File: CompoundForward.cs

package info (click to toggle)
quantlib-swig 0.3.13-3
  • links: PTS
  • area: main
  • in suites: etch, etch-m68k
  • size: 43,120 kB
  • ctags: 74,378
  • sloc: cpp: 795,926; ansic: 103,715; ml: 39,516; cs: 24,631; java: 17,063; perl: 12,601; python: 6,752; lisp: 2,223; ruby: 1,103; sh: 458; makefile: 319
file content (75 lines) | stat: -rw-r--r-- 3,152 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
/* ----------------------------------------------------------------------------
 * 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 CompoundForward : YieldTermStructure {
  private HandleRef swigCPtr;

  internal CompoundForward(IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.CompoundForwardUpcast(cPtr), cMemoryOwn) {
    swigCPtr = new HandleRef(this, cPtr);
  }

  internal static HandleRef getCPtr(CompoundForward obj) {
    return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
  }

  ~CompoundForward() {
    Dispose();
  }

  public override void Dispose() {
    if(swigCPtr.Handle != IntPtr.Zero && swigCMemOwn) {
      swigCMemOwn = false;
      NQuantLibcPINVOKE.delete_CompoundForward(swigCPtr);
    }
    swigCPtr = new HandleRef(null, IntPtr.Zero);
    GC.SuppressFinalize(this);
    base.Dispose();
  }

  public CompoundForward(Date settlementDate, DateVector dates, DoubleVector rates, Calendar calendar, BusinessDayConvention roll, int compounding, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_CompoundForward(Date.getCPtr(settlementDate), DateVector.getCPtr(dates), DoubleVector.getCPtr(rates), Calendar.getCPtr(calendar), (int)roll, compounding, DayCounter.getCPtr(dayCounter)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public DateVector dates() {
    DateVector ret = new DateVector(NQuantLibcPINVOKE.CompoundForward_dates(swigCPtr), false);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

  public double compoundForward(Date d1, int f, bool extrapolate) {
    double ret = NQuantLibcPINVOKE.CompoundForward_compoundForward__SWIG_0(swigCPtr, Date.getCPtr(d1), f, extrapolate);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

  public double compoundForward(Date d1, int f) {
    double ret = NQuantLibcPINVOKE.CompoundForward_compoundForward__SWIG_1(swigCPtr, Date.getCPtr(d1), f);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

  public double compoundForward(double t1, int f, bool extrapolate) {
    double ret = NQuantLibcPINVOKE.CompoundForward_compoundForward__SWIG_2(swigCPtr, t1, f, extrapolate);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

  public double compoundForward(double t1, int f) {
    double ret = NQuantLibcPINVOKE.CompoundForward_compoundForward__SWIG_3(swigCPtr, t1, f);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

}

}