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/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
// $Id: PiecewiseFlatForward.i,v 1.14 2002/01/23 10:17:37 lballabio Exp $
#ifndef quantlib_piecewise_flat_forward_i
#define quantlib_piecewise_flat_forward_i
%include TermStructures.i
%include RateHelpers.i
%{
using QuantLib::TermStructures::PiecewiseFlatForward;
typedef Handle<PiecewiseFlatForward> PiecewiseFlatForwardHandle;
%}
// fake inheritance between handles
%name(PiecewiseFlatForward) class PiecewiseFlatForwardHandle
: public TermStructureHandle {
public:
// constructor redefined below
~PiecewiseFlatForwardHandle();
};
%addmethods PiecewiseFlatForwardHandle {
PiecewiseFlatForwardHandle(Currency currency,
DayCounter dayCounter, Date todaysDate,
Calendar calendar, int settlementDays,
RateHelperHandleVector instruments, double accuracy) {
return new PiecewiseFlatForwardHandle(
new PiecewiseFlatForward(currency, dayCounter,
todaysDate, calendar, settlementDays,
instruments, accuracy));
}
const DateVector& dates() {
return (*self)->dates();
}
const DoubleVector& times() {
return (*self)->times();
}
}
#endif
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