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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 ZeroCouponInflationSwap : Instrument {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal ZeroCouponInflationSwap(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.ZeroCouponInflationSwap_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(ZeroCouponInflationSwap obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~ZeroCouponInflationSwap() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_ZeroCouponInflationSwap(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, bool adjustInfObsDates, Calendar infCalendar, BusinessDayConvention infConvention) : this(NQuantLibcPINVOKE.new_ZeroCouponInflationSwap__SWIG_0((int)type, nominal, Date.getCPtr(start), Date.getCPtr(maturity), Calendar.getCPtr(calendar), (int)convention, DayCounter.getCPtr(dayCounter), fixedRate, ZeroInflationIndex.getCPtr(index), Period.getCPtr(lag), adjustInfObsDates, Calendar.getCPtr(infCalendar), (int)infConvention), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, bool adjustInfObsDates, Calendar infCalendar) : this(NQuantLibcPINVOKE.new_ZeroCouponInflationSwap__SWIG_1((int)type, nominal, Date.getCPtr(start), Date.getCPtr(maturity), Calendar.getCPtr(calendar), (int)convention, DayCounter.getCPtr(dayCounter), fixedRate, ZeroInflationIndex.getCPtr(index), Period.getCPtr(lag), adjustInfObsDates, Calendar.getCPtr(infCalendar)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, bool adjustInfObsDates) : this(NQuantLibcPINVOKE.new_ZeroCouponInflationSwap__SWIG_2((int)type, nominal, Date.getCPtr(start), Date.getCPtr(maturity), Calendar.getCPtr(calendar), (int)convention, DayCounter.getCPtr(dayCounter), fixedRate, ZeroInflationIndex.getCPtr(index), Period.getCPtr(lag), adjustInfObsDates), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag) : this(NQuantLibcPINVOKE.new_ZeroCouponInflationSwap__SWIG_3((int)type, nominal, Date.getCPtr(start), Date.getCPtr(maturity), Calendar.getCPtr(calendar), (int)convention, DayCounter.getCPtr(dayCounter), fixedRate, ZeroInflationIndex.getCPtr(index), Period.getCPtr(lag)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double fairRate() {
double ret = NQuantLibcPINVOKE.ZeroCouponInflationSwap_fairRate(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double fixedLegNPV() {
double ret = NQuantLibcPINVOKE.ZeroCouponInflationSwap_fixedLegNPV(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double inflationLegNPV() {
double ret = NQuantLibcPINVOKE.ZeroCouponInflationSwap_inflationLegNPV(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Leg fixedLeg() {
Leg ret = new Leg(NQuantLibcPINVOKE.ZeroCouponInflationSwap_fixedLeg(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Leg inflationLeg() {
Leg ret = new Leg(NQuantLibcPINVOKE.ZeroCouponInflationSwap_inflationLeg(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public _ZeroCouponInflationSwap.Type type() {
_ZeroCouponInflationSwap.Type ret = (_ZeroCouponInflationSwap.Type)NQuantLibcPINVOKE.ZeroCouponInflationSwap_type(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public static readonly _ZeroCouponInflationSwap.Type Receiver = (_ZeroCouponInflationSwap.Type)NQuantLibcPINVOKE.ZeroCouponInflationSwap_Receiver_get();
public static readonly _ZeroCouponInflationSwap.Type Payer = (_ZeroCouponInflationSwap.Type)NQuantLibcPINVOKE.ZeroCouponInflationSwap_Payer_get();
}
}
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