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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 IborCoupon extends FloatingRateCoupon {
private transient long swigCPtr;
protected IborCoupon(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.IborCoupon_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(IborCoupon obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_IborCoupon(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter) {
this(QuantLibJNI.new_IborCoupon__SWIG_0(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, InterestRateIndex.getCPtr(index), index, gearing, spread, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd, DayCounter.getCPtr(dayCounter), dayCounter), true);
}
public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd) {
this(QuantLibJNI.new_IborCoupon__SWIG_1(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, InterestRateIndex.getCPtr(index), index, gearing, spread, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd), true);
}
public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart) {
this(QuantLibJNI.new_IborCoupon__SWIG_2(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, InterestRateIndex.getCPtr(index), index, gearing, spread, Date.getCPtr(refPeriodStart), refPeriodStart), true);
}
public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread) {
this(QuantLibJNI.new_IborCoupon__SWIG_3(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, InterestRateIndex.getCPtr(index), index, gearing, spread), true);
}
public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing) {
this(QuantLibJNI.new_IborCoupon__SWIG_4(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, InterestRateIndex.getCPtr(index), index, gearing), true);
}
public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index) {
this(QuantLibJNI.new_IborCoupon__SWIG_5(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, InterestRateIndex.getCPtr(index), index), true);
}
}
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