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/* ----------------------------------------------------------------------------
* 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.
* ----------------------------------------------------------------------------- */
package org.quantlib;
public class AmortizingFixedRateBond extends Bond {
private transient long swigCPtr;
protected AmortizingFixedRateBond(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.AmortizingFixedRateBond_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(AmortizingFixedRateBond obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_AmortizingFixedRateBond(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate) {
this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_0(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate), true);
}
public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention) {
this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_1(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue()), true);
}
public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter) {
this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_2(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter), true);
}
public AmortizingFixedRateBond(int settlementDays, Calendar paymentCalendar, double faceAmount, Date startDate, Period bondTenor, Frequency sinkingFrequency, double coupon, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate) {
this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_3(settlementDays, Calendar.getCPtr(paymentCalendar), paymentCalendar, faceAmount, Date.getCPtr(startDate), startDate, Period.getCPtr(bondTenor), bondTenor, sinkingFrequency.swigValue(), coupon, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate), true);
}
public AmortizingFixedRateBond(int settlementDays, Calendar paymentCalendar, double faceAmount, Date startDate, Period bondTenor, Frequency sinkingFrequency, double coupon, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention) {
this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_4(settlementDays, Calendar.getCPtr(paymentCalendar), paymentCalendar, faceAmount, Date.getCPtr(startDate), startDate, Period.getCPtr(bondTenor), bondTenor, sinkingFrequency.swigValue(), coupon, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue()), true);
}
public AmortizingFixedRateBond(int settlementDays, Calendar paymentCalendar, double faceAmount, Date startDate, Period bondTenor, Frequency sinkingFrequency, double coupon, DayCounter accrualDayCounter) {
this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_5(settlementDays, Calendar.getCPtr(paymentCalendar), paymentCalendar, faceAmount, Date.getCPtr(startDate), startDate, Period.getCPtr(bondTenor), bondTenor, sinkingFrequency.swigValue(), coupon, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter), true);
}
public Frequency frequency() {
return Frequency.swigToEnum(QuantLibJNI.AmortizingFixedRateBond_frequency(swigCPtr, this));
}
public DayCounter dayCounter() {
return new DayCounter(QuantLibJNI.AmortizingFixedRateBond_dayCounter(swigCPtr, this), true);
}
}
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