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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 SwapRateHelper : RateHelper {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal SwapRateHelper(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.SwapRateHelper_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(SwapRateHelper obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~SwapRateHelper() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_SwapRateHelper(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, uint settlementDays, Pillar.Choice pillar, Date customPillarDate) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_0(QuoteHandle.getCPtr(rate), Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve), settlementDays, (int)pillar, Date.getCPtr(customPillarDate)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, uint settlementDays, Pillar.Choice pillar) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_1(QuoteHandle.getCPtr(rate), Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve), settlementDays, (int)pillar), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, uint settlementDays) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_2(QuoteHandle.getCPtr(rate), Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve), settlementDays), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_3(QuoteHandle.getCPtr(rate), Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_4(QuoteHandle.getCPtr(rate), Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_5(QuoteHandle.getCPtr(rate), Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_6(QuoteHandle.getCPtr(rate), Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, uint settlementDays, Pillar.Choice pillar, Date customPillarDate) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_7(rate, Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve), settlementDays, (int)pillar, Date.getCPtr(customPillarDate)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, uint settlementDays, Pillar.Choice pillar) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_8(rate, Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve), settlementDays, (int)pillar), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, uint settlementDays) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_9(rate, Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve), settlementDays), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_10(rate, Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_11(rate, Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_12(rate, Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index), QuoteHandle.getCPtr(spread)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_13(rate, Period.getCPtr(tenor), Calendar.getCPtr(calendar), (int)fixedFrequency, (int)fixedConvention, DayCounter.getCPtr(fixedDayCount), IborIndex.getCPtr(index)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_14(QuoteHandle.getCPtr(rate), SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve), (int)pillar, Date.getCPtr(customPillarDate)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_15(QuoteHandle.getCPtr(rate), SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve), (int)pillar), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_16(QuoteHandle.getCPtr(rate), SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_17(QuoteHandle.getCPtr(rate), SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_18(QuoteHandle.getCPtr(rate), SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(QuoteHandle rate, SwapIndex index) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_19(QuoteHandle.getCPtr(rate), SwapIndex.getCPtr(index)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_20(rate, SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve), (int)pillar, Date.getCPtr(customPillarDate)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_21(rate, SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve), (int)pillar), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_22(rate, SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart), YieldTermStructureHandle.getCPtr(discountingCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_23(rate, SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread), Period.getCPtr(fwdStart)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_24(rate, SwapIndex.getCPtr(index), QuoteHandle.getCPtr(spread)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwapRateHelper(double rate, SwapIndex index) : this(NQuantLibcPINVOKE.new_SwapRateHelper__SWIG_25(rate, SwapIndex.getCPtr(index)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double spread() {
double ret = NQuantLibcPINVOKE.SwapRateHelper_spread(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public VanillaSwap swap() {
VanillaSwap ret = new VanillaSwap(NQuantLibcPINVOKE.SwapRateHelper_swap(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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