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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 YieldTermStructure {
private long swigCPtr;
protected boolean swigCMemOwn;
protected YieldTermStructure(long cPtr, boolean cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(YieldTermStructure obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_YieldTermStructure(swigCPtr);
}
swigCPtr = 0;
}
public SWIGTYPE_p_YieldTermStructure __deref__() {
long cPtr = QuantLibJNI.YieldTermStructure___deref__(swigCPtr);
return (cPtr == 0) ? null : new SWIGTYPE_p_YieldTermStructure(cPtr, false);
}
public boolean isNull() {
return QuantLibJNI.YieldTermStructure_isNull(swigCPtr);
}
public Observable asObservable() {
return new Observable(QuantLibJNI.YieldTermStructure_asObservable(swigCPtr), true);
}
public YieldTermStructure() {
this(QuantLibJNI.new_YieldTermStructure(), true);
}
public DayCounter dayCounter() {
return new DayCounter(QuantLibJNI.YieldTermStructure_dayCounter(swigCPtr), true);
}
public Calendar calendar() {
return new Calendar(QuantLibJNI.YieldTermStructure_calendar(swigCPtr), true);
}
public Date referenceDate() {
return new Date(QuantLibJNI.YieldTermStructure_referenceDate(swigCPtr), true);
}
public Date maxDate() {
return new Date(QuantLibJNI.YieldTermStructure_maxDate(swigCPtr), true);
}
public double maxTime() {
return QuantLibJNI.YieldTermStructure_maxTime(swigCPtr);
}
public double discount(Date arg0, boolean extrapolate) {
return QuantLibJNI.YieldTermStructure_discount__SWIG_0(swigCPtr, Date.getCPtr(arg0), extrapolate);
}
public double discount(Date arg0) {
return QuantLibJNI.YieldTermStructure_discount__SWIG_1(swigCPtr, Date.getCPtr(arg0));
}
public double discount(double arg0, boolean extrapolate) {
return QuantLibJNI.YieldTermStructure_discount__SWIG_2(swigCPtr, arg0, extrapolate);
}
public double discount(double arg0) {
return QuantLibJNI.YieldTermStructure_discount__SWIG_3(swigCPtr, arg0);
}
public InterestRate zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f, boolean extrapolate) {
return new InterestRate(QuantLibJNI.YieldTermStructure_zeroRate__SWIG_0(swigCPtr, Date.getCPtr(d), DayCounter.getCPtr(arg1), arg2.swigValue(), f.swigValue(), extrapolate), true);
}
public InterestRate zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f) {
return new InterestRate(QuantLibJNI.YieldTermStructure_zeroRate__SWIG_1(swigCPtr, Date.getCPtr(d), DayCounter.getCPtr(arg1), arg2.swigValue(), f.swigValue()), true);
}
public InterestRate zeroRate(Date d, DayCounter arg1, Compounding arg2) {
return new InterestRate(QuantLibJNI.YieldTermStructure_zeroRate__SWIG_2(swigCPtr, Date.getCPtr(d), DayCounter.getCPtr(arg1), arg2.swigValue()), true);
}
public InterestRate zeroRate(double t, Compounding arg1, Frequency f, boolean extrapolate) {
return new InterestRate(QuantLibJNI.YieldTermStructure_zeroRate__SWIG_3(swigCPtr, t, arg1.swigValue(), f.swigValue(), extrapolate), true);
}
public InterestRate zeroRate(double t, Compounding arg1, Frequency f) {
return new InterestRate(QuantLibJNI.YieldTermStructure_zeroRate__SWIG_4(swigCPtr, t, arg1.swigValue(), f.swigValue()), true);
}
public InterestRate zeroRate(double t, Compounding arg1) {
return new InterestRate(QuantLibJNI.YieldTermStructure_zeroRate__SWIG_5(swigCPtr, t, arg1.swigValue()), true);
}
public InterestRate forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f, boolean extrapolate) {
return new InterestRate(QuantLibJNI.YieldTermStructure_forwardRate__SWIG_0(swigCPtr, Date.getCPtr(d1), Date.getCPtr(d2), DayCounter.getCPtr(arg2), arg3.swigValue(), f.swigValue(), extrapolate), true);
}
public InterestRate forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f) {
return new InterestRate(QuantLibJNI.YieldTermStructure_forwardRate__SWIG_1(swigCPtr, Date.getCPtr(d1), Date.getCPtr(d2), DayCounter.getCPtr(arg2), arg3.swigValue(), f.swigValue()), true);
}
public InterestRate forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3) {
return new InterestRate(QuantLibJNI.YieldTermStructure_forwardRate__SWIG_2(swigCPtr, Date.getCPtr(d1), Date.getCPtr(d2), DayCounter.getCPtr(arg2), arg3.swigValue()), true);
}
public InterestRate forwardRate(double t1, double t2, Compounding arg2, Frequency f, boolean extrapolate) {
return new InterestRate(QuantLibJNI.YieldTermStructure_forwardRate__SWIG_3(swigCPtr, t1, t2, arg2.swigValue(), f.swigValue(), extrapolate), true);
}
public InterestRate forwardRate(double t1, double t2, Compounding arg2, Frequency f) {
return new InterestRate(QuantLibJNI.YieldTermStructure_forwardRate__SWIG_4(swigCPtr, t1, t2, arg2.swigValue(), f.swigValue()), true);
}
public InterestRate forwardRate(double t1, double t2, Compounding arg2) {
return new InterestRate(QuantLibJNI.YieldTermStructure_forwardRate__SWIG_5(swigCPtr, t1, t2, arg2.swigValue()), true);
}
public void enableExtrapolation() {
QuantLibJNI.YieldTermStructure_enableExtrapolation(swigCPtr);
}
public void disableExtrapolation() {
QuantLibJNI.YieldTermStructure_disableExtrapolation(swigCPtr);
}
public boolean allowsExtrapolation() {
return QuantLibJNI.YieldTermStructure_allowsExtrapolation(swigCPtr);
}
}
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