001/* ----------------------------------------------------------------------------
002 * This file was automatically generated by SWIG (https://www.swig.org).
003 * Version 4.1.1
004 *
005 * Do not make changes to this file unless you know what you are doing - modify
006 * the SWIG interface file instead.
007 * ----------------------------------------------------------------------------- */
008
009package org.quantlib;
010
011public class Bond extends Instrument implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected Bond(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.Bond_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(Bond obj) {
022    return (obj == null) ? 0 : obj.swigCPtr;
023  }
024
025  protected void swigSetCMemOwn(boolean own) {
026    swigCMemOwnDerived = own;
027    super.swigSetCMemOwn(own);
028  }
029
030  @SuppressWarnings("deprecation")
031  protected void finalize() {
032    delete();
033  }
034
035  public synchronized void delete() {
036    if (swigCPtr != 0) {
037      if (swigCMemOwnDerived) {
038        swigCMemOwnDerived = false;
039        QuantLibJNI.delete_Bond(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public Bond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, Date issueDate, Leg cashflows) {
047    this(QuantLibJNI.new_Bond__SWIG_0(settlementDays, Calendar.getCPtr(calendar), calendar, faceAmount, Date.getCPtr(maturityDate), maturityDate, Date.getCPtr(issueDate), issueDate, Leg.getCPtr(cashflows), cashflows), true);
048  }
049
050  public Bond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate, Date issueDate) {
051    this(QuantLibJNI.new_Bond__SWIG_1(settlementDays, Calendar.getCPtr(calendar), calendar, faceAmount, Date.getCPtr(maturityDate), maturityDate, Date.getCPtr(issueDate), issueDate), true);
052  }
053
054  public Bond(long settlementDays, Calendar calendar, double faceAmount, Date maturityDate) {
055    this(QuantLibJNI.new_Bond__SWIG_2(settlementDays, Calendar.getCPtr(calendar), calendar, faceAmount, Date.getCPtr(maturityDate), maturityDate), true);
056  }
057
058  public Bond(long settlementDays, Calendar calendar, Date issueDate, Leg coupons) {
059    this(QuantLibJNI.new_Bond__SWIG_3(settlementDays, Calendar.getCPtr(calendar), calendar, Date.getCPtr(issueDate), issueDate, Leg.getCPtr(coupons), coupons), true);
060  }
061
062  public Bond(long settlementDays, Calendar calendar, Date issueDate) {
063    this(QuantLibJNI.new_Bond__SWIG_4(settlementDays, Calendar.getCPtr(calendar), calendar, Date.getCPtr(issueDate), issueDate), true);
064  }
065
066  public Bond(long settlementDays, Calendar calendar) {
067    this(QuantLibJNI.new_Bond__SWIG_5(settlementDays, Calendar.getCPtr(calendar), calendar), true);
068  }
069
070  public double nextCouponRate(Date d) {
071    return QuantLibJNI.Bond_nextCouponRate__SWIG_0(swigCPtr, this, Date.getCPtr(d), d);
072  }
073
074  public double nextCouponRate() {
075    return QuantLibJNI.Bond_nextCouponRate__SWIG_1(swigCPtr, this);
076  }
077
078  public double previousCouponRate(Date d) {
079    return QuantLibJNI.Bond_previousCouponRate__SWIG_0(swigCPtr, this, Date.getCPtr(d), d);
080  }
081
082  public double previousCouponRate() {
083    return QuantLibJNI.Bond_previousCouponRate__SWIG_1(swigCPtr, this);
084  }
085
086  public long settlementDays() {
087    return QuantLibJNI.Bond_settlementDays(swigCPtr, this);
088  }
089
090  public Date settlementDate(Date d) {
091    return new Date(QuantLibJNI.Bond_settlementDate__SWIG_0(swigCPtr, this, Date.getCPtr(d), d), true);
092  }
093
094  public Date settlementDate() {
095    return new Date(QuantLibJNI.Bond_settlementDate__SWIG_1(swigCPtr, this), true);
096  }
097
098  public Date startDate() {
099    return new Date(QuantLibJNI.Bond_startDate(swigCPtr, this), true);
100  }
101
102  public Date maturityDate() {
103    return new Date(QuantLibJNI.Bond_maturityDate(swigCPtr, this), true);
104  }
105
106  public Date issueDate() {
107    return new Date(QuantLibJNI.Bond_issueDate(swigCPtr, this), true);
108  }
109
110  public Leg cashflows() {
111    return new Leg(QuantLibJNI.Bond_cashflows(swigCPtr, this), true);
112  }
113
114  public Leg redemptions() {
115    return new Leg(QuantLibJNI.Bond_redemptions(swigCPtr, this), true);
116  }
117
118  public CashFlow redemption() {
119    long cPtr = QuantLibJNI.Bond_redemption(swigCPtr, this);
120    return (cPtr == 0) ? null : new CashFlow(cPtr, true);
121  }
122
123  public Calendar calendar() {
124    return new Calendar(QuantLibJNI.Bond_calendar(swigCPtr, this), true);
125  }
126
127  public DoubleVector notionals() {
128    return new DoubleVector(QuantLibJNI.Bond_notionals(swigCPtr, this), true);
129  }
130
131  public double notional(Date d) {
132    return QuantLibJNI.Bond_notional__SWIG_0(swigCPtr, this, Date.getCPtr(d), d);
133  }
134
135  public double notional() {
136    return QuantLibJNI.Bond_notional__SWIG_1(swigCPtr, this);
137  }
138
139  public double cleanPrice() {
140    return QuantLibJNI.Bond_cleanPrice__SWIG_0(swigCPtr, this);
141  }
142
143  public double cleanPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency, Date settlement) {
144    return QuantLibJNI.Bond_cleanPrice__SWIG_1(swigCPtr, this, yield, DayCounter.getCPtr(dc), dc, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlement), settlement);
145  }
146
147  public double cleanPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency) {
148    return QuantLibJNI.Bond_cleanPrice__SWIG_2(swigCPtr, this, yield, DayCounter.getCPtr(dc), dc, compounding.swigValue(), frequency.swigValue());
149  }
150
151  public double dirtyPrice() {
152    return QuantLibJNI.Bond_dirtyPrice__SWIG_0(swigCPtr, this);
153  }
154
155  public double dirtyPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency, Date settlement) {
156    return QuantLibJNI.Bond_dirtyPrice__SWIG_1(swigCPtr, this, yield, DayCounter.getCPtr(dc), dc, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlement), settlement);
157  }
158
159  public double dirtyPrice(double yield, DayCounter dc, Compounding compounding, Frequency frequency) {
160    return QuantLibJNI.Bond_dirtyPrice__SWIG_2(swigCPtr, this, yield, DayCounter.getCPtr(dc), dc, compounding.swigValue(), frequency.swigValue());
161  }
162
163  public double yield(DayCounter dc, Compounding compounding, Frequency freq, double accuracy, long maxEvaluations) {
164    return QuantLibJNI.Bond_yield__SWIG_0(swigCPtr, this, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), accuracy, maxEvaluations);
165  }
166
167  public double yield(DayCounter dc, Compounding compounding, Frequency freq, double accuracy) {
168    return QuantLibJNI.Bond_yield__SWIG_1(swigCPtr, this, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), accuracy);
169  }
170
171  public double yield(DayCounter dc, Compounding compounding, Frequency freq) {
172    return QuantLibJNI.Bond_yield__SWIG_2(swigCPtr, this, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue());
173  }
174
175  public double yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement, double accuracy, long maxEvaluations) {
176    return QuantLibJNI.Bond_yield__SWIG_3(swigCPtr, this, cleanPrice, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlement), settlement, accuracy, maxEvaluations);
177  }
178
179  public double yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement, double accuracy) {
180    return QuantLibJNI.Bond_yield__SWIG_4(swigCPtr, this, cleanPrice, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlement), settlement, accuracy);
181  }
182
183  public double yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq, Date settlement) {
184    return QuantLibJNI.Bond_yield__SWIG_5(swigCPtr, this, cleanPrice, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlement), settlement);
185  }
186
187  public double yield(double cleanPrice, DayCounter dc, Compounding compounding, Frequency freq) {
188    return QuantLibJNI.Bond_yield__SWIG_6(swigCPtr, this, cleanPrice, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue());
189  }
190
191  public double accruedAmount(Date settlement) {
192    return QuantLibJNI.Bond_accruedAmount__SWIG_0(swigCPtr, this, Date.getCPtr(settlement), settlement);
193  }
194
195  public double accruedAmount() {
196    return QuantLibJNI.Bond_accruedAmount__SWIG_1(swigCPtr, this);
197  }
198
199  public double settlementValue() {
200    return QuantLibJNI.Bond_settlementValue__SWIG_0(swigCPtr, this);
201  }
202
203  public double settlementValue(double cleanPrice) {
204    return QuantLibJNI.Bond_settlementValue__SWIG_1(swigCPtr, this, cleanPrice);
205  }
206
207}