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 CashFlows implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  protected transient boolean swigCMemOwn;
014
015  protected CashFlows(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(CashFlows obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected static long swigRelease(CashFlows 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_CashFlows(swigCPtr);
046      }
047      swigCPtr = 0;
048    }
049  }
050
051  public static Date startDate(Leg arg0) {
052    return new Date(QuantLibJNI.CashFlows_startDate(Leg.getCPtr(arg0), arg0), true);
053  }
054
055  public static Date maturityDate(Leg arg0) {
056    return new Date(QuantLibJNI.CashFlows_maturityDate(Leg.getCPtr(arg0), arg0), true);
057  }
058
059  public static Date previousCashFlowDate(Leg leg, boolean includeSettlementDateFlows, Date settlementDate) {
060    return new Date(QuantLibJNI.CashFlows_previousCashFlowDate__SWIG_0(Leg.getCPtr(leg), leg, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate), true);
061  }
062
063  public static Date previousCashFlowDate(Leg leg, boolean includeSettlementDateFlows) {
064    return new Date(QuantLibJNI.CashFlows_previousCashFlowDate__SWIG_1(Leg.getCPtr(leg), leg, includeSettlementDateFlows), true);
065  }
066
067  public static Date nextCashFlowDate(Leg leg, boolean includeSettlementDateFlows, Date settlementDate) {
068    return new Date(QuantLibJNI.CashFlows_nextCashFlowDate__SWIG_0(Leg.getCPtr(leg), leg, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate), true);
069  }
070
071  public static Date nextCashFlowDate(Leg leg, boolean includeSettlementDateFlows) {
072    return new Date(QuantLibJNI.CashFlows_nextCashFlowDate__SWIG_1(Leg.getCPtr(leg), leg, includeSettlementDateFlows), true);
073  }
074
075  public static double previousCashFlowAmount(Leg leg, boolean includeSettlementDateFlows, Date settlementDate) {
076    return QuantLibJNI.CashFlows_previousCashFlowAmount__SWIG_0(Leg.getCPtr(leg), leg, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
077  }
078
079  public static double previousCashFlowAmount(Leg leg, boolean includeSettlementDateFlows) {
080    return QuantLibJNI.CashFlows_previousCashFlowAmount__SWIG_1(Leg.getCPtr(leg), leg, includeSettlementDateFlows);
081  }
082
083  public static double nextCashFlowAmount(Leg leg, boolean includeSettlementDateFlows, Date settlementDate) {
084    return QuantLibJNI.CashFlows_nextCashFlowAmount__SWIG_0(Leg.getCPtr(leg), leg, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
085  }
086
087  public static double nextCashFlowAmount(Leg leg, boolean includeSettlementDateFlows) {
088    return QuantLibJNI.CashFlows_nextCashFlowAmount__SWIG_1(Leg.getCPtr(leg), leg, includeSettlementDateFlows);
089  }
090
091  public static CashFlow previousCashFlow(Leg leg, boolean includeSettlementDateFlows, Date settlementDate) {
092    long cPtr = QuantLibJNI.CashFlows_previousCashFlow__SWIG_0(Leg.getCPtr(leg), leg, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
093    return (cPtr == 0) ? null : new CashFlow(cPtr, true);
094  }
095
096  public static CashFlow previousCashFlow(Leg leg, boolean includeSettlementDateFlows) {
097    long cPtr = QuantLibJNI.CashFlows_previousCashFlow__SWIG_1(Leg.getCPtr(leg), leg, includeSettlementDateFlows);
098    return (cPtr == 0) ? null : new CashFlow(cPtr, true);
099  }
100
101  public static CashFlow nextCashFlow(Leg leg, boolean includeSettlementDateFlows, Date settlementDate) {
102    long cPtr = QuantLibJNI.CashFlows_nextCashFlow__SWIG_0(Leg.getCPtr(leg), leg, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
103    return (cPtr == 0) ? null : new CashFlow(cPtr, true);
104  }
105
106  public static CashFlow nextCashFlow(Leg leg, boolean includeSettlementDateFlows) {
107    long cPtr = QuantLibJNI.CashFlows_nextCashFlow__SWIG_1(Leg.getCPtr(leg), leg, includeSettlementDateFlows);
108    return (cPtr == 0) ? null : new CashFlow(cPtr, true);
109  }
110
111  public static double npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
112    return QuantLibJNI.CashFlows_npv__SWIG_0(Leg.getCPtr(leg), leg, YieldTermStructure.getCPtr(discountCurve), discountCurve, zSpread, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
113  }
114
115  public static double npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate) {
116    return QuantLibJNI.CashFlows_npv__SWIG_1(Leg.getCPtr(leg), leg, YieldTermStructure.getCPtr(discountCurve), discountCurve, zSpread, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
117  }
118
119  public static double npv(Leg leg, YieldTermStructure discountCurve, double zSpread, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows) {
120    return QuantLibJNI.CashFlows_npv__SWIG_2(Leg.getCPtr(leg), leg, YieldTermStructure.getCPtr(discountCurve), discountCurve, zSpread, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows);
121  }
122
123  public static double npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
124    return QuantLibJNI.CashFlows_npv__SWIG_3(Leg.getCPtr(leg), leg, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
125  }
126
127  public static double npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate) {
128    return QuantLibJNI.CashFlows_npv__SWIG_4(Leg.getCPtr(leg), leg, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
129  }
130
131  public static double npv(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows) {
132    return QuantLibJNI.CashFlows_npv__SWIG_5(Leg.getCPtr(leg), leg, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows);
133  }
134
135  public static double npv(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
136    return QuantLibJNI.CashFlows_npv__SWIG_6(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
137  }
138
139  public static double npv(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate) {
140    return QuantLibJNI.CashFlows_npv__SWIG_7(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
141  }
142
143  public static double npv(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows) {
144    return QuantLibJNI.CashFlows_npv__SWIG_8(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, includeSettlementDateFlows);
145  }
146
147  public static double npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
148    return QuantLibJNI.CashFlows_npv__SWIG_9(Leg.getCPtr(arg0), arg0, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
149  }
150
151  public static double npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate) {
152    return QuantLibJNI.CashFlows_npv__SWIG_10(Leg.getCPtr(arg0), arg0, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
153  }
154
155  public static double npv(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows) {
156    return QuantLibJNI.CashFlows_npv__SWIG_11(Leg.getCPtr(arg0), arg0, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows);
157  }
158
159  public static double bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
160    return QuantLibJNI.CashFlows_bps__SWIG_0(Leg.getCPtr(leg), leg, YieldTermStructure.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
161  }
162
163  public static double bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate) {
164    return QuantLibJNI.CashFlows_bps__SWIG_1(Leg.getCPtr(leg), leg, YieldTermStructure.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
165  }
166
167  public static double bps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows) {
168    return QuantLibJNI.CashFlows_bps__SWIG_2(Leg.getCPtr(leg), leg, YieldTermStructure.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows);
169  }
170
171  public static double bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
172    return QuantLibJNI.CashFlows_bps__SWIG_3(Leg.getCPtr(leg), leg, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
173  }
174
175  public static double bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate) {
176    return QuantLibJNI.CashFlows_bps__SWIG_4(Leg.getCPtr(leg), leg, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
177  }
178
179  public static double bps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows) {
180    return QuantLibJNI.CashFlows_bps__SWIG_5(Leg.getCPtr(leg), leg, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows);
181  }
182
183  public static double bps(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
184    return QuantLibJNI.CashFlows_bps__SWIG_6(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
185  }
186
187  public static double bps(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate) {
188    return QuantLibJNI.CashFlows_bps__SWIG_7(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
189  }
190
191  public static double bps(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows) {
192    return QuantLibJNI.CashFlows_bps__SWIG_8(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, includeSettlementDateFlows);
193  }
194
195  public static double bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
196    return QuantLibJNI.CashFlows_bps__SWIG_9(Leg.getCPtr(arg0), arg0, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
197  }
198
199  public static double bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate) {
200    return QuantLibJNI.CashFlows_bps__SWIG_10(Leg.getCPtr(arg0), arg0, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
201  }
202
203  public static double bps(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows) {
204    return QuantLibJNI.CashFlows_bps__SWIG_11(Leg.getCPtr(arg0), arg0, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows);
205  }
206
207  public static DoublePair npvbps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
208    return new DoublePair(QuantLibJNI.CashFlows_npvbps__SWIG_0(Leg.getCPtr(leg), leg, YieldTermStructure.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate), true);
209  }
210
211  public static DoublePair npvbps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate) {
212    return new DoublePair(QuantLibJNI.CashFlows_npvbps__SWIG_1(Leg.getCPtr(leg), leg, YieldTermStructure.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate), true);
213  }
214
215  public static DoublePair npvbps(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows) {
216    return new DoublePair(QuantLibJNI.CashFlows_npvbps__SWIG_2(Leg.getCPtr(leg), leg, YieldTermStructure.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows), true);
217  }
218
219  public static DoublePair npvbps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
220    return new DoublePair(QuantLibJNI.CashFlows_npvbps__SWIG_3(Leg.getCPtr(leg), leg, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate), true);
221  }
222
223  public static DoublePair npvbps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate) {
224    return new DoublePair(QuantLibJNI.CashFlows_npvbps__SWIG_4(Leg.getCPtr(leg), leg, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate), true);
225  }
226
227  public static DoublePair npvbps(Leg leg, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows) {
228    return new DoublePair(QuantLibJNI.CashFlows_npvbps__SWIG_5(Leg.getCPtr(leg), leg, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows), true);
229  }
230
231  public static double atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double npv) {
232    return QuantLibJNI.CashFlows_atmRate__SWIG_0(Leg.getCPtr(leg), leg, YieldTermStructure.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate, npv);
233  }
234
235  public static double atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
236    return QuantLibJNI.CashFlows_atmRate__SWIG_1(Leg.getCPtr(leg), leg, YieldTermStructure.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
237  }
238
239  public static double atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows, Date settlementDate) {
240    return QuantLibJNI.CashFlows_atmRate__SWIG_2(Leg.getCPtr(leg), leg, YieldTermStructure.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
241  }
242
243  public static double atmRate(Leg leg, YieldTermStructure discountCurve, boolean includeSettlementDateFlows) {
244    return QuantLibJNI.CashFlows_atmRate__SWIG_3(Leg.getCPtr(leg), leg, YieldTermStructure.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows);
245  }
246
247  public static double yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations, double guess) {
248    return QuantLibJNI.CashFlows_yield__SWIG_0(Leg.getCPtr(arg0), arg0, npv, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate, accuracy, maxIterations, guess);
249  }
250
251  public static double yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations) {
252    return QuantLibJNI.CashFlows_yield__SWIG_1(Leg.getCPtr(arg0), arg0, npv, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate, accuracy, maxIterations);
253  }
254
255  public static double yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy) {
256    return QuantLibJNI.CashFlows_yield__SWIG_2(Leg.getCPtr(arg0), arg0, npv, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate, accuracy);
257  }
258
259  public static double yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
260    return QuantLibJNI.CashFlows_yield__SWIG_3(Leg.getCPtr(arg0), arg0, npv, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
261  }
262
263  public static double yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate) {
264    return QuantLibJNI.CashFlows_yield__SWIG_4(Leg.getCPtr(arg0), arg0, npv, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
265  }
266
267  public static double yield(Leg arg0, double npv, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows) {
268    return QuantLibJNI.CashFlows_yield__SWIG_5(Leg.getCPtr(arg0), arg0, npv, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows);
269  }
270
271  public static double duration(Leg arg0, InterestRate arg1, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate) {
272    return QuantLibJNI.CashFlows_duration__SWIG_0(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, type.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
273  }
274
275  public static double duration(Leg arg0, InterestRate arg1, Duration.Type type, boolean includeSettlementDateFlows) {
276    return QuantLibJNI.CashFlows_duration__SWIG_1(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, type.swigValue(), includeSettlementDateFlows);
277  }
278
279  public static double duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
280    return QuantLibJNI.CashFlows_duration__SWIG_2(Leg.getCPtr(arg0), arg0, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), type.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
281  }
282
283  public static double duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows, Date settlementDate) {
284    return QuantLibJNI.CashFlows_duration__SWIG_3(Leg.getCPtr(arg0), arg0, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), type.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
285  }
286
287  public static double duration(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, Duration.Type type, boolean includeSettlementDateFlows) {
288    return QuantLibJNI.CashFlows_duration__SWIG_4(Leg.getCPtr(arg0), arg0, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), type.swigValue(), includeSettlementDateFlows);
289  }
290
291  public static double convexity(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
292    return QuantLibJNI.CashFlows_convexity__SWIG_0(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
293  }
294
295  public static double convexity(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows, Date settlementDate) {
296    return QuantLibJNI.CashFlows_convexity__SWIG_1(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
297  }
298
299  public static double convexity(Leg arg0, InterestRate arg1, boolean includeSettlementDateFlows) {
300    return QuantLibJNI.CashFlows_convexity__SWIG_2(Leg.getCPtr(arg0), arg0, InterestRate.getCPtr(arg1), arg1, includeSettlementDateFlows);
301  }
302
303  public static double convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
304    return QuantLibJNI.CashFlows_convexity__SWIG_3(Leg.getCPtr(arg0), arg0, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
305  }
306
307  public static double convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate) {
308    return QuantLibJNI.CashFlows_convexity__SWIG_4(Leg.getCPtr(arg0), arg0, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
309  }
310
311  public static double convexity(Leg arg0, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows) {
312    return QuantLibJNI.CashFlows_convexity__SWIG_5(Leg.getCPtr(arg0), arg0, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows);
313  }
314
315  public static double basisPointValue(Leg leg, InterestRate yield, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
316    return QuantLibJNI.CashFlows_basisPointValue__SWIG_0(Leg.getCPtr(leg), leg, InterestRate.getCPtr(yield), yield, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
317  }
318
319  public static double basisPointValue(Leg leg, InterestRate yield, boolean includeSettlementDateFlows, Date settlementDate) {
320    return QuantLibJNI.CashFlows_basisPointValue__SWIG_1(Leg.getCPtr(leg), leg, InterestRate.getCPtr(yield), yield, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
321  }
322
323  public static double basisPointValue(Leg leg, InterestRate yield, boolean includeSettlementDateFlows) {
324    return QuantLibJNI.CashFlows_basisPointValue__SWIG_2(Leg.getCPtr(leg), leg, InterestRate.getCPtr(yield), yield, includeSettlementDateFlows);
325  }
326
327  public static double basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
328    return QuantLibJNI.CashFlows_basisPointValue__SWIG_3(Leg.getCPtr(leg), leg, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
329  }
330
331  public static double basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate) {
332    return QuantLibJNI.CashFlows_basisPointValue__SWIG_4(Leg.getCPtr(leg), leg, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
333  }
334
335  public static double basisPointValue(Leg leg, double yield, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows) {
336    return QuantLibJNI.CashFlows_basisPointValue__SWIG_5(Leg.getCPtr(leg), leg, yield, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows);
337  }
338
339  public static double zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations, double guess) {
340    return QuantLibJNI.CashFlows_zSpread__SWIG_0(Leg.getCPtr(leg), leg, npv, YieldTermStructure.getCPtr(arg2), arg2, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate, accuracy, maxIterations, guess);
341  }
342
343  public static double zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy, long maxIterations) {
344    return QuantLibJNI.CashFlows_zSpread__SWIG_1(Leg.getCPtr(leg), leg, npv, YieldTermStructure.getCPtr(arg2), arg2, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate, accuracy, maxIterations);
345  }
346
347  public static double zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate, double accuracy) {
348    return QuantLibJNI.CashFlows_zSpread__SWIG_2(Leg.getCPtr(leg), leg, npv, YieldTermStructure.getCPtr(arg2), arg2, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate, accuracy);
349  }
350
351  public static double zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
352    return QuantLibJNI.CashFlows_zSpread__SWIG_3(Leg.getCPtr(leg), leg, npv, YieldTermStructure.getCPtr(arg2), arg2, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate);
353  }
354
355  public static double zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows, Date settlementDate) {
356    return QuantLibJNI.CashFlows_zSpread__SWIG_4(Leg.getCPtr(leg), leg, npv, YieldTermStructure.getCPtr(arg2), arg2, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate);
357  }
358
359  public static double zSpread(Leg leg, double npv, YieldTermStructure arg2, DayCounter dayCounter, Compounding compounding, Frequency frequency, boolean includeSettlementDateFlows) {
360    return QuantLibJNI.CashFlows_zSpread__SWIG_5(Leg.getCPtr(leg), leg, npv, YieldTermStructure.getCPtr(arg2), arg2, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), includeSettlementDateFlows);
361  }
362
363}