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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 Bond extends Instrument {
private transient long swigCPtr;
protected Bond(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.Bond_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(Bond obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_Bond(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public Bond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, Date issueDate, Leg cashflows) {
this(QuantLibJNI.new_Bond__SWIG_0(settlementDays, Calendar.getCPtr(calendar), calendar, faceAmount, Date.getCPtr(maturityDate), maturityDate, Date.getCPtr(issueDate), issueDate, Leg.getCPtr(cashflows), cashflows), true);
}
public Bond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, Date issueDate) {
this(QuantLibJNI.new_Bond__SWIG_1(settlementDays, Calendar.getCPtr(calendar), calendar, faceAmount, Date.getCPtr(maturityDate), maturityDate, Date.getCPtr(issueDate), issueDate), true);
}
public Bond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate) {
this(QuantLibJNI.new_Bond__SWIG_2(settlementDays, Calendar.getCPtr(calendar), calendar, faceAmount, Date.getCPtr(maturityDate), maturityDate), true);
}
public Bond(long settlementDays, Calendar calendar, Date issueDate, Leg coupons) {
this(QuantLibJNI.new_Bond__SWIG_3(settlementDays, Calendar.getCPtr(calendar), calendar, Date.getCPtr(issueDate), issueDate, Leg.getCPtr(coupons), coupons), true);
}
public Bond(long settlementDays, Calendar calendar, Date issueDate) {
this(QuantLibJNI.new_Bond__SWIG_4(settlementDays, Calendar.getCPtr(calendar), calendar, Date.getCPtr(issueDate), issueDate), true);
}
public Bond(long settlementDays, Calendar calendar) {
this(QuantLibJNI.new_Bond__SWIG_5(settlementDays, Calendar.getCPtr(calendar), calendar), true);
}
public double nextCouponRate(Date d) {
return QuantLibJNI.Bond_nextCouponRate__SWIG_0(swigCPtr, this, Date.getCPtr(d), d);
}
public double nextCouponRate() {
return QuantLibJNI.Bond_nextCouponRate__SWIG_1(swigCPtr, this);
}
public double previousCouponRate(Date d) {
return QuantLibJNI.Bond_previousCouponRate__SWIG_0(swigCPtr, this, Date.getCPtr(d), d);
}
public double previousCouponRate() {
return QuantLibJNI.Bond_previousCouponRate__SWIG_1(swigCPtr, this);
}
public long settlementDays() {
return QuantLibJNI.Bond_settlementDays(swigCPtr, this);
}
public Date settlementDate(Date d) {
return new Date(QuantLibJNI.Bond_settlementDate__SWIG_0(swigCPtr, this, Date.getCPtr(d), d), true);
}
public Date settlementDate() {
return new Date(QuantLibJNI.Bond_settlementDate__SWIG_1(swigCPtr, this), true);
}
public Date startDate() {
return new Date(QuantLibJNI.Bond_startDate(swigCPtr, this), true);
}
public Date maturityDate() {
return new Date(QuantLibJNI.Bond_maturityDate(swigCPtr, this), true);
}
public Date issueDate() {
return new Date(QuantLibJNI.Bond_issueDate(swigCPtr, this), true);
}
public Leg cashflows() {
return new Leg(QuantLibJNI.Bond_cashflows(swigCPtr, this), true);
}
public Leg redemptions() {
return new Leg(QuantLibJNI.Bond_redemptions(swigCPtr, this), true);
}
public CashFlow redemption() {
return new CashFlow(QuantLibJNI.Bond_redemption(swigCPtr, this), true);
}
public Calendar calendar() {
return new Calendar(QuantLibJNI.Bond_calendar(swigCPtr, this), true);
}
public DoubleVector notionals() {
return new DoubleVector(QuantLibJNI.Bond_notionals(swigCPtr, this), true);
}
public double notional(Date d) {
return QuantLibJNI.Bond_notional__SWIG_0(swigCPtr, this, Date.getCPtr(d), d);
}
public double notional() {
return QuantLibJNI.Bond_notional__SWIG_1(swigCPtr, this);
}
public double cleanPrice() {
return QuantLibJNI.Bond_cleanPrice__SWIG_0(swigCPtr, this);
}
public double cleanPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency, Date settlement) {
return QuantLibJNI.Bond_cleanPrice__SWIG_1(swigCPtr, this, yield, DayCounter.getCPtr(dc), dc, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlement), settlement);
}
public double cleanPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency) {
return QuantLibJNI.Bond_cleanPrice__SWIG_2(swigCPtr, this, yield, DayCounter.getCPtr(dc), dc, compounding.swigValue(), frequency.swigValue());
}
public double dirtyPrice() {
return QuantLibJNI.Bond_dirtyPrice__SWIG_0(swigCPtr, this);
}
public double dirtyPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency, Date settlement) {
return QuantLibJNI.Bond_dirtyPrice__SWIG_1(swigCPtr, this, yield, DayCounter.getCPtr(dc), dc, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlement), settlement);
}
public double dirtyPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency) {
return QuantLibJNI.Bond_dirtyPrice__SWIG_2(swigCPtr, this, yield, DayCounter.getCPtr(dc), dc, compounding.swigValue(), frequency.swigValue());
}
public double yield(DayCounter dc, Compounding compounding, Frequency freq, double accuracy, long maxEvaluations) {
return QuantLibJNI.Bond_yield__SWIG_0(swigCPtr, this, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), accuracy, maxEvaluations);
}
public double yield(DayCounter dc, Compounding compounding, Frequency freq, double accuracy) {
return QuantLibJNI.Bond_yield__SWIG_1(swigCPtr, this, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), accuracy);
}
public double yield(DayCounter dc, Compounding compounding, Frequency freq) {
return QuantLibJNI.Bond_yield__SWIG_2(swigCPtr, this, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue());
}
public double yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement, double accuracy, long maxEvaluations) {
return QuantLibJNI.Bond_yield__SWIG_3(swigCPtr, this, cleanPrice, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlement), settlement, accuracy, maxEvaluations);
}
public double yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement, double accuracy) {
return QuantLibJNI.Bond_yield__SWIG_4(swigCPtr, this, cleanPrice, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlement), settlement, accuracy);
}
public double yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement) {
return QuantLibJNI.Bond_yield__SWIG_5(swigCPtr, this, cleanPrice, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlement), settlement);
}
public double yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq) {
return QuantLibJNI.Bond_yield__SWIG_6(swigCPtr, this, cleanPrice, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue());
}
public double accruedAmount(Date settlement) {
return QuantLibJNI.Bond_accruedAmount__SWIG_0(swigCPtr, this, Date.getCPtr(settlement), settlement);
}
public double accruedAmount() {
return QuantLibJNI.Bond_accruedAmount__SWIG_1(swigCPtr, this);
}
public double settlementValue() {
return QuantLibJNI.Bond_settlementValue__SWIG_0(swigCPtr, this);
}
public double settlementValue(double cleanPrice) {
return QuantLibJNI.Bond_settlementValue__SWIG_1(swigCPtr, this, cleanPrice);
}
}
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