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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 FuturesRateHelper : RateHelper {
private HandleRef swigCPtr;
internal FuturesRateHelper(IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.FuturesRateHelperUpcast(cPtr), cMemoryOwn) {
swigCPtr = new HandleRef(this, cPtr);
}
internal static HandleRef getCPtr(FuturesRateHelper obj) {
return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
}
~FuturesRateHelper() {
Dispose();
}
public override void Dispose() {
if(swigCPtr.Handle != IntPtr.Zero && swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_FuturesRateHelper(swigCPtr);
}
swigCPtr = new HandleRef(null, IntPtr.Zero);
GC.SuppressFinalize(this);
base.Dispose();
}
public FuturesRateHelper(QuoteHandle price, Date immDate, int nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, QuoteHandle convexityAdjustment) : this(NQuantLibcPINVOKE.new_FuturesRateHelper__SWIG_0(QuoteHandle.getCPtr(price), Date.getCPtr(immDate), nMonths, Calendar.getCPtr(calendar), (int)convention, DayCounter.getCPtr(dayCounter), QuoteHandle.getCPtr(convexityAdjustment)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FuturesRateHelper(QuoteHandle price, Date immDate, int nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double convexityAdjustment) : this(NQuantLibcPINVOKE.new_FuturesRateHelper__SWIG_1(QuoteHandle.getCPtr(price), Date.getCPtr(immDate), nMonths, Calendar.getCPtr(calendar), (int)convention, DayCounter.getCPtr(dayCounter), convexityAdjustment), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FuturesRateHelper(QuoteHandle price, Date immDate, int nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_FuturesRateHelper__SWIG_2(QuoteHandle.getCPtr(price), Date.getCPtr(immDate), nMonths, Calendar.getCPtr(calendar), (int)convention, DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FuturesRateHelper(double price, Date immDate, int nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double convexityAdjustment) : this(NQuantLibcPINVOKE.new_FuturesRateHelper__SWIG_3(price, Date.getCPtr(immDate), nMonths, Calendar.getCPtr(calendar), (int)convention, DayCounter.getCPtr(dayCounter), convexityAdjustment), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FuturesRateHelper(double price, Date immDate, int nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_FuturesRateHelper__SWIG_4(price, Date.getCPtr(immDate), nMonths, Calendar.getCPtr(calendar), (int)convention, DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FuturesRateHelper(QuoteHandle price, Date immDate, Date matDate, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_FuturesRateHelper__SWIG_5(QuoteHandle.getCPtr(price), Date.getCPtr(immDate), Date.getCPtr(matDate), Calendar.getCPtr(calendar), (int)convention, DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
}
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