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
|
//------------------------------------------------------------------------------
// <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 PiecewiseFlatHazardRate : DefaultProbabilityTermStructure {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal PiecewiseFlatHazardRate(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.PiecewiseFlatHazardRate_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(PiecewiseFlatHazardRate obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~PiecewiseFlatHazardRate() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_PiecewiseFlatHazardRate(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public PiecewiseFlatHazardRate(Date referenceDate, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, double accuracy, BackwardFlat i) : this(NQuantLibcPINVOKE.new_PiecewiseFlatHazardRate__SWIG_0(Date.getCPtr(referenceDate), DefaultProbabilityHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), accuracy, BackwardFlat.getCPtr(i)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public PiecewiseFlatHazardRate(Date referenceDate, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, double accuracy) : this(NQuantLibcPINVOKE.new_PiecewiseFlatHazardRate__SWIG_1(Date.getCPtr(referenceDate), DefaultProbabilityHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), accuracy), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public PiecewiseFlatHazardRate(Date referenceDate, DefaultProbabilityHelperVector instruments, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_PiecewiseFlatHazardRate__SWIG_2(Date.getCPtr(referenceDate), DefaultProbabilityHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public PiecewiseFlatHazardRate(int settlementDays, Calendar calendar, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, double accuracy, BackwardFlat i) : this(NQuantLibcPINVOKE.new_PiecewiseFlatHazardRate__SWIG_3(settlementDays, Calendar.getCPtr(calendar), DefaultProbabilityHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), accuracy, BackwardFlat.getCPtr(i)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public PiecewiseFlatHazardRate(int settlementDays, Calendar calendar, DefaultProbabilityHelperVector instruments, DayCounter dayCounter, double accuracy) : this(NQuantLibcPINVOKE.new_PiecewiseFlatHazardRate__SWIG_4(settlementDays, Calendar.getCPtr(calendar), DefaultProbabilityHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter), accuracy), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public PiecewiseFlatHazardRate(int settlementDays, Calendar calendar, DefaultProbabilityHelperVector instruments, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_PiecewiseFlatHazardRate__SWIG_5(settlementDays, Calendar.getCPtr(calendar), DefaultProbabilityHelperVector.getCPtr(instruments), DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public DateVector dates() {
DateVector ret = new DateVector(NQuantLibcPINVOKE.PiecewiseFlatHazardRate_dates(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DoubleVector times() {
DoubleVector ret = new DoubleVector(NQuantLibcPINVOKE.PiecewiseFlatHazardRate_times(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public NodeVector nodes() {
NodeVector ret = new NodeVector(NQuantLibcPINVOKE.PiecewiseFlatHazardRate_nodes(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
|
