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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 Swap extends Instrument {
private long swigCPtr;
protected Swap(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGSwapUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(Swap obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_Swap(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public Swap(CashFlowVector firstLeg, CashFlowVector secondLeg, YieldTermStructureHandle termStructure) {
this(QuantLibJNI.new_Swap(CashFlowVector.getCPtr(firstLeg), CashFlowVector.getCPtr(secondLeg), YieldTermStructureHandle.getCPtr(termStructure)), true);
}
public Date startDate() {
return new Date(QuantLibJNI.Swap_startDate(swigCPtr), true);
}
public Date maturity() {
return new Date(QuantLibJNI.Swap_maturity(swigCPtr), true);
}
public double firstLegBPS() {
return QuantLibJNI.Swap_firstLegBPS(swigCPtr);
}
public double secondLegBPS() {
return QuantLibJNI.Swap_secondLegBPS(swigCPtr);
}
}
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