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/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 1.3.29
*
* Do not make changes to this file unless you know what you are doing--modify
* the SWIG interface file instead.
* ----------------------------------------------------------------------------- */
namespace QuantLib {
using System;
using System.Runtime.InteropServices;
public class Cashflows : IDisposable {
private HandleRef swigCPtr;
protected bool swigCMemOwn;
internal Cashflows(IntPtr cPtr, bool cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = new HandleRef(this, cPtr);
}
internal static HandleRef getCPtr(Cashflows obj) {
return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
}
~Cashflows() {
Dispose();
}
public virtual void Dispose() {
if(swigCPtr.Handle != IntPtr.Zero && swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_Cashflows(swigCPtr);
}
swigCPtr = new HandleRef(null, IntPtr.Zero);
GC.SuppressFinalize(this);
}
public static double npv(CashFlowVector arg0, YieldTermStructureHandle arg1) {
double ret = NQuantLibcPINVOKE.Cashflows_npv__SWIG_0(CashFlowVector.getCPtr(arg0), YieldTermStructureHandle.getCPtr(arg1));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double npv(CashFlowVector arg0, InterestRate arg1, Date settlementDate) {
double ret = NQuantLibcPINVOKE.Cashflows_npv__SWIG_1(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1), Date.getCPtr(settlementDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double npv(CashFlowVector arg0, InterestRate arg1) {
double ret = NQuantLibcPINVOKE.Cashflows_npv__SWIG_2(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance, uint maxIterations, double guess) {
double ret = NQuantLibcPINVOKE.Cashflows_irr__SWIG_0(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency, Date.getCPtr(settlementDate), tolerance, maxIterations, guess);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance, uint maxIterations) {
double ret = NQuantLibcPINVOKE.Cashflows_irr__SWIG_1(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency, Date.getCPtr(settlementDate), tolerance, maxIterations);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance) {
double ret = NQuantLibcPINVOKE.Cashflows_irr__SWIG_2(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency, Date.getCPtr(settlementDate), tolerance);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
double ret = NQuantLibcPINVOKE.Cashflows_irr__SWIG_3(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency, Date.getCPtr(settlementDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
double ret = NQuantLibcPINVOKE.Cashflows_irr__SWIG_4(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding) {
double ret = NQuantLibcPINVOKE.Cashflows_irr__SWIG_5(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), (int)compounding);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double duration(CashFlowVector arg0, InterestRate arg1, Duration.Type type, Date settlementDate) {
double ret = NQuantLibcPINVOKE.Cashflows_duration__SWIG_0(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1), (int)type, Date.getCPtr(settlementDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double duration(CashFlowVector arg0, InterestRate arg1, Duration.Type type) {
double ret = NQuantLibcPINVOKE.Cashflows_duration__SWIG_1(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1), (int)type);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double duration(CashFlowVector arg0, InterestRate arg1) {
double ret = NQuantLibcPINVOKE.Cashflows_duration__SWIG_2(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double convexity(CashFlowVector arg0, InterestRate arg1, Date settlementDate) {
double ret = NQuantLibcPINVOKE.Cashflows_convexity__SWIG_0(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1), Date.getCPtr(settlementDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double convexity(CashFlowVector arg0, InterestRate arg1) {
double ret = NQuantLibcPINVOKE.Cashflows_convexity__SWIG_1(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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