public static double npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows)
{
double ret = NQuantLibcPINVOKE.CashFlows_npv__SWIG_2(Leg.getCPtr(leg), YieldTermStructure.getCPtr(discountCurve), zSpread, DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency, includeSettlementDateFlows);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static double atmRate(Bond bond, YieldTermStructure discountCurve)
{
double ret = NQuantLibcPINVOKE.BondFunctions_atmRate__SWIG_2(Bond.getCPtr(bond), YieldTermStructure.getCPtr(discountCurve));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static double atmRate(Bond bond, YieldTermStructure discountCurve, Date settlementDate, double cleanPrice)
{
double ret = NQuantLibcPINVOKE.BondFunctions_atmRate__SWIG_0(Bond.getCPtr(bond), YieldTermStructure.getCPtr(discountCurve), Date.getCPtr(settlementDate), cleanPrice);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public RelinkableYieldTermStructureHandle(YieldTermStructure arg0) : this(NQuantLibcPINVOKE.new_RelinkableYieldTermStructureHandle__SWIG_0(YieldTermStructure.getCPtr(arg0)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public static double zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, bool includeSettlementDateFlows, Date settlementDate)
{
double ret = NQuantLibcPINVOKE.CashFlows_zSpread__SWIG_4(Leg.getCPtr(leg), npv, YieldTermStructure.getCPtr(arg2), DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency, includeSettlementDateFlows, Date.getCPtr(settlementDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static double atmRate(Leg leg, YieldTermStructure discountCurve, bool includeSettlementDateFlows)
{
double ret = NQuantLibcPINVOKE.CashFlows_atmRate__SWIG_3(Leg.getCPtr(leg), YieldTermStructure.getCPtr(discountCurve), includeSettlementDateFlows);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static double zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency)
{
double ret = NQuantLibcPINVOKE.BondFunctions_zSpread__SWIG_4(Bond.getCPtr(bond), cleanPrice, YieldTermStructure.getCPtr(discountCurve), DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static double zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, uint maxIterations, double guess)
{
double ret = NQuantLibcPINVOKE.BondFunctions_zSpread__SWIG_0(Bond.getCPtr(bond), cleanPrice, YieldTermStructure.getCPtr(discountCurve), DayCounter.getCPtr(dayCounter), (int)compounding, (int)frequency, Date.getCPtr(settlementDate), accuracy, maxIterations, guess);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static double cleanPriceFromZSpread(Bond bond, YieldTermStructure discountCurve, double zSpread, DayCounter dc, Compounding compounding, Frequency freq)
{
double ret = NQuantLibcPINVOKE.cleanPriceFromZSpread__SWIG_1(Bond.getCPtr(bond), YieldTermStructure.getCPtr(discountCurve), zSpread, DayCounter.getCPtr(dc), (int)compounding, (int)freq);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS) : this(NQuantLibcPINVOKE.new_FdSimpleExtOUJumpSwingEngine__SWIG_5(ExtOUWithJumpsProcess.getCPtr(process), YieldTermStructure.getCPtr(rTS)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public FdSimpleExtOUJumpSwingEngine(ExtOUWithJumpsProcess process, YieldTermStructure rTS, uint tGrid, uint xGrid, uint yGrid, DoublePairVector shape) : this(NQuantLibcPINVOKE.new_FdSimpleExtOUJumpSwingEngine__SWIG_1(ExtOUWithJumpsProcess.getCPtr(process), YieldTermStructure.getCPtr(rTS), tGrid, xGrid, yGrid, DoublePairVector.getCPtr(shape)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
