public static IborIndex as_iborindex(InterestRateIndex index)
{
IborIndex ret = new IborIndex(NQuantLibcPINVOKE.as_iborindex(InterestRateIndex.getCPtr(index)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2, bool intermediateCapitalExchange, bool finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1) : this(NQuantLibcPINVOKE.new_FloatFloatSwap__SWIG_6((int)type, DoubleVector.getCPtr(nominal1), DoubleVector.getCPtr(nominal2), Schedule.getCPtr(schedule1), InterestRateIndex.getCPtr(indexPtr1), DayCounter.getCPtr(dayCount1), Schedule.getCPtr(schedule2), InterestRateIndex.getCPtr(indexPtr2), DayCounter.getCPtr(dayCount2), intermediateCapitalExchange, finalCapitalExchange, DoubleVector.getCPtr(gearing1), DoubleVector.getCPtr(spread1), DoubleVector.getCPtr(cappedRate1), DoubleVector.getCPtr(flooredRate1)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FloatFloatSwap(_VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex indexPtr1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex indexPtr2, DayCounter dayCount2) : this(NQuantLibcPINVOKE.new_FloatFloatSwap__SWIG_12((int)type, DoubleVector.getCPtr(nominal1), DoubleVector.getCPtr(nominal2), Schedule.getCPtr(schedule1), InterestRateIndex.getCPtr(indexPtr1), DayCounter.getCPtr(dayCount1), Schedule.getCPtr(schedule2), InterestRateIndex.getCPtr(indexPtr2), DayCounter.getCPtr(dayCount2)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index) : this(NQuantLibcPINVOKE.new_IborCoupon__SWIG_5(Date.getCPtr(paymentDate), nominal, Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, InterestRateIndex.getCPtr(index)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd) : this(NQuantLibcPINVOKE.new_IborCoupon__SWIG_1(Date.getCPtr(paymentDate), nominal, Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, InterestRateIndex.getCPtr(index), gearing, spread, Date.getCPtr(refPeriodStart), Date.getCPtr(refPeriodEnd)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public AssetSwap(bool payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread) : this(NQuantLibcPINVOKE.new_AssetSwap__SWIG_3(payFixedRate, Bond.getCPtr(bond), bondCleanPrice, InterestRateIndex.getCPtr(index), spread), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public AssetSwap(bool payFixedRate, Bond bond, double bondCleanPrice, InterestRateIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount) : this(NQuantLibcPINVOKE.new_AssetSwap__SWIG_1(payFixedRate, Bond.getCPtr(bond), bondCleanPrice, InterestRateIndex.getCPtr(index), spread, Schedule.getCPtr(floatSchedule), DayCounter.getCPtr(floatingDayCount)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FloatFloatSwap(VanillaSwap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, bool intermediateCapitalExchange) : this(NQuantLibcPINVOKE.new_FloatFloatSwap__SWIG_11((int)type, DoubleVector.getCPtr(nominal1), DoubleVector.getCPtr(nominal2), Schedule.getCPtr(schedule1), InterestRateIndex.getCPtr(index1), DayCounter.getCPtr(dayCount1), Schedule.getCPtr(schedule2), InterestRateIndex.getCPtr(index2), DayCounter.getCPtr(dayCount2), intermediateCapitalExchange), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
