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
|
/* ----------------------------------------------------------------------------
* 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 FixedCouponBond extends Bond {
private long swigCPtr;
protected FixedCouponBond(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGFixedCouponBondUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(FixedCouponBond obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_FixedCouponBond(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public FixedCouponBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, DoubleVector coupons, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, YieldTermStructureHandle discountCurve, Date stub, boolean fromEnd) {
this(QuantLibJNI.new_FixedCouponBond__SWIG_0(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, DoubleVector.getCPtr(coupons), couponFrequency.swigValue(), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, YieldTermStructureHandle.getCPtr(discountCurve), Date.getCPtr(stub), fromEnd), true);
}
public FixedCouponBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, DoubleVector coupons, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, YieldTermStructureHandle discountCurve, Date stub) {
this(QuantLibJNI.new_FixedCouponBond__SWIG_1(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, DoubleVector.getCPtr(coupons), couponFrequency.swigValue(), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, YieldTermStructureHandle.getCPtr(discountCurve), Date.getCPtr(stub)), true);
}
public FixedCouponBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, DoubleVector coupons, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, YieldTermStructureHandle discountCurve) {
this(QuantLibJNI.new_FixedCouponBond__SWIG_2(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, DoubleVector.getCPtr(coupons), couponFrequency.swigValue(), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, YieldTermStructureHandle.getCPtr(discountCurve)), true);
}
public FixedCouponBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, DoubleVector coupons, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption) {
this(QuantLibJNI.new_FixedCouponBond__SWIG_3(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, DoubleVector.getCPtr(coupons), couponFrequency.swigValue(), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), accrualConvention.swigValue(), paymentConvention.swigValue(), redemption), true);
}
public FixedCouponBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, DoubleVector coupons, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention) {
this(QuantLibJNI.new_FixedCouponBond__SWIG_4(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, DoubleVector.getCPtr(coupons), couponFrequency.swigValue(), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), accrualConvention.swigValue(), paymentConvention.swigValue()), true);
}
public FixedCouponBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, DoubleVector coupons, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention) {
this(QuantLibJNI.new_FixedCouponBond__SWIG_5(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, DoubleVector.getCPtr(coupons), couponFrequency.swigValue(), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), accrualConvention.swigValue()), true);
}
public FixedCouponBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, DoubleVector coupons, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter) {
this(QuantLibJNI.new_FixedCouponBond__SWIG_6(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, DoubleVector.getCPtr(coupons), couponFrequency.swigValue(), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter)), true);
}
}
|
