public static double bps(Leg arg0, InterestRate arg1, bool includeSettlementDateFlows)
        {
            double ret = NQuantLibcPINVOKE.CashFlows_bps__SWIG_8(Leg.getCPtr(arg0), InterestRate.getCPtr(arg1), includeSettlementDateFlows);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
        public static double npv(Leg arg0, InterestRate arg1, bool includeSettlementDateFlows, Date settlementDate, Date npvDate)
        {
            double ret = NQuantLibcPINVOKE.CashFlows_npv__SWIG_6(Leg.getCPtr(arg0), InterestRate.getCPtr(arg1), includeSettlementDateFlows, Date.getCPtr(settlementDate), Date.getCPtr(npvDate));

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
Esempio n. 3
0
        public static double yieldValueBasisPoint(Bond bond, InterestRate yield)
        {
            double ret = NQuantLibcPINVOKE.BondFunctions_yieldValueBasisPoint__SWIG_1(Bond.getCPtr(bond), InterestRate.getCPtr(yield));

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
Esempio n. 4
0
        public static double basisPointValue(Bond bond, InterestRate yield, Date settlementDate)
        {
            double ret = NQuantLibcPINVOKE.BondFunctions_basisPointValue__SWIG_0(Bond.getCPtr(bond), InterestRate.getCPtr(yield), Date.getCPtr(settlementDate));

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
Esempio n. 5
0
        public static double duration(Bond bond, InterestRate yield, Duration.Type type)
        {
            double ret = NQuantLibcPINVOKE.BondFunctions_duration__SWIG_1(Bond.getCPtr(bond), InterestRate.getCPtr(yield), (int)type);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
Esempio n. 6
0
        public static double cleanPrice(Bond bond, InterestRate yield)
        {
            double ret = NQuantLibcPINVOKE.BondFunctions_cleanPrice__SWIG_3(Bond.getCPtr(bond), InterestRate.getCPtr(yield));

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
        public static double basisPointValue(Leg leg, InterestRate yield, bool includeSettlementDateFlows)
        {
            double ret = NQuantLibcPINVOKE.CashFlows_basisPointValue__SWIG_2(Leg.getCPtr(leg), InterestRate.getCPtr(yield), includeSettlementDateFlows);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }
        public static double duration(Leg arg0, InterestRate arg1, Duration.Type type, bool includeSettlementDateFlows)
        {
            double ret = NQuantLibcPINVOKE.CashFlows_duration__SWIG_1(Leg.getCPtr(arg0), InterestRate.getCPtr(arg1), (int)type, includeSettlementDateFlows);

            if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
            {
                throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
            }
            return(ret);
        }