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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 AmortizingFloatingRateBond extends Bond {
private transient long swigCPtr;
protected AmortizingFloatingRateBond(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.AmortizingFloatingRateBond_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(AmortizingFloatingRateBond obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_AmortizingFloatingRateBond(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate) {
this(QuantLibJNI.new_AmortizingFloatingRateBond__SWIG_0(settlementDays, DoubleVector.getCPtr(notional), notional, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, inArrears, Date.getCPtr(issueDate), issueDate), true);
}
public AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears) {
this(QuantLibJNI.new_AmortizingFloatingRateBond__SWIG_1(settlementDays, DoubleVector.getCPtr(notional), notional, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, inArrears), true);
}
public AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors) {
this(QuantLibJNI.new_AmortizingFloatingRateBond__SWIG_2(settlementDays, DoubleVector.getCPtr(notional), notional, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors), true);
}
public AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps) {
this(QuantLibJNI.new_AmortizingFloatingRateBond__SWIG_3(settlementDays, DoubleVector.getCPtr(notional), notional, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps), true);
}
public AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads) {
this(QuantLibJNI.new_AmortizingFloatingRateBond__SWIG_4(settlementDays, DoubleVector.getCPtr(notional), notional, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads), true);
}
public AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings) {
this(QuantLibJNI.new_AmortizingFloatingRateBond__SWIG_5(settlementDays, DoubleVector.getCPtr(notional), notional, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings), true);
}
public AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, long fixingDays) {
this(QuantLibJNI.new_AmortizingFloatingRateBond__SWIG_6(settlementDays, DoubleVector.getCPtr(notional), notional, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), fixingDays), true);
}
public AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention) {
this(QuantLibJNI.new_AmortizingFloatingRateBond__SWIG_7(settlementDays, DoubleVector.getCPtr(notional), notional, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue()), true);
}
public AmortizingFloatingRateBond(long settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter) {
this(QuantLibJNI.new_AmortizingFloatingRateBond__SWIG_8(settlementDays, DoubleVector.getCPtr(notional), notional, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter), true);
}
}
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