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/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003 StatPro Italia srl
Copyright (c) 2005 Dominic Thuillier
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email quantlib-dev@lists.sf.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#ifndef quantlib_piecewise_flat_forward_i
#define quantlib_piecewise_flat_forward_i
%include termstructures.i
%include ratehelpers.i
#if defined(VC6)
%{
using QuantLib::PiecewiseFlatForward;
typedef boost::shared_ptr<YieldTermStructure> PiecewiseFlatForwardPtr;
%}
%rename(PiecewiseFlatForward) PiecewiseFlatForwardPtr;
class PiecewiseFlatForwardPtr : public boost::shared_ptr<YieldTermStructure> {
public:
%extend {
PiecewiseFlatForwardPtr(
const Date& referenceDate,
const std::vector<boost::shared_ptr<RateHelper> >& instruments,
const DayCounter& dayCounter,
Real accuracy = 1.0e-12) {
return new PiecewiseFlatForwardPtr(
new PiecewiseFlatForward(referenceDate,instruments,
dayCounter,accuracy));
}
PiecewiseFlatForwardPtr(
Integer settlementDays, const Calendar& calendar,
const std::vector<boost::shared_ptr<RateHelper> >& instruments,
const DayCounter& dayCounter,
Real accuracy = 1.0e-12) {
return new PiecewiseFlatForwardPtr(
new PiecewiseFlatForward(settlementDays, calendar,
instruments, dayCounter, accuracy));
}
const std::vector<Date>& dates() {
return boost::dynamic_pointer_cast<PiecewiseFlatForward>(*self)
->dates();
}
const std::vector<Time>& times() {
return boost::dynamic_pointer_cast<PiecewiseFlatForward>(*self)
->times();
}
}
};
#endif
#endif
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