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); }
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); }
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); }
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); }
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); }