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/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 1.3.33
*
* Do not make changes to this file unless you know what you are doing--modify
* the SWIG interface file instead.
* ----------------------------------------------------------------------------- */
namespace QuantLib {
using System;
using System.Runtime.InteropServices;
public class CashFlows : IDisposable {
private HandleRef swigCPtr;
protected bool swigCMemOwn;
internal CashFlows(IntPtr cPtr, bool cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = new HandleRef(this, cPtr);
}
internal static HandleRef getCPtr(CashFlows obj) {
return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
}
~CashFlows() {
Dispose();
}
public virtual void Dispose() {
lock(this) {
if(swigCPtr.Handle != IntPtr.Zero && swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_CashFlows(swigCPtr);
}
swigCPtr = new HandleRef(null, IntPtr.Zero);
GC.SuppressFinalize(this);
}
}
public static Date startDate(Leg arg0) {
Date ret = new Date(NQuantLibcPINVOKE.CashFlows_startDate(Leg.getCPtr(arg0)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static Date maturityDate(Leg arg0) {
Date ret = new Date(NQuantLibcPINVOKE.CashFlows_maturityDate(Leg.getCPtr(arg0)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double npv(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve, Date settlementDate, Date npvDate, int exDividendDays) {
double ret = NQuantLibcPINVOKE.CashFlows_npv__SWIG_0(Leg.getCPtr(arg0), SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve), Date.getCPtr(settlementDate), Date.getCPtr(npvDate), exDividendDays);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double npv(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve, Date settlementDate, Date npvDate) {
double ret = NQuantLibcPINVOKE.CashFlows_npv__SWIG_1(Leg.getCPtr(arg0), SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve), Date.getCPtr(settlementDate), Date.getCPtr(npvDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double npv(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve, Date settlementDate) {
double ret = NQuantLibcPINVOKE.CashFlows_npv__SWIG_2(Leg.getCPtr(arg0), SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve), Date.getCPtr(settlementDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double npv(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve) {
double ret = NQuantLibcPINVOKE.CashFlows_npv__SWIG_3(Leg.getCPtr(arg0), SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double npv(Leg arg0, InterestRate arg1, Date settlementDate) {
double ret = NQuantLibcPINVOKE.CashFlows_npv__SWIG_4(Leg.getCPtr(arg0), InterestRate.getCPtr(arg1), Date.getCPtr(settlementDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double npv(Leg arg0, InterestRate arg1) {
double ret = NQuantLibcPINVOKE.CashFlows_npv__SWIG_5(Leg.getCPtr(arg0), InterestRate.getCPtr(arg1));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double bps(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve, Date settlementDate, Date npvDate, int exDividendDays) {
double ret = NQuantLibcPINVOKE.CashFlows_bps__SWIG_0(Leg.getCPtr(arg0), SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve), Date.getCPtr(settlementDate), Date.getCPtr(npvDate), exDividendDays);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double bps(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve, Date settlementDate, Date npvDate) {
double ret = NQuantLibcPINVOKE.CashFlows_bps__SWIG_1(Leg.getCPtr(arg0), SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve), Date.getCPtr(settlementDate), Date.getCPtr(npvDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double bps(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve, Date settlementDate) {
double ret = NQuantLibcPINVOKE.CashFlows_bps__SWIG_2(Leg.getCPtr(arg0), SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve), Date.getCPtr(settlementDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double bps(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve) {
double ret = NQuantLibcPINVOKE.CashFlows_bps__SWIG_3(Leg.getCPtr(arg0), SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double bps(Leg arg0, InterestRate arg1, Date settlementDate) {
double ret = NQuantLibcPINVOKE.CashFlows_bps__SWIG_4(Leg.getCPtr(arg0), InterestRate.getCPtr(arg1), Date.getCPtr(settlementDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double bps(Leg arg0, InterestRate arg1) {
double ret = NQuantLibcPINVOKE.CashFlows_bps__SWIG_5(Leg.getCPtr(arg0), InterestRate.getCPtr(arg1));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double atmRate(Leg arg0, SWIGTYPE_p_YieldTermStructure arg1, Date settlementDate, Date npvDate, int exDividendDays, double npv) {
double ret = NQuantLibcPINVOKE.CashFlows_atmRate__SWIG_0(Leg.getCPtr(arg0), SWIGTYPE_p_YieldTermStructure.getCPtr(arg1), Date.getCPtr(settlementDate), Date.getCPtr(npvDate), exDividendDays, npv);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double atmRate(Leg arg0, SWIGTYPE_p_YieldTermStructure arg1, Date settlementDate, Date npvDate, int exDividendDays) {
double ret = NQuantLibcPINVOKE.CashFlows_atmRate__SWIG_1(Leg.getCPtr(arg0), SWIGTYPE_p_YieldTermStructure.getCPtr(arg1), Date.getCPtr(settlementDate), Date.getCPtr(npvDate), exDividendDays);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double atmRate(Leg arg0, SWIGTYPE_p_YieldTermStructure arg1, Date settlementDate, Date npvDate) {
double ret = NQuantLibcPINVOKE.CashFlows_atmRate__SWIG_2(Leg.getCPtr(arg0), SWIGTYPE_p_YieldTermStructure.getCPtr(arg1), Date.getCPtr(settlementDate), Date.getCPtr(npvDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double atmRate(Leg arg0, SWIGTYPE_p_YieldTermStructure arg1, Date settlementDate) {
double ret = NQuantLibcPINVOKE.CashFlows_atmRate__SWIG_3(Leg.getCPtr(arg0), SWIGTYPE_p_YieldTermStructure.getCPtr(arg1), Date.getCPtr(settlementDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double atmRate(Leg arg0, SWIGTYPE_p_YieldTermStructure arg1) {
double ret = NQuantLibcPINVOKE.CashFlows_atmRate__SWIG_4(Leg.getCPtr(arg0), SWIGTYPE_p_YieldTermStructure.getCPtr(arg1));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double irr(Leg arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance, uint maxIterations, double guess) {
double ret = NQuantLibcPINVOKE.CashFlows_irr__SWIG_0(Leg.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency, Date.getCPtr(settlementDate), tolerance, maxIterations, guess);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double irr(Leg arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance, uint maxIterations) {
double ret = NQuantLibcPINVOKE.CashFlows_irr__SWIG_1(Leg.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency, Date.getCPtr(settlementDate), tolerance, maxIterations);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double irr(Leg arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance) {
double ret = NQuantLibcPINVOKE.CashFlows_irr__SWIG_2(Leg.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency, Date.getCPtr(settlementDate), tolerance);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double irr(Leg arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
double ret = NQuantLibcPINVOKE.CashFlows_irr__SWIG_3(Leg.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency, Date.getCPtr(settlementDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double irr(Leg arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
double ret = NQuantLibcPINVOKE.CashFlows_irr__SWIG_4(Leg.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double irr(Leg arg0, double marketPrice, DayCounter dayCounter, Compounding compounding) {
double ret = NQuantLibcPINVOKE.CashFlows_irr__SWIG_5(Leg.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), (int)compounding);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double duration(Leg arg0, InterestRate arg1, Duration.Type type, Date settlementDate) {
double ret = NQuantLibcPINVOKE.CashFlows_duration__SWIG_0(Leg.getCPtr(arg0), InterestRate.getCPtr(arg1), (int)type, Date.getCPtr(settlementDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double duration(Leg arg0, InterestRate arg1, Duration.Type type) {
double ret = NQuantLibcPINVOKE.CashFlows_duration__SWIG_1(Leg.getCPtr(arg0), InterestRate.getCPtr(arg1), (int)type);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double duration(Leg arg0, InterestRate arg1) {
double ret = NQuantLibcPINVOKE.CashFlows_duration__SWIG_2(Leg.getCPtr(arg0), InterestRate.getCPtr(arg1));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double convexity(Leg arg0, InterestRate arg1, Date settlementDate) {
double ret = NQuantLibcPINVOKE.CashFlows_convexity__SWIG_0(Leg.getCPtr(arg0), InterestRate.getCPtr(arg1), Date.getCPtr(settlementDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static double convexity(Leg arg0, InterestRate arg1) {
double ret = NQuantLibcPINVOKE.CashFlows_convexity__SWIG_1(Leg.getCPtr(arg0), InterestRate.getCPtr(arg1));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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