): this = _QuantLib.new_Protection() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Protection __del__ = lambda self: None Protection_swigregister = _QuantLib.Protection_swigregister Protection_swigregister(Protection) class Claim(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.Claim___deref__(self) def __nonzero__(self): return _QuantLib.Claim___nonzero__(self) def __bool__(self): return _QuantLib.Claim___bool__(self) def __init__(self): this = _QuantLib.new_Claim() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Claim __del__ = lambda self: None def amount(self, defaultDate, notional, recoveryRate): return _QuantLib.Claim_amount(self, defaultDate, notional, recoveryRate) Claim_swigregister = _QuantLib.Claim_swigregister Claim_swigregister(Claim) class FaceValueClaim(Claim): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_FaceValueClaim() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FaceValueClaim __del__ = lambda self: None FaceValueClaim_swigregister = _QuantLib.FaceValueClaim_swigregister FaceValueClaim_swigregister(FaceValueClaim) class FaceValueAccrualClaim(Claim): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, referenceSecurity): this = _QuantLib.new_FaceValueAccrualClaim(referenceSecurity) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FaceValueAccrualClaim __del__ = lambda self: None FaceValueAccrualClaim_swigregister = _QuantLib.FaceValueAccrualClaim_swigregister FaceValueAccrualClaim_swigregister(FaceValueAccrualClaim) class CreditDefaultSwap(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Midpoint = _QuantLib.CreditDefaultSwap_Midpoint ISDA = _QuantLib.CreditDefaultSwap_ISDA def __init__(self, *args): this = _QuantLib.new_CreditDefaultSwap(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def side(self): return _QuantLib.CreditDefaultSwap_side(self) def notional(self): return _QuantLib.CreditDefaultSwap_notional(self) def runningSpread(self): return _QuantLib.CreditDefaultSwap_runningSpread(self) def upfront(self): return _QuantLib.CreditDefaultSwap_upfront(self) def settlesAccrual(self): return _QuantLib.CreditDefaultSwap_settlesAccrual(self) def paysAtDefaultTime(self): return _QuantLib.CreditDefaultSwap_paysAtDefaultTime(self) def fairSpread(self): return _QuantLib.CreditDefaultSwap_fairSpread(self) def fairUpfront(self): return _QuantLib.CreditDefaultSwap_fairUpfront(self) def couponLegBPS(self): return _QuantLib.CreditDefaultSwap_couponLegBPS(self) def couponLegNPV(self): return _QuantLib.CreditDefaultSwap_couponLegNPV(self) def defaultLegNPV(self): return _QuantLib.CreditDefaultSwap_defaultLegNPV(self) def upfrontBPS(self): return _QuantLib.CreditDefaultSwap_upfrontBPS(self) def upfrontNPV(self): return _QuantLib.CreditDefaultSwap_upfrontNPV(self) def impliedHazardRate(self, *args): return _QuantLib.CreditDefaultSwap_impliedHazardRate(self, *args) def conventionalSpread(self, conventionalRecovery, discountCurve, dayCounter): return _QuantLib.CreditDefaultSwap_conventionalSpread(self, conventionalRecovery, discountCurve, dayCounter) def coupons(self): return _QuantLib.CreditDefaultSwap_coupons(self) __swig_destroy__ = _QuantLib.delete_CreditDefaultSwap __del__ = lambda self: None CreditDefaultSwap_swigregister = _QuantLib.CreditDefaultSwap_swigregister CreditDefaultSwap_swigregister(CreditDefaultSwap) class MidPointCdsEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, probability, recoveryRate, discountCurve): this = _QuantLib.new_MidPointCdsEngine(probability, recoveryRate, discountCurve) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MidPointCdsEngine __del__ = lambda self: None MidPointCdsEngine_swigregister = _QuantLib.MidPointCdsEngine_swigregister MidPointCdsEngine_swigregister(MidPointCdsEngine) class IntegralCdsEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, integrationStep, probability, recoveryRate, discountCurve, includeSettlementDateFlows=False): this = _QuantLib.new_IntegralCdsEngine(integrationStep, probability, recoveryRate, discountCurve, includeSettlementDateFlows) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_IntegralCdsEngine __del__ = lambda self: None IntegralCdsEngine_swigregister = _QuantLib.IntegralCdsEngine_swigregister IntegralCdsEngine_swigregister(IntegralCdsEngine) class IsdaCdsEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr NoFix = _QuantLib.IsdaCdsEngine_NoFix Taylor = _QuantLib.IsdaCdsEngine_Taylor HalfDayBias = _QuantLib.IsdaCdsEngine_HalfDayBias NoBias = _QuantLib.IsdaCdsEngine_NoBias Flat = _QuantLib.IsdaCdsEngine_Flat Piecewise = _QuantLib.IsdaCdsEngine_Piecewise def __init__(self, *args): this = _QuantLib.new_IsdaCdsEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_IsdaCdsEngine __del__ = lambda self: None IsdaCdsEngine_swigregister = _QuantLib.IsdaCdsEngine_swigregister IsdaCdsEngine_swigregister(IsdaCdsEngine) class DiscountCurve(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_DiscountCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def times(self): return _QuantLib.DiscountCurve_times(self) def data(self): return _QuantLib.DiscountCurve_data(self) def dates(self): return _QuantLib.DiscountCurve_dates(self) def discounts(self): return _QuantLib.DiscountCurve_discounts(self) def nodes(self): return _QuantLib.DiscountCurve_nodes(self) __swig_destroy__ = _QuantLib.delete_DiscountCurve __del__ = lambda self: None DiscountCurve_swigregister = _QuantLib.DiscountCurve_swigregister DiscountCurve_swigregister(DiscountCurve) class NormalDistribution(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, average=0.0, sigma=1.0): this = _QuantLib.new_NormalDistribution(average, sigma) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x): return _QuantLib.NormalDistribution___call__(self, x) def derivative(self, x): return _QuantLib.NormalDistribution_derivative(self, x) __swig_destroy__ = _QuantLib.delete_NormalDistribution __del__ = lambda self: None NormalDistribution_swigregister = _QuantLib.NormalDistribution_swigregister NormalDistribution_swigregister(NormalDistribution) class CumulativeNormalDistribution(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, average=0.0, sigma=1.0): this = _QuantLib.new_CumulativeNormalDistribution(average, sigma) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x): return _QuantLib.CumulativeNormalDistribution___call__(self, x) def derivative(self, x): return _QuantLib.CumulativeNormalDistribution_derivative(self, x) __swig_destroy__ = _QuantLib.delete_CumulativeNormalDistribution __del__ = lambda self: None CumulativeNormalDistribution_swigregister = _QuantLib.CumulativeNormalDistribution_swigregister CumulativeNormalDistribution_swigregister(CumulativeNormalDistribution) class InverseCumulativeNormal(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, average=0.0, sigma=1.0): this = _QuantLib.new_InverseCumulativeNormal(average, sigma) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x): return _QuantLib.InverseCumulativeNormal___call__(self, x) __swig_destroy__ = _QuantLib.delete_InverseCumulativeNormal __del__ = lambda self: None InverseCumulativeNormal_swigregister = _QuantLib.InverseCumulativeNormal_swigregister InverseCumulativeNormal_swigregister(InverseCumulativeNormal) class MoroInverseCumulativeNormal(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, average=0.0, sigma=1.0): this = _QuantLib.new_MoroInverseCumulativeNormal(average, sigma) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x): return _QuantLib.MoroInverseCumulativeNormal___call__(self, x) __swig_destroy__ = _QuantLib.delete_MoroInverseCumulativeNormal __del__ = lambda self: None MoroInverseCumulativeNormal_swigregister = _QuantLib.MoroInverseCumulativeNormal_swigregister MoroInverseCumulativeNormal_swigregister(MoroInverseCumulativeNormal) class BivariateCumulativeNormalDistribution(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rho): this = _QuantLib.new_BivariateCumulativeNormalDistribution(rho) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x, y): return _QuantLib.BivariateCumulativeNormalDistribution___call__(self, x, y) __swig_destroy__ = _QuantLib.delete_BivariateCumulativeNormalDistribution __del__ = lambda self: None BivariateCumulativeNormalDistribution_swigregister = _QuantLib.BivariateCumulativeNormalDistribution_swigregister BivariateCumulativeNormalDistribution_swigregister(BivariateCumulativeNormalDistribution) class BinomialDistribution(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, p, n): this = _QuantLib.new_BinomialDistribution(p, n) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, k): return _QuantLib.BinomialDistribution___call__(self, k) __swig_destroy__ = _QuantLib.delete_BinomialDistribution __del__ = lambda self: None BinomialDistribution_swigregister = _QuantLib.BinomialDistribution_swigregister BinomialDistribution_swigregister(BinomialDistribution) class CumulativeBinomialDistribution(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, p, n): this = _QuantLib.new_CumulativeBinomialDistribution(p, n) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, k): return _QuantLib.CumulativeBinomialDistribution___call__(self, k) __swig_destroy__ = _QuantLib.delete_CumulativeBinomialDistribution __del__ = lambda self: None CumulativeBinomialDistribution_swigregister = _QuantLib.CumulativeBinomialDistribution_swigregister CumulativeBinomialDistribution_swigregister(CumulativeBinomialDistribution) class BivariateCumulativeNormalDistributionDr78(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rho): this = _QuantLib.new_BivariateCumulativeNormalDistributionDr78(rho) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, a, b): return _QuantLib.BivariateCumulativeNormalDistributionDr78___call__(self, a, b) __swig_destroy__ = _QuantLib.delete_BivariateCumulativeNormalDistributionDr78 __del__ = lambda self: None BivariateCumulativeNormalDistributionDr78_swigregister = _QuantLib.BivariateCumulativeNormalDistributionDr78_swigregister BivariateCumulativeNormalDistributionDr78_swigregister(BivariateCumulativeNormalDistributionDr78) class BivariateCumulativeNormalDistributionWe04DP(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rho): this = _QuantLib.new_BivariateCumulativeNormalDistributionWe04DP(rho) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, a, b): return _QuantLib.BivariateCumulativeNormalDistributionWe04DP___call__(self, a, b) __swig_destroy__ = _QuantLib.delete_BivariateCumulativeNormalDistributionWe04DP __del__ = lambda self: None BivariateCumulativeNormalDistributionWe04DP_swigregister = _QuantLib.BivariateCumulativeNormalDistributionWe04DP_swigregister BivariateCumulativeNormalDistributionWe04DP_swigregister(BivariateCumulativeNormalDistributionWe04DP) class CumulativeChiSquareDistribution(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, df): this = _QuantLib.new_CumulativeChiSquareDistribution(df) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x): return _QuantLib.CumulativeChiSquareDistribution___call__(self, x) __swig_destroy__ = _QuantLib.delete_CumulativeChiSquareDistribution __del__ = lambda self: None CumulativeChiSquareDistribution_swigregister = _QuantLib.CumulativeChiSquareDistribution_swigregister CumulativeChiSquareDistribution_swigregister(CumulativeChiSquareDistribution) def ChiSquareDistribution(*args, **kwargs): from warnings import warn warn('%s is deprecated; use %s' % (ChiSquareDistribution.__name__, CumulativeChiSquareDistribution.__name__)) return CumulativeChiSquareDistribution(*args, **kwargs) class NonCentralCumulativeChiSquareDistribution(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, df, ncp): this = _QuantLib.new_NonCentralCumulativeChiSquareDistribution(df, ncp) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x): return _QuantLib.NonCentralCumulativeChiSquareDistribution___call__(self, x) __swig_destroy__ = _QuantLib.delete_NonCentralCumulativeChiSquareDistribution __del__ = lambda self: None NonCentralCumulativeChiSquareDistribution_swigregister = _QuantLib.NonCentralCumulativeChiSquareDistribution_swigregister NonCentralCumulativeChiSquareDistribution_swigregister(NonCentralCumulativeChiSquareDistribution) def NonCentralChiSquareDistribution(*args, **kwargs): from warnings import warn warn('%s is deprecated; use %s' % (NonCentralChiSquareDistribution.__name__, NonCentralCumulativeChiSquareDistribution.__name__)) return NonCentralCumulativeChiSquareDistribution(*args, **kwargs) class InverseNonCentralCumulativeChiSquareDistribution(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, df, ncp, maxEvaluations=10, accuracy=1e-8): this = _QuantLib.new_InverseNonCentralCumulativeChiSquareDistribution(df, ncp, maxEvaluations, accuracy) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x): return _QuantLib.InverseNonCentralCumulativeChiSquareDistribution___call__(self, x) __swig_destroy__ = _QuantLib.delete_InverseNonCentralCumulativeChiSquareDistribution __del__ = lambda self: None InverseNonCentralCumulativeChiSquareDistribution_swigregister = _QuantLib.InverseNonCentralCumulativeChiSquareDistribution_swigregister InverseNonCentralCumulativeChiSquareDistribution_swigregister(InverseNonCentralCumulativeChiSquareDistribution) def InverseNonCentralChiSquareDistribution(*args, **kwargs): from warnings import warn warn('%s is deprecated; use %s' % (InverseNonCentralChiSquareDistribution.__name__, InverseNonCentralCumulativeChiSquareDistribution.__name__)) return InverseNonCentralCumulativeChiSquareDistribution(*args, **kwargs) class CumulativeGammaDistribution(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, a): this = _QuantLib.new_CumulativeGammaDistribution(a) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x): return _QuantLib.CumulativeGammaDistribution___call__(self, x) __swig_destroy__ = _QuantLib.delete_CumulativeGammaDistribution __del__ = lambda self: None CumulativeGammaDistribution_swigregister = _QuantLib.CumulativeGammaDistribution_swigregister CumulativeGammaDistribution_swigregister(CumulativeGammaDistribution) def GammaDistribution(*args, **kwargs): from warnings import warn warn('%s is deprecated; use %s' % (GammaDistribution.__name__, CumulativeGammaDistribution.__name__)) return CumulativeGammaDistribution(*args, **kwargs) class GammaFunction(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def logValue(self, x): return _QuantLib.GammaFunction_logValue(self, x) def __init__(self): this = _QuantLib.new_GammaFunction() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_GammaFunction __del__ = lambda self: None GammaFunction_swigregister = _QuantLib.GammaFunction_swigregister GammaFunction_swigregister(GammaFunction) class PoissonDistribution(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, mu): this = _QuantLib.new_PoissonDistribution(mu) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, k): return _QuantLib.PoissonDistribution___call__(self, k) __swig_destroy__ = _QuantLib.delete_PoissonDistribution __del__ = lambda self: None PoissonDistribution_swigregister = _QuantLib.PoissonDistribution_swigregister PoissonDistribution_swigregister(PoissonDistribution) class CumulativePoissonDistribution(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, mu): this = _QuantLib.new_CumulativePoissonDistribution(mu) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, k): return _QuantLib.CumulativePoissonDistribution___call__(self, k) __swig_destroy__ = _QuantLib.delete_CumulativePoissonDistribution __del__ = lambda self: None CumulativePoissonDistribution_swigregister = _QuantLib.CumulativePoissonDistribution_swigregister CumulativePoissonDistribution_swigregister(CumulativePoissonDistribution) class InverseCumulativePoisson(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, arg2): this = _QuantLib.new_InverseCumulativePoisson(arg2) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x): return _QuantLib.InverseCumulativePoisson___call__(self, x) __swig_destroy__ = _QuantLib.delete_InverseCumulativePoisson __del__ = lambda self: None InverseCumulativePoisson_swigregister = _QuantLib.InverseCumulativePoisson_swigregister InverseCumulativePoisson_swigregister(InverseCumulativePoisson) class StudentDistribution(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, n): this = _QuantLib.new_StudentDistribution(n) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x): return _QuantLib.StudentDistribution___call__(self, x) __swig_destroy__ = _QuantLib.delete_StudentDistribution __del__ = lambda self: None StudentDistribution_swigregister = _QuantLib.StudentDistribution_swigregister StudentDistribution_swigregister(StudentDistribution) class CumulativeStudentDistribution(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, n): this = _QuantLib.new_CumulativeStudentDistribution(n) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x): return _QuantLib.CumulativeStudentDistribution___call__(self, x) __swig_destroy__ = _QuantLib.delete_CumulativeStudentDistribution __del__ = lambda self: None CumulativeStudentDistribution_swigregister = _QuantLib.CumulativeStudentDistribution_swigregister CumulativeStudentDistribution_swigregister(CumulativeStudentDistribution) class InverseCumulativeStudent(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, n, accuracy=1e-6, maxIterations=50): this = _QuantLib.new_InverseCumulativeStudent(n, accuracy, maxIterations) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, x): return _QuantLib.InverseCumulativeStudent___call__(self, x) __swig_destroy__ = _QuantLib.delete_InverseCumulativeStudent __del__ = lambda self: None InverseCumulativeStudent_swigregister = _QuantLib.InverseCumulativeStudent_swigregister InverseCumulativeStudent_swigregister(InverseCumulativeStudent) class Money(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Money(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def currency(self): return _QuantLib.Money_currency(self) def value(self): return _QuantLib.Money_value(self) def rounded(self): return _QuantLib.Money_rounded(self) def __pos__(self): return _QuantLib.Money___pos__(self) def __neg__(self): return _QuantLib.Money___neg__(self) def __add__(self, m): return _QuantLib.Money___add__(self, m) def __sub__(self, m): return _QuantLib.Money___sub__(self, m) def __mul__(self, x): return _QuantLib.Money___mul__(self, x) def __truediv__(self, *args): return _QuantLib.Money___truediv__(self, *args) __div__ = __truediv__ def __rmul__(self, x): return _QuantLib.Money___rmul__(self, x) def __lt__(self, other): return _QuantLib.Money___lt__(self, other) def __gt__(self, other): return _QuantLib.Money___gt__(self, other) def __le__(self, other): return _QuantLib.Money___le__(self, other) def __ge__(self, other): return _QuantLib.Money___ge__(self, other) def __cmp__(self, other): return _QuantLib.Money___cmp__(self, other) def __str__(self): return _QuantLib.Money___str__(self) NoConversion = _QuantLib.Money_NoConversion BaseCurrencyConversion = _QuantLib.Money_BaseCurrencyConversion AutomatedConversion = _QuantLib.Money_AutomatedConversion setConversionType = staticmethod(_QuantLib.Money_setConversionType) setBaseCurrency = staticmethod(_QuantLib.Money_setBaseCurrency) __swig_destroy__ = _QuantLib.delete_Money __del__ = lambda self: None Money_swigregister = _QuantLib.Money_swigregister Money_swigregister(Money) def Money_setConversionType(type): return _QuantLib.Money_setConversionType(type) Money_setConversionType = _QuantLib.Money_setConversionType def Money_setBaseCurrency(c): return _QuantLib.Money_setBaseCurrency(c) Money_setBaseCurrency = _QuantLib.Money_setBaseCurrency class ExchangeRate(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Direct = _QuantLib.ExchangeRate_Direct Derived = _QuantLib.ExchangeRate_Derived def __init__(self, source, target, rate): this = _QuantLib.new_ExchangeRate(source, target, rate) try: self.this.append(this) except __builtin__.Exception: self.this = this def source(self): return _QuantLib.ExchangeRate_source(self) def target(self): return _QuantLib.ExchangeRate_target(self) def type(self): return _QuantLib.ExchangeRate_type(self) def rate(self): return _QuantLib.ExchangeRate_rate(self) def exchange(self, amount): return _QuantLib.ExchangeRate_exchange(self, amount) chain = staticmethod(_QuantLib.ExchangeRate_chain) __swig_destroy__ = _QuantLib.delete_ExchangeRate __del__ = lambda self: None ExchangeRate_swigregister = _QuantLib.ExchangeRate_swigregister ExchangeRate_swigregister(ExchangeRate) def ExchangeRate_chain(r1, r2): return _QuantLib.ExchangeRate_chain(r1, r2) ExchangeRate_chain = _QuantLib.ExchangeRate_chain class ExchangeRateManager(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr instance = staticmethod(_QuantLib.ExchangeRateManager_instance) def add(self, *args): return _QuantLib.ExchangeRateManager_add(self, *args) def lookup(self, *args): return _QuantLib.ExchangeRateManager_lookup(self, *args) def clear(self): return _QuantLib.ExchangeRateManager_clear(self) __swig_destroy__ = _QuantLib.delete_ExchangeRateManager __del__ = lambda self: None ExchangeRateManager_swigregister = _QuantLib.ExchangeRateManager_swigregister ExchangeRateManager_swigregister(ExchangeRateManager) def ExchangeRateManager_instance(): return _QuantLib.ExchangeRateManager_instance() ExchangeRateManager_instance = _QuantLib.ExchangeRateManager_instance class Futures(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr IMM = _QuantLib.Futures_IMM ASX = _QuantLib.Futures_ASX def __init__(self): this = _QuantLib.new_Futures() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Futures __del__ = lambda self: None Futures_swigregister = _QuantLib.Futures_swigregister Futures_swigregister(Futures) class TimeBasket(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_TimeBasket(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __len__(self): return _QuantLib.TimeBasket___len__(self) def rebin(self, arg2): return _QuantLib.TimeBasket_rebin(self, arg2) def __getitem__(self, d): return _QuantLib.TimeBasket___getitem__(self, d) def __setitem__(self, d, value): return _QuantLib.TimeBasket___setitem__(self, d, value) def items(self): return _QuantLib.TimeBasket_items(self) def __contains__(self, d): return _QuantLib.TimeBasket___contains__(self, d) def __iter__(self): return _QuantLib.TimeBasket___iter__(self) __swig_destroy__ = _QuantLib.delete_TimeBasket __del__ = lambda self: None TimeBasket_swigregister = _QuantLib.TimeBasket_swigregister TimeBasket_swigregister(TimeBasket) class Swap(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, firstLeg, secondLeg): this = _QuantLib.new_Swap(firstLeg, secondLeg) try: self.this.append(this) except __builtin__.Exception: self.this = this def startDate(self): return _QuantLib.Swap_startDate(self) def maturityDate(self): return _QuantLib.Swap_maturityDate(self) def leg(self, i): return _QuantLib.Swap_leg(self, i) def legNPV(self, j): return _QuantLib.Swap_legNPV(self, j) __swig_destroy__ = _QuantLib.delete_Swap __del__ = lambda self: None Swap_swigregister = _QuantLib.Swap_swigregister Swap_swigregister(Swap) class VanillaSwap(Swap): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Receiver = _QuantLib.VanillaSwap_Receiver Payer = _QuantLib.VanillaSwap_Payer def __init__(self, type, nominal, fixedSchedule, fixedRate, fixedDayCount, floatSchedule, index, spread, floatingDayCount): this = _QuantLib.new_VanillaSwap(type, nominal, fixedSchedule, fixedRate, fixedDayCount, floatSchedule, index, spread, floatingDayCount) try: self.this.append(this) except __builtin__.Exception: self.this = this def fairRate(self): return _QuantLib.VanillaSwap_fairRate(self) def fairSpread(self): return _QuantLib.VanillaSwap_fairSpread(self) def fixedLegBPS(self): return _QuantLib.VanillaSwap_fixedLegBPS(self) def floatingLegBPS(self): return _QuantLib.VanillaSwap_floatingLegBPS(self) def fixedLegNPV(self): return _QuantLib.VanillaSwap_fixedLegNPV(self) def floatingLegNPV(self): return _QuantLib.VanillaSwap_floatingLegNPV(self) def fixedLeg(self): return _QuantLib.VanillaSwap_fixedLeg(self) def floatingLeg(self): return _QuantLib.VanillaSwap_floatingLeg(self) def nominal(self): return _QuantLib.VanillaSwap_nominal(self) def fixedSchedule(self): return _QuantLib.VanillaSwap_fixedSchedule(self) def floatingSchedule(self): return _QuantLib.VanillaSwap_floatingSchedule(self) def fixedRate(self): return _QuantLib.VanillaSwap_fixedRate(self) def spread(self): return _QuantLib.VanillaSwap_spread(self) def floatingDayCount(self): return _QuantLib.VanillaSwap_floatingDayCount(self) def fixedDayCount(self): return _QuantLib.VanillaSwap_fixedDayCount(self) __swig_destroy__ = _QuantLib.delete_VanillaSwap __del__ = lambda self: None VanillaSwap_swigregister = _QuantLib.VanillaSwap_swigregister VanillaSwap_swigregister(VanillaSwap) class _MakeVanillaSwap(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def receiveFixed(self, flag=True): return _QuantLib._MakeVanillaSwap_receiveFixed(self, flag) def withType(self, type): return _QuantLib._MakeVanillaSwap_withType(self, type) def withNominal(self, n): return _QuantLib._MakeVanillaSwap_withNominal(self, n) def withSettlementDays(self, settlementDays): return _QuantLib._MakeVanillaSwap_withSettlementDays(self, settlementDays) def withEffectiveDate(self, arg2): return _QuantLib._MakeVanillaSwap_withEffectiveDate(self, arg2) def withTerminationDate(self, arg2): return _QuantLib._MakeVanillaSwap_withTerminationDate(self, arg2) def withRule(self, r): return _QuantLib._MakeVanillaSwap_withRule(self, r) def withFixedLegTenor(self, t): return _QuantLib._MakeVanillaSwap_withFixedLegTenor(self, t) def withFixedLegCalendar(self, cal): return _QuantLib._MakeVanillaSwap_withFixedLegCalendar(self, cal) def withFixedLegConvention(self, bdc): return _QuantLib._MakeVanillaSwap_withFixedLegConvention(self, bdc) def withFixedLegTerminationDateConvention(self, bdc): return _QuantLib._MakeVanillaSwap_withFixedLegTerminationDateConvention(self, bdc) def withFixedLegRule(self, r): return _QuantLib._MakeVanillaSwap_withFixedLegRule(self, r) def withFixedLegEndOfMonth(self, flag=True): return _QuantLib._MakeVanillaSwap_withFixedLegEndOfMonth(self, flag) def withFixedLegFirstDate(self, d): return _QuantLib._MakeVanillaSwap_withFixedLegFirstDate(self, d) def withFixedLegNextToLastDate(self, d): return _QuantLib._MakeVanillaSwap_withFixedLegNextToLastDate(self, d) def withFixedLegDayCount(self, dc): return _QuantLib._MakeVanillaSwap_withFixedLegDayCount(self, dc) def withFloatingLegTenor(self, t): return _QuantLib._MakeVanillaSwap_withFloatingLegTenor(self, t) def withFloatingLegCalendar(self, cal): return _QuantLib._MakeVanillaSwap_withFloatingLegCalendar(self, cal) def withFloatingLegConvention(self, bdc): return _QuantLib._MakeVanillaSwap_withFloatingLegConvention(self, bdc) def withFloatingLegTerminationDateConvention(self, bdc): return _QuantLib._MakeVanillaSwap_withFloatingLegTerminationDateConvention(self, bdc) def withFloatingLegRule(self, r): return _QuantLib._MakeVanillaSwap_withFloatingLegRule(self, r) def withFloatingLegEndOfMonth(self, flag=True): return _QuantLib._MakeVanillaSwap_withFloatingLegEndOfMonth(self, flag) def withFloatingLegFirstDate(self, d): return _QuantLib._MakeVanillaSwap_withFloatingLegFirstDate(self, d) def withFloatingLegNextToLastDate(self, d): return _QuantLib._MakeVanillaSwap_withFloatingLegNextToLastDate(self, d) def withFloatingLegDayCount(self, dc): return _QuantLib._MakeVanillaSwap_withFloatingLegDayCount(self, dc) def withFloatingLegSpread(self, sp): return _QuantLib._MakeVanillaSwap_withFloatingLegSpread(self, sp) def withDiscountingTermStructure(self, discountCurve): return _QuantLib._MakeVanillaSwap_withDiscountingTermStructure(self, discountCurve) def withPricingEngine(self, engine): return _QuantLib._MakeVanillaSwap_withPricingEngine(self, engine) def makeVanillaSwap(self): return _QuantLib._MakeVanillaSwap_makeVanillaSwap(self) def __init__(self, swapTenor, iborIndex, fixedRate, forwardStart): this = _QuantLib.new__MakeVanillaSwap(swapTenor, iborIndex, fixedRate, forwardStart) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete__MakeVanillaSwap __del__ = lambda self: None _MakeVanillaSwap_swigregister = _QuantLib._MakeVanillaSwap_swigregister _MakeVanillaSwap_swigregister(_MakeVanillaSwap) def MakeVanillaSwap(swapTenor,iborIndex,fixedRate,forwardStart, receiveFixed=None, swapType=None, Nominal=None, settlementDays=None, effectiveDate=None, terminationDate=None, dateGenerationRule=None, fixedLegTenor=None, fixedLegCalendar=None, fixedLegConvention=None, fixedLegDayCount=None, floatingLegTenor=None, floatingLegCalendar=None, floatingLegConvention=None, floatingLegDayCount=None, floatingLegSpread=None, discountingTermStructure=None, pricingEngine=None, fixedLegTerminationDateConvention=None, fixedLegDateGenRule=None, fixedLegEndOfMonth=None, fixedLegFirstDate=None, fixedLegNextToLastDate=None, floatingLegTerminationDateConvention=None, floatingLegDateGenRule=None, floatingLegEndOfMonth=None, floatingLegFirstDate=None, floatingLegNextToLastDate=None): mv = _MakeVanillaSwap(swapTenor, iborIndex, fixedRate, forwardStart) if receiveFixed is not None: mv.receiveFixed(receiveFixed) if swapType is not None: mv.withType(swapType) if Nominal is not None: mv.withNominal(Nominal) if settlementDays is not None: mv.withSettlementDays(settlementDays) if effectiveDate is not None: mv.withEffectiveDate(effectiveDate) if terminationDate is not None: mv.withTerminationDate(terminationDate) if dateGenerationRule is not None: mv.withRule(dateGenerationRule) if fixedLegTenor is not None: mv.withFixedLegTenor(fixedLegTenor) if fixedLegCalendar is not None: mv.withFixedLegCalendar(fixedLegCalendar) if fixedLegConvention is not None: mv.withFixedLegConvention(fixedLegConvention) if fixedLegDayCount is not None: mv.withFixedLegDayCount(fixedLegDayCount) if floatingLegTenor is not None: mv.withFloatingLegTenor(floatingLegTenor) if floatingLegCalendar is not None: mv.withFloatingLegCalendar(floatingLegCalendar) if floatingLegConvention is not None: mv.withFloatingLegConvention(floatingLegConvention) if floatingLegDayCount is not None: mv.withFloatingLegDayCount(floatingLegDayCount) if floatingLegSpread is not None: mv.withFloatingLegSpread(floatingLegSpread) if discountingTermStructure is not None: mv.withDiscountingTermStructure(discountingTermStructure) if pricingEngine is not None: mv.withPricingEngine(pricingEngine) if fixedLegTerminationDateConvention is not None: mv.withFixedLegTerminationDateConvention(fixedLegTerminationDateConvention) if fixedLegDateGenRule is not None: mv.withFixedLegRule(fixedLegDateGenRule) if fixedLegEndOfMonth is not None: mv.withFixedLegEndOfMonth(fixedLegEndOfMonth) if fixedLegFirstDate is not None: mv.withFixedLegFirstDate(fixedLegFirstDate) if fixedLegNextToLastDate is not None: mv.withFixedLegNextToLastDate(fixedLegNextToLastDate) if floatingLegTerminationDateConvention is not None: mv.withFloatingLegTerminationDateConvention(floatingLegTerminationDateConvention) if floatingLegDateGenRule is not None: mv.withFloatingLegRule(floatingLegDateGenRule) if floatingLegEndOfMonth is not None: mv.withFloatingLegEndOfMonth(floatingLegEndOfMonth) if floatingLegFirstDate is not None: mv.withFloatingLegFirstDate(floatingLegFirstDate) if floatingLegNextToLastDate is not None: mv.withFloatingLegNextToLastDate(floatingLegNextToLastDate) return mv.makeVanillaSwap() class NonstandardSwap(Swap): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, type, fixedNominal, floatingNominal, fixedSchedule, fixedRate, fixedDayCount, floatSchedule, index, gearing, spread, floatDayCount, intermediateCapitalExchange=False, finalCapitalExchange=False, paymentConvention=Following): this = _QuantLib.new_NonstandardSwap(type, fixedNominal, floatingNominal, fixedSchedule, fixedRate, fixedDayCount, floatSchedule, index, gearing, spread, floatDayCount, intermediateCapitalExchange, finalCapitalExchange, paymentConvention) try: self.this.append(this) except __builtin__.Exception: self.this = this def fixedLeg(self): return _QuantLib.NonstandardSwap_fixedLeg(self) def floatingLeg(self): return _QuantLib.NonstandardSwap_floatingLeg(self) def fixedNominals(self): return _QuantLib.NonstandardSwap_fixedNominals(self) def floatingNominals(self): return _QuantLib.NonstandardSwap_floatingNominals(self) def fixedSchedule(self): return _QuantLib.NonstandardSwap_fixedSchedule(self) def floatingSchedule(self): return _QuantLib.NonstandardSwap_floatingSchedule(self) def fixedRate(self): return _QuantLib.NonstandardSwap_fixedRate(self) def spreads(self): return _QuantLib.NonstandardSwap_spreads(self) def gearings(self): return _QuantLib.NonstandardSwap_gearings(self) def floatingDayCount(self): return _QuantLib.NonstandardSwap_floatingDayCount(self) def fixedDayCount(self): return _QuantLib.NonstandardSwap_fixedDayCount(self) __swig_destroy__ = _QuantLib.delete_NonstandardSwap __del__ = lambda self: None NonstandardSwap_swigregister = _QuantLib.NonstandardSwap_swigregister NonstandardSwap_swigregister(NonstandardSwap) class DiscountingSwapEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_DiscountingSwapEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DiscountingSwapEngine __del__ = lambda self: None DiscountingSwapEngine_swigregister = _QuantLib.DiscountingSwapEngine_swigregister DiscountingSwapEngine_swigregister(DiscountingSwapEngine) class AssetSwap(Swap): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_AssetSwap(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this def fairCleanPrice(self): return _QuantLib.AssetSwap_fairCleanPrice(self) def fairSpread(self): return _QuantLib.AssetSwap_fairSpread(self) __swig_destroy__ = _QuantLib.delete_AssetSwap __del__ = lambda self: None AssetSwap_swigregister = _QuantLib.AssetSwap_swigregister AssetSwap_swigregister(AssetSwap) class FloatFloatSwap(Swap): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FloatFloatSwap(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FloatFloatSwap __del__ = lambda self: None FloatFloatSwap_swigregister = _QuantLib.FloatFloatSwap_swigregister FloatFloatSwap_swigregister(FloatFloatSwap) class OvernightIndexedSwap(Swap): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Receiver = _QuantLib.OvernightIndexedSwap_Receiver Payer = _QuantLib.OvernightIndexedSwap_Payer def __init__(self, *args): this = _QuantLib.new_OvernightIndexedSwap(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def fixedLegBPS(self): return _QuantLib.OvernightIndexedSwap_fixedLegBPS(self) def fixedLegNPV(self): return _QuantLib.OvernightIndexedSwap_fixedLegNPV(self) def fairRate(self): return _QuantLib.OvernightIndexedSwap_fairRate(self) def overnightLegBPS(self): return _QuantLib.OvernightIndexedSwap_overnightLegBPS(self) def overnightLegNPV(self): return _QuantLib.OvernightIndexedSwap_overnightLegNPV(self) def fairSpread(self): return _QuantLib.OvernightIndexedSwap_fairSpread(self) def type(self): return _QuantLib.OvernightIndexedSwap_type(self) def nominal(self): return _QuantLib.OvernightIndexedSwap_nominal(self) def nominals(self): return _QuantLib.OvernightIndexedSwap_nominals(self) def paymentFrequency(self): return _QuantLib.OvernightIndexedSwap_paymentFrequency(self) def fixedRate(self): return _QuantLib.OvernightIndexedSwap_fixedRate(self) def fixedDayCount(self): return _QuantLib.OvernightIndexedSwap_fixedDayCount(self) def spread(self): return _QuantLib.OvernightIndexedSwap_spread(self) def fixedLeg(self): return _QuantLib.OvernightIndexedSwap_fixedLeg(self) def overnightLeg(self): return _QuantLib.OvernightIndexedSwap_overnightLeg(self) __swig_destroy__ = _QuantLib.delete_OvernightIndexedSwap __del__ = lambda self: None OvernightIndexedSwap_swigregister = _QuantLib.OvernightIndexedSwap_swigregister OvernightIndexedSwap_swigregister(OvernightIndexedSwap) class Pillar(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr MaturityDate = _QuantLib.Pillar_MaturityDate LastRelevantDate = _QuantLib.Pillar_LastRelevantDate CustomDate = _QuantLib.Pillar_CustomDate def __init__(self): this = _QuantLib.new_Pillar() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Pillar __del__ = lambda self: None Pillar_swigregister = _QuantLib.Pillar_swigregister Pillar_swigregister(Pillar) class RateHelper(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.RateHelper___deref__(self) def __nonzero__(self): return _QuantLib.RateHelper___nonzero__(self) def __bool__(self): return _QuantLib.RateHelper___bool__(self) def __init__(self): this = _QuantLib.new_RateHelper() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_RateHelper __del__ = lambda self: None def quote(self): return _QuantLib.RateHelper_quote(self) def latestDate(self): return _QuantLib.RateHelper_latestDate(self) def earliestDate(self): return _QuantLib.RateHelper_earliestDate(self) def maturityDate(self): return _QuantLib.RateHelper_maturityDate(self) def latestRelevantDate(self): return _QuantLib.RateHelper_latestRelevantDate(self) def pillarDate(self): return _QuantLib.RateHelper_pillarDate(self) def impliedQuote(self): return _QuantLib.RateHelper_impliedQuote(self) def quoteError(self): return _QuantLib.RateHelper_quoteError(self) RateHelper_swigregister = _QuantLib.RateHelper_swigregister RateHelper_swigregister(RateHelper) class DepositRateHelper(RateHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_DepositRateHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DepositRateHelper __del__ = lambda self: None DepositRateHelper_swigregister = _QuantLib.DepositRateHelper_swigregister DepositRateHelper_swigregister(DepositRateHelper) class FraRateHelper(RateHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FraRateHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FraRateHelper __del__ = lambda self: None FraRateHelper_swigregister = _QuantLib.FraRateHelper_swigregister FraRateHelper_swigregister(FraRateHelper) class FuturesRateHelper(RateHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FuturesRateHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FuturesRateHelper __del__ = lambda self: None FuturesRateHelper_swigregister = _QuantLib.FuturesRateHelper_swigregister FuturesRateHelper_swigregister(FuturesRateHelper) class SwapRateHelper(RateHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SwapRateHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def spread(self): return _QuantLib.SwapRateHelper_spread(self) def swap(self): return _QuantLib.SwapRateHelper_swap(self) __swig_destroy__ = _QuantLib.delete_SwapRateHelper __del__ = lambda self: None SwapRateHelper_swigregister = _QuantLib.SwapRateHelper_swigregister SwapRateHelper_swigregister(SwapRateHelper) class BondHelper(RateHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, cleanPrice, bond, useCleanPrice=True): this = _QuantLib.new_BondHelper(cleanPrice, bond, useCleanPrice) try: self.this.append(this) except __builtin__.Exception: self.this = this def bond(self): return _QuantLib.BondHelper_bond(self) __swig_destroy__ = _QuantLib.delete_BondHelper __del__ = lambda self: None BondHelper_swigregister = _QuantLib.BondHelper_swigregister BondHelper_swigregister(BondHelper) class FixedRateBondHelper(BondHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FixedRateBondHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def bond(self): return _QuantLib.FixedRateBondHelper_bond(self) __swig_destroy__ = _QuantLib.delete_FixedRateBondHelper __del__ = lambda self: None FixedRateBondHelper_swigregister = _QuantLib.FixedRateBondHelper_swigregister FixedRateBondHelper_swigregister(FixedRateBondHelper) class OISRateHelper(RateHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_OISRateHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def impliedQuote(self): return _QuantLib.OISRateHelper_impliedQuote(self) def swap(self): return _QuantLib.OISRateHelper_swap(self) __swig_destroy__ = _QuantLib.delete_OISRateHelper __del__ = lambda self: None OISRateHelper_swigregister = _QuantLib.OISRateHelper_swigregister OISRateHelper_swigregister(OISRateHelper) class DatedOISRateHelper(RateHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_DatedOISRateHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DatedOISRateHelper __del__ = lambda self: None DatedOISRateHelper_swigregister = _QuantLib.DatedOISRateHelper_swigregister DatedOISRateHelper_swigregister(DatedOISRateHelper) class FxSwapRateHelper(RateHelper): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FxSwapRateHelper(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_FxSwapRateHelper __del__ = lambda self: None FxSwapRateHelper_swigregister = _QuantLib.FxSwapRateHelper_swigregister FxSwapRateHelper_swigregister(FxSwapRateHelper) class RateHelperVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def iterator(self): return _QuantLib.RateHelperVector_iterator(self) def __iter__(self): return self.iterator() def __nonzero__(self): return _QuantLib.RateHelperVector___nonzero__(self) def __bool__(self): return _QuantLib.RateHelperVector___bool__(self) def __len__(self): return _QuantLib.RateHelperVector___len__(self) def __getslice__(self, i, j): return _QuantLib.RateHelperVector___getslice__(self, i, j) def __setslice__(self, *args): return _QuantLib.RateHelperVector___setslice__(self, *args) def __delslice__(self, i, j): return _QuantLib.RateHelperVector___delslice__(self, i, j) def __delitem__(self, *args): return _QuantLib.RateHelperVector___delitem__(self, *args) def __getitem__(self, *args): return _QuantLib.RateHelperVector___getitem__(self, *args) def __setitem__(self, *args): return _QuantLib.RateHelperVector___setitem__(self, *args) def pop(self): return _QuantLib.RateHelperVector_pop(self) def append(self, x): return _QuantLib.RateHelperVector_append(self, x) def empty(self): return _QuantLib.RateHelperVector_empty(self) def size(self): return _QuantLib.RateHelperVector_size(self) def swap(self, v): return _QuantLib.RateHelperVector_swap(self, v) def begin(self): return _QuantLib.RateHelperVector_begin(self) def end(self): return _QuantLib.RateHelperVector_end(self) def rbegin(self): return _QuantLib.RateHelperVector_rbegin(self) def rend(self): return _QuantLib.RateHelperVector_rend(self) def clear(self): return _QuantLib.RateHelperVector_clear(self) def get_allocator(self): return _QuantLib.RateHelperVector_get_allocator(self) def pop_back(self): return _QuantLib.RateHelperVector_pop_back(self) def erase(self, *args): return _QuantLib.RateHelperVector_erase(self, *args) def __init__(self, *args): this = _QuantLib.new_RateHelperVector(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def push_back(self, x): return _QuantLib.RateHelperVector_push_back(self, x) def front(self): return _QuantLib.RateHelperVector_front(self) def back(self): return _QuantLib.RateHelperVector_back(self) def assign(self, n, x): return _QuantLib.RateHelperVector_assign(self, n, x) def resize(self, *args): return _QuantLib.RateHelperVector_resize(self, *args) def insert(self, *args): return _QuantLib.RateHelperVector_insert(self, *args) def reserve(self, n): return _QuantLib.RateHelperVector_reserve(self, n) def capacity(self): return _QuantLib.RateHelperVector_capacity(self) __swig_destroy__ = _QuantLib.delete_RateHelperVector __del__ = lambda self: None RateHelperVector_swigregister = _QuantLib.RateHelperVector_swigregister RateHelperVector_swigregister(RateHelperVector) def as_depositratehelper(helper): return _QuantLib.as_depositratehelper(helper) as_depositratehelper = _QuantLib.as_depositratehelper def as_fraratehelper(helper): return _QuantLib.as_fraratehelper(helper) as_fraratehelper = _QuantLib.as_fraratehelper def as_swapratehelper(helper): return _QuantLib.as_swapratehelper(helper) as_swapratehelper = _QuantLib.as_swapratehelper def as_oisratehelper(helper): return _QuantLib.as_oisratehelper(helper) as_oisratehelper = _QuantLib.as_oisratehelper class FittingMethod(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined - class is abstract") __repr__ = _swig_repr __swig_destroy__ = _QuantLib.delete_FittingMethod __del__ = lambda self: None def size(self): return _QuantLib.FittingMethod_size(self) def solution(self): return _QuantLib.FittingMethod_solution(self) def numberOfIterations(self): return _QuantLib.FittingMethod_numberOfIterations(self) def minimumCostValue(self): return _QuantLib.FittingMethod_minimumCostValue(self) def constrainAtZero(self): return _QuantLib.FittingMethod_constrainAtZero(self) def weights(self): return _QuantLib.FittingMethod_weights(self) FittingMethod_swigregister = _QuantLib.FittingMethod_swigregister FittingMethod_swigregister(FittingMethod) class FittedBondDiscountCurve(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FittedBondDiscountCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def fitResults(self): return _QuantLib.FittedBondDiscountCurve_fitResults(self) __swig_destroy__ = _QuantLib.delete_FittedBondDiscountCurve __del__ = lambda self: None FittedBondDiscountCurve_swigregister = _QuantLib.FittedBondDiscountCurve_swigregister FittedBondDiscountCurve_swigregister(FittedBondDiscountCurve) class ExponentialSplinesFitting(FittingMethod): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ExponentialSplinesFitting(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ExponentialSplinesFitting __del__ = lambda self: None ExponentialSplinesFitting_swigregister = _QuantLib.ExponentialSplinesFitting_swigregister ExponentialSplinesFitting_swigregister(ExponentialSplinesFitting) class NelsonSiegelFitting(FittingMethod): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_NelsonSiegelFitting(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NelsonSiegelFitting __del__ = lambda self: None NelsonSiegelFitting_swigregister = _QuantLib.NelsonSiegelFitting_swigregister NelsonSiegelFitting_swigregister(NelsonSiegelFitting) class SvenssonFitting(FittingMethod): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SvenssonFitting(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SvenssonFitting __del__ = lambda self: None SvenssonFitting_swigregister = _QuantLib.SvenssonFitting_swigregister SvenssonFitting_swigregister(SvenssonFitting) class CubicBSplinesFitting(FittingMethod): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_CubicBSplinesFitting(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def basisFunction(self, i, t): return _QuantLib.CubicBSplinesFitting_basisFunction(self, i, t) __swig_destroy__ = _QuantLib.delete_CubicBSplinesFitting __del__ = lambda self: None CubicBSplinesFitting_swigregister = _QuantLib.CubicBSplinesFitting_swigregister CubicBSplinesFitting_swigregister(CubicBSplinesFitting) class SimplePolynomialFitting(FittingMethod): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SimplePolynomialFitting(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_SimplePolynomialFitting __del__ = lambda self: None SimplePolynomialFitting_swigregister = _QuantLib.SimplePolynomialFitting_swigregister SimplePolynomialFitting_swigregister(SimplePolynomialFitting) class ForwardCurve(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ForwardCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.ForwardCurve_dates(self) def forwards(self): return _QuantLib.ForwardCurve_forwards(self) def nodes(self): return _QuantLib.ForwardCurve_nodes(self) __swig_destroy__ = _QuantLib.delete_ForwardCurve __del__ = lambda self: None ForwardCurve_swigregister = _QuantLib.ForwardCurve_swigregister ForwardCurve_swigregister(ForwardCurve) class Position(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Long = _QuantLib.Position_Long Short = _QuantLib.Position_Short def __init__(self): this = _QuantLib.new_Position() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Position __del__ = lambda self: None Position_swigregister = _QuantLib.Position_swigregister Position_swigregister(Position) class ForwardRateAgreement(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ForwardRateAgreement(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def spotIncome(self, discount): return _QuantLib.ForwardRateAgreement_spotIncome(self, discount) def spotValue(self): return _QuantLib.ForwardRateAgreement_spotValue(self) def forwardRate(self): return _QuantLib.ForwardRateAgreement_forwardRate(self) __swig_destroy__ = _QuantLib.delete_ForwardRateAgreement __del__ = lambda self: None ForwardRateAgreement_swigregister = _QuantLib.ForwardRateAgreement_swigregister ForwardRateAgreement_swigregister(ForwardRateAgreement) class Gaussian1dModel(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.Gaussian1dModel___deref__(self) def __nonzero__(self): return _QuantLib.Gaussian1dModel___nonzero__(self) def __bool__(self): return _QuantLib.Gaussian1dModel___bool__(self) def __init__(self): this = _QuantLib.new_Gaussian1dModel() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Gaussian1dModel __del__ = lambda self: None def stateProcess(self): return _QuantLib.Gaussian1dModel_stateProcess(self) def numeraire(self, *args): return _QuantLib.Gaussian1dModel_numeraire(self, *args) def zerobond(self, *args): return _QuantLib.Gaussian1dModel_zerobond(self, *args) def zerobondOption(self, *args): return _QuantLib.Gaussian1dModel_zerobondOption(self, *args) def forwardRate(self, *args): return _QuantLib.Gaussian1dModel_forwardRate(self, *args) def swapRate(self, *args): return _QuantLib.Gaussian1dModel_swapRate(self, *args) def swapAnnuity(self, *args): return _QuantLib.Gaussian1dModel_swapAnnuity(self, *args) Gaussian1dModel_swigregister = _QuantLib.Gaussian1dModel_swigregister Gaussian1dModel_swigregister(Gaussian1dModel) class Gsr(Gaussian1dModel): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, termStructure, volstepdates, volatilities, reversions, T=60.0): this = _QuantLib.new_Gsr(termStructure, volstepdates, volatilities, reversions, T) try: self.this.append(this) except __builtin__.Exception: self.this = this def calibrateVolatilitiesIterative(self, *args): return _QuantLib.Gsr_calibrateVolatilitiesIterative(self, *args) def calibrate(self, *args): return _QuantLib.Gsr_calibrate(self, *args) def params(self): return _QuantLib.Gsr_params(self) def value(self, params, hs): return _QuantLib.Gsr_value(self, params, hs) def endCriteria(self): return _QuantLib.Gsr_endCriteria(self) def setParams(self, params): return _QuantLib.Gsr_setParams(self, params) def functionEvaluation(self): return _QuantLib.Gsr_functionEvaluation(self) def reversion(self): return _QuantLib.Gsr_reversion(self) def volatility(self): return _QuantLib.Gsr_volatility(self) __swig_destroy__ = _QuantLib.delete_Gsr __del__ = lambda self: None Gsr_swigregister = _QuantLib.Gsr_swigregister Gsr_swigregister(Gsr) class MarkovFunctionalSettings(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr AdjustNone = _QuantLib.MarkovFunctionalSettings_AdjustNone AdjustDigitals = _QuantLib.MarkovFunctionalSettings_AdjustDigitals AdjustYts = _QuantLib.MarkovFunctionalSettings_AdjustYts ExtrapolatePayoffFlat = _QuantLib.MarkovFunctionalSettings_ExtrapolatePayoffFlat NoPayoffExtrapolation = _QuantLib.MarkovFunctionalSettings_NoPayoffExtrapolation KahaleSmile = _QuantLib.MarkovFunctionalSettings_KahaleSmile SmileExponentialExtrapolation = _QuantLib.MarkovFunctionalSettings_SmileExponentialExtrapolation KahaleInterpolation = _QuantLib.MarkovFunctionalSettings_KahaleInterpolation SmileDeleteArbitragePoints = _QuantLib.MarkovFunctionalSettings_SmileDeleteArbitragePoints SabrSmile = _QuantLib.MarkovFunctionalSettings_SabrSmile def __init__(self): this = _QuantLib.new_MarkovFunctionalSettings() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_MarkovFunctionalSettings __del__ = lambda self: None MarkovFunctionalSettings_swigregister = _QuantLib.MarkovFunctionalSettings_swigregister MarkovFunctionalSettings_swigregister(MarkovFunctionalSettings) class MarkovFunctional(Gaussian1dModel): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr AdjustNone = _QuantLib.MarkovFunctional_AdjustNone AdjustDigitals = _QuantLib.MarkovFunctional_AdjustDigitals AdjustYts = _QuantLib.MarkovFunctional_AdjustYts ExtrapolatePayoffFlat = _QuantLib.MarkovFunctional_ExtrapolatePayoffFlat NoPayoffExtrapolation = _QuantLib.MarkovFunctional_NoPayoffExtrapolation KahaleSmile = _QuantLib.MarkovFunctional_KahaleSmile SmileExponentialExtrapolation = _QuantLib.MarkovFunctional_SmileExponentialExtrapolation KahaleInterpolation = _QuantLib.MarkovFunctional_KahaleInterpolation SmileDeleteArbitragePoints = _QuantLib.MarkovFunctional_SmileDeleteArbitragePoints SabrSmile = _QuantLib.MarkovFunctional_SabrSmile def __init__(self, *args): this = _QuantLib.new_MarkovFunctional(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def calibrate(self, *args): return _QuantLib.MarkovFunctional_calibrate(self, *args) def volatility(self): return _QuantLib.MarkovFunctional_volatility(self) __swig_destroy__ = _QuantLib.delete_MarkovFunctional __del__ = lambda self: None MarkovFunctional_swigregister = _QuantLib.MarkovFunctional_swigregister MarkovFunctional_swigregister(MarkovFunctional) class Gaussian1dSwaptionEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr _None = _QuantLib.Gaussian1dSwaptionEngine__None Naive = _QuantLib.Gaussian1dSwaptionEngine_Naive Digital = _QuantLib.Gaussian1dSwaptionEngine_Digital def __init__(self, *args): this = _QuantLib.new_Gaussian1dSwaptionEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Gaussian1dSwaptionEngine __del__ = lambda self: None Gaussian1dSwaptionEngine_swigregister = _QuantLib.Gaussian1dSwaptionEngine_swigregister Gaussian1dSwaptionEngine_swigregister(Gaussian1dSwaptionEngine) class Gaussian1dJamshidianSwaptionEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, model): this = _QuantLib.new_Gaussian1dJamshidianSwaptionEngine(model) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Gaussian1dJamshidianSwaptionEngine __del__ = lambda self: None Gaussian1dJamshidianSwaptionEngine_swigregister = _QuantLib.Gaussian1dJamshidianSwaptionEngine_swigregister Gaussian1dJamshidianSwaptionEngine_swigregister(Gaussian1dJamshidianSwaptionEngine) class Gaussian1dNonstandardSwaptionEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr _None = _QuantLib.Gaussian1dNonstandardSwaptionEngine__None Naive = _QuantLib.Gaussian1dNonstandardSwaptionEngine_Naive Digital = _QuantLib.Gaussian1dNonstandardSwaptionEngine_Digital def __init__(self, *args): this = _QuantLib.new_Gaussian1dNonstandardSwaptionEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Gaussian1dNonstandardSwaptionEngine __del__ = lambda self: None Gaussian1dNonstandardSwaptionEngine_swigregister = _QuantLib.Gaussian1dNonstandardSwaptionEngine_swigregister Gaussian1dNonstandardSwaptionEngine_swigregister(Gaussian1dNonstandardSwaptionEngine) class Gaussian1dFloatFloatSwaptionEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr _None = _QuantLib.Gaussian1dFloatFloatSwaptionEngine__None Naive = _QuantLib.Gaussian1dFloatFloatSwaptionEngine_Naive Digital = _QuantLib.Gaussian1dFloatFloatSwaptionEngine_Digital def __init__(self, *args): this = _QuantLib.new_Gaussian1dFloatFloatSwaptionEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Gaussian1dFloatFloatSwaptionEngine __del__ = lambda self: None Gaussian1dFloatFloatSwaptionEngine_swigregister = _QuantLib.Gaussian1dFloatFloatSwaptionEngine_swigregister Gaussian1dFloatFloatSwaptionEngine_swigregister(Gaussian1dFloatFloatSwaptionEngine) class SegmentIntegral(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, intervals): this = _QuantLib.new_SegmentIntegral(intervals) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction, a, b): return _QuantLib.SegmentIntegral___call__(self, pyFunction, a, b) __swig_destroy__ = _QuantLib.delete_SegmentIntegral __del__ = lambda self: None SegmentIntegral_swigregister = _QuantLib.SegmentIntegral_swigregister SegmentIntegral_swigregister(SegmentIntegral) class TrapezoidIntegralDefault(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, accuracy, maxIterations): this = _QuantLib.new_TrapezoidIntegralDefault(accuracy, maxIterations) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction, a, b): return _QuantLib.TrapezoidIntegralDefault___call__(self, pyFunction, a, b) __swig_destroy__ = _QuantLib.delete_TrapezoidIntegralDefault __del__ = lambda self: None TrapezoidIntegralDefault_swigregister = _QuantLib.TrapezoidIntegralDefault_swigregister TrapezoidIntegralDefault_swigregister(TrapezoidIntegralDefault) class TrapezoidIntegralMidPoint(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, accuracy, maxIterations): this = _QuantLib.new_TrapezoidIntegralMidPoint(accuracy, maxIterations) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction, a, b): return _QuantLib.TrapezoidIntegralMidPoint___call__(self, pyFunction, a, b) __swig_destroy__ = _QuantLib.delete_TrapezoidIntegralMidPoint __del__ = lambda self: None TrapezoidIntegralMidPoint_swigregister = _QuantLib.TrapezoidIntegralMidPoint_swigregister TrapezoidIntegralMidPoint_swigregister(TrapezoidIntegralMidPoint) class SimpsonIntegral(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, accuracy, maxIterations): this = _QuantLib.new_SimpsonIntegral(accuracy, maxIterations) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction, a, b): return _QuantLib.SimpsonIntegral___call__(self, pyFunction, a, b) __swig_destroy__ = _QuantLib.delete_SimpsonIntegral __del__ = lambda self: None SimpsonIntegral_swigregister = _QuantLib.SimpsonIntegral_swigregister SimpsonIntegral_swigregister(SimpsonIntegral) class GaussKronrodAdaptive(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_GaussKronrodAdaptive(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction, a, b): return _QuantLib.GaussKronrodAdaptive___call__(self, pyFunction, a, b) __swig_destroy__ = _QuantLib.delete_GaussKronrodAdaptive __del__ = lambda self: None GaussKronrodAdaptive_swigregister = _QuantLib.GaussKronrodAdaptive_swigregister GaussKronrodAdaptive_swigregister(GaussKronrodAdaptive) class GaussKronrodNonAdaptive(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, absoluteAccuracy, maxEvaluations, relativeAccuracy): this = _QuantLib.new_GaussKronrodNonAdaptive(absoluteAccuracy, maxEvaluations, relativeAccuracy) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction, a, b): return _QuantLib.GaussKronrodNonAdaptive___call__(self, pyFunction, a, b) __swig_destroy__ = _QuantLib.delete_GaussKronrodNonAdaptive __del__ = lambda self: None GaussKronrodNonAdaptive_swigregister = _QuantLib.GaussKronrodNonAdaptive_swigregister GaussKronrodNonAdaptive_swigregister(GaussKronrodNonAdaptive) class GaussLobattoIntegral(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_GaussLobattoIntegral(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction, a, b): return _QuantLib.GaussLobattoIntegral___call__(self, pyFunction, a, b) __swig_destroy__ = _QuantLib.delete_GaussLobattoIntegral __del__ = lambda self: None GaussLobattoIntegral_swigregister = _QuantLib.GaussLobattoIntegral_swigregister GaussLobattoIntegral_swigregister(GaussLobattoIntegral) class GaussLaguerreIntegration(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, n, s=0.0): this = _QuantLib.new_GaussLaguerreIntegration(n, s) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction): return _QuantLib.GaussLaguerreIntegration___call__(self, pyFunction) __swig_destroy__ = _QuantLib.delete_GaussLaguerreIntegration __del__ = lambda self: None GaussLaguerreIntegration_swigregister = _QuantLib.GaussLaguerreIntegration_swigregister GaussLaguerreIntegration_swigregister(GaussLaguerreIntegration) class GaussHermiteIntegration(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, n, mu=0.0): this = _QuantLib.new_GaussHermiteIntegration(n, mu) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction): return _QuantLib.GaussHermiteIntegration___call__(self, pyFunction) __swig_destroy__ = _QuantLib.delete_GaussHermiteIntegration __del__ = lambda self: None GaussHermiteIntegration_swigregister = _QuantLib.GaussHermiteIntegration_swigregister GaussHermiteIntegration_swigregister(GaussHermiteIntegration) class GaussJacobiIntegration(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, n, alpha, beta): this = _QuantLib.new_GaussJacobiIntegration(n, alpha, beta) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction): return _QuantLib.GaussJacobiIntegration___call__(self, pyFunction) __swig_destroy__ = _QuantLib.delete_GaussJacobiIntegration __del__ = lambda self: None GaussJacobiIntegration_swigregister = _QuantLib.GaussJacobiIntegration_swigregister GaussJacobiIntegration_swigregister(GaussJacobiIntegration) class GaussHyperbolicIntegration(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, n): this = _QuantLib.new_GaussHyperbolicIntegration(n) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction): return _QuantLib.GaussHyperbolicIntegration___call__(self, pyFunction) __swig_destroy__ = _QuantLib.delete_GaussHyperbolicIntegration __del__ = lambda self: None GaussHyperbolicIntegration_swigregister = _QuantLib.GaussHyperbolicIntegration_swigregister GaussHyperbolicIntegration_swigregister(GaussHyperbolicIntegration) class GaussLegendreIntegration(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, n): this = _QuantLib.new_GaussLegendreIntegration(n) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction): return _QuantLib.GaussLegendreIntegration___call__(self, pyFunction) __swig_destroy__ = _QuantLib.delete_GaussLegendreIntegration __del__ = lambda self: None GaussLegendreIntegration_swigregister = _QuantLib.GaussLegendreIntegration_swigregister GaussLegendreIntegration_swigregister(GaussLegendreIntegration) class GaussChebyshevIntegration(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, n): this = _QuantLib.new_GaussChebyshevIntegration(n) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction): return _QuantLib.GaussChebyshevIntegration___call__(self, pyFunction) __swig_destroy__ = _QuantLib.delete_GaussChebyshevIntegration __del__ = lambda self: None GaussChebyshevIntegration_swigregister = _QuantLib.GaussChebyshevIntegration_swigregister GaussChebyshevIntegration_swigregister(GaussChebyshevIntegration) class GaussChebyshev2ndIntegration(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, n): this = _QuantLib.new_GaussChebyshev2ndIntegration(n) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction): return _QuantLib.GaussChebyshev2ndIntegration___call__(self, pyFunction) __swig_destroy__ = _QuantLib.delete_GaussChebyshev2ndIntegration __del__ = lambda self: None GaussChebyshev2ndIntegration_swigregister = _QuantLib.GaussChebyshev2ndIntegration_swigregister GaussChebyshev2ndIntegration_swigregister(GaussChebyshev2ndIntegration) class GaussGegenbauerIntegration(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, n, arg3): this = _QuantLib.new_GaussGegenbauerIntegration(n, arg3) try: self.this.append(this) except __builtin__.Exception: self.this = this def __call__(self, pyFunction): return _QuantLib.GaussGegenbauerIntegration___call__(self, pyFunction) __swig_destroy__ = _QuantLib.delete_GaussGegenbauerIntegration __del__ = lambda self: None GaussGegenbauerIntegration_swigregister = _QuantLib.GaussGegenbauerIntegration_swigregister GaussGegenbauerIntegration_swigregister(GaussGegenbauerIntegration) class SampleNumber(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def value(self): return _QuantLib.SampleNumber_value(self) def weight(self): return _QuantLib.SampleNumber_weight(self) __swig_destroy__ = _QuantLib.delete_SampleNumber __del__ = lambda self: None SampleNumber_swigregister = _QuantLib.SampleNumber_swigregister SampleNumber_swigregister(SampleNumber) class SampleArray(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def value(self): return _QuantLib.SampleArray_value(self) def weight(self): return _QuantLib.SampleArray_weight(self) __swig_destroy__ = _QuantLib.delete_SampleArray __del__ = lambda self: None SampleArray_swigregister = _QuantLib.SampleArray_swigregister SampleArray_swigregister(SampleArray) class SampleRealVector(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def value(self): return _QuantLib.SampleRealVector_value(self) def weight(self): return _QuantLib.SampleRealVector_weight(self) __swig_destroy__ = _QuantLib.delete_SampleRealVector __del__ = lambda self: None SampleRealVector_swigregister = _QuantLib.SampleRealVector_swigregister SampleRealVector_swigregister(SampleRealVector) class LecuyerUniformRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, seed=0): this = _QuantLib.new_LecuyerUniformRng(seed) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.LecuyerUniformRng_next(self) __swig_destroy__ = _QuantLib.delete_LecuyerUniformRng __del__ = lambda self: None LecuyerUniformRng_swigregister = _QuantLib.LecuyerUniformRng_swigregister LecuyerUniformRng_swigregister(LecuyerUniformRng) class KnuthUniformRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, seed=0): this = _QuantLib.new_KnuthUniformRng(seed) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.KnuthUniformRng_next(self) __swig_destroy__ = _QuantLib.delete_KnuthUniformRng __del__ = lambda self: None KnuthUniformRng_swigregister = _QuantLib.KnuthUniformRng_swigregister KnuthUniformRng_swigregister(KnuthUniformRng) class MersenneTwisterUniformRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, seed=0): this = _QuantLib.new_MersenneTwisterUniformRng(seed) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.MersenneTwisterUniformRng_next(self) __swig_destroy__ = _QuantLib.delete_MersenneTwisterUniformRng __del__ = lambda self: None MersenneTwisterUniformRng_swigregister = _QuantLib.MersenneTwisterUniformRng_swigregister MersenneTwisterUniformRng_swigregister(MersenneTwisterUniformRng) class UniformRandomGenerator(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, seed=0): this = _QuantLib.new_UniformRandomGenerator(seed) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.UniformRandomGenerator_next(self) def nextValue(self): return _QuantLib.UniformRandomGenerator_nextValue(self) __swig_destroy__ = _QuantLib.delete_UniformRandomGenerator __del__ = lambda self: None UniformRandomGenerator_swigregister = _QuantLib.UniformRandomGenerator_swigregister UniformRandomGenerator_swigregister(UniformRandomGenerator) class CentralLimitLecuyerGaussianRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rng): this = _QuantLib.new_CentralLimitLecuyerGaussianRng(rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.CentralLimitLecuyerGaussianRng_next(self) __swig_destroy__ = _QuantLib.delete_CentralLimitLecuyerGaussianRng __del__ = lambda self: None CentralLimitLecuyerGaussianRng_swigregister = _QuantLib.CentralLimitLecuyerGaussianRng_swigregister CentralLimitLecuyerGaussianRng_swigregister(CentralLimitLecuyerGaussianRng) class CentralLimitKnuthGaussianRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rng): this = _QuantLib.new_CentralLimitKnuthGaussianRng(rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.CentralLimitKnuthGaussianRng_next(self) __swig_destroy__ = _QuantLib.delete_CentralLimitKnuthGaussianRng __del__ = lambda self: None CentralLimitKnuthGaussianRng_swigregister = _QuantLib.CentralLimitKnuthGaussianRng_swigregister CentralLimitKnuthGaussianRng_swigregister(CentralLimitKnuthGaussianRng) class CentralLimitMersenneTwisterGaussianRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rng): this = _QuantLib.new_CentralLimitMersenneTwisterGaussianRng(rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.CentralLimitMersenneTwisterGaussianRng_next(self) __swig_destroy__ = _QuantLib.delete_CentralLimitMersenneTwisterGaussianRng __del__ = lambda self: None CentralLimitMersenneTwisterGaussianRng_swigregister = _QuantLib.CentralLimitMersenneTwisterGaussianRng_swigregister CentralLimitMersenneTwisterGaussianRng_swigregister(CentralLimitMersenneTwisterGaussianRng) class BoxMullerLecuyerGaussianRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rng): this = _QuantLib.new_BoxMullerLecuyerGaussianRng(rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.BoxMullerLecuyerGaussianRng_next(self) __swig_destroy__ = _QuantLib.delete_BoxMullerLecuyerGaussianRng __del__ = lambda self: None BoxMullerLecuyerGaussianRng_swigregister = _QuantLib.BoxMullerLecuyerGaussianRng_swigregister BoxMullerLecuyerGaussianRng_swigregister(BoxMullerLecuyerGaussianRng) class BoxMullerKnuthGaussianRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rng): this = _QuantLib.new_BoxMullerKnuthGaussianRng(rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.BoxMullerKnuthGaussianRng_next(self) __swig_destroy__ = _QuantLib.delete_BoxMullerKnuthGaussianRng __del__ = lambda self: None BoxMullerKnuthGaussianRng_swigregister = _QuantLib.BoxMullerKnuthGaussianRng_swigregister BoxMullerKnuthGaussianRng_swigregister(BoxMullerKnuthGaussianRng) class BoxMullerMersenneTwisterGaussianRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rng): this = _QuantLib.new_BoxMullerMersenneTwisterGaussianRng(rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.BoxMullerMersenneTwisterGaussianRng_next(self) __swig_destroy__ = _QuantLib.delete_BoxMullerMersenneTwisterGaussianRng __del__ = lambda self: None BoxMullerMersenneTwisterGaussianRng_swigregister = _QuantLib.BoxMullerMersenneTwisterGaussianRng_swigregister BoxMullerMersenneTwisterGaussianRng_swigregister(BoxMullerMersenneTwisterGaussianRng) class MoroInvCumulativeLecuyerGaussianRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rng): this = _QuantLib.new_MoroInvCumulativeLecuyerGaussianRng(rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.MoroInvCumulativeLecuyerGaussianRng_next(self) __swig_destroy__ = _QuantLib.delete_MoroInvCumulativeLecuyerGaussianRng __del__ = lambda self: None MoroInvCumulativeLecuyerGaussianRng_swigregister = _QuantLib.MoroInvCumulativeLecuyerGaussianRng_swigregister MoroInvCumulativeLecuyerGaussianRng_swigregister(MoroInvCumulativeLecuyerGaussianRng) class MoroInvCumulativeKnuthGaussianRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rng): this = _QuantLib.new_MoroInvCumulativeKnuthGaussianRng(rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.MoroInvCumulativeKnuthGaussianRng_next(self) __swig_destroy__ = _QuantLib.delete_MoroInvCumulativeKnuthGaussianRng __del__ = lambda self: None MoroInvCumulativeKnuthGaussianRng_swigregister = _QuantLib.MoroInvCumulativeKnuthGaussianRng_swigregister MoroInvCumulativeKnuthGaussianRng_swigregister(MoroInvCumulativeKnuthGaussianRng) class MoroInvCumulativeMersenneTwisterGaussianRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rng): this = _QuantLib.new_MoroInvCumulativeMersenneTwisterGaussianRng(rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.MoroInvCumulativeMersenneTwisterGaussianRng_next(self) __swig_destroy__ = _QuantLib.delete_MoroInvCumulativeMersenneTwisterGaussianRng __del__ = lambda self: None MoroInvCumulativeMersenneTwisterGaussianRng_swigregister = _QuantLib.MoroInvCumulativeMersenneTwisterGaussianRng_swigregister MoroInvCumulativeMersenneTwisterGaussianRng_swigregister(MoroInvCumulativeMersenneTwisterGaussianRng) class InvCumulativeLecuyerGaussianRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rng): this = _QuantLib.new_InvCumulativeLecuyerGaussianRng(rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.InvCumulativeLecuyerGaussianRng_next(self) __swig_destroy__ = _QuantLib.delete_InvCumulativeLecuyerGaussianRng __del__ = lambda self: None InvCumulativeLecuyerGaussianRng_swigregister = _QuantLib.InvCumulativeLecuyerGaussianRng_swigregister InvCumulativeLecuyerGaussianRng_swigregister(InvCumulativeLecuyerGaussianRng) class InvCumulativeKnuthGaussianRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rng): this = _QuantLib.new_InvCumulativeKnuthGaussianRng(rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.InvCumulativeKnuthGaussianRng_next(self) __swig_destroy__ = _QuantLib.delete_InvCumulativeKnuthGaussianRng __del__ = lambda self: None InvCumulativeKnuthGaussianRng_swigregister = _QuantLib.InvCumulativeKnuthGaussianRng_swigregister InvCumulativeKnuthGaussianRng_swigregister(InvCumulativeKnuthGaussianRng) class InvCumulativeMersenneTwisterGaussianRng(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rng): this = _QuantLib.new_InvCumulativeMersenneTwisterGaussianRng(rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.InvCumulativeMersenneTwisterGaussianRng_next(self) __swig_destroy__ = _QuantLib.delete_InvCumulativeMersenneTwisterGaussianRng __del__ = lambda self: None InvCumulativeMersenneTwisterGaussianRng_swigregister = _QuantLib.InvCumulativeMersenneTwisterGaussianRng_swigregister InvCumulativeMersenneTwisterGaussianRng_swigregister(InvCumulativeMersenneTwisterGaussianRng) class GaussianRandomGenerator(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, rng): this = _QuantLib.new_GaussianRandomGenerator(rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.GaussianRandomGenerator_next(self) def nextValue(self): return _QuantLib.GaussianRandomGenerator_nextValue(self) __swig_destroy__ = _QuantLib.delete_GaussianRandomGenerator __del__ = lambda self: None GaussianRandomGenerator_swigregister = _QuantLib.GaussianRandomGenerator_swigregister GaussianRandomGenerator_swigregister(GaussianRandomGenerator) class HaltonRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, dimensionality, seed=0, randomStart=True, randomShift=False): this = _QuantLib.new_HaltonRsg(dimensionality, seed, randomStart, randomShift) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.HaltonRsg_nextSequence(self) def lastSequence(self): return _QuantLib.HaltonRsg_lastSequence(self) def dimension(self): return _QuantLib.HaltonRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_HaltonRsg __del__ = lambda self: None HaltonRsg_swigregister = _QuantLib.HaltonRsg_swigregister HaltonRsg_swigregister(HaltonRsg) class SobolRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Unit = _QuantLib.SobolRsg_Unit Jaeckel = _QuantLib.SobolRsg_Jaeckel SobolLevitan = _QuantLib.SobolRsg_SobolLevitan SobolLevitanLemieux = _QuantLib.SobolRsg_SobolLevitanLemieux JoeKuoD5 = _QuantLib.SobolRsg_JoeKuoD5 JoeKuoD6 = _QuantLib.SobolRsg_JoeKuoD6 JoeKuoD7 = _QuantLib.SobolRsg_JoeKuoD7 Kuo = _QuantLib.SobolRsg_Kuo Kuo2 = _QuantLib.SobolRsg_Kuo2 Kuo3 = _QuantLib.SobolRsg_Kuo3 def __init__(self, *args): this = _QuantLib.new_SobolRsg(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.SobolRsg_nextSequence(self) def lastSequence(self): return _QuantLib.SobolRsg_lastSequence(self) def dimension(self): return _QuantLib.SobolRsg_dimension(self) def skipTo(self, n): return _QuantLib.SobolRsg_skipTo(self, n) def nextInt32Sequence(self): return _QuantLib.SobolRsg_nextInt32Sequence(self) __swig_destroy__ = _QuantLib.delete_SobolRsg __del__ = lambda self: None SobolRsg_swigregister = _QuantLib.SobolRsg_swigregister SobolRsg_swigregister(SobolRsg) class SobolBrownianBridgeRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, factors, steps): this = _QuantLib.new_SobolBrownianBridgeRsg(factors, steps) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.SobolBrownianBridgeRsg_nextSequence(self) def lastSequence(self): return _QuantLib.SobolBrownianBridgeRsg_lastSequence(self) def dimension(self): return _QuantLib.SobolBrownianBridgeRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_SobolBrownianBridgeRsg __del__ = lambda self: None SobolBrownianBridgeRsg_swigregister = _QuantLib.SobolBrownianBridgeRsg_swigregister SobolBrownianBridgeRsg_swigregister(SobolBrownianBridgeRsg) class LecuyerUniformRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, dimensionality, rng): this = _QuantLib.new_LecuyerUniformRsg(dimensionality, rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.LecuyerUniformRsg_nextSequence(self) def dimension(self): return _QuantLib.LecuyerUniformRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_LecuyerUniformRsg __del__ = lambda self: None LecuyerUniformRsg_swigregister = _QuantLib.LecuyerUniformRsg_swigregister LecuyerUniformRsg_swigregister(LecuyerUniformRsg) class KnuthUniformRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, dimensionality, rng): this = _QuantLib.new_KnuthUniformRsg(dimensionality, rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.KnuthUniformRsg_nextSequence(self) def dimension(self): return _QuantLib.KnuthUniformRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_KnuthUniformRsg __del__ = lambda self: None KnuthUniformRsg_swigregister = _QuantLib.KnuthUniformRsg_swigregister KnuthUniformRsg_swigregister(KnuthUniformRsg) class MersenneTwisterUniformRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, dimensionality, rng): this = _QuantLib.new_MersenneTwisterUniformRsg(dimensionality, rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.MersenneTwisterUniformRsg_nextSequence(self) def dimension(self): return _QuantLib.MersenneTwisterUniformRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_MersenneTwisterUniformRsg __del__ = lambda self: None MersenneTwisterUniformRsg_swigregister = _QuantLib.MersenneTwisterUniformRsg_swigregister MersenneTwisterUniformRsg_swigregister(MersenneTwisterUniformRsg) class UniformRandomSequenceGenerator(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, dimensionality, rng): this = _QuantLib.new_UniformRandomSequenceGenerator(dimensionality, rng) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.UniformRandomSequenceGenerator_nextSequence(self) def dimension(self): return _QuantLib.UniformRandomSequenceGenerator_dimension(self) __swig_destroy__ = _QuantLib.delete_UniformRandomSequenceGenerator __del__ = lambda self: None UniformRandomSequenceGenerator_swigregister = _QuantLib.UniformRandomSequenceGenerator_swigregister UniformRandomSequenceGenerator_swigregister(UniformRandomSequenceGenerator) class UniformLowDiscrepancySequenceGenerator(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, dimensionality): this = _QuantLib.new_UniformLowDiscrepancySequenceGenerator(dimensionality) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.UniformLowDiscrepancySequenceGenerator_nextSequence(self) def dimension(self): return _QuantLib.UniformLowDiscrepancySequenceGenerator_dimension(self) __swig_destroy__ = _QuantLib.delete_UniformLowDiscrepancySequenceGenerator __del__ = lambda self: None UniformLowDiscrepancySequenceGenerator_swigregister = _QuantLib.UniformLowDiscrepancySequenceGenerator_swigregister UniformLowDiscrepancySequenceGenerator_swigregister(UniformLowDiscrepancySequenceGenerator) class MoroInvCumulativeLecuyerGaussianRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, uniformSequenceGenerator): this = _QuantLib.new_MoroInvCumulativeLecuyerGaussianRsg(uniformSequenceGenerator) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.MoroInvCumulativeLecuyerGaussianRsg_nextSequence(self) def dimension(self): return _QuantLib.MoroInvCumulativeLecuyerGaussianRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_MoroInvCumulativeLecuyerGaussianRsg __del__ = lambda self: None MoroInvCumulativeLecuyerGaussianRsg_swigregister = _QuantLib.MoroInvCumulativeLecuyerGaussianRsg_swigregister MoroInvCumulativeLecuyerGaussianRsg_swigregister(MoroInvCumulativeLecuyerGaussianRsg) class MoroInvCumulativeKnuthGaussianRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, uniformSequenceGenerator): this = _QuantLib.new_MoroInvCumulativeKnuthGaussianRsg(uniformSequenceGenerator) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.MoroInvCumulativeKnuthGaussianRsg_nextSequence(self) def dimension(self): return _QuantLib.MoroInvCumulativeKnuthGaussianRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_MoroInvCumulativeKnuthGaussianRsg __del__ = lambda self: None MoroInvCumulativeKnuthGaussianRsg_swigregister = _QuantLib.MoroInvCumulativeKnuthGaussianRsg_swigregister MoroInvCumulativeKnuthGaussianRsg_swigregister(MoroInvCumulativeKnuthGaussianRsg) class MoroInvCumulativeMersenneTwisterGaussianRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, uniformSequenceGenerator): this = _QuantLib.new_MoroInvCumulativeMersenneTwisterGaussianRsg(uniformSequenceGenerator) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.MoroInvCumulativeMersenneTwisterGaussianRsg_nextSequence(self) def dimension(self): return _QuantLib.MoroInvCumulativeMersenneTwisterGaussianRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_MoroInvCumulativeMersenneTwisterGaussianRsg __del__ = lambda self: None MoroInvCumulativeMersenneTwisterGaussianRsg_swigregister = _QuantLib.MoroInvCumulativeMersenneTwisterGaussianRsg_swigregister MoroInvCumulativeMersenneTwisterGaussianRsg_swigregister(MoroInvCumulativeMersenneTwisterGaussianRsg) class MoroInvCumulativeHaltonGaussianRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, uniformSequenceGenerator): this = _QuantLib.new_MoroInvCumulativeHaltonGaussianRsg(uniformSequenceGenerator) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.MoroInvCumulativeHaltonGaussianRsg_nextSequence(self) def dimension(self): return _QuantLib.MoroInvCumulativeHaltonGaussianRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_MoroInvCumulativeHaltonGaussianRsg __del__ = lambda self: None MoroInvCumulativeHaltonGaussianRsg_swigregister = _QuantLib.MoroInvCumulativeHaltonGaussianRsg_swigregister MoroInvCumulativeHaltonGaussianRsg_swigregister(MoroInvCumulativeHaltonGaussianRsg) class MoroInvCumulativeSobolGaussianRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, uniformSequenceGenerator): this = _QuantLib.new_MoroInvCumulativeSobolGaussianRsg(uniformSequenceGenerator) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.MoroInvCumulativeSobolGaussianRsg_nextSequence(self) def dimension(self): return _QuantLib.MoroInvCumulativeSobolGaussianRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_MoroInvCumulativeSobolGaussianRsg __del__ = lambda self: None MoroInvCumulativeSobolGaussianRsg_swigregister = _QuantLib.MoroInvCumulativeSobolGaussianRsg_swigregister MoroInvCumulativeSobolGaussianRsg_swigregister(MoroInvCumulativeSobolGaussianRsg) class InvCumulativeLecuyerGaussianRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, uniformSequenceGenerator): this = _QuantLib.new_InvCumulativeLecuyerGaussianRsg(uniformSequenceGenerator) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.InvCumulativeLecuyerGaussianRsg_nextSequence(self) def dimension(self): return _QuantLib.InvCumulativeLecuyerGaussianRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_InvCumulativeLecuyerGaussianRsg __del__ = lambda self: None InvCumulativeLecuyerGaussianRsg_swigregister = _QuantLib.InvCumulativeLecuyerGaussianRsg_swigregister InvCumulativeLecuyerGaussianRsg_swigregister(InvCumulativeLecuyerGaussianRsg) class InvCumulativeKnuthGaussianRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, uniformSequenceGenerator): this = _QuantLib.new_InvCumulativeKnuthGaussianRsg(uniformSequenceGenerator) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.InvCumulativeKnuthGaussianRsg_nextSequence(self) def dimension(self): return _QuantLib.InvCumulativeKnuthGaussianRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_InvCumulativeKnuthGaussianRsg __del__ = lambda self: None InvCumulativeKnuthGaussianRsg_swigregister = _QuantLib.InvCumulativeKnuthGaussianRsg_swigregister InvCumulativeKnuthGaussianRsg_swigregister(InvCumulativeKnuthGaussianRsg) class InvCumulativeMersenneTwisterGaussianRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, uniformSequenceGenerator): this = _QuantLib.new_InvCumulativeMersenneTwisterGaussianRsg(uniformSequenceGenerator) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.InvCumulativeMersenneTwisterGaussianRsg_nextSequence(self) def dimension(self): return _QuantLib.InvCumulativeMersenneTwisterGaussianRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_InvCumulativeMersenneTwisterGaussianRsg __del__ = lambda self: None InvCumulativeMersenneTwisterGaussianRsg_swigregister = _QuantLib.InvCumulativeMersenneTwisterGaussianRsg_swigregister InvCumulativeMersenneTwisterGaussianRsg_swigregister(InvCumulativeMersenneTwisterGaussianRsg) class InvCumulativeHaltonGaussianRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, uniformSequenceGenerator): this = _QuantLib.new_InvCumulativeHaltonGaussianRsg(uniformSequenceGenerator) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.InvCumulativeHaltonGaussianRsg_nextSequence(self) def dimension(self): return _QuantLib.InvCumulativeHaltonGaussianRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_InvCumulativeHaltonGaussianRsg __del__ = lambda self: None InvCumulativeHaltonGaussianRsg_swigregister = _QuantLib.InvCumulativeHaltonGaussianRsg_swigregister InvCumulativeHaltonGaussianRsg_swigregister(InvCumulativeHaltonGaussianRsg) class InvCumulativeSobolGaussianRsg(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, uniformSequenceGenerator): this = _QuantLib.new_InvCumulativeSobolGaussianRsg(uniformSequenceGenerator) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.InvCumulativeSobolGaussianRsg_nextSequence(self) def dimension(self): return _QuantLib.InvCumulativeSobolGaussianRsg_dimension(self) __swig_destroy__ = _QuantLib.delete_InvCumulativeSobolGaussianRsg __del__ = lambda self: None InvCumulativeSobolGaussianRsg_swigregister = _QuantLib.InvCumulativeSobolGaussianRsg_swigregister InvCumulativeSobolGaussianRsg_swigregister(InvCumulativeSobolGaussianRsg) class GaussianRandomSequenceGenerator(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, uniformSequenceGenerator): this = _QuantLib.new_GaussianRandomSequenceGenerator(uniformSequenceGenerator) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.GaussianRandomSequenceGenerator_nextSequence(self) def dimension(self): return _QuantLib.GaussianRandomSequenceGenerator_dimension(self) __swig_destroy__ = _QuantLib.delete_GaussianRandomSequenceGenerator __del__ = lambda self: None GaussianRandomSequenceGenerator_swigregister = _QuantLib.GaussianRandomSequenceGenerator_swigregister GaussianRandomSequenceGenerator_swigregister(GaussianRandomSequenceGenerator) class GaussianLowDiscrepancySequenceGenerator(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, u): this = _QuantLib.new_GaussianLowDiscrepancySequenceGenerator(u) try: self.this.append(this) except __builtin__.Exception: self.this = this def nextSequence(self): return _QuantLib.GaussianLowDiscrepancySequenceGenerator_nextSequence(self) def dimension(self): return _QuantLib.GaussianLowDiscrepancySequenceGenerator_dimension(self) __swig_destroy__ = _QuantLib.delete_GaussianLowDiscrepancySequenceGenerator __del__ = lambda self: None GaussianLowDiscrepancySequenceGenerator_swigregister = _QuantLib.GaussianLowDiscrepancySequenceGenerator_swigregister GaussianLowDiscrepancySequenceGenerator_swigregister(GaussianLowDiscrepancySequenceGenerator) def getCovariance(volatilities, correlations): return _QuantLib.getCovariance(volatilities, correlations) getCovariance = _QuantLib.getCovariance class Path(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def __len__(self): return _QuantLib.Path___len__(self) def value(self, i): return _QuantLib.Path_value(self, i) def front(self): return _QuantLib.Path_front(self) def back(self): return _QuantLib.Path_back(self) def time(self, i): return _QuantLib.Path_time(self, i) def __getitem__(self, i): return _QuantLib.Path___getitem__(self, i) __swig_destroy__ = _QuantLib.delete_Path __del__ = lambda self: None Path_swigregister = _QuantLib.Path_swigregister Path_swigregister(Path) class SamplePath(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def value(self): return _QuantLib.SamplePath_value(self) def weight(self): return _QuantLib.SamplePath_weight(self) __swig_destroy__ = _QuantLib.delete_SamplePath __del__ = lambda self: None SamplePath_swigregister = _QuantLib.SamplePath_swigregister SamplePath_swigregister(SamplePath) class GaussianPathGenerator(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, length, steps, rsg, brownianBridge): this = _QuantLib.new_GaussianPathGenerator(process, length, steps, rsg, brownianBridge) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.GaussianPathGenerator_next(self) def antithetic(self): return _QuantLib.GaussianPathGenerator_antithetic(self) __swig_destroy__ = _QuantLib.delete_GaussianPathGenerator __del__ = lambda self: None GaussianPathGenerator_swigregister = _QuantLib.GaussianPathGenerator_swigregister GaussianPathGenerator_swigregister(GaussianPathGenerator) class GaussianSobolPathGenerator(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, length, steps, rsg, brownianBridge): this = _QuantLib.new_GaussianSobolPathGenerator(process, length, steps, rsg, brownianBridge) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.GaussianSobolPathGenerator_next(self) def antithetic(self): return _QuantLib.GaussianSobolPathGenerator_antithetic(self) __swig_destroy__ = _QuantLib.delete_GaussianSobolPathGenerator __del__ = lambda self: None GaussianSobolPathGenerator_swigregister = _QuantLib.GaussianSobolPathGenerator_swigregister GaussianSobolPathGenerator_swigregister(GaussianSobolPathGenerator) class MultiPath(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def __len__(self): return _QuantLib.MultiPath___len__(self) def assetNumber(self): return _QuantLib.MultiPath_assetNumber(self) def at(self, j): return _QuantLib.MultiPath_at(self, j) def __getitem__(self, i): return _QuantLib.MultiPath___getitem__(self, i) __swig_destroy__ = _QuantLib.delete_MultiPath __del__ = lambda self: None MultiPath_swigregister = _QuantLib.MultiPath_swigregister MultiPath_swigregister(MultiPath) class SampleMultiPath(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr def value(self): return _QuantLib.SampleMultiPath_value(self) def weight(self): return _QuantLib.SampleMultiPath_weight(self) __swig_destroy__ = _QuantLib.delete_SampleMultiPath __del__ = lambda self: None SampleMultiPath_swigregister = _QuantLib.SampleMultiPath_swigregister SampleMultiPath_swigregister(SampleMultiPath) class GaussianMultiPathGenerator(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, process, times, generator, brownianBridge=False): this = _QuantLib.new_GaussianMultiPathGenerator(process, times, generator, brownianBridge) try: self.this.append(this) except __builtin__.Exception: self.this = this def next(self): return _QuantLib.GaussianMultiPathGenerator_next(self) def antithetic(self): return _QuantLib.GaussianMultiPathGenerator_antithetic(self) __swig_destroy__ = _QuantLib.delete_GaussianMultiPathGenerator __del__ = lambda self: None GaussianMultiPathGenerator_swigregister = _QuantLib.GaussianMultiPathGenerator_swigregister GaussianMultiPathGenerator_swigregister(GaussianMultiPathGenerator) class BrownianBridge(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_BrownianBridge(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def size(self): return _QuantLib.BrownianBridge_size(self) def times(self): return _QuantLib.BrownianBridge_times(self) def leftWeight(self): return _QuantLib.BrownianBridge_leftWeight(self) def rightWeight(self): return _QuantLib.BrownianBridge_rightWeight(self) def stdDeviation(self): return _QuantLib.BrownianBridge_stdDeviation(self) def transform(self, input): return _QuantLib.BrownianBridge_transform(self, input) def bridgeIndex(self): return _QuantLib.BrownianBridge_bridgeIndex(self) def leftIndex(self): return _QuantLib.BrownianBridge_leftIndex(self) def rightIndex(self): return _QuantLib.BrownianBridge_rightIndex(self) __swig_destroy__ = _QuantLib.delete_BrownianBridge __del__ = lambda self: None BrownianBridge_swigregister = _QuantLib.BrownianBridge_swigregister BrownianBridge_swigregister(BrownianBridge) class BoundaryCondition(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.BoundaryCondition___deref__(self) def __nonzero__(self): return _QuantLib.BoundaryCondition___nonzero__(self) def __bool__(self): return _QuantLib.BoundaryCondition___bool__(self) NoSide = _QuantLib.BoundaryCondition_NoSide Upper = _QuantLib.BoundaryCondition_Upper Lower = _QuantLib.BoundaryCondition_Lower def __init__(self): this = _QuantLib.new_BoundaryCondition() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BoundaryCondition __del__ = lambda self: None BoundaryCondition_swigregister = _QuantLib.BoundaryCondition_swigregister BoundaryCondition_swigregister(BoundaryCondition) class NeumannBC(BoundaryCondition): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, value, side): this = _QuantLib.new_NeumannBC(value, side) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_NeumannBC __del__ = lambda self: None NeumannBC_swigregister = _QuantLib.NeumannBC_swigregister NeumannBC_swigregister(NeumannBC) class DirichletBC(BoundaryCondition): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, value, side): this = _QuantLib.new_DirichletBC(value, side) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DirichletBC __del__ = lambda self: None DirichletBC_swigregister = _QuantLib.DirichletBC_swigregister DirichletBC_swigregister(DirichletBC) class TridiagonalOperator(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, low, mid, high): this = _QuantLib.new_TridiagonalOperator(low, mid, high) try: self.this.append(this) except __builtin__.Exception: self.this = this def solveFor(self, rhs): return _QuantLib.TridiagonalOperator_solveFor(self, rhs) def applyTo(self, v): return _QuantLib.TridiagonalOperator_applyTo(self, v) def size(self): return _QuantLib.TridiagonalOperator_size(self) def setFirstRow(self, arg2, arg3): return _QuantLib.TridiagonalOperator_setFirstRow(self, arg2, arg3) def setMidRow(self, arg2, arg3, arg4, arg5): return _QuantLib.TridiagonalOperator_setMidRow(self, arg2, arg3, arg4, arg5) def setMidRows(self, arg2, arg3, arg4): return _QuantLib.TridiagonalOperator_setMidRows(self, arg2, arg3, arg4) def setLastRow(self, arg2, arg3): return _QuantLib.TridiagonalOperator_setLastRow(self, arg2, arg3) identity = staticmethod(_QuantLib.TridiagonalOperator_identity) def __add__(self, O): return _QuantLib.TridiagonalOperator___add__(self, O) def __sub__(self, O): return _QuantLib.TridiagonalOperator___sub__(self, O) def __mul__(self, a): return _QuantLib.TridiagonalOperator___mul__(self, a) def __div__(self, a): return _QuantLib.TridiagonalOperator___div__(self, a) def __iadd__(self, O): return _QuantLib.TridiagonalOperator___iadd__(self, O) def __isub__(self, O): return _QuantLib.TridiagonalOperator___isub__(self, O) def __imul__(self, a): return _QuantLib.TridiagonalOperator___imul__(self, a) def __rmul__(self, a): return _QuantLib.TridiagonalOperator___rmul__(self, a) def __idiv__(self, a): return _QuantLib.TridiagonalOperator___idiv__(self, a) __swig_destroy__ = _QuantLib.delete_TridiagonalOperator __del__ = lambda self: None TridiagonalOperator_swigregister = _QuantLib.TridiagonalOperator_swigregister TridiagonalOperator_swigregister(TridiagonalOperator) def TridiagonalOperator_identity(size): return _QuantLib.TridiagonalOperator_identity(size) TridiagonalOperator_identity = _QuantLib.TridiagonalOperator_identity class DPlus(TridiagonalOperator): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, gridPoints, h): this = _QuantLib.new_DPlus(gridPoints, h) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DPlus __del__ = lambda self: None DPlus_swigregister = _QuantLib.DPlus_swigregister DPlus_swigregister(DPlus) class DMinus(TridiagonalOperator): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, gridPoints, h): this = _QuantLib.new_DMinus(gridPoints, h) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DMinus __del__ = lambda self: None DMinus_swigregister = _QuantLib.DMinus_swigregister DMinus_swigregister(DMinus) class DZero(TridiagonalOperator): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, gridPoints, h): this = _QuantLib.new_DZero(gridPoints, h) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DZero __del__ = lambda self: None DZero_swigregister = _QuantLib.DZero_swigregister DZero_swigregister(DZero) class DPlusDMinus(TridiagonalOperator): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, gridPoints, h): this = _QuantLib.new_DPlusDMinus(gridPoints, h) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_DPlusDMinus __del__ = lambda self: None DPlusDMinus_swigregister = _QuantLib.DPlusDMinus_swigregister DPlusDMinus_swigregister(DPlusDMinus) class Discount(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_Discount() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Discount __del__ = lambda self: None Discount_swigregister = _QuantLib.Discount_swigregister Discount_swigregister(Discount) class ZeroYield(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ZeroYield() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ZeroYield __del__ = lambda self: None ZeroYield_swigregister = _QuantLib.ZeroYield_swigregister ZeroYield_swigregister(ZeroYield) class ForwardRate(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self): this = _QuantLib.new_ForwardRate() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_ForwardRate __del__ = lambda self: None ForwardRate_swigregister = _QuantLib.ForwardRate_swigregister ForwardRate_swigregister(ForwardRate) class PiecewiseFlatForward(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_PiecewiseFlatForward(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.PiecewiseFlatForward_dates(self) def times(self): return _QuantLib.PiecewiseFlatForward_times(self) def nodes(self): return _QuantLib.PiecewiseFlatForward_nodes(self) __swig_destroy__ = _QuantLib.delete_PiecewiseFlatForward __del__ = lambda self: None PiecewiseFlatForward_swigregister = _QuantLib.PiecewiseFlatForward_swigregister PiecewiseFlatForward_swigregister(PiecewiseFlatForward) class PiecewiseLogLinearDiscount(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_PiecewiseLogLinearDiscount(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.PiecewiseLogLinearDiscount_dates(self) def times(self): return _QuantLib.PiecewiseLogLinearDiscount_times(self) def nodes(self): return _QuantLib.PiecewiseLogLinearDiscount_nodes(self) __swig_destroy__ = _QuantLib.delete_PiecewiseLogLinearDiscount __del__ = lambda self: None PiecewiseLogLinearDiscount_swigregister = _QuantLib.PiecewiseLogLinearDiscount_swigregister PiecewiseLogLinearDiscount_swigregister(PiecewiseLogLinearDiscount) class PiecewiseLinearForward(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_PiecewiseLinearForward(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.PiecewiseLinearForward_dates(self) def times(self): return _QuantLib.PiecewiseLinearForward_times(self) def nodes(self): return _QuantLib.PiecewiseLinearForward_nodes(self) __swig_destroy__ = _QuantLib.delete_PiecewiseLinearForward __del__ = lambda self: None PiecewiseLinearForward_swigregister = _QuantLib.PiecewiseLinearForward_swigregister PiecewiseLinearForward_swigregister(PiecewiseLinearForward) class PiecewiseLinearZero(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_PiecewiseLinearZero(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.PiecewiseLinearZero_dates(self) def times(self): return _QuantLib.PiecewiseLinearZero_times(self) def nodes(self): return _QuantLib.PiecewiseLinearZero_nodes(self) __swig_destroy__ = _QuantLib.delete_PiecewiseLinearZero __del__ = lambda self: None PiecewiseLinearZero_swigregister = _QuantLib.PiecewiseLinearZero_swigregister PiecewiseLinearZero_swigregister(PiecewiseLinearZero) class PiecewiseCubicZero(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_PiecewiseCubicZero(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.PiecewiseCubicZero_dates(self) def times(self): return _QuantLib.PiecewiseCubicZero_times(self) def nodes(self): return _QuantLib.PiecewiseCubicZero_nodes(self) __swig_destroy__ = _QuantLib.delete_PiecewiseCubicZero __del__ = lambda self: None PiecewiseCubicZero_swigregister = _QuantLib.PiecewiseCubicZero_swigregister PiecewiseCubicZero_swigregister(PiecewiseCubicZero) class PiecewiseLogCubicDiscount(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_PiecewiseLogCubicDiscount(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def dates(self): return _QuantLib.PiecewiseLogCubicDiscount_dates(self) def times(self): return _QuantLib.PiecewiseLogCubicDiscount_times(self) def nodes(self): return _QuantLib.PiecewiseLogCubicDiscount_nodes(self) __swig_destroy__ = _QuantLib.delete_PiecewiseLogCubicDiscount __del__ = lambda self: None PiecewiseLogCubicDiscount_swigregister = _QuantLib.PiecewiseLogCubicDiscount_swigregister PiecewiseLogCubicDiscount_swigregister(PiecewiseLogCubicDiscount) class SampledCurve(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_SampledCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def grid(self): return _QuantLib.SampledCurve_grid(self) def values(self): return _QuantLib.SampledCurve_values(self) def gridValue(self, i): return _QuantLib.SampledCurve_gridValue(self, i) def value(self, i): return _QuantLib.SampledCurve_value(self, i) def size(self): return _QuantLib.SampledCurve_size(self) def empty(self): return _QuantLib.SampledCurve_empty(self) def setGrid(self, arg2): return _QuantLib.SampledCurve_setGrid(self, arg2) def setValues(self, arg2): return _QuantLib.SampledCurve_setValues(self, arg2) def swap(self, arg2): return _QuantLib.SampledCurve_swap(self, arg2) def setLogGrid(self, min, max): return _QuantLib.SampledCurve_setLogGrid(self, min, max) def regridLogGrid(self, min, max): return _QuantLib.SampledCurve_regridLogGrid(self, min, max) def shiftGrid(self, s): return _QuantLib.SampledCurve_shiftGrid(self, s) def scaleGrid(self, s): return _QuantLib.SampledCurve_scaleGrid(self, s) def regrid(self, arg2): return _QuantLib.SampledCurve_regrid(self, arg2) __swig_destroy__ = _QuantLib.delete_SampledCurve __del__ = lambda self: None SampledCurve_swigregister = _QuantLib.SampledCurve_swigregister SampledCurve_swigregister(SampledCurve) class Settings(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') def __init__(self, *args, **kwargs): raise AttributeError("No constructor defined") __repr__ = _swig_repr instance = staticmethod(_QuantLib.Settings_instance) def getEvaluationDate(self): return _QuantLib.Settings_getEvaluationDate(self) def setEvaluationDate(self, d): return _QuantLib.Settings_setEvaluationDate(self, d) def includeReferenceDateEvents(self, b): return _QuantLib.Settings_includeReferenceDateEvents(self, b) def includeTodaysCashFlows(self, b): return _QuantLib.Settings_includeTodaysCashFlows(self, b) evaluationDate = property(getEvaluationDate,setEvaluationDate,None) includeReferenceDateCashFlows = property(None,includeReferenceDateEvents,None) includeReferenceDateEvents = property(None,includeReferenceDateEvents,None) includeTodaysCashFlows = property(None,includeTodaysCashFlows,None) __swig_destroy__ = _QuantLib.delete_Settings __del__ = lambda self: None Settings_swigregister = _QuantLib.Settings_swigregister Settings_swigregister(Settings) def Settings_instance(): return _QuantLib.Settings_instance() Settings_instance = _QuantLib.Settings_instance class Statistics(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def samples(self): return _QuantLib.Statistics_samples(self) def weightSum(self): return _QuantLib.Statistics_weightSum(self) def mean(self): return _QuantLib.Statistics_mean(self) def variance(self): return _QuantLib.Statistics_variance(self) def standardDeviation(self): return _QuantLib.Statistics_standardDeviation(self) def errorEstimate(self): return _QuantLib.Statistics_errorEstimate(self) def skewness(self): return _QuantLib.Statistics_skewness(self) def kurtosis(self): return _QuantLib.Statistics_kurtosis(self) def min(self): return _QuantLib.Statistics_min(self) def max(self): return _QuantLib.Statistics_max(self) def reset(self): return _QuantLib.Statistics_reset(self) def add(self, *args): return _QuantLib.Statistics_add(self, *args) def __init__(self): this = _QuantLib.new_Statistics() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Statistics __del__ = lambda self: None Statistics_swigregister = _QuantLib.Statistics_swigregister Statistics_swigregister(Statistics) class IncrementalStatistics(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def samples(self): return _QuantLib.IncrementalStatistics_samples(self) def weightSum(self): return _QuantLib.IncrementalStatistics_weightSum(self) def mean(self): return _QuantLib.IncrementalStatistics_mean(self) def variance(self): return _QuantLib.IncrementalStatistics_variance(self) def standardDeviation(self): return _QuantLib.IncrementalStatistics_standardDeviation(self) def errorEstimate(self): return _QuantLib.IncrementalStatistics_errorEstimate(self) def skewness(self): return _QuantLib.IncrementalStatistics_skewness(self) def kurtosis(self): return _QuantLib.IncrementalStatistics_kurtosis(self) def min(self): return _QuantLib.IncrementalStatistics_min(self) def max(self): return _QuantLib.IncrementalStatistics_max(self) def reset(self): return _QuantLib.IncrementalStatistics_reset(self) def add(self, *args): return _QuantLib.IncrementalStatistics_add(self, *args) def __init__(self): this = _QuantLib.new_IncrementalStatistics() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_IncrementalStatistics __del__ = lambda self: None IncrementalStatistics_swigregister = _QuantLib.IncrementalStatistics_swigregister IncrementalStatistics_swigregister(IncrementalStatistics) class RiskStatistics(Statistics): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def semiVariance(self): return _QuantLib.RiskStatistics_semiVariance(self) def semiDeviation(self): return _QuantLib.RiskStatistics_semiDeviation(self) def downsideVariance(self): return _QuantLib.RiskStatistics_downsideVariance(self) def downsideDeviation(self): return _QuantLib.RiskStatistics_downsideDeviation(self) def regret(self, target): return _QuantLib.RiskStatistics_regret(self, target) def potentialUpside(self, percentile): return _QuantLib.RiskStatistics_potentialUpside(self, percentile) def valueAtRisk(self, percentile): return _QuantLib.RiskStatistics_valueAtRisk(self, percentile) def expectedShortfall(self, percentile): return _QuantLib.RiskStatistics_expectedShortfall(self, percentile) def shortfall(self, target): return _QuantLib.RiskStatistics_shortfall(self, target) def averageShortfall(self, target): return _QuantLib.RiskStatistics_averageShortfall(self, target) def __init__(self): this = _QuantLib.new_RiskStatistics() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_RiskStatistics __del__ = lambda self: None RiskStatistics_swigregister = _QuantLib.RiskStatistics_swigregister RiskStatistics_swigregister(RiskStatistics) class MultipleStatistics(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, dimension): this = _QuantLib.new_MultipleStatistics(dimension) try: self.this.append(this) except __builtin__.Exception: self.this = this def size(self): return _QuantLib.MultipleStatistics_size(self) def samples(self): return _QuantLib.MultipleStatistics_samples(self) def weightSum(self): return _QuantLib.MultipleStatistics_weightSum(self) def mean(self): return _QuantLib.MultipleStatistics_mean(self) def variance(self): return _QuantLib.MultipleStatistics_variance(self) def standardDeviation(self): return _QuantLib.MultipleStatistics_standardDeviation(self) def errorEstimate(self): return _QuantLib.MultipleStatistics_errorEstimate(self) def skewness(self): return _QuantLib.MultipleStatistics_skewness(self) def kurtosis(self): return _QuantLib.MultipleStatistics_kurtosis(self) def min(self): return _QuantLib.MultipleStatistics_min(self) def max(self): return _QuantLib.MultipleStatistics_max(self) def covariance(self): return _QuantLib.MultipleStatistics_covariance(self) def correlation(self): return _QuantLib.MultipleStatistics_correlation(self) def reset(self): return _QuantLib.MultipleStatistics_reset(self) def add(self, *args): return _QuantLib.MultipleStatistics_add(self, *args) __swig_destroy__ = _QuantLib.delete_MultipleStatistics __del__ = lambda self: None MultipleStatistics_swigregister = _QuantLib.MultipleStatistics_swigregister MultipleStatistics_swigregister(MultipleStatistics) class SequenceStatistics(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, dimension): this = _QuantLib.new_SequenceStatistics(dimension) try: self.this.append(this) except __builtin__.Exception: self.this = this def size(self): return _QuantLib.SequenceStatistics_size(self) def samples(self): return _QuantLib.SequenceStatistics_samples(self) def weightSum(self): return _QuantLib.SequenceStatistics_weightSum(self) def mean(self): return _QuantLib.SequenceStatistics_mean(self) def variance(self): return _QuantLib.SequenceStatistics_variance(self) def standardDeviation(self): return _QuantLib.SequenceStatistics_standardDeviation(self) def errorEstimate(self): return _QuantLib.SequenceStatistics_errorEstimate(self) def skewness(self): return _QuantLib.SequenceStatistics_skewness(self) def kurtosis(self): return _QuantLib.SequenceStatistics_kurtosis(self) def min(self): return _QuantLib.SequenceStatistics_min(self) def max(self): return _QuantLib.SequenceStatistics_max(self) def covariance(self): return _QuantLib.SequenceStatistics_covariance(self) def correlation(self): return _QuantLib.SequenceStatistics_correlation(self) def reset(self): return _QuantLib.SequenceStatistics_reset(self) def add(self, *args): return _QuantLib.SequenceStatistics_add(self, *args) __swig_destroy__ = _QuantLib.delete_SequenceStatistics __del__ = lambda self: None SequenceStatistics_swigregister = _QuantLib.SequenceStatistics_swigregister SequenceStatistics_swigregister(SequenceStatistics) class MultipleIncrementalStatistics(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, dimension): this = _QuantLib.new_MultipleIncrementalStatistics(dimension) try: self.this.append(this) except __builtin__.Exception: self.this = this def size(self): return _QuantLib.MultipleIncrementalStatistics_size(self) def samples(self): return _QuantLib.MultipleIncrementalStatistics_samples(self) def weightSum(self): return _QuantLib.MultipleIncrementalStatistics_weightSum(self) def mean(self): return _QuantLib.MultipleIncrementalStatistics_mean(self) def variance(self): return _QuantLib.MultipleIncrementalStatistics_variance(self) def standardDeviation(self): return _QuantLib.MultipleIncrementalStatistics_standardDeviation(self) def errorEstimate(self): return _QuantLib.MultipleIncrementalStatistics_errorEstimate(self) def skewness(self): return _QuantLib.MultipleIncrementalStatistics_skewness(self) def kurtosis(self): return _QuantLib.MultipleIncrementalStatistics_kurtosis(self) def min(self): return _QuantLib.MultipleIncrementalStatistics_min(self) def max(self): return _QuantLib.MultipleIncrementalStatistics_max(self) def covariance(self): return _QuantLib.MultipleIncrementalStatistics_covariance(self) def correlation(self): return _QuantLib.MultipleIncrementalStatistics_correlation(self) def reset(self): return _QuantLib.MultipleIncrementalStatistics_reset(self) def add(self, *args): return _QuantLib.MultipleIncrementalStatistics_add(self, *args) __swig_destroy__ = _QuantLib.delete_MultipleIncrementalStatistics __del__ = lambda self: None MultipleIncrementalStatistics_swigregister = _QuantLib.MultipleIncrementalStatistics_swigregister MultipleIncrementalStatistics_swigregister(MultipleIncrementalStatistics) class CapFloorTermVolatilityStructure(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.CapFloorTermVolatilityStructure___deref__(self) def __nonzero__(self): return _QuantLib.CapFloorTermVolatilityStructure___nonzero__(self) def __bool__(self): return _QuantLib.CapFloorTermVolatilityStructure___bool__(self) def asObservable(self): return _QuantLib.CapFloorTermVolatilityStructure_asObservable(self) def __init__(self): this = _QuantLib.new_CapFloorTermVolatilityStructure() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CapFloorTermVolatilityStructure __del__ = lambda self: None def volatility(self, *args): return _QuantLib.CapFloorTermVolatilityStructure_volatility(self, *args) def enableExtrapolation(self): return _QuantLib.CapFloorTermVolatilityStructure_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.CapFloorTermVolatilityStructure_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.CapFloorTermVolatilityStructure_allowsExtrapolation(self) CapFloorTermVolatilityStructure_swigregister = _QuantLib.CapFloorTermVolatilityStructure_swigregister CapFloorTermVolatilityStructure_swigregister(CapFloorTermVolatilityStructure) class CapFloorTermVolatilityStructureHandle(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_CapFloorTermVolatilityStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def __deref__(self): return _QuantLib.CapFloorTermVolatilityStructureHandle___deref__(self) def __nonzero__(self): return _QuantLib.CapFloorTermVolatilityStructureHandle___nonzero__(self) def __bool__(self): return _QuantLib.CapFloorTermVolatilityStructureHandle___bool__(self) def asObservable(self): return _QuantLib.CapFloorTermVolatilityStructureHandle_asObservable(self) __swig_destroy__ = _QuantLib.delete_CapFloorTermVolatilityStructureHandle __del__ = lambda self: None def volatility(self, *args): return _QuantLib.CapFloorTermVolatilityStructureHandle_volatility(self, *args) def enableExtrapolation(self): return _QuantLib.CapFloorTermVolatilityStructureHandle_enableExtrapolation(self) def disableExtrapolation(self): return _QuantLib.CapFloorTermVolatilityStructureHandle_disableExtrapolation(self) def allowsExtrapolation(self): return _QuantLib.CapFloorTermVolatilityStructureHandle_allowsExtrapolation(self) CapFloorTermVolatilityStructureHandle_swigregister = _QuantLib.CapFloorTermVolatilityStructureHandle_swigregister CapFloorTermVolatilityStructureHandle_swigregister(CapFloorTermVolatilityStructureHandle) class RelinkableCapFloorTermVolatilityStructureHandle(CapFloorTermVolatilityStructureHandle): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_RelinkableCapFloorTermVolatilityStructureHandle(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def linkTo(self, arg2): return _QuantLib.RelinkableCapFloorTermVolatilityStructureHandle_linkTo(self, arg2) __swig_destroy__ = _QuantLib.delete_RelinkableCapFloorTermVolatilityStructureHandle __del__ = lambda self: None RelinkableCapFloorTermVolatilityStructureHandle_swigregister = _QuantLib.RelinkableCapFloorTermVolatilityStructureHandle_swigregister RelinkableCapFloorTermVolatilityStructureHandle_swigregister(RelinkableCapFloorTermVolatilityStructureHandle) class CapFloorTermVolCurve(CapFloorTermVolatilityStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_CapFloorTermVolCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CapFloorTermVolCurve __del__ = lambda self: None CapFloorTermVolCurve_swigregister = _QuantLib.CapFloorTermVolCurve_swigregister CapFloorTermVolCurve_swigregister(CapFloorTermVolCurve) class CapFloorTermVolSurface(CapFloorTermVolatilityStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_CapFloorTermVolSurface(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_CapFloorTermVolSurface __del__ = lambda self: None CapFloorTermVolSurface_swigregister = _QuantLib.CapFloorTermVolSurface_swigregister CapFloorTermVolSurface_swigregister(CapFloorTermVolSurface) class StrippedOptionletBase(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __deref__(self): return _QuantLib.StrippedOptionletBase___deref__(self) def __nonzero__(self): return _QuantLib.StrippedOptionletBase___nonzero__(self) def __bool__(self): return _QuantLib.StrippedOptionletBase___bool__(self) def __init__(self): this = _QuantLib.new_StrippedOptionletBase() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_StrippedOptionletBase __del__ = lambda self: None def optionletStrikes(self, i): return _QuantLib.StrippedOptionletBase_optionletStrikes(self, i) def optionletVolatilities(self, i): return _QuantLib.StrippedOptionletBase_optionletVolatilities(self, i) def optionletFixingDates(self): return _QuantLib.StrippedOptionletBase_optionletFixingDates(self) def optionletFixingTimes(self): return _QuantLib.StrippedOptionletBase_optionletFixingTimes(self) def optionletMaturities(self): return _QuantLib.StrippedOptionletBase_optionletMaturities(self) def atmOptionletRates(self): return _QuantLib.StrippedOptionletBase_atmOptionletRates(self) def dayCounter(self): return _QuantLib.StrippedOptionletBase_dayCounter(self) def calendar(self): return _QuantLib.StrippedOptionletBase_calendar(self) def settlementDays(self): return _QuantLib.StrippedOptionletBase_settlementDays(self) def businessDayConvention(self): return _QuantLib.StrippedOptionletBase_businessDayConvention(self) StrippedOptionletBase_swigregister = _QuantLib.StrippedOptionletBase_swigregister StrippedOptionletBase_swigregister(StrippedOptionletBase) class OptionletStripper1(StrippedOptionletBase): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args, **kwargs): this = _QuantLib.new_OptionletStripper1(*args, **kwargs) try: self.this.append(this) except __builtin__.Exception: self.this = this def capFloorPrices(self): return _QuantLib.OptionletStripper1_capFloorPrices(self) def capFloorVolatilities(self): return _QuantLib.OptionletStripper1_capFloorVolatilities(self) def optionletPrices(self): return _QuantLib.OptionletStripper1_optionletPrices(self) def switchStrike(self): return _QuantLib.OptionletStripper1_switchStrike(self) __swig_destroy__ = _QuantLib.delete_OptionletStripper1 __del__ = lambda self: None OptionletStripper1_swigregister = _QuantLib.OptionletStripper1_swigregister OptionletStripper1_swigregister(OptionletStripper1) class StrippedOptionletAdapter(OptionletVolatilityStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, stripper): this = _QuantLib.new_StrippedOptionletAdapter(stripper) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_StrippedOptionletAdapter __del__ = lambda self: None StrippedOptionletAdapter_swigregister = _QuantLib.StrippedOptionletAdapter_swigregister StrippedOptionletAdapter_swigregister(StrippedOptionletAdapter) class Settlement(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr Physical = _QuantLib.Settlement_Physical Cash = _QuantLib.Settlement_Cash PhysicalOTC = _QuantLib.Settlement_PhysicalOTC PhysicalCleared = _QuantLib.Settlement_PhysicalCleared CollateralizedCashPrice = _QuantLib.Settlement_CollateralizedCashPrice ParYieldCurve = _QuantLib.Settlement_ParYieldCurve def __init__(self): this = _QuantLib.new_Settlement() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Settlement __del__ = lambda self: None Settlement_swigregister = _QuantLib.Settlement_swigregister Settlement_swigregister(Settlement) class Swaption(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_Swaption(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def settlementType(self): return _QuantLib.Swaption_settlementType(self) def settlementMethod(self): return _QuantLib.Swaption_settlementMethod(self) def underlyingSwap(self): return _QuantLib.Swaption_underlyingSwap(self) __swig_destroy__ = _QuantLib.delete_Swaption __del__ = lambda self: None Swaption_swigregister = _QuantLib.Swaption_swigregister Swaption_swigregister(Swaption) class NonstandardSwaption(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_NonstandardSwaption(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def calibrationBasket(self, standardSwapBase, swaptionVolatility, typeStr): return _QuantLib.NonstandardSwaption_calibrationBasket(self, standardSwapBase, swaptionVolatility, typeStr) def underlyingSwap(self): return _QuantLib.NonstandardSwaption_underlyingSwap(self) def probabilities(self): return _QuantLib.NonstandardSwaption_probabilities(self) __swig_destroy__ = _QuantLib.delete_NonstandardSwaption __del__ = lambda self: None NonstandardSwaption_swigregister = _QuantLib.NonstandardSwaption_swigregister NonstandardSwaption_swigregister(NonstandardSwaption) class FloatFloatSwaption(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, simpleSwap, exercise): this = _QuantLib.new_FloatFloatSwaption(simpleSwap, exercise) try: self.this.append(this) except __builtin__.Exception: self.this = this def calibrationBasket(self, standardSwapBase, swaptionVolatility, typeStr): return _QuantLib.FloatFloatSwaption_calibrationBasket(self, standardSwapBase, swaptionVolatility, typeStr) def underlyingValue(self): return _QuantLib.FloatFloatSwaption_underlyingValue(self) def underlyingSwap(self): return _QuantLib.FloatFloatSwaption_underlyingSwap(self) def probabilities(self): return _QuantLib.FloatFloatSwaption_probabilities(self) __swig_destroy__ = _QuantLib.delete_FloatFloatSwaption __del__ = lambda self: None FloatFloatSwaption_swigregister = _QuantLib.FloatFloatSwaption_swigregister FloatFloatSwaption_swigregister(FloatFloatSwaption) class BlackSwaptionEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_BlackSwaptionEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def vega(self): return _QuantLib.BlackSwaptionEngine_vega(self) __swig_destroy__ = _QuantLib.delete_BlackSwaptionEngine __del__ = lambda self: None BlackSwaptionEngine_swigregister = _QuantLib.BlackSwaptionEngine_swigregister BlackSwaptionEngine_swigregister(BlackSwaptionEngine) class BachelierSwaptionEngine(PricingEngine): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_BachelierSwaptionEngine(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_BachelierSwaptionEngine __del__ = lambda self: None BachelierSwaptionEngine_swigregister = _QuantLib.BachelierSwaptionEngine_swigregister BachelierSwaptionEngine_swigregister(BachelierSwaptionEngine) def enableTracing(): return _QuantLib.enableTracing() enableTracing = _QuantLib.enableTracing def disableTracing(): return _QuantLib.disableTracing() disableTracing = _QuantLib.disableTracing class ConstantEstimator(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, size): this = _QuantLib.new_ConstantEstimator(size) try: self.this.append(this) except __builtin__.Exception: self.this = this def calculate(self, arg2): return _QuantLib.ConstantEstimator_calculate(self, arg2) __swig_destroy__ = _QuantLib.delete_ConstantEstimator __del__ = lambda self: None ConstantEstimator_swigregister = _QuantLib.ConstantEstimator_swigregister ConstantEstimator_swigregister(ConstantEstimator) class ParkinsonSigma(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, yearFraction): this = _QuantLib.new_ParkinsonSigma(yearFraction) try: self.this.append(this) except __builtin__.Exception: self.this = this def calculate(self, arg2): return _QuantLib.ParkinsonSigma_calculate(self, arg2) __swig_destroy__ = _QuantLib.delete_ParkinsonSigma __del__ = lambda self: None ParkinsonSigma_swigregister = _QuantLib.ParkinsonSigma_swigregister ParkinsonSigma_swigregister(ParkinsonSigma) class GarmanKlassSigma1(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, yearFraction, marketOpenFraction): this = _QuantLib.new_GarmanKlassSigma1(yearFraction, marketOpenFraction) try: self.this.append(this) except __builtin__.Exception: self.this = this def calculate(self, arg2): return _QuantLib.GarmanKlassSigma1_calculate(self, arg2) __swig_destroy__ = _QuantLib.delete_GarmanKlassSigma1 __del__ = lambda self: None GarmanKlassSigma1_swigregister = _QuantLib.GarmanKlassSigma1_swigregister GarmanKlassSigma1_swigregister(GarmanKlassSigma1) class GarmanKlassSigma3(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, yearFraction, marketOpenFraction): this = _QuantLib.new_GarmanKlassSigma3(yearFraction, marketOpenFraction) try: self.this.append(this) except __builtin__.Exception: self.this = this def calculate(self, arg2): return _QuantLib.GarmanKlassSigma3_calculate(self, arg2) __swig_destroy__ = _QuantLib.delete_GarmanKlassSigma3 __del__ = lambda self: None GarmanKlassSigma3_swigregister = _QuantLib.GarmanKlassSigma3_swigregister GarmanKlassSigma3_swigregister(GarmanKlassSigma3) class GarmanKlassSigma4(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, yearFraction): this = _QuantLib.new_GarmanKlassSigma4(yearFraction) try: self.this.append(this) except __builtin__.Exception: self.this = this def calculate(self, arg2): return _QuantLib.GarmanKlassSigma4_calculate(self, arg2) __swig_destroy__ = _QuantLib.delete_GarmanKlassSigma4 __del__ = lambda self: None GarmanKlassSigma4_swigregister = _QuantLib.GarmanKlassSigma4_swigregister GarmanKlassSigma4_swigregister(GarmanKlassSigma4) class GarmanKlassSigma5(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, yearFraction): this = _QuantLib.new_GarmanKlassSigma5(yearFraction) try: self.this.append(this) except __builtin__.Exception: self.this = this def calculate(self, arg2): return _QuantLib.GarmanKlassSigma5_calculate(self, arg2) __swig_destroy__ = _QuantLib.delete_GarmanKlassSigma5 __del__ = lambda self: None GarmanKlassSigma5_swigregister = _QuantLib.GarmanKlassSigma5_swigregister GarmanKlassSigma5_swigregister(GarmanKlassSigma5) class GarmanKlassSigma6(object): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, yearFraction, marketOpenFraction): this = _QuantLib.new_GarmanKlassSigma6(yearFraction, marketOpenFraction) try: self.this.append(this) except __builtin__.Exception: self.this = this def calculate(self, arg2): return _QuantLib.GarmanKlassSigma6_calculate(self, arg2) __swig_destroy__ = _QuantLib.delete_GarmanKlassSigma6 __del__ = lambda self: None GarmanKlassSigma6_swigregister = _QuantLib.GarmanKlassSigma6_swigregister GarmanKlassSigma6_swigregister(GarmanKlassSigma6) class ZeroCurve(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ZeroCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def times(self): return _QuantLib.ZeroCurve_times(self) def data(self): return _QuantLib.ZeroCurve_data(self) def dates(self): return _QuantLib.ZeroCurve_dates(self) def zeroRates(self): return _QuantLib.ZeroCurve_zeroRates(self) def nodes(self): return _QuantLib.ZeroCurve_nodes(self) __swig_destroy__ = _QuantLib.delete_ZeroCurve __del__ = lambda self: None ZeroCurve_swigregister = _QuantLib.ZeroCurve_swigregister ZeroCurve_swigregister(ZeroCurve) class LogLinearZeroCurve(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_LogLinearZeroCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def times(self): return _QuantLib.LogLinearZeroCurve_times(self) def data(self): return _QuantLib.LogLinearZeroCurve_data(self) def dates(self): return _QuantLib.LogLinearZeroCurve_dates(self) def zeroRates(self): return _QuantLib.LogLinearZeroCurve_zeroRates(self) def nodes(self): return _QuantLib.LogLinearZeroCurve_nodes(self) __swig_destroy__ = _QuantLib.delete_LogLinearZeroCurve __del__ = lambda self: None LogLinearZeroCurve_swigregister = _QuantLib.LogLinearZeroCurve_swigregister LogLinearZeroCurve_swigregister(LogLinearZeroCurve) class CubicZeroCurve(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_CubicZeroCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def times(self): return _QuantLib.CubicZeroCurve_times(self) def data(self): return _QuantLib.CubicZeroCurve_data(self) def dates(self): return _QuantLib.CubicZeroCurve_dates(self) def zeroRates(self): return _QuantLib.CubicZeroCurve_zeroRates(self) def nodes(self): return _QuantLib.CubicZeroCurve_nodes(self) __swig_destroy__ = _QuantLib.delete_CubicZeroCurve __del__ = lambda self: None CubicZeroCurve_swigregister = _QuantLib.CubicZeroCurve_swigregister CubicZeroCurve_swigregister(CubicZeroCurve) class LogCubicZeroCurve(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_LogCubicZeroCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def times(self): return _QuantLib.LogCubicZeroCurve_times(self) def data(self): return _QuantLib.LogCubicZeroCurve_data(self) def dates(self): return _QuantLib.LogCubicZeroCurve_dates(self) def zeroRates(self): return _QuantLib.LogCubicZeroCurve_zeroRates(self) def nodes(self): return _QuantLib.LogCubicZeroCurve_nodes(self) __swig_destroy__ = _QuantLib.delete_LogCubicZeroCurve __del__ = lambda self: None LogCubicZeroCurve_swigregister = _QuantLib.LogCubicZeroCurve_swigregister LogCubicZeroCurve_swigregister(LogCubicZeroCurve) class ForwardFlatZeroCurve(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_ForwardFlatZeroCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def times(self): return _QuantLib.ForwardFlatZeroCurve_times(self) def data(self): return _QuantLib.ForwardFlatZeroCurve_data(self) def dates(self): return _QuantLib.ForwardFlatZeroCurve_dates(self) def zeroRates(self): return _QuantLib.ForwardFlatZeroCurve_zeroRates(self) def nodes(self): return _QuantLib.ForwardFlatZeroCurve_nodes(self) __swig_destroy__ = _QuantLib.delete_ForwardFlatZeroCurve __del__ = lambda self: None ForwardFlatZeroCurve_swigregister = _QuantLib.ForwardFlatZeroCurve_swigregister ForwardFlatZeroCurve_swigregister(ForwardFlatZeroCurve) class BackwardFlatZeroCurve(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_BackwardFlatZeroCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def times(self): return _QuantLib.BackwardFlatZeroCurve_times(self) def data(self): return _QuantLib.BackwardFlatZeroCurve_data(self) def dates(self): return _QuantLib.BackwardFlatZeroCurve_dates(self) def zeroRates(self): return _QuantLib.BackwardFlatZeroCurve_zeroRates(self) def nodes(self): return _QuantLib.BackwardFlatZeroCurve_nodes(self) __swig_destroy__ = _QuantLib.delete_BackwardFlatZeroCurve __del__ = lambda self: None BackwardFlatZeroCurve_swigregister = _QuantLib.BackwardFlatZeroCurve_swigregister BackwardFlatZeroCurve_swigregister(BackwardFlatZeroCurve) class MonotonicCubicZeroCurve(YieldTermStructure): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_MonotonicCubicZeroCurve(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def times(self): return _QuantLib.MonotonicCubicZeroCurve_times(self) def data(self): return _QuantLib.MonotonicCubicZeroCurve_data(self) def dates(self): return _QuantLib.MonotonicCubicZeroCurve_dates(self) def zeroRates(self): return _QuantLib.MonotonicCubicZeroCurve_zeroRates(self) def nodes(self): return _QuantLib.MonotonicCubicZeroCurve_nodes(self) __swig_destroy__ = _QuantLib.delete_MonotonicCubicZeroCurve __del__ = lambda self: None MonotonicCubicZeroCurve_swigregister = _QuantLib.MonotonicCubicZeroCurve_swigregister MonotonicCubicZeroCurve_swigregister(MonotonicCubicZeroCurve) def as_zerocurve(curve): return _QuantLib.as_zerocurve(curve) as_zerocurve = _QuantLib.as_zerocurve class Forward(Instrument): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def forwardValue(self): return _QuantLib.Forward_forwardValue(self) def impliedYield(self, underlyingSpotValue, forwardValue, settlementDate, compoundingConvention, dayCounter): return _QuantLib.Forward_impliedYield(self, underlyingSpotValue, forwardValue, settlementDate, compoundingConvention, dayCounter) def __init__(self): this = _QuantLib.new_Forward() try: self.this.append(this) except __builtin__.Exception: self.this = this __swig_destroy__ = _QuantLib.delete_Forward __del__ = lambda self: None Forward_swigregister = _QuantLib.Forward_swigregister Forward_swigregister(Forward) class FixedRateBondForward(Forward): thisown = _swig_property(lambda x: x.this.own(), lambda x, v: x.this.own(v), doc='The membership flag') __repr__ = _swig_repr def __init__(self, *args): this = _QuantLib.new_FixedRateBondForward(*args) try: self.this.append(this) except __builtin__.Exception: self.this = this def forwardPrice(self): return _QuantLib.FixedRateBondForward_forwardPrice(self) def cleanForwardPrice(self): return _QuantLib.FixedRateBondForward_cleanForwardPrice(self) def spotIncome(self, incomeDiscountCurve): return _QuantLib.FixedRateBondForward_spotIncome(self, incomeDiscountCurve) def spotValue(self): return _QuantLib.FixedRateBondForward_spotValue(self) __swig_destroy__ = _QuantLib.delete_FixedRateBondForward __del__ = lambda self: None FixedRateBondForward_swigregister = _QuantLib.FixedRateBondForward_swigregister FixedRateBondForward_swigregister(FixedRateBondForward)