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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 FloatingRateCoupon extends Coupon {
private transient long swigCPtr;
protected FloatingRateCoupon(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.FloatingRateCoupon_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(FloatingRateCoupon obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_FloatingRateCoupon(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public Date fixingDate() {
return new Date(QuantLibJNI.FloatingRateCoupon_fixingDate(swigCPtr, this), true);
}
public int fixingDays() {
return QuantLibJNI.FloatingRateCoupon_fixingDays(swigCPtr, this);
}
public boolean isInArrears() {
return QuantLibJNI.FloatingRateCoupon_isInArrears(swigCPtr, this);
}
public double gearing() {
return QuantLibJNI.FloatingRateCoupon_gearing(swigCPtr, this);
}
public double spread() {
return QuantLibJNI.FloatingRateCoupon_spread(swigCPtr, this);
}
public double indexFixing() {
return QuantLibJNI.FloatingRateCoupon_indexFixing(swigCPtr, this);
}
public double adjustedFixing() {
return QuantLibJNI.FloatingRateCoupon_adjustedFixing(swigCPtr, this);
}
public double convexityAdjustment() {
return QuantLibJNI.FloatingRateCoupon_convexityAdjustment(swigCPtr, this);
}
public double price(YieldTermStructureHandle discountCurve) {
return QuantLibJNI.FloatingRateCoupon_price(swigCPtr, this, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve);
}
public InterestRateIndex index() {
return new InterestRateIndex(QuantLibJNI.FloatingRateCoupon_index(swigCPtr, this), true);
}
public void setPricer(FloatingRateCouponPricer p) {
QuantLibJNI.FloatingRateCoupon_setPricer(swigCPtr, this, FloatingRateCouponPricer.getCPtr(p), p);
}
}
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