Uses of Class
org.quantlib.SWIGTYPE_p_ext__shared_ptrT_Bond_t

Uses of SWIGTYPE_p_ext__shared_ptrT_Bond_t in org.quantlib

Methods in org.quantlib with parameters of type SWIGTYPE_p_ext__shared_ptrT_Bond_t

Modifier and Type	Method	Description
protected static long	SWIGTYPE_p_ext__shared_ptrT_Bond_t.getCPtr(SWIGTYPE_p_ext__shared_ptrT_Bond_t obj)
protected static long	SWIGTYPE_p_ext__shared_ptrT_Bond_t.swigRelease(SWIGTYPE_p_ext__shared_ptrT_Bond_t obj)

Constructors in org.quantlib with parameters of type SWIGTYPE_p_ext__shared_ptrT_Bond_t

Constructor	Description
AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread)
AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule)
AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount)
AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount, boolean parAssetSwap)