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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 IborIndex : InterestRateIndex {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal IborIndex(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.IborIndex_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(IborIndex obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~IborIndex() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_IborIndex(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public IborIndex(string familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, bool endOfMonth, DayCounter dayCounter, YieldTermStructureHandle h) : this(NQuantLibcPINVOKE.new_IborIndex__SWIG_0(familyName, Period.getCPtr(tenor), settlementDays, Currency.getCPtr(currency), Calendar.getCPtr(calendar), (int)convention, endOfMonth, DayCounter.getCPtr(dayCounter), YieldTermStructureHandle.getCPtr(h)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public IborIndex(string familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, bool endOfMonth, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_IborIndex__SWIG_1(familyName, Period.getCPtr(tenor), settlementDays, Currency.getCPtr(currency), Calendar.getCPtr(calendar), (int)convention, endOfMonth, DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public BusinessDayConvention businessDayConvention() {
BusinessDayConvention ret = (BusinessDayConvention)NQuantLibcPINVOKE.IborIndex_businessDayConvention(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public bool endOfMonth() {
bool ret = NQuantLibcPINVOKE.IborIndex_endOfMonth(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public YieldTermStructureHandle forwardingTermStructure() {
YieldTermStructureHandle ret = new YieldTermStructureHandle(NQuantLibcPINVOKE.IborIndex_forwardingTermStructure(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public IborIndex clone(YieldTermStructureHandle h) {
IborIndex ret = new IborIndex(NQuantLibcPINVOKE.IborIndex_clone(swigCPtr, YieldTermStructureHandle.getCPtr(h)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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