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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 VanillaSwap : Swap {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal VanillaSwap(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.VanillaSwap_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(VanillaSwap obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~VanillaSwap() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_VanillaSwap(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public VanillaSwap(_VanillaSwap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, double spread, DayCounter floatingDayCount) : this(NQuantLibcPINVOKE.new_VanillaSwap((int)type, nominal, Schedule.getCPtr(fixedSchedule), fixedRate, DayCounter.getCPtr(fixedDayCount), Schedule.getCPtr(floatSchedule), IborIndex.getCPtr(index), spread, DayCounter.getCPtr(floatingDayCount)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double fairRate() {
double ret = NQuantLibcPINVOKE.VanillaSwap_fairRate(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double fairSpread() {
double ret = NQuantLibcPINVOKE.VanillaSwap_fairSpread(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double fixedLegBPS() {
double ret = NQuantLibcPINVOKE.VanillaSwap_fixedLegBPS(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double floatingLegBPS() {
double ret = NQuantLibcPINVOKE.VanillaSwap_floatingLegBPS(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double fixedLegNPV() {
double ret = NQuantLibcPINVOKE.VanillaSwap_fixedLegNPV(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double floatingLegNPV() {
double ret = NQuantLibcPINVOKE.VanillaSwap_floatingLegNPV(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Leg fixedLeg() {
Leg ret = new Leg(NQuantLibcPINVOKE.VanillaSwap_fixedLeg(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Leg floatingLeg() {
Leg ret = new Leg(NQuantLibcPINVOKE.VanillaSwap_floatingLeg(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double nominal() {
double ret = NQuantLibcPINVOKE.VanillaSwap_nominal(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Schedule fixedSchedule() {
Schedule ret = new Schedule(NQuantLibcPINVOKE.VanillaSwap_fixedSchedule(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Schedule floatingSchedule() {
Schedule ret = new Schedule(NQuantLibcPINVOKE.VanillaSwap_floatingSchedule(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double fixedRate() {
double ret = NQuantLibcPINVOKE.VanillaSwap_fixedRate(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double spread() {
double ret = NQuantLibcPINVOKE.VanillaSwap_spread(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DayCounter floatingDayCount() {
DayCounter ret = new DayCounter(NQuantLibcPINVOKE.VanillaSwap_floatingDayCount(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DayCounter fixedDayCount() {
DayCounter ret = new DayCounter(NQuantLibcPINVOKE.VanillaSwap_fixedDayCount(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static readonly _VanillaSwap.Type Receiver = (_VanillaSwap.Type)NQuantLibcPINVOKE.VanillaSwap_Receiver_get();
public static readonly _VanillaSwap.Type Payer = (_VanillaSwap.Type)NQuantLibcPINVOKE.VanillaSwap_Payer_get();
}
}
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