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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 FloatingRateBond : Bond {
private HandleRef swigCPtr;
internal FloatingRateBond(IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.FloatingRateBondUpcast(cPtr), cMemoryOwn) {
swigCPtr = new HandleRef(this, cPtr);
}
internal static HandleRef getCPtr(FloatingRateBond obj) {
return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
}
~FloatingRateBond() {
Dispose();
}
public override void Dispose() {
if(swigCPtr.Handle != IntPtr.Zero && swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_FloatingRateBond(swigCPtr);
}
swigCPtr = new HandleRef(null, IntPtr.Zero);
GC.SuppressFinalize(this);
base.Dispose();
}
public FloatingRateBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, Xibor index, int fixingDays, DoubleVector spreads, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, YieldTermStructureHandle discountCurve, Date stub, bool fromEnd) : this(NQuantLibcPINVOKE.new_FloatingRateBond__SWIG_0(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads), (int)couponFrequency, Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), (int)accrualConvention, (int)paymentConvention, redemption, YieldTermStructureHandle.getCPtr(discountCurve), Date.getCPtr(stub), fromEnd), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FloatingRateBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, Xibor index, int fixingDays, DoubleVector spreads, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, YieldTermStructureHandle discountCurve, Date stub) : this(NQuantLibcPINVOKE.new_FloatingRateBond__SWIG_1(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads), (int)couponFrequency, Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), (int)accrualConvention, (int)paymentConvention, redemption, YieldTermStructureHandle.getCPtr(discountCurve), Date.getCPtr(stub)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FloatingRateBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, Xibor index, int fixingDays, DoubleVector spreads, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_FloatingRateBond__SWIG_2(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads), (int)couponFrequency, Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), (int)accrualConvention, (int)paymentConvention, redemption, YieldTermStructureHandle.getCPtr(discountCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FloatingRateBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, Xibor index, int fixingDays, DoubleVector spreads, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption) : this(NQuantLibcPINVOKE.new_FloatingRateBond__SWIG_3(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads), (int)couponFrequency, Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), (int)accrualConvention, (int)paymentConvention, redemption), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FloatingRateBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, Xibor index, int fixingDays, DoubleVector spreads, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention) : this(NQuantLibcPINVOKE.new_FloatingRateBond__SWIG_4(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads), (int)couponFrequency, Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), (int)accrualConvention, (int)paymentConvention), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FloatingRateBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, Xibor index, int fixingDays, DoubleVector spreads, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention) : this(NQuantLibcPINVOKE.new_FloatingRateBond__SWIG_5(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads), (int)couponFrequency, Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), (int)accrualConvention), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FloatingRateBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, Xibor index, int fixingDays, DoubleVector spreads, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_FloatingRateBond__SWIG_6(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads), (int)couponFrequency, Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
}
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