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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.
* ----------------------------------------------------------------------------- */
package org.quantlib;
public class CashFlows {
private long swigCPtr;
protected boolean swigCMemOwn;
protected CashFlows(long cPtr, boolean cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(CashFlows obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_CashFlows(swigCPtr);
}
swigCPtr = 0;
}
public static Date startDate(Leg arg0) {
return new Date(QuantLibJNI.CashFlows_startDate(Leg.getCPtr(arg0), arg0), true);
}
public static Date maturityDate(Leg arg0) {
return new Date(QuantLibJNI.CashFlows_maturityDate(Leg.getCPtr(arg0), arg0), true);
}
public static double npv(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve, Date settlementDate, Date npvDate, int exDividendDays) {
return QuantLibJNI.CashFlows_npv__SWIG_0(Leg.getCPtr(arg0), arg0, SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve), Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate, exDividendDays);
}
public static double npv(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve, Date settlementDate, Date npvDate) {
return QuantLibJNI.CashFlows_npv__SWIG_1(Leg.getCPtr(arg0), arg0, SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve), Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
}
public static double npv(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve, Date settlementDate) {
return QuantLibJNI.CashFlows_npv__SWIG_2(Leg.getCPtr(arg0), arg0, SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve), Date.getCPtr(settlementDate), settlementDate);
}
public static double npv(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve) {
return QuantLibJNI.CashFlows_npv__SWIG_3(Leg.getCPtr(arg0), arg0, SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve));
}
public static double npv(Leg arg0, InterestRate arg1, Date settlementDate) {
return QuantLibJNI.CashFlows_npv__SWIG_4(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, Date.getCPtr(settlementDate), settlementDate);
}
public static double npv(Leg arg0, InterestRate arg1) {
return QuantLibJNI.CashFlows_npv__SWIG_5(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1);
}
public static double bps(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve, Date settlementDate, Date npvDate, int exDividendDays) {
return QuantLibJNI.CashFlows_bps__SWIG_0(Leg.getCPtr(arg0), arg0, SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve), Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate, exDividendDays);
}
public static double bps(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve, Date settlementDate, Date npvDate) {
return QuantLibJNI.CashFlows_bps__SWIG_1(Leg.getCPtr(arg0), arg0, SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve), Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
}
public static double bps(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve, Date settlementDate) {
return QuantLibJNI.CashFlows_bps__SWIG_2(Leg.getCPtr(arg0), arg0, SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve), Date.getCPtr(settlementDate), settlementDate);
}
public static double bps(Leg arg0, SWIGTYPE_p_YieldTermStructure discountCurve) {
return QuantLibJNI.CashFlows_bps__SWIG_3(Leg.getCPtr(arg0), arg0, SWIGTYPE_p_YieldTermStructure.getCPtr(discountCurve));
}
public static double bps(Leg arg0, InterestRate arg1, Date settlementDate) {
return QuantLibJNI.CashFlows_bps__SWIG_4(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, Date.getCPtr(settlementDate), settlementDate);
}
public static double bps(Leg arg0, InterestRate arg1) {
return QuantLibJNI.CashFlows_bps__SWIG_5(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1);
}
public static double atmRate(Leg arg0, SWIGTYPE_p_YieldTermStructure arg1, Date settlementDate, Date npvDate, int exDividendDays, double npv) {
return QuantLibJNI.CashFlows_atmRate__SWIG_0(Leg.getCPtr(arg0), arg0, SWIGTYPE_p_YieldTermStructure.getCPtr(arg1), Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate, exDividendDays, npv);
}
public static double atmRate(Leg arg0, SWIGTYPE_p_YieldTermStructure arg1, Date settlementDate, Date npvDate, int exDividendDays) {
return QuantLibJNI.CashFlows_atmRate__SWIG_1(Leg.getCPtr(arg0), arg0, SWIGTYPE_p_YieldTermStructure.getCPtr(arg1), Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate, exDividendDays);
}
public static double atmRate(Leg arg0, SWIGTYPE_p_YieldTermStructure arg1, Date settlementDate, Date npvDate) {
return QuantLibJNI.CashFlows_atmRate__SWIG_2(Leg.getCPtr(arg0), arg0, SWIGTYPE_p_YieldTermStructure.getCPtr(arg1), Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
}
public static double atmRate(Leg arg0, SWIGTYPE_p_YieldTermStructure arg1, Date settlementDate) {
return QuantLibJNI.CashFlows_atmRate__SWIG_3(Leg.getCPtr(arg0), arg0, SWIGTYPE_p_YieldTermStructure.getCPtr(arg1), Date.getCPtr(settlementDate), settlementDate);
}
public static double atmRate(Leg arg0, SWIGTYPE_p_YieldTermStructure arg1) {
return QuantLibJNI.CashFlows_atmRate__SWIG_4(Leg.getCPtr(arg0), arg0, SWIGTYPE_p_YieldTermStructure.getCPtr(arg1));
}
public static double irr(Leg arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance, long maxIterations, double guess) {
return QuantLibJNI.CashFlows_irr__SWIG_0(Leg.getCPtr(arg0), arg0, marketPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, tolerance, maxIterations, guess);
}
public static double irr(Leg arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance, long maxIterations) {
return QuantLibJNI.CashFlows_irr__SWIG_1(Leg.getCPtr(arg0), arg0, marketPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, tolerance, maxIterations);
}
public static double irr(Leg arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance) {
return QuantLibJNI.CashFlows_irr__SWIG_2(Leg.getCPtr(arg0), arg0, marketPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, tolerance);
}
public static double irr(Leg arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
return QuantLibJNI.CashFlows_irr__SWIG_3(Leg.getCPtr(arg0), arg0, marketPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
}
public static double irr(Leg arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
return QuantLibJNI.CashFlows_irr__SWIG_4(Leg.getCPtr(arg0), arg0, marketPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
}
public static double irr(Leg arg0, double marketPrice, DayCounter dayCounter, Compounding compounding) {
return QuantLibJNI.CashFlows_irr__SWIG_5(Leg.getCPtr(arg0), arg0, marketPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue());
}
public static double duration(Leg arg0, InterestRate arg1, Duration.Type type, Date settlementDate) {
return QuantLibJNI.CashFlows_duration__SWIG_0(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, type.swigValue(), Date.getCPtr(settlementDate), settlementDate);
}
public static double duration(Leg arg0, InterestRate arg1, Duration.Type type) {
return QuantLibJNI.CashFlows_duration__SWIG_1(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, type.swigValue());
}
public static double duration(Leg arg0, InterestRate arg1) {
return QuantLibJNI.CashFlows_duration__SWIG_2(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1);
}
public static double convexity(Leg arg0, InterestRate arg1, Date settlementDate) {
return QuantLibJNI.CashFlows_convexity__SWIG_0(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, Date.getCPtr(settlementDate), settlementDate);
}
public static double convexity(Leg arg0, InterestRate arg1) {
return QuantLibJNI.CashFlows_convexity__SWIG_1(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1);
}
}
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