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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 SpreadCdsHelper extends DefaultProbabilityHelper {
private transient long swigCPtr;
protected SpreadCdsHelper(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SpreadCdsHelper_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(SpreadCdsHelper obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_SpreadCdsHelper(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime) {
this(QuantLibJNI.new_SpreadCdsHelper__SWIG_0(QuoteHandle.getCPtr(spread), spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, settlesAccrual, paysAtDefaultTime), true);
}
public SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual) {
this(QuantLibJNI.new_SpreadCdsHelper__SWIG_1(QuoteHandle.getCPtr(spread), spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, settlesAccrual), true);
}
public SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve) {
this(QuantLibJNI.new_SpreadCdsHelper__SWIG_2(QuoteHandle.getCPtr(spread), spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve), true);
}
public SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual, boolean paysAtDefaultTime) {
this(QuantLibJNI.new_SpreadCdsHelper__SWIG_3(spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, settlesAccrual, paysAtDefaultTime), true);
}
public SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, boolean settlesAccrual) {
this(QuantLibJNI.new_SpreadCdsHelper__SWIG_4(spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, settlesAccrual), true);
}
public SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve) {
this(QuantLibJNI.new_SpreadCdsHelper__SWIG_5(spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve), true);
}
}
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