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
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
|
/* ----------------------------------------------------------------------------
* 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 YieldTermStructureHandle {
private long swigCPtr;
protected boolean swigCMemOwn;
protected YieldTermStructureHandle(long cPtr, boolean cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(YieldTermStructureHandle obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_YieldTermStructureHandle(swigCPtr);
}
swigCPtr = 0;
}
public YieldTermStructureHandle(YieldTermStructure arg0) {
this(QuantLibJNI.new_YieldTermStructureHandle__SWIG_0(YieldTermStructure.getCPtr(arg0)), true);
}
public YieldTermStructureHandle() {
this(QuantLibJNI.new_YieldTermStructureHandle__SWIG_1(), true);
}
public YieldTermStructure __deref__() {
return new YieldTermStructure(QuantLibJNI.YieldTermStructureHandle___deref__(swigCPtr), true);
}
public void linkTo(YieldTermStructure arg0) {
QuantLibJNI.YieldTermStructureHandle_linkTo(swigCPtr, YieldTermStructure.getCPtr(arg0));
}
public boolean empty() {
return QuantLibJNI.YieldTermStructureHandle_empty(swigCPtr);
}
public Observable asObservable() {
return new Observable(QuantLibJNI.YieldTermStructureHandle_asObservable(swigCPtr), true);
}
public DayCounter dayCounter() {
return new DayCounter(QuantLibJNI.YieldTermStructureHandle_dayCounter(swigCPtr), true);
}
public Calendar calendar() {
return new Calendar(QuantLibJNI.YieldTermStructureHandle_calendar(swigCPtr), true);
}
public Date referenceDate() {
return new Date(QuantLibJNI.YieldTermStructureHandle_referenceDate(swigCPtr), true);
}
public Date maxDate() {
return new Date(QuantLibJNI.YieldTermStructureHandle_maxDate(swigCPtr), true);
}
public double maxTime() {
return QuantLibJNI.YieldTermStructureHandle_maxTime(swigCPtr);
}
public double discount(Date arg0, boolean extrapolate) {
return QuantLibJNI.YieldTermStructureHandle_discount__SWIG_0(swigCPtr, Date.getCPtr(arg0), extrapolate);
}
public double discount(Date arg0) {
return QuantLibJNI.YieldTermStructureHandle_discount__SWIG_1(swigCPtr, Date.getCPtr(arg0));
}
public double discount(double arg0, boolean extrapolate) {
return QuantLibJNI.YieldTermStructureHandle_discount__SWIG_2(swigCPtr, arg0, extrapolate);
}
public double discount(double arg0) {
return QuantLibJNI.YieldTermStructureHandle_discount__SWIG_3(swigCPtr, arg0);
}
public InterestRate zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f, boolean extrapolate) {
return new InterestRate(QuantLibJNI.YieldTermStructureHandle_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.YieldTermStructureHandle_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.YieldTermStructureHandle_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.YieldTermStructureHandle_zeroRate__SWIG_3(swigCPtr, t, arg1.swigValue(), f.swigValue(), extrapolate), true);
}
public InterestRate zeroRate(double t, Compounding arg1, Frequency f) {
return new InterestRate(QuantLibJNI.YieldTermStructureHandle_zeroRate__SWIG_4(swigCPtr, t, arg1.swigValue(), f.swigValue()), true);
}
public InterestRate zeroRate(double t, Compounding arg1) {
return new InterestRate(QuantLibJNI.YieldTermStructureHandle_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.YieldTermStructureHandle_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.YieldTermStructureHandle_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.YieldTermStructureHandle_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.YieldTermStructureHandle_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.YieldTermStructureHandle_forwardRate__SWIG_4(swigCPtr, t1, t2, arg2.swigValue(), f.swigValue()), true);
}
public InterestRate forwardRate(double t1, double t2, Compounding arg2) {
return new InterestRate(QuantLibJNI.YieldTermStructureHandle_forwardRate__SWIG_5(swigCPtr, t1, t2, arg2.swigValue()), true);
}
public void enableExtrapolation() {
QuantLibJNI.YieldTermStructureHandle_enableExtrapolation(swigCPtr);
}
public void disableExtrapolation() {
QuantLibJNI.YieldTermStructureHandle_disableExtrapolation(swigCPtr);
}
public boolean allowsExtrapolation() {
return QuantLibJNI.YieldTermStructureHandle_allowsExtrapolation(swigCPtr);
}
}
|
