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
|
/* ----------------------------------------------------------------------------
* 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 ZeroCouponInflationSwap extends Instrument {
private transient long swigCPtr;
protected ZeroCouponInflationSwap(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.ZeroCouponInflationSwap_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(ZeroCouponInflationSwap obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_ZeroCouponInflationSwap(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, boolean adjustInfObsDates, Calendar infCalendar, BusinessDayConvention infConvention) {
this(QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_0(type.swigValue(), nominal, Date.getCPtr(start), start, Date.getCPtr(maturity), maturity, Calendar.getCPtr(calendar), calendar, convention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, fixedRate, ZeroInflationIndex.getCPtr(index), index, Period.getCPtr(lag), lag, adjustInfObsDates, Calendar.getCPtr(infCalendar), infCalendar, infConvention.swigValue()), true);
}
public ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, boolean adjustInfObsDates, Calendar infCalendar) {
this(QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_1(type.swigValue(), nominal, Date.getCPtr(start), start, Date.getCPtr(maturity), maturity, Calendar.getCPtr(calendar), calendar, convention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, fixedRate, ZeroInflationIndex.getCPtr(index), index, Period.getCPtr(lag), lag, adjustInfObsDates, Calendar.getCPtr(infCalendar), infCalendar), true);
}
public ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, boolean adjustInfObsDates) {
this(QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_2(type.swigValue(), nominal, Date.getCPtr(start), start, Date.getCPtr(maturity), maturity, Calendar.getCPtr(calendar), calendar, convention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, fixedRate, ZeroInflationIndex.getCPtr(index), index, Period.getCPtr(lag), lag, adjustInfObsDates), true);
}
public ZeroCouponInflationSwap(_ZeroCouponInflationSwap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag) {
this(QuantLibJNI.new_ZeroCouponInflationSwap__SWIG_3(type.swigValue(), nominal, Date.getCPtr(start), start, Date.getCPtr(maturity), maturity, Calendar.getCPtr(calendar), calendar, convention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, fixedRate, ZeroInflationIndex.getCPtr(index), index, Period.getCPtr(lag), lag), true);
}
public double fairRate() {
return QuantLibJNI.ZeroCouponInflationSwap_fairRate(swigCPtr, this);
}
public double fixedLegNPV() {
return QuantLibJNI.ZeroCouponInflationSwap_fixedLegNPV(swigCPtr, this);
}
public double inflationLegNPV() {
return QuantLibJNI.ZeroCouponInflationSwap_inflationLegNPV(swigCPtr, this);
}
public Leg fixedLeg() {
return new Leg(QuantLibJNI.ZeroCouponInflationSwap_fixedLeg(swigCPtr, this), true);
}
public Leg inflationLeg() {
return new Leg(QuantLibJNI.ZeroCouponInflationSwap_inflationLeg(swigCPtr, this), true);
}
public _ZeroCouponInflationSwap.Type type() {
return _ZeroCouponInflationSwap.Type.swigToEnum(QuantLibJNI.ZeroCouponInflationSwap_type(swigCPtr, this));
}
public final static _ZeroCouponInflationSwap.Type Receiver = _ZeroCouponInflationSwap.Type.swigToEnum(QuantLibJNI.ZeroCouponInflationSwap_Receiver_get());
public final static _ZeroCouponInflationSwap.Type Payer = _ZeroCouponInflationSwap.Type.swigToEnum(QuantLibJNI.ZeroCouponInflationSwap_Payer_get());
}
|
