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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 InterestRate {
private long swigCPtr;
protected boolean swigCMemOwn;
protected InterestRate(long cPtr, boolean cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(InterestRate obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_InterestRate(swigCPtr);
}
swigCPtr = 0;
}
public InterestRate() {
this(QuantLibJNI.new_InterestRate__SWIG_0(), true);
}
public InterestRate(double r, DayCounter dc, Compounding comp, Frequency freq) {
this(QuantLibJNI.new_InterestRate__SWIG_1(r, DayCounter.getCPtr(dc), dc, comp.swigValue(), freq.swigValue()), true);
}
public InterestRate(double r, DayCounter dc, Compounding comp) {
this(QuantLibJNI.new_InterestRate__SWIG_2(r, DayCounter.getCPtr(dc), dc, comp.swigValue()), true);
}
public double rate() {
return QuantLibJNI.InterestRate_rate(swigCPtr, this);
}
public DayCounter dayCounter() {
return new DayCounter(QuantLibJNI.InterestRate_dayCounter(swigCPtr, this), true);
}
public Compounding compounding() {
return Compounding.swigToEnum(QuantLibJNI.InterestRate_compounding(swigCPtr, this));
}
public Frequency frequency() {
return Frequency.swigToEnum(QuantLibJNI.InterestRate_frequency(swigCPtr, this));
}
public double discountFactor(double t) {
return QuantLibJNI.InterestRate_discountFactor__SWIG_0(swigCPtr, this, t);
}
public double discountFactor(Date d1, Date d2) {
return QuantLibJNI.InterestRate_discountFactor__SWIG_1(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2);
}
public double compoundFactor(double t) {
return QuantLibJNI.InterestRate_compoundFactor__SWIG_0(swigCPtr, this, t);
}
public double compoundFactor(Date d1, Date d2) {
return QuantLibJNI.InterestRate_compoundFactor__SWIG_1(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2);
}
public static InterestRate impliedRate(double compound, double t, DayCounter resultDC, Compounding comp, Frequency freq) {
return new InterestRate(QuantLibJNI.InterestRate_impliedRate__SWIG_0(compound, t, DayCounter.getCPtr(resultDC), resultDC, comp.swigValue(), freq.swigValue()), true);
}
public static InterestRate impliedRate(double compound, double t, DayCounter resultDC, Compounding comp) {
return new InterestRate(QuantLibJNI.InterestRate_impliedRate__SWIG_1(compound, t, DayCounter.getCPtr(resultDC), resultDC, comp.swigValue()), true);
}
public static InterestRate impliedRate(double compound, Date d1, Date d2, DayCounter resultDC, Compounding comp, Frequency freq) {
return new InterestRate(QuantLibJNI.InterestRate_impliedRate__SWIG_2(compound, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, DayCounter.getCPtr(resultDC), resultDC, comp.swigValue(), freq.swigValue()), true);
}
public static InterestRate impliedRate(double compound, Date d1, Date d2, DayCounter resultDC, Compounding comp) {
return new InterestRate(QuantLibJNI.InterestRate_impliedRate__SWIG_3(compound, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, DayCounter.getCPtr(resultDC), resultDC, comp.swigValue()), true);
}
public InterestRate equivalentRate(double t, Compounding comp, Frequency freq) {
return new InterestRate(QuantLibJNI.InterestRate_equivalentRate__SWIG_0(swigCPtr, this, t, comp.swigValue(), freq.swigValue()), true);
}
public InterestRate equivalentRate(double t, Compounding comp) {
return new InterestRate(QuantLibJNI.InterestRate_equivalentRate__SWIG_1(swigCPtr, this, t, comp.swigValue()), true);
}
public InterestRate equivalentRate(Date d1, Date d2, DayCounter resultDayCounter, Compounding comp, Frequency freq) {
return new InterestRate(QuantLibJNI.InterestRate_equivalentRate__SWIG_2(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, DayCounter.getCPtr(resultDayCounter), resultDayCounter, comp.swigValue(), freq.swigValue()), true);
}
public InterestRate equivalentRate(Date d1, Date d2, DayCounter resultDayCounter, Compounding comp) {
return new InterestRate(QuantLibJNI.InterestRate_equivalentRate__SWIG_3(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, DayCounter.getCPtr(resultDayCounter), resultDayCounter, comp.swigValue()), true);
}
public String toString() {
return QuantLibJNI.InterestRate_toString(swigCPtr, this);
}
}
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