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
65
66
67
68
|
/* ----------------------------------------------------------------------------
* 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 Xibor extends Index {
private long swigCPtr;
protected Xibor(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGXiborUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(Xibor obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_Xibor(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public Xibor(String familyName, int n, TimeUnit units, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, YieldTermStructureHandle h) {
this(QuantLibJNI.new_Xibor(familyName, n, units.swigValue(), settlementDays, Currency.getCPtr(currency), Calendar.getCPtr(calendar), convention.swigValue(), DayCounter.getCPtr(dayCounter), YieldTermStructureHandle.getCPtr(h)), true);
}
public Period tenor() {
return new Period(QuantLibJNI.Xibor_tenor(swigCPtr), true);
}
public Frequency frequency() {
return Frequency.swigToEnum(QuantLibJNI.Xibor_frequency(swigCPtr));
}
public Currency currency() {
return new Currency(QuantLibJNI.Xibor_currency(swigCPtr), true);
}
public Calendar calendar() {
return new Calendar(QuantLibJNI.Xibor_calendar(swigCPtr), true);
}
public boolean isAdjusted() {
return QuantLibJNI.Xibor_isAdjusted(swigCPtr);
}
public BusinessDayConvention businessDayConvention() {
return BusinessDayConvention.swigToEnum(QuantLibJNI.Xibor_businessDayConvention(swigCPtr));
}
public DayCounter dayCounter() {
return new DayCounter(QuantLibJNI.Xibor_dayCounter(swigCPtr), true);
}
}
|
