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 InterestRate implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  protected transient boolean swigCMemOwn;
014
015  protected InterestRate(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(InterestRate obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected static long swigRelease(InterestRate 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_InterestRate(swigCPtr);
046      }
047      swigCPtr = 0;
048    }
049  }
050
051  public InterestRate() {
052    this(QuantLibJNI.new_InterestRate__SWIG_0(), true);
053  }
054
055  public InterestRate(double r, DayCounter dc, Compounding comp, Frequency freq) {
056    this(QuantLibJNI.new_InterestRate__SWIG_1(r, DayCounter.getCPtr(dc), dc, comp.swigValue(), freq.swigValue()), true);
057  }
058
059  public double rate() {
060    return QuantLibJNI.InterestRate_rate(swigCPtr, this);
061  }
062
063  public DayCounter dayCounter() {
064    return new DayCounter(QuantLibJNI.InterestRate_dayCounter(swigCPtr, this), true);
065  }
066
067  public Compounding compounding() {
068    return Compounding.swigToEnum(QuantLibJNI.InterestRate_compounding(swigCPtr, this));
069  }
070
071  public Frequency frequency() {
072    return Frequency.swigToEnum(QuantLibJNI.InterestRate_frequency(swigCPtr, this));
073  }
074
075  public double discountFactor(double t) {
076    return QuantLibJNI.InterestRate_discountFactor__SWIG_0(swigCPtr, this, t);
077  }
078
079  public double discountFactor(Date d1, Date d2, Date refStart, Date refEnd) {
080    return QuantLibJNI.InterestRate_discountFactor__SWIG_1(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, Date.getCPtr(refStart), refStart, Date.getCPtr(refEnd), refEnd);
081  }
082
083  public double discountFactor(Date d1, Date d2, Date refStart) {
084    return QuantLibJNI.InterestRate_discountFactor__SWIG_2(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, Date.getCPtr(refStart), refStart);
085  }
086
087  public double discountFactor(Date d1, Date d2) {
088    return QuantLibJNI.InterestRate_discountFactor__SWIG_3(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2);
089  }
090
091  public double compoundFactor(double t) {
092    return QuantLibJNI.InterestRate_compoundFactor__SWIG_0(swigCPtr, this, t);
093  }
094
095  public double compoundFactor(Date d1, Date d2, Date refStart, Date refEnd) {
096    return QuantLibJNI.InterestRate_compoundFactor__SWIG_1(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, Date.getCPtr(refStart), refStart, Date.getCPtr(refEnd), refEnd);
097  }
098
099  public double compoundFactor(Date d1, Date d2, Date refStart) {
100    return QuantLibJNI.InterestRate_compoundFactor__SWIG_2(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, Date.getCPtr(refStart), refStart);
101  }
102
103  public double compoundFactor(Date d1, Date d2) {
104    return QuantLibJNI.InterestRate_compoundFactor__SWIG_3(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2);
105  }
106
107  public static InterestRate impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, double t) {
108    return new InterestRate(QuantLibJNI.InterestRate_impliedRate__SWIG_0(compound, DayCounter.getCPtr(resultDC), resultDC, comp.swigValue(), freq.swigValue(), t), true);
109  }
110
111  public static InterestRate impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart, Date refEnd) {
112    return new InterestRate(QuantLibJNI.InterestRate_impliedRate__SWIG_1(compound, DayCounter.getCPtr(resultDC), resultDC, comp.swigValue(), freq.swigValue(), Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, Date.getCPtr(refStart), refStart, Date.getCPtr(refEnd), refEnd), true);
113  }
114
115  public static InterestRate impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart) {
116    return new InterestRate(QuantLibJNI.InterestRate_impliedRate__SWIG_2(compound, DayCounter.getCPtr(resultDC), resultDC, comp.swigValue(), freq.swigValue(), Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, Date.getCPtr(refStart), refStart), true);
117  }
118
119  public static InterestRate impliedRate(double compound, DayCounter resultDC, Compounding comp, Frequency freq, Date d1, Date d2) {
120    return new InterestRate(QuantLibJNI.InterestRate_impliedRate__SWIG_3(compound, DayCounter.getCPtr(resultDC), resultDC, comp.swigValue(), freq.swigValue(), Date.getCPtr(d1), d1, Date.getCPtr(d2), d2), true);
121  }
122
123  public InterestRate equivalentRate(Compounding comp, Frequency freq, double t) {
124    return new InterestRate(QuantLibJNI.InterestRate_equivalentRate__SWIG_0(swigCPtr, this, comp.swigValue(), freq.swigValue(), t), true);
125  }
126
127  public InterestRate equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart, Date refEnd) {
128    return new InterestRate(QuantLibJNI.InterestRate_equivalentRate__SWIG_1(swigCPtr, this, DayCounter.getCPtr(resultDayCounter), resultDayCounter, comp.swigValue(), freq.swigValue(), Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, Date.getCPtr(refStart), refStart, Date.getCPtr(refEnd), refEnd), true);
129  }
130
131  public InterestRate equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2, Date refStart) {
132    return new InterestRate(QuantLibJNI.InterestRate_equivalentRate__SWIG_2(swigCPtr, this, DayCounter.getCPtr(resultDayCounter), resultDayCounter, comp.swigValue(), freq.swigValue(), Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, Date.getCPtr(refStart), refStart), true);
133  }
134
135  public InterestRate equivalentRate(DayCounter resultDayCounter, Compounding comp, Frequency freq, Date d1, Date d2) {
136    return new InterestRate(QuantLibJNI.InterestRate_equivalentRate__SWIG_3(swigCPtr, this, DayCounter.getCPtr(resultDayCounter), resultDayCounter, comp.swigValue(), freq.swigValue(), Date.getCPtr(d1), d1, Date.getCPtr(d2), d2), true);
137  }
138
139  public String toString() {
140    return QuantLibJNI.InterestRate_toString(swigCPtr, this);
141  }
142
143}