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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 Cashflows {
private long swigCPtr;
protected boolean swigCMemOwn;
protected Cashflows(long cPtr, boolean cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(Cashflows obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_Cashflows(swigCPtr);
}
swigCPtr = 0;
}
public static double npv(CashFlowVector arg0, YieldTermStructureHandle arg1) {
return QuantLibJNI.Cashflows_npv__SWIG_0(CashFlowVector.getCPtr(arg0), YieldTermStructureHandle.getCPtr(arg1));
}
public static double npv(CashFlowVector arg0, InterestRate arg1, Date settlementDate) {
return QuantLibJNI.Cashflows_npv__SWIG_1(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1), Date.getCPtr(settlementDate));
}
public static double npv(CashFlowVector arg0, InterestRate arg1) {
return QuantLibJNI.Cashflows_npv__SWIG_2(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1));
}
public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance, long maxIterations, double guess) {
return QuantLibJNI.Cashflows_irr__SWIG_0(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), tolerance, maxIterations, guess);
}
public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance, long maxIterations) {
return QuantLibJNI.Cashflows_irr__SWIG_1(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), tolerance, maxIterations);
}
public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance) {
return QuantLibJNI.Cashflows_irr__SWIG_2(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), tolerance);
}
public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
return QuantLibJNI.Cashflows_irr__SWIG_3(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate));
}
public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
return QuantLibJNI.Cashflows_irr__SWIG_4(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), compounding.swigValue(), frequency.swigValue());
}
public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding) {
return QuantLibJNI.Cashflows_irr__SWIG_5(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), compounding.swigValue());
}
public static double duration(CashFlowVector arg0, InterestRate arg1, Duration.Type type, Date settlementDate) {
return QuantLibJNI.Cashflows_duration__SWIG_0(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1), type.swigValue(), Date.getCPtr(settlementDate));
}
public static double duration(CashFlowVector arg0, InterestRate arg1, Duration.Type type) {
return QuantLibJNI.Cashflows_duration__SWIG_1(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1), type.swigValue());
}
public static double duration(CashFlowVector arg0, InterestRate arg1) {
return QuantLibJNI.Cashflows_duration__SWIG_2(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1));
}
public static double convexity(CashFlowVector arg0, InterestRate arg1, Date settlementDate) {
return QuantLibJNI.Cashflows_convexity__SWIG_0(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1), Date.getCPtr(settlementDate));
}
public static double convexity(CashFlowVector arg0, InterestRate arg1) {
return QuantLibJNI.Cashflows_convexity__SWIG_1(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1));
}
}
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