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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 FuturesRateHelper extends RateHelper {
private long swigCPtr;
protected FuturesRateHelper(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGFuturesRateHelperUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(FuturesRateHelper obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_FuturesRateHelper(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public FuturesRateHelper(QuoteHandle price, Date immDate, long nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, QuoteHandle convexityAdjustment) {
this(QuantLibJNI.new_FuturesRateHelper__SWIG_0(QuoteHandle.getCPtr(price), price, Date.getCPtr(immDate), immDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, QuoteHandle.getCPtr(convexityAdjustment), convexityAdjustment), true);
}
public FuturesRateHelper(QuoteHandle price, Date immDate, long nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double convexityAdjustment) {
this(QuantLibJNI.new_FuturesRateHelper__SWIG_1(QuoteHandle.getCPtr(price), price, Date.getCPtr(immDate), immDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, convexityAdjustment), true);
}
public FuturesRateHelper(QuoteHandle price, Date immDate, long nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter) {
this(QuantLibJNI.new_FuturesRateHelper__SWIG_2(QuoteHandle.getCPtr(price), price, Date.getCPtr(immDate), immDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter), true);
}
public FuturesRateHelper(double price, Date immDate, long nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double convexityAdjustment) {
this(QuantLibJNI.new_FuturesRateHelper__SWIG_3(price, Date.getCPtr(immDate), immDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, convexityAdjustment), true);
}
public FuturesRateHelper(double price, Date immDate, long nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter) {
this(QuantLibJNI.new_FuturesRateHelper__SWIG_4(price, Date.getCPtr(immDate), immDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter), true);
}
}
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