1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
|
/* ----------------------------------------------------------------------------
* 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 CallableFixedRateBond extends Bond {
private transient long swigCPtr;
protected CallableFixedRateBond(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.CallableFixedRateBond_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(CallableFixedRateBond obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_CallableFixedRateBond(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public CallableFixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule) {
this(QuantLibJNI.new_CallableFixedRateBond(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, CallabilitySchedule.getCPtr(putCallSchedule), putCallSchedule), true);
}
public double OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy, long maxIterations, double guess) {
return QuantLibJNI.CallableFixedRateBond_OAS__SWIG_0(swigCPtr, this, cleanPrice, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy, maxIterations, guess);
}
public double OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy, long maxIterations) {
return QuantLibJNI.CallableFixedRateBond_OAS__SWIG_1(swigCPtr, this, cleanPrice, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy, maxIterations);
}
public double OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy) {
return QuantLibJNI.CallableFixedRateBond_OAS__SWIG_2(swigCPtr, this, cleanPrice, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy);
}
public double OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate) {
return QuantLibJNI.CallableFixedRateBond_OAS__SWIG_3(swigCPtr, this, cleanPrice, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlementDate), settlementDate);
}
public double OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq) {
return QuantLibJNI.CallableFixedRateBond_OAS__SWIG_4(swigCPtr, this, cleanPrice, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue());
}
public double cleanPriceOAS(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
return QuantLibJNI.CallableFixedRateBond_cleanPriceOAS__SWIG_0(swigCPtr, this, oas, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
}
public double cleanPriceOAS(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
return QuantLibJNI.CallableFixedRateBond_cleanPriceOAS__SWIG_1(swigCPtr, this, oas, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
}
public double effectiveDuration(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, double bump) {
return QuantLibJNI.CallableFixedRateBond_effectiveDuration__SWIG_0(swigCPtr, this, oas, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), bump);
}
public double effectiveDuration(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
return QuantLibJNI.CallableFixedRateBond_effectiveDuration__SWIG_1(swigCPtr, this, oas, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
}
public double effectiveConvexity(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, double bump) {
return QuantLibJNI.CallableFixedRateBond_effectiveConvexity__SWIG_0(swigCPtr, this, oas, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), bump);
}
public double effectiveConvexity(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
return QuantLibJNI.CallableFixedRateBond_effectiveConvexity__SWIG_1(swigCPtr, this, oas, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
}
}
|
