public void SetRange(int index, CallabilitySchedule values)
 {
     NQuantLibcPINVOKE.CallabilitySchedule_SetRange(swigCPtr, index, CallabilitySchedule.getCPtr(values));
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public CallabilitySchedule(CallabilitySchedule other) : this(NQuantLibcPINVOKE.new_CallabilitySchedule__SWIG_1(CallabilitySchedule.getCPtr(other)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemplo n.º 3
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 public ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption) : this(NQuantLibcPINVOKE.new_ConvertibleFloatingRateBond__SWIG_0(Exercise.getCPtr(exercise), conversionRatio, DividendSchedule.getCPtr(dividends), CallabilitySchedule.getCPtr(callability), QuoteHandle.getCPtr(creditSpread), Date.getCPtr(issueDate), settlementDays, IborIndex.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads), DayCounter.getCPtr(dayCounter), Schedule.getCPtr(schedule), redemption), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
Exemplo n.º 4
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 public ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule) : this(NQuantLibcPINVOKE.new_ConvertibleFixedCouponBond__SWIG_1(Exercise.getCPtr(exercise), conversionRatio, DividendSchedule.getCPtr(dividends), CallabilitySchedule.getCPtr(callability), QuoteHandle.getCPtr(creditSpread), Date.getCPtr(issueDate), settlementDays, DoubleVector.getCPtr(coupons), DayCounter.getCPtr(dayCounter), Schedule.getCPtr(schedule)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }
 public CallableFixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, CallabilitySchedule putCallSchedule) : this(NQuantLibcPINVOKE.new_CallableFixedRateBond(settlementDays, faceAmount, Schedule.getCPtr(schedule), DoubleVector.getCPtr(coupons), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, redemption, Date.getCPtr(issueDate), CallabilitySchedule.getCPtr(putCallSchedule)), true)
 {
     if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
     {
         throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
     }
 }