File: Bond.java

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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.
 * ----------------------------------------------------------------------------- */

package org.quantlib;

public class Bond extends Instrument {
  private long swigCPtr;

  protected Bond(long cPtr, boolean cMemoryOwn) {
    super(QuantLibJNI.SWIGBondUpcast(cPtr), cMemoryOwn);
    swigCPtr = cPtr;
  }

  protected static long getCPtr(Bond obj) {
    return (obj == null) ? 0 : obj.swigCPtr;
  }

  protected void finalize() {
    delete();
  }

  public void delete() {
    if(swigCPtr != 0 && swigCMemOwn) {
      swigCMemOwn = false;
      QuantLibJNI.delete_Bond(swigCPtr);
    }
    swigCPtr = 0;
    super.delete();
  }

  public Date settlementDate() {
    return new Date(QuantLibJNI.Bond_settlementDate(swigCPtr), true);
  }

  public CashFlowVector cashflows() {
    return new CashFlowVector(QuantLibJNI.Bond_cashflows(swigCPtr), true);
  }

  public CashFlow redemption() {
    return new CashFlow(QuantLibJNI.Bond_redemption(swigCPtr), true);
  }

  public Calendar calendar() {
    return new Calendar(QuantLibJNI.Bond_calendar(swigCPtr), true);
  }

  public BusinessDayConvention accrualConvention() {
    return BusinessDayConvention.swigToEnum(QuantLibJNI.Bond_accrualConvention(swigCPtr));
  }

  public BusinessDayConvention paymentConvention() {
    return BusinessDayConvention.swigToEnum(QuantLibJNI.Bond_paymentConvention(swigCPtr));
  }

  public DayCounter dayCounter() {
    return new DayCounter(QuantLibJNI.Bond_dayCounter(swigCPtr), true);
  }

  public Frequency frequency() {
    return Frequency.swigToEnum(QuantLibJNI.Bond_frequency(swigCPtr));
  }

  public double cleanPrice() {
    return QuantLibJNI.Bond_cleanPrice__SWIG_0(swigCPtr);
  }

  public double cleanPrice(double yield, Compounding compounding, Date settlement) {
    return QuantLibJNI.Bond_cleanPrice__SWIG_1(swigCPtr, yield, compounding.swigValue(), Date.getCPtr(settlement));
  }

  public double cleanPrice(double yield, Compounding compounding) {
    return QuantLibJNI.Bond_cleanPrice__SWIG_2(swigCPtr, yield, compounding.swigValue());
  }

  public double dirtyPrice() {
    return QuantLibJNI.Bond_dirtyPrice__SWIG_0(swigCPtr);
  }

  public double dirtyPrice(double yield, Compounding compounding, Date settlement) {
    return QuantLibJNI.Bond_dirtyPrice__SWIG_1(swigCPtr, yield, compounding.swigValue(), Date.getCPtr(settlement));
  }

  public double dirtyPrice(double yield, Compounding compounding) {
    return QuantLibJNI.Bond_dirtyPrice__SWIG_2(swigCPtr, yield, compounding.swigValue());
  }

  public double yield(Compounding compounding, double accuracy, long maxEvaluations) {
    return QuantLibJNI.Bond_yield__SWIG_0(swigCPtr, compounding.swigValue(), accuracy, maxEvaluations);
  }

  public double yield(Compounding compounding, double accuracy) {
    return QuantLibJNI.Bond_yield__SWIG_1(swigCPtr, compounding.swigValue(), accuracy);
  }

  public double yield(Compounding compounding) {
    return QuantLibJNI.Bond_yield__SWIG_2(swigCPtr, compounding.swigValue());
  }

  public double yield(double cleanPrice, Compounding compounding, Date settlement, double accuracy, long maxEvaluations) {
    return QuantLibJNI.Bond_yield__SWIG_3(swigCPtr, cleanPrice, compounding.swigValue(), Date.getCPtr(settlement), accuracy, maxEvaluations);
  }

  public double yield(double cleanPrice, Compounding compounding, Date settlement, double accuracy) {
    return QuantLibJNI.Bond_yield__SWIG_4(swigCPtr, cleanPrice, compounding.swigValue(), Date.getCPtr(settlement), accuracy);
  }

  public double yield(double cleanPrice, Compounding compounding, Date settlement) {
    return QuantLibJNI.Bond_yield__SWIG_5(swigCPtr, cleanPrice, compounding.swigValue(), Date.getCPtr(settlement));
  }

  public double yield(double cleanPrice, Compounding compounding) {
    return QuantLibJNI.Bond_yield__SWIG_6(swigCPtr, cleanPrice, compounding.swigValue());
  }

  public double accruedAmount(Date settlement) {
    return QuantLibJNI.Bond_accruedAmount__SWIG_0(swigCPtr, Date.getCPtr(settlement));
  }

  public double accruedAmount() {
    return QuantLibJNI.Bond_accruedAmount__SWIG_1(swigCPtr);
  }

}