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 BondFunctions implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  protected transient boolean swigCMemOwn;
014
015  protected BondFunctions(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(BondFunctions obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected static long swigRelease(BondFunctions obj) {
025    long ptr = 0;
026    if (obj != null) {
027      if (!obj.swigCMemOwn)
028        throw new RuntimeException("Cannot release ownership as memory is not owned");
029      ptr = obj.swigCPtr;
030      obj.swigCMemOwn = false;
031      obj.delete();
032    }
033    return ptr;
034  }
035
036  @SuppressWarnings("deprecation")
037  protected void finalize() {
038    delete();
039  }
040
041  public synchronized void delete() {
042    if (swigCPtr != 0) {
043      if (swigCMemOwn) {
044        swigCMemOwn = false;
045        QuantLibJNI.delete_BondFunctions(swigCPtr);
046      }
047      swigCPtr = 0;
048    }
049  }
050
051  public static Date startDate(Bond bond) {
052    return new Date(QuantLibJNI.BondFunctions_startDate(Bond.getCPtr(bond), bond), true);
053  }
054
055  public static Date maturityDate(Bond bond) {
056    return new Date(QuantLibJNI.BondFunctions_maturityDate(Bond.getCPtr(bond), bond), true);
057  }
058
059  public static boolean isTradable(Bond bond, Date settlementDate) {
060    return QuantLibJNI.BondFunctions_isTradable__SWIG_0(Bond.getCPtr(bond), bond, Date.getCPtr(settlementDate), settlementDate);
061  }
062
063  public static boolean isTradable(Bond bond) {
064    return QuantLibJNI.BondFunctions_isTradable__SWIG_1(Bond.getCPtr(bond), bond);
065  }
066
067  public static Date previousCashFlowDate(Bond bond, Date refDate) {
068    return new Date(QuantLibJNI.BondFunctions_previousCashFlowDate__SWIG_0(Bond.getCPtr(bond), bond, Date.getCPtr(refDate), refDate), true);
069  }
070
071  public static Date previousCashFlowDate(Bond bond) {
072    return new Date(QuantLibJNI.BondFunctions_previousCashFlowDate__SWIG_1(Bond.getCPtr(bond), bond), true);
073  }
074
075  public static Date nextCashFlowDate(Bond bond, Date refDate) {
076    return new Date(QuantLibJNI.BondFunctions_nextCashFlowDate__SWIG_0(Bond.getCPtr(bond), bond, Date.getCPtr(refDate), refDate), true);
077  }
078
079  public static Date nextCashFlowDate(Bond bond) {
080    return new Date(QuantLibJNI.BondFunctions_nextCashFlowDate__SWIG_1(Bond.getCPtr(bond), bond), true);
081  }
082
083  public static double previousCashFlowAmount(Bond bond, Date refDate) {
084    return QuantLibJNI.BondFunctions_previousCashFlowAmount__SWIG_0(Bond.getCPtr(bond), bond, Date.getCPtr(refDate), refDate);
085  }
086
087  public static double previousCashFlowAmount(Bond bond) {
088    return QuantLibJNI.BondFunctions_previousCashFlowAmount__SWIG_1(Bond.getCPtr(bond), bond);
089  }
090
091  public static double nextCashFlowAmount(Bond bond, Date refDate) {
092    return QuantLibJNI.BondFunctions_nextCashFlowAmount__SWIG_0(Bond.getCPtr(bond), bond, Date.getCPtr(refDate), refDate);
093  }
094
095  public static double nextCashFlowAmount(Bond bond) {
096    return QuantLibJNI.BondFunctions_nextCashFlowAmount__SWIG_1(Bond.getCPtr(bond), bond);
097  }
098
099  public static double previousCouponRate(Bond bond, Date settlementDate) {
100    return QuantLibJNI.BondFunctions_previousCouponRate__SWIG_0(Bond.getCPtr(bond), bond, Date.getCPtr(settlementDate), settlementDate);
101  }
102
103  public static double previousCouponRate(Bond bond) {
104    return QuantLibJNI.BondFunctions_previousCouponRate__SWIG_1(Bond.getCPtr(bond), bond);
105  }
106
107  public static double nextCouponRate(Bond bond, Date settlementDate) {
108    return QuantLibJNI.BondFunctions_nextCouponRate__SWIG_0(Bond.getCPtr(bond), bond, Date.getCPtr(settlementDate), settlementDate);
109  }
110
111  public static double nextCouponRate(Bond bond) {
112    return QuantLibJNI.BondFunctions_nextCouponRate__SWIG_1(Bond.getCPtr(bond), bond);
113  }
114
115  public static Date accrualStartDate(Bond bond, Date settlementDate) {
116    return new Date(QuantLibJNI.BondFunctions_accrualStartDate__SWIG_0(Bond.getCPtr(bond), bond, Date.getCPtr(settlementDate), settlementDate), true);
117  }
118
119  public static Date accrualStartDate(Bond bond) {
120    return new Date(QuantLibJNI.BondFunctions_accrualStartDate__SWIG_1(Bond.getCPtr(bond), bond), true);
121  }
122
123  public static Date accrualEndDate(Bond bond, Date settlementDate) {
124    return new Date(QuantLibJNI.BondFunctions_accrualEndDate__SWIG_0(Bond.getCPtr(bond), bond, Date.getCPtr(settlementDate), settlementDate), true);
125  }
126
127  public static Date accrualEndDate(Bond bond) {
128    return new Date(QuantLibJNI.BondFunctions_accrualEndDate__SWIG_1(Bond.getCPtr(bond), bond), true);
129  }
130
131  public static double accrualPeriod(Bond bond, Date settlementDate) {
132    return QuantLibJNI.BondFunctions_accrualPeriod__SWIG_0(Bond.getCPtr(bond), bond, Date.getCPtr(settlementDate), settlementDate);
133  }
134
135  public static double accrualPeriod(Bond bond) {
136    return QuantLibJNI.BondFunctions_accrualPeriod__SWIG_1(Bond.getCPtr(bond), bond);
137  }
138
139  public static int accrualDays(Bond bond, Date settlementDate) {
140    return QuantLibJNI.BondFunctions_accrualDays__SWIG_0(Bond.getCPtr(bond), bond, Date.getCPtr(settlementDate), settlementDate);
141  }
142
143  public static int accrualDays(Bond bond) {
144    return QuantLibJNI.BondFunctions_accrualDays__SWIG_1(Bond.getCPtr(bond), bond);
145  }
146
147  public static double accruedPeriod(Bond bond, Date settlementDate) {
148    return QuantLibJNI.BondFunctions_accruedPeriod__SWIG_0(Bond.getCPtr(bond), bond, Date.getCPtr(settlementDate), settlementDate);
149  }
150
151  public static double accruedPeriod(Bond bond) {
152    return QuantLibJNI.BondFunctions_accruedPeriod__SWIG_1(Bond.getCPtr(bond), bond);
153  }
154
155  public static int accruedDays(Bond bond, Date settlementDate) {
156    return QuantLibJNI.BondFunctions_accruedDays__SWIG_0(Bond.getCPtr(bond), bond, Date.getCPtr(settlementDate), settlementDate);
157  }
158
159  public static int accruedDays(Bond bond) {
160    return QuantLibJNI.BondFunctions_accruedDays__SWIG_1(Bond.getCPtr(bond), bond);
161  }
162
163  public static double accruedAmount(Bond bond, Date settlementDate) {
164    return QuantLibJNI.BondFunctions_accruedAmount__SWIG_0(Bond.getCPtr(bond), bond, Date.getCPtr(settlementDate), settlementDate);
165  }
166
167  public static double accruedAmount(Bond bond) {
168    return QuantLibJNI.BondFunctions_accruedAmount__SWIG_1(Bond.getCPtr(bond), bond);
169  }
170
171  public static double cleanPrice(Bond bond, YieldTermStructure discountCurve, Date settlementDate) {
172    return QuantLibJNI.BondFunctions_cleanPrice__SWIG_0(Bond.getCPtr(bond), bond, YieldTermStructure.getCPtr(discountCurve), discountCurve, Date.getCPtr(settlementDate), settlementDate);
173  }
174
175  public static double cleanPrice(Bond bond, YieldTermStructure discountCurve) {
176    return QuantLibJNI.BondFunctions_cleanPrice__SWIG_1(Bond.getCPtr(bond), bond, YieldTermStructure.getCPtr(discountCurve), discountCurve);
177  }
178
179  public static double bps(Bond bond, YieldTermStructure discountCurve, Date settlementDate) {
180    return QuantLibJNI.BondFunctions_bps__SWIG_0(Bond.getCPtr(bond), bond, YieldTermStructure.getCPtr(discountCurve), discountCurve, Date.getCPtr(settlementDate), settlementDate);
181  }
182
183  public static double bps(Bond bond, YieldTermStructure discountCurve) {
184    return QuantLibJNI.BondFunctions_bps__SWIG_1(Bond.getCPtr(bond), bond, YieldTermStructure.getCPtr(discountCurve), discountCurve);
185  }
186
187  public static double atmRate(Bond bond, YieldTermStructure discountCurve, Date settlementDate, double cleanPrice) {
188    return QuantLibJNI.BondFunctions_atmRate__SWIG_0(Bond.getCPtr(bond), bond, YieldTermStructure.getCPtr(discountCurve), discountCurve, Date.getCPtr(settlementDate), settlementDate, cleanPrice);
189  }
190
191  public static double atmRate(Bond bond, YieldTermStructure discountCurve, Date settlementDate) {
192    return QuantLibJNI.BondFunctions_atmRate__SWIG_1(Bond.getCPtr(bond), bond, YieldTermStructure.getCPtr(discountCurve), discountCurve, Date.getCPtr(settlementDate), settlementDate);
193  }
194
195  public static double atmRate(Bond bond, YieldTermStructure discountCurve) {
196    return QuantLibJNI.BondFunctions_atmRate__SWIG_2(Bond.getCPtr(bond), bond, YieldTermStructure.getCPtr(discountCurve), discountCurve);
197  }
198
199  public static double cleanPrice(Bond bond, InterestRate yield, Date settlementDate) {
200    return QuantLibJNI.BondFunctions_cleanPrice__SWIG_2(Bond.getCPtr(bond), bond, InterestRate.getCPtr(yield), yield, Date.getCPtr(settlementDate), settlementDate);
201  }
202
203  public static double cleanPrice(Bond bond, InterestRate yield) {
204    return QuantLibJNI.BondFunctions_cleanPrice__SWIG_3(Bond.getCPtr(bond), bond, InterestRate.getCPtr(yield), yield);
205  }
206
207  public static double cleanPrice(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
208    return QuantLibJNI.BondFunctions_cleanPrice__SWIG_4(Bond.getCPtr(bond), bond, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
209  }
210
211  public static double cleanPrice(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
212    return QuantLibJNI.BondFunctions_cleanPrice__SWIG_5(Bond.getCPtr(bond), bond, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
213  }
214
215  public static double bps(Bond bond, InterestRate yield, Date settlementDate) {
216    return QuantLibJNI.BondFunctions_bps__SWIG_2(Bond.getCPtr(bond), bond, InterestRate.getCPtr(yield), yield, Date.getCPtr(settlementDate), settlementDate);
217  }
218
219  public static double bps(Bond bond, InterestRate yield) {
220    return QuantLibJNI.BondFunctions_bps__SWIG_3(Bond.getCPtr(bond), bond, InterestRate.getCPtr(yield), yield);
221  }
222
223  public static double bps(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
224    return QuantLibJNI.BondFunctions_bps__SWIG_4(Bond.getCPtr(bond), bond, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
225  }
226
227  public static double bps(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
228    return QuantLibJNI.BondFunctions_bps__SWIG_5(Bond.getCPtr(bond), bond, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
229  }
230
231  public static double yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations, double guess) {
232    return QuantLibJNI.BondFunctions_yield__SWIG_0(Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy, maxIterations, guess);
233  }
234
235  public static double yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations) {
236    return QuantLibJNI.BondFunctions_yield__SWIG_1(Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy, maxIterations);
237  }
238
239  public static double yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy) {
240    return QuantLibJNI.BondFunctions_yield__SWIG_2(Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy);
241  }
242
243  public static double yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
244    return QuantLibJNI.BondFunctions_yield__SWIG_3(Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
245  }
246
247  public static double yield(Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
248    return QuantLibJNI.BondFunctions_yield__SWIG_4(Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
249  }
250
251  public static double duration(Bond bond, InterestRate yield, Duration.Type type, Date settlementDate) {
252    return QuantLibJNI.BondFunctions_duration__SWIG_0(Bond.getCPtr(bond), bond, InterestRate.getCPtr(yield), yield, type.swigValue(), Date.getCPtr(settlementDate), settlementDate);
253  }
254
255  public static double duration(Bond bond, InterestRate yield, Duration.Type type) {
256    return QuantLibJNI.BondFunctions_duration__SWIG_1(Bond.getCPtr(bond), bond, InterestRate.getCPtr(yield), yield, type.swigValue());
257  }
258
259  public static double duration(Bond bond, InterestRate yield) {
260    return QuantLibJNI.BondFunctions_duration__SWIG_2(Bond.getCPtr(bond), bond, InterestRate.getCPtr(yield), yield);
261  }
262
263  public static double duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, Date settlementDate) {
264    return QuantLibJNI.BondFunctions_duration__SWIG_3(Bond.getCPtr(bond), bond, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), type.swigValue(), Date.getCPtr(settlementDate), settlementDate);
265  }
266
267  public static double duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type) {
268    return QuantLibJNI.BondFunctions_duration__SWIG_4(Bond.getCPtr(bond), bond, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), type.swigValue());
269  }
270
271  public static double duration(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
272    return QuantLibJNI.BondFunctions_duration__SWIG_5(Bond.getCPtr(bond), bond, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
273  }
274
275  public static double convexity(Bond bond, InterestRate yield, Date settlementDate) {
276    return QuantLibJNI.BondFunctions_convexity__SWIG_0(Bond.getCPtr(bond), bond, InterestRate.getCPtr(yield), yield, Date.getCPtr(settlementDate), settlementDate);
277  }
278
279  public static double convexity(Bond bond, InterestRate yield) {
280    return QuantLibJNI.BondFunctions_convexity__SWIG_1(Bond.getCPtr(bond), bond, InterestRate.getCPtr(yield), yield);
281  }
282
283  public static double convexity(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
284    return QuantLibJNI.BondFunctions_convexity__SWIG_2(Bond.getCPtr(bond), bond, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
285  }
286
287  public static double convexity(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
288    return QuantLibJNI.BondFunctions_convexity__SWIG_3(Bond.getCPtr(bond), bond, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
289  }
290
291  public static double basisPointValue(Bond bond, InterestRate yield, Date settlementDate) {
292    return QuantLibJNI.BondFunctions_basisPointValue__SWIG_0(Bond.getCPtr(bond), bond, InterestRate.getCPtr(yield), yield, Date.getCPtr(settlementDate), settlementDate);
293  }
294
295  public static double basisPointValue(Bond bond, InterestRate yield) {
296    return QuantLibJNI.BondFunctions_basisPointValue__SWIG_1(Bond.getCPtr(bond), bond, InterestRate.getCPtr(yield), yield);
297  }
298
299  public static double basisPointValue(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
300    return QuantLibJNI.BondFunctions_basisPointValue__SWIG_2(Bond.getCPtr(bond), bond, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
301  }
302
303  public static double basisPointValue(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
304    return QuantLibJNI.BondFunctions_basisPointValue__SWIG_3(Bond.getCPtr(bond), bond, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
305  }
306
307  public static double yieldValueBasisPoint(Bond bond, InterestRate yield, Date settlementDate) {
308    return QuantLibJNI.BondFunctions_yieldValueBasisPoint__SWIG_0(Bond.getCPtr(bond), bond, InterestRate.getCPtr(yield), yield, Date.getCPtr(settlementDate), settlementDate);
309  }
310
311  public static double yieldValueBasisPoint(Bond bond, InterestRate yield) {
312    return QuantLibJNI.BondFunctions_yieldValueBasisPoint__SWIG_1(Bond.getCPtr(bond), bond, InterestRate.getCPtr(yield), yield);
313  }
314
315  public static double yieldValueBasisPoint(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
316    return QuantLibJNI.BondFunctions_yieldValueBasisPoint__SWIG_2(Bond.getCPtr(bond), bond, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
317  }
318
319  public static double yieldValueBasisPoint(Bond bond, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
320    return QuantLibJNI.BondFunctions_yieldValueBasisPoint__SWIG_3(Bond.getCPtr(bond), bond, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
321  }
322
323  public static double zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations, double guess) {
324    return QuantLibJNI.BondFunctions_zSpread__SWIG_0(Bond.getCPtr(bond), bond, cleanPrice, YieldTermStructure.getCPtr(discountCurve), discountCurve, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy, maxIterations, guess);
325  }
326
327  public static double zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, long maxIterations) {
328    return QuantLibJNI.BondFunctions_zSpread__SWIG_1(Bond.getCPtr(bond), bond, cleanPrice, YieldTermStructure.getCPtr(discountCurve), discountCurve, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy, maxIterations);
329  }
330
331  public static double zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy) {
332    return QuantLibJNI.BondFunctions_zSpread__SWIG_2(Bond.getCPtr(bond), bond, cleanPrice, YieldTermStructure.getCPtr(discountCurve), discountCurve, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy);
333  }
334
335  public static double zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
336    return QuantLibJNI.BondFunctions_zSpread__SWIG_3(Bond.getCPtr(bond), bond, cleanPrice, YieldTermStructure.getCPtr(discountCurve), discountCurve, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
337  }
338
339  public static double zSpread(Bond bond, double cleanPrice, YieldTermStructure discountCurve, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
340    return QuantLibJNI.BondFunctions_zSpread__SWIG_4(Bond.getCPtr(bond), bond, cleanPrice, YieldTermStructure.getCPtr(discountCurve), discountCurve, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
341  }
342
343  public static double yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess) {
344    return QuantLibJNI.BondFunctions_yieldBrent__SWIG_0(Brent.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy, guess);
345  }
346
347  public static double yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy) {
348    return QuantLibJNI.BondFunctions_yieldBrent__SWIG_1(Brent.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy);
349  }
350
351  public static double yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
352    return QuantLibJNI.BondFunctions_yieldBrent__SWIG_2(Brent.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
353  }
354
355  public static double yieldBrent(Brent solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
356    return QuantLibJNI.BondFunctions_yieldBrent__SWIG_3(Brent.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
357  }
358
359  public static double yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess) {
360    return QuantLibJNI.BondFunctions_yieldBisection__SWIG_0(Bisection.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy, guess);
361  }
362
363  public static double yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy) {
364    return QuantLibJNI.BondFunctions_yieldBisection__SWIG_1(Bisection.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy);
365  }
366
367  public static double yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
368    return QuantLibJNI.BondFunctions_yieldBisection__SWIG_2(Bisection.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
369  }
370
371  public static double yieldBisection(Bisection solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
372    return QuantLibJNI.BondFunctions_yieldBisection__SWIG_3(Bisection.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
373  }
374
375  public static double yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess) {
376    return QuantLibJNI.BondFunctions_yieldFalsePosition__SWIG_0(FalsePosition.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy, guess);
377  }
378
379  public static double yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy) {
380    return QuantLibJNI.BondFunctions_yieldFalsePosition__SWIG_1(FalsePosition.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy);
381  }
382
383  public static double yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
384    return QuantLibJNI.BondFunctions_yieldFalsePosition__SWIG_2(FalsePosition.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
385  }
386
387  public static double yieldFalsePosition(FalsePosition solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
388    return QuantLibJNI.BondFunctions_yieldFalsePosition__SWIG_3(FalsePosition.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
389  }
390
391  public static double yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess) {
392    return QuantLibJNI.BondFunctions_yieldRidder__SWIG_0(Ridder.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy, guess);
393  }
394
395  public static double yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy) {
396    return QuantLibJNI.BondFunctions_yieldRidder__SWIG_1(Ridder.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy);
397  }
398
399  public static double yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
400    return QuantLibJNI.BondFunctions_yieldRidder__SWIG_2(Ridder.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
401  }
402
403  public static double yieldRidder(Ridder solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
404    return QuantLibJNI.BondFunctions_yieldRidder__SWIG_3(Ridder.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
405  }
406
407  public static double yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy, double guess) {
408    return QuantLibJNI.BondFunctions_yieldSecant__SWIG_0(Secant.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy, guess);
409  }
410
411  public static double yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double accuracy) {
412    return QuantLibJNI.BondFunctions_yieldSecant__SWIG_1(Secant.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy);
413  }
414
415  public static double yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
416    return QuantLibJNI.BondFunctions_yieldSecant__SWIG_2(Secant.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
417  }
418
419  public static double yieldSecant(Secant solver, Bond bond, double cleanPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
420    return QuantLibJNI.BondFunctions_yieldSecant__SWIG_3(Secant.getCPtr(solver), solver, Bond.getCPtr(bond), bond, cleanPrice, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
421  }
422
423  public BondFunctions() {
424    this(QuantLibJNI.new_BondFunctions(), true);
425  }
426
427}