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//------------------------------------------------------------------------------
// <auto-generated />
//
// This file was automatically generated by SWIG (http://www.swig.org).
// Version 3.0.12
//
// Do not make changes to this file unless you know what you are doing--modify
// the SWIG interface file instead.
//------------------------------------------------------------------------------
namespace QuantLib {
public class AmortizingFloatingRateBond : Bond {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal AmortizingFloatingRateBond(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.AmortizingFloatingRateBond_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(AmortizingFloatingRateBond obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~AmortizingFloatingRateBond() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_AmortizingFloatingRateBond(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, bool inArrears, Date issueDate) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_0(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads), DoubleVector.getCPtr(caps), DoubleVector.getCPtr(floors), inArrears, Date.getCPtr(issueDate)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, bool inArrears) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_1(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads), DoubleVector.getCPtr(caps), DoubleVector.getCPtr(floors), inArrears), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_2(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads), DoubleVector.getCPtr(caps), DoubleVector.getCPtr(floors)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_3(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads), DoubleVector.getCPtr(caps)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings, DoubleVector spreads) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_4(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_5(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_6(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_7(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_8(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
}
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