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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 MakeVanillaSwap : global::System.IDisposable {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
protected bool swigCMemOwn;
internal MakeVanillaSwap(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(MakeVanillaSwap obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~MakeVanillaSwap() {
Dispose();
}
public virtual void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_MakeVanillaSwap(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
}
}
public MakeVanillaSwap receiveFixed(bool flag) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_receiveFixed__SWIG_0(swigCPtr, flag), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap receiveFixed() {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_receiveFixed__SWIG_1(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withType(_VanillaSwap.Type type) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withType(swigCPtr, (int)type), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withNominal(double n) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withNominal(swigCPtr, n), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withSettlementDays(uint settlementDays) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withSettlementDays(swigCPtr, settlementDays), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withEffectiveDate(Date arg0) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withEffectiveDate(swigCPtr, Date.getCPtr(arg0)), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withTerminationDate(Date arg0) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withTerminationDate(swigCPtr, Date.getCPtr(arg0)), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withRule(DateGeneration.Rule r) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withRule(swigCPtr, (int)r), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFixedLegTenor(Period t) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFixedLegTenor(swigCPtr, Period.getCPtr(t)), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFixedLegCalendar(Calendar cal) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFixedLegCalendar(swigCPtr, Calendar.getCPtr(cal)), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFixedLegConvention(BusinessDayConvention bdc) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFixedLegConvention(swigCPtr, (int)bdc), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFixedLegTerminationDateConvention(BusinessDayConvention bdc) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFixedLegTerminationDateConvention(swigCPtr, (int)bdc), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFixedLegRule(DateGeneration.Rule r) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFixedLegRule(swigCPtr, (int)r), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFixedLegEndOfMonth(bool flag) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFixedLegEndOfMonth__SWIG_0(swigCPtr, flag), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFixedLegEndOfMonth() {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFixedLegEndOfMonth__SWIG_1(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFixedLegFirstDate(Date d) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFixedLegFirstDate(swigCPtr, Date.getCPtr(d)), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFixedLegNextToLastDate(Date d) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFixedLegNextToLastDate(swigCPtr, Date.getCPtr(d)), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFixedLegDayCount(DayCounter dc) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFixedLegDayCount(swigCPtr, DayCounter.getCPtr(dc)), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFloatingLegTenor(Period t) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFloatingLegTenor(swigCPtr, Period.getCPtr(t)), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFloatingLegCalendar(Calendar cal) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFloatingLegCalendar(swigCPtr, Calendar.getCPtr(cal)), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFloatingLegConvention(BusinessDayConvention bdc) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFloatingLegConvention(swigCPtr, (int)bdc), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFloatingLegTerminationDateConvention(BusinessDayConvention bdc) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFloatingLegTerminationDateConvention(swigCPtr, (int)bdc), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFloatingLegRule(DateGeneration.Rule r) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFloatingLegRule(swigCPtr, (int)r), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFloatingLegEndOfMonth(bool flag) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFloatingLegEndOfMonth__SWIG_0(swigCPtr, flag), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFloatingLegEndOfMonth() {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFloatingLegEndOfMonth__SWIG_1(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFloatingLegFirstDate(Date d) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFloatingLegFirstDate(swigCPtr, Date.getCPtr(d)), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFloatingLegNextToLastDate(Date d) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFloatingLegNextToLastDate(swigCPtr, Date.getCPtr(d)), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFloatingLegDayCount(DayCounter dc) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFloatingLegDayCount(swigCPtr, DayCounter.getCPtr(dc)), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withFloatingLegSpread(double sp) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withFloatingLegSpread(swigCPtr, sp), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withDiscountingTermStructure(YieldTermStructureHandle discountCurve) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withDiscountingTermStructure(swigCPtr, YieldTermStructureHandle.getCPtr(discountCurve)), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap withPricingEngine(PricingEngine engine) {
MakeVanillaSwap ret = new MakeVanillaSwap(NQuantLibcPINVOKE.MakeVanillaSwap_withPricingEngine(swigCPtr, PricingEngine.getCPtr(engine)), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Swap makeVanillaSwap() {
Swap ret = new Swap(NQuantLibcPINVOKE.MakeVanillaSwap_makeVanillaSwap(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public MakeVanillaSwap(Period swapTenor, IborIndex iborIndex, double fixedRate, Period forwardStart) : this(NQuantLibcPINVOKE.new_MakeVanillaSwap(Period.getCPtr(swapTenor), IborIndex.getCPtr(iborIndex), fixedRate, Period.getCPtr(forwardStart)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
}
|
