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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 FloatingRateCoupon : Coupon {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal FloatingRateCoupon(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.FloatingRateCoupon_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(FloatingRateCoupon obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~FloatingRateCoupon() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_FloatingRateCoupon(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public Date fixingDate() {
Date ret = new Date(NQuantLibcPINVOKE.FloatingRateCoupon_fixingDate(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public int fixingDays() {
int ret = NQuantLibcPINVOKE.FloatingRateCoupon_fixingDays(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public bool isInArrears() {
bool ret = NQuantLibcPINVOKE.FloatingRateCoupon_isInArrears(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double gearing() {
double ret = NQuantLibcPINVOKE.FloatingRateCoupon_gearing(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double spread() {
double ret = NQuantLibcPINVOKE.FloatingRateCoupon_spread(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double indexFixing() {
double ret = NQuantLibcPINVOKE.FloatingRateCoupon_indexFixing(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double adjustedFixing() {
double ret = NQuantLibcPINVOKE.FloatingRateCoupon_adjustedFixing(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double convexityAdjustment() {
double ret = NQuantLibcPINVOKE.FloatingRateCoupon_convexityAdjustment(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double price(YieldTermStructureHandle discountCurve) {
double ret = NQuantLibcPINVOKE.FloatingRateCoupon_price(swigCPtr, YieldTermStructureHandle.getCPtr(discountCurve));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public InterestRateIndex index() {
InterestRateIndex ret = new InterestRateIndex(NQuantLibcPINVOKE.FloatingRateCoupon_index(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public void setPricer(FloatingRateCouponPricer p) {
NQuantLibcPINVOKE.FloatingRateCoupon_setPricer(swigCPtr, FloatingRateCouponPricer.getCPtr(p));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
}
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