File: IborCoupon.cs

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/* ----------------------------------------------------------------------------
 * This file was automatically generated by SWIG (http://www.swig.org).
 * Version 1.3.40
 *
 * 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 IborCoupon : CashFlow {
  private HandleRef swigCPtr;

  internal IborCoupon(IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.IborCouponUpcast(cPtr), cMemoryOwn) {
    swigCPtr = new HandleRef(this, cPtr);
  }

  internal static HandleRef getCPtr(IborCoupon obj) {
    return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
  }

  ~IborCoupon() {
    Dispose();
  }

  public override void Dispose() {
    lock(this) {
      if (swigCPtr.Handle != IntPtr.Zero) {
        if (swigCMemOwn) {
          swigCMemOwn = false;
          NQuantLibcPINVOKE.delete_IborCoupon(swigCPtr);
        }
        swigCPtr = new HandleRef(null, IntPtr.Zero);
      }
      GC.SuppressFinalize(this);
      base.Dispose();
    }
  }

  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_IborCoupon__SWIG_0(Date.getCPtr(paymentDate), nominal, Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, InterestRateIndex.getCPtr(index), gearing, spread, Date.getCPtr(refPeriodStart), Date.getCPtr(refPeriodEnd), DayCounter.getCPtr(dayCounter)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd) : this(NQuantLibcPINVOKE.new_IborCoupon__SWIG_1(Date.getCPtr(paymentDate), nominal, Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, InterestRateIndex.getCPtr(index), gearing, spread, Date.getCPtr(refPeriodStart), Date.getCPtr(refPeriodEnd)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart) : this(NQuantLibcPINVOKE.new_IborCoupon__SWIG_2(Date.getCPtr(paymentDate), nominal, Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, InterestRateIndex.getCPtr(index), gearing, spread, Date.getCPtr(refPeriodStart)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread) : this(NQuantLibcPINVOKE.new_IborCoupon__SWIG_3(Date.getCPtr(paymentDate), nominal, Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, InterestRateIndex.getCPtr(index), gearing, spread), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing) : this(NQuantLibcPINVOKE.new_IborCoupon__SWIG_4(Date.getCPtr(paymentDate), nominal, Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, InterestRateIndex.getCPtr(index), gearing), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index) : this(NQuantLibcPINVOKE.new_IborCoupon__SWIG_5(Date.getCPtr(paymentDate), nominal, Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, InterestRateIndex.getCPtr(index)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public double rate() {
    double ret = NQuantLibcPINVOKE.IborCoupon_rate(swigCPtr);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

  public double indexFixing() {
    double ret = NQuantLibcPINVOKE.IborCoupon_indexFixing(swigCPtr);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

  public double nominal() {
    double ret = NQuantLibcPINVOKE.IborCoupon_nominal(swigCPtr);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

}

}