1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
|
//------------------------------------------------------------------------------
// <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 InterestRate : global::System.IDisposable {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
protected bool swigCMemOwn;
internal InterestRate(global::System.IntPtr cPtr, bool cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(InterestRate obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~InterestRate() {
Dispose();
}
public virtual void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_InterestRate(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
}
}
public InterestRate() : this(NQuantLibcPINVOKE.new_InterestRate__SWIG_0(), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public InterestRate(double r, DayCounter dc, Compounding comp, Frequency freq) : this(NQuantLibcPINVOKE.new_InterestRate__SWIG_1(r, DayCounter.getCPtr(dc), (int)comp, (int)freq), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double rate() {
double ret = NQuantLibcPINVOKE.InterestRate_rate(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DayCounter dayCounter() {
DayCounter ret = new DayCounter(NQuantLibcPINVOKE.InterestRate_dayCounter(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Compounding compounding() {
Compounding ret = (Compounding)NQuantLibcPINVOKE.InterestRate_compounding(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Frequency frequency() {
Frequency ret = (Frequency)NQuantLibcPINVOKE.InterestRate_frequency(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double discountFactor(double t) {
double ret = NQuantLibcPINVOKE.InterestRate_discountFactor__SWIG_0(swigCPtr, t);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double discountFactor(Date d1, Date d2, Date refStart, Date refEnd) {
double ret = NQuantLibcPINVOKE.InterestRate_discountFactor__SWIG_1(swigCPtr, Date.getCPtr(d1), Date.getCPtr(d2), Date.getCPtr(refStart), Date.getCPtr(refEnd));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double discountFactor(Date d1, Date d2, Date refStart) {
double ret = NQuantLibcPINVOKE.InterestRate_discountFactor__SWIG_2(swigCPtr, Date.getCPtr(d1), Date.getCPtr(d2), Date.getCPtr(refStart));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double discountFactor(Date d1, Date d2) {
double ret = NQuantLibcPINVOKE.InterestRate_discountFactor__SWIG_3(swigCPtr, Date.getCPtr(d1), Date.getCPtr(d2));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double compoundFactor(double t) {
double ret = NQuantLibcPINVOKE.InterestRate_compoundFactor__SWIG_0(swigCPtr, t);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double compoundFactor(Date d1, Date d2, Date refStart, Date refEnd) {
double ret = NQuantLibcPINVOKE.InterestRate_compoundFactor__SWIG_1(swigCPtr, Date.getCPtr(d1), Date.getCPtr(d2), Date.getCPtr(refStart), Date.getCPtr(refEnd));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double compoundFactor(Date d1, Date d2, Date refStart) {
double ret = NQuantLibcPINVOKE.InterestRate_compoundFactor__SWIG_2(swigCPtr, Date.getCPtr(d1), Date.getCPtr(d2), Date.getCPtr(refStart));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double compoundFactor(Date d1, Date d2) {
double ret = NQuantLibcPINVOKE.InterestRate_compoundFactor__SWIG_3(swigCPtr, Date.getCPtr(d1), Date.getCPtr(d2));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static InterestRate impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, double t) {
InterestRate ret = new InterestRate(NQuantLibcPINVOKE.InterestRate_impliedRate__SWIG_0(compound, DayCounter.getCPtr(resultDC), (int)comp, (int)freq, t), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static InterestRate impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart, Date refEnd) {
InterestRate ret = new InterestRate(NQuantLibcPINVOKE.InterestRate_impliedRate__SWIG_1(compound, DayCounter.getCPtr(resultDC), (int)comp, (int)freq, Date.getCPtr(d1), Date.getCPtr(d2), Date.getCPtr(refStart), Date.getCPtr(refEnd)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static InterestRate impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart) {
InterestRate ret = new InterestRate(NQuantLibcPINVOKE.InterestRate_impliedRate__SWIG_2(compound, DayCounter.getCPtr(resultDC), (int)comp, (int)freq, Date.getCPtr(d1), Date.getCPtr(d2), Date.getCPtr(refStart)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static InterestRate impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2) {
InterestRate ret = new InterestRate(NQuantLibcPINVOKE.InterestRate_impliedRate__SWIG_3(compound, DayCounter.getCPtr(resultDC), (int)comp, (int)freq, Date.getCPtr(d1), Date.getCPtr(d2)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public InterestRate equivalentRate(Compounding comp, Frequency freq, double t) {
InterestRate ret = new InterestRate(NQuantLibcPINVOKE.InterestRate_equivalentRate__SWIG_0(swigCPtr, (int)comp, (int)freq, t), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public InterestRate equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart, Date refEnd) {
InterestRate ret = new InterestRate(NQuantLibcPINVOKE.InterestRate_equivalentRate__SWIG_1(swigCPtr, DayCounter.getCPtr(resultDayCounter), (int)comp, (int)freq, Date.getCPtr(d1), Date.getCPtr(d2), Date.getCPtr(refStart), Date.getCPtr(refEnd)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public InterestRate equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart) {
InterestRate ret = new InterestRate(NQuantLibcPINVOKE.InterestRate_equivalentRate__SWIG_2(swigCPtr, DayCounter.getCPtr(resultDayCounter), (int)comp, (int)freq, Date.getCPtr(d1), Date.getCPtr(d2), Date.getCPtr(refStart)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public InterestRate equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2) {
InterestRate ret = new InterestRate(NQuantLibcPINVOKE.InterestRate_equivalentRate__SWIG_3(swigCPtr, DayCounter.getCPtr(resultDayCounter), (int)comp, (int)freq, Date.getCPtr(d1), Date.getCPtr(d2)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public string __str__() {
string ret = NQuantLibcPINVOKE.InterestRate___str__(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
|
