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 QuantLib { 012 public static double daysBetween(Date arg0, Date arg1) { 013 return QuantLibJNI.daysBetween(Date.getCPtr(arg0), arg0, Date.getCPtr(arg1), arg1); 014 } 015 016 public static int nullInt() { 017 return QuantLibJNI.nullInt(); 018 } 019 020 public static double nullDouble() { 021 return QuantLibJNI.nullDouble(); 022 } 023 024 public static Matrix inverse(Matrix m) { 025 return new Matrix(QuantLibJNI.inverse(Matrix.getCPtr(m), m), true); 026 } 027 028 public static Matrix transpose(Matrix m) { 029 return new Matrix(QuantLibJNI.transpose(Matrix.getCPtr(m), m), true); 030 } 031 032 public static Matrix outerProduct(Array v1, Array v2) { 033 return new Matrix(QuantLibJNI.outerProduct(Array.getCPtr(v1), v1, Array.getCPtr(v2), v2), true); 034 } 035 036 public static Matrix pseudoSqrt(Matrix m, SalvagingAlgorithm.Type a) { 037 return new Matrix(QuantLibJNI.pseudoSqrt(Matrix.getCPtr(m), m, a.swigValue()), true); 038 } 039 040 public static boolean close(double x, double y) { 041 return QuantLibJNI.close__SWIG_0(x, y); 042 } 043 044 public static boolean close(double x, double y, long n) { 045 return QuantLibJNI.close__SWIG_1(x, y, n); 046 } 047 048 public static boolean close_enough(double x, double y) { 049 return QuantLibJNI.close_enough__SWIG_0(x, y); 050 } 051 052 public static boolean close_enough(double x, double y, long n) { 053 return QuantLibJNI.close_enough__SWIG_1(x, y, n); 054 } 055 056 public static IborIndex as_iborindex(InterestRateIndex index) { 057 long cPtr = QuantLibJNI.as_iborindex(InterestRateIndex.getCPtr(index), index); 058 return (cPtr == 0) ? null : new IborIndex(cPtr, true); 059 } 060 061 public static SwapIndex as_swap_index(InterestRateIndex index) { 062 long cPtr = QuantLibJNI.as_swap_index(InterestRateIndex.getCPtr(index), index); 063 return (cPtr == 0) ? null : new SwapIndex(cPtr, true); 064 } 065 066 public static double sabrVolatility(double strike, double forward, double expiryTime, double alpha, double beta, double nu, double rho, VolatilityType volatilityType) { 067 return QuantLibJNI.sabrVolatility__SWIG_0(strike, forward, expiryTime, alpha, beta, nu, rho, volatilityType.swigValue()); 068 } 069 070 public static double sabrVolatility(double strike, double forward, double expiryTime, double alpha, double beta, double nu, double rho) { 071 return QuantLibJNI.sabrVolatility__SWIG_1(strike, forward, expiryTime, alpha, beta, nu, rho); 072 } 073 074 public static double shiftedSabrVolatility(double strike, double forward, double expiryTime, double alpha, double beta, double nu, double rho, double shift, VolatilityType volatilityType) { 075 return QuantLibJNI.shiftedSabrVolatility__SWIG_0(strike, forward, expiryTime, alpha, beta, nu, rho, shift, volatilityType.swigValue()); 076 } 077 078 public static double shiftedSabrVolatility(double strike, double forward, double expiryTime, double alpha, double beta, double nu, double rho, double shift) { 079 return QuantLibJNI.shiftedSabrVolatility__SWIG_1(strike, forward, expiryTime, alpha, beta, nu, rho, shift); 080 } 081 082 public static double sabrFlochKennedyVolatility(double strike, double forward, double expiryTime, double alpha, double beta, double nu, double rho) { 083 return QuantLibJNI.sabrFlochKennedyVolatility(strike, forward, expiryTime, alpha, beta, nu, rho); 084 } 085 086 public static IndexedCashFlow as_indexed_cashflow(CashFlow cf) { 087 long cPtr = QuantLibJNI.as_indexed_cashflow(CashFlow.getCPtr(cf), cf); 088 return (cPtr == 0) ? null : new IndexedCashFlow(cPtr, true); 089 } 090 091 public static Coupon as_coupon(CashFlow cf) { 092 long cPtr = QuantLibJNI.as_coupon(CashFlow.getCPtr(cf), cf); 093 return (cPtr == 0) ? null : new Coupon(cPtr, true); 094 } 095 096 public static FixedRateCoupon as_fixed_rate_coupon(CashFlow cf) { 097 long cPtr = QuantLibJNI.as_fixed_rate_coupon(CashFlow.getCPtr(cf), cf); 098 return (cPtr == 0) ? null : new FixedRateCoupon(cPtr, true); 099 } 100 101 public static void setCouponPricer(Leg arg0, FloatingRateCouponPricer arg1) { 102 QuantLibJNI.setCouponPricer__SWIG_0(Leg.getCPtr(arg0), arg0, FloatingRateCouponPricer.getCPtr(arg1), arg1); 103 } 104 105 public static FloatingRateCoupon as_floating_rate_coupon(CashFlow cf) { 106 long cPtr = QuantLibJNI.as_floating_rate_coupon(CashFlow.getCPtr(cf), cf); 107 return (cPtr == 0) ? null : new FloatingRateCoupon(cPtr, true); 108 } 109 110 public static OvernightIndexedCoupon as_overnight_indexed_coupon(CashFlow cf) { 111 long cPtr = QuantLibJNI.as_overnight_indexed_coupon(CashFlow.getCPtr(cf), cf); 112 return (cPtr == 0) ? null : new OvernightIndexedCoupon(cPtr, true); 113 } 114 115 public static SubPeriodsCoupon as_sub_periods_coupon(CashFlow cf) { 116 long cPtr = QuantLibJNI.as_sub_periods_coupon(CashFlow.getCPtr(cf), cf); 117 return (cPtr == 0) ? null : new SubPeriodsCoupon(cPtr, true); 118 } 119 120 public static void setCouponPricer(Leg arg0, EquityCashFlowPricer arg1) { 121 QuantLibJNI.setCouponPricer__SWIG_1(Leg.getCPtr(arg0), arg0, EquityCashFlowPricer.getCPtr(arg1), arg1); 122 } 123 124 public static Leg FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, Compounding compounding, Frequency compoundingFrequency) { 125 return new Leg(QuantLibJNI.FixedRateLeg__SWIG_0(Schedule.getCPtr(schedule), schedule, DayCounter.getCPtr(dayCount), dayCount, DoubleVector.getCPtr(nominals), nominals, DoubleVector.getCPtr(couponRates), couponRates, paymentAdjustment.swigValue(), DayCounter.getCPtr(firstPeriodDayCount), firstPeriodDayCount, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag, compounding.swigValue(), compoundingFrequency.swigValue()), true); 126 } 127 128 public static Leg FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, Compounding compounding) { 129 return new Leg(QuantLibJNI.FixedRateLeg__SWIG_1(Schedule.getCPtr(schedule), schedule, DayCounter.getCPtr(dayCount), dayCount, DoubleVector.getCPtr(nominals), nominals, DoubleVector.getCPtr(couponRates), couponRates, paymentAdjustment.swigValue(), DayCounter.getCPtr(firstPeriodDayCount), firstPeriodDayCount, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag, compounding.swigValue()), true); 130 } 131 132 public static Leg FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag) { 133 return new Leg(QuantLibJNI.FixedRateLeg__SWIG_2(Schedule.getCPtr(schedule), schedule, DayCounter.getCPtr(dayCount), dayCount, DoubleVector.getCPtr(nominals), nominals, DoubleVector.getCPtr(couponRates), couponRates, paymentAdjustment.swigValue(), DayCounter.getCPtr(firstPeriodDayCount), firstPeriodDayCount, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag), true); 134 } 135 136 public static Leg FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar) { 137 return new Leg(QuantLibJNI.FixedRateLeg__SWIG_3(Schedule.getCPtr(schedule), schedule, DayCounter.getCPtr(dayCount), dayCount, DoubleVector.getCPtr(nominals), nominals, DoubleVector.getCPtr(couponRates), couponRates, paymentAdjustment.swigValue(), DayCounter.getCPtr(firstPeriodDayCount), firstPeriodDayCount, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar), true); 138 } 139 140 public static Leg FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) { 141 return new Leg(QuantLibJNI.FixedRateLeg__SWIG_4(Schedule.getCPtr(schedule), schedule, DayCounter.getCPtr(dayCount), dayCount, DoubleVector.getCPtr(nominals), nominals, DoubleVector.getCPtr(couponRates), couponRates, paymentAdjustment.swigValue(), DayCounter.getCPtr(firstPeriodDayCount), firstPeriodDayCount, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth), true); 142 } 143 144 public static Leg FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) { 145 return new Leg(QuantLibJNI.FixedRateLeg__SWIG_5(Schedule.getCPtr(schedule), schedule, DayCounter.getCPtr(dayCount), dayCount, DoubleVector.getCPtr(nominals), nominals, DoubleVector.getCPtr(couponRates), couponRates, paymentAdjustment.swigValue(), DayCounter.getCPtr(firstPeriodDayCount), firstPeriodDayCount, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true); 146 } 147 148 public static Leg FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod, Calendar exCouponCalendar) { 149 return new Leg(QuantLibJNI.FixedRateLeg__SWIG_6(Schedule.getCPtr(schedule), schedule, DayCounter.getCPtr(dayCount), dayCount, DoubleVector.getCPtr(nominals), nominals, DoubleVector.getCPtr(couponRates), couponRates, paymentAdjustment.swigValue(), DayCounter.getCPtr(firstPeriodDayCount), firstPeriodDayCount, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true); 150 } 151 152 public static Leg FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount, Period exCouponPeriod) { 153 return new Leg(QuantLibJNI.FixedRateLeg__SWIG_7(Schedule.getCPtr(schedule), schedule, DayCounter.getCPtr(dayCount), dayCount, DoubleVector.getCPtr(nominals), nominals, DoubleVector.getCPtr(couponRates), couponRates, paymentAdjustment.swigValue(), DayCounter.getCPtr(firstPeriodDayCount), firstPeriodDayCount, Period.getCPtr(exCouponPeriod), exCouponPeriod), true); 154 } 155 156 public static Leg FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment, DayCounter firstPeriodDayCount) { 157 return new Leg(QuantLibJNI.FixedRateLeg__SWIG_8(Schedule.getCPtr(schedule), schedule, DayCounter.getCPtr(dayCount), dayCount, DoubleVector.getCPtr(nominals), nominals, DoubleVector.getCPtr(couponRates), couponRates, paymentAdjustment.swigValue(), DayCounter.getCPtr(firstPeriodDayCount), firstPeriodDayCount), true); 158 } 159 160 public static Leg FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates, BusinessDayConvention paymentAdjustment) { 161 return new Leg(QuantLibJNI.FixedRateLeg__SWIG_9(Schedule.getCPtr(schedule), schedule, DayCounter.getCPtr(dayCount), dayCount, DoubleVector.getCPtr(nominals), nominals, DoubleVector.getCPtr(couponRates), couponRates, paymentAdjustment.swigValue()), true); 162 } 163 164 public static Leg FixedRateLeg(Schedule schedule, DayCounter dayCount, DoubleVector nominals, DoubleVector couponRates) { 165 return new Leg(QuantLibJNI.FixedRateLeg__SWIG_10(Schedule.getCPtr(schedule), schedule, DayCounter.getCPtr(dayCount), dayCount, DoubleVector.getCPtr(nominals), nominals, DoubleVector.getCPtr(couponRates), couponRates), true); 166 } 167 168 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag, OptionalBool withIndexedCoupons) { 169 return new Leg(QuantLibJNI.IborLeg__SWIG_0(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, isInArrears, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag, OptionalBool.getCPtr(withIndexedCoupons), withIndexedCoupons), true); 170 } 171 172 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, long paymentLag) { 173 return new Leg(QuantLibJNI.IborLeg__SWIG_1(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, isInArrears, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag), true); 174 } 175 176 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar) { 177 return new Leg(QuantLibJNI.IborLeg__SWIG_2(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, isInArrears, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar), true); 178 } 179 180 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) { 181 return new Leg(QuantLibJNI.IborLeg__SWIG_3(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, isInArrears, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth), true); 182 } 183 184 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) { 185 return new Leg(QuantLibJNI.IborLeg__SWIG_4(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, isInArrears, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true); 186 } 187 188 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar) { 189 return new Leg(QuantLibJNI.IborLeg__SWIG_5(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, isInArrears, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true); 190 } 191 192 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod) { 193 return new Leg(QuantLibJNI.IborLeg__SWIG_6(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, isInArrears, Period.getCPtr(exCouponPeriod), exCouponPeriod), true); 194 } 195 196 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears) { 197 return new Leg(QuantLibJNI.IborLeg__SWIG_7(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, isInArrears), true); 198 } 199 200 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors) { 201 return new Leg(QuantLibJNI.IborLeg__SWIG_8(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors), true); 202 } 203 204 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps) { 205 return new Leg(QuantLibJNI.IborLeg__SWIG_9(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps), true); 206 } 207 208 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads) { 209 return new Leg(QuantLibJNI.IborLeg__SWIG_10(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads), true); 210 } 211 212 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings) { 213 return new Leg(QuantLibJNI.IborLeg__SWIG_11(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings), true); 214 } 215 216 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays) { 217 return new Leg(QuantLibJNI.IborLeg__SWIG_12(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays), true); 218 } 219 220 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention) { 221 return new Leg(QuantLibJNI.IborLeg__SWIG_13(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue()), true); 222 } 223 224 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter) { 225 return new Leg(QuantLibJNI.IborLeg__SWIG_14(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter), true); 226 } 227 228 public static Leg IborLeg(DoubleVector nominals, Schedule schedule, IborIndex index) { 229 return new Leg(QuantLibJNI.IborLeg__SWIG_15(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index), true); 230 } 231 232 public static Leg OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod, Calendar paymentCalendar, long paymentLag) { 233 return new Leg(QuantLibJNI.OvernightLeg__SWIG_0(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, OvernightIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, telescopicValueDates, averagingMethod.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag), true); 234 } 235 236 public static Leg OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod, Calendar paymentCalendar) { 237 return new Leg(QuantLibJNI.OvernightLeg__SWIG_1(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, OvernightIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, telescopicValueDates, averagingMethod.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar), true); 238 } 239 240 public static Leg OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates, RateAveraging.Type averagingMethod) { 241 return new Leg(QuantLibJNI.OvernightLeg__SWIG_2(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, OvernightIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, telescopicValueDates, averagingMethod.swigValue()), true); 242 } 243 244 public static Leg OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads, boolean telescopicValueDates) { 245 return new Leg(QuantLibJNI.OvernightLeg__SWIG_3(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, OvernightIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, telescopicValueDates), true); 246 } 247 248 public static Leg OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings, DoubleVector spreads) { 249 return new Leg(QuantLibJNI.OvernightLeg__SWIG_4(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, OvernightIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads), true); 250 } 251 252 public static Leg OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector gearings) { 253 return new Leg(QuantLibJNI.OvernightLeg__SWIG_5(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, OvernightIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(gearings), gearings), true); 254 } 255 256 public static Leg OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention) { 257 return new Leg(QuantLibJNI.OvernightLeg__SWIG_6(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, OvernightIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue()), true); 258 } 259 260 public static Leg OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index, DayCounter paymentDayCounter) { 261 return new Leg(QuantLibJNI.OvernightLeg__SWIG_7(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, OvernightIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter), true); 262 } 263 264 public static Leg OvernightLeg(DoubleVector nominals, Schedule schedule, OvernightIndex index) { 265 return new Leg(QuantLibJNI.OvernightLeg__SWIG_8(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, OvernightIndex.getCPtr(index), index), true); 266 } 267 268 public static Leg CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) { 269 return new Leg(QuantLibJNI.CmsLeg__SWIG_0(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, isInArrears, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth), true); 270 } 271 272 public static Leg CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) { 273 return new Leg(QuantLibJNI.CmsLeg__SWIG_1(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, isInArrears, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true); 274 } 275 276 public static Leg CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod, Calendar exCouponCalendar) { 277 return new Leg(QuantLibJNI.CmsLeg__SWIG_2(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, isInArrears, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true); 278 } 279 280 public static Leg CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears, Period exCouponPeriod) { 281 return new Leg(QuantLibJNI.CmsLeg__SWIG_3(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, isInArrears, Period.getCPtr(exCouponPeriod), exCouponPeriod), true); 282 } 283 284 public static Leg CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears) { 285 return new Leg(QuantLibJNI.CmsLeg__SWIG_4(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, isInArrears), true); 286 } 287 288 public static Leg CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors) { 289 return new Leg(QuantLibJNI.CmsLeg__SWIG_5(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors), true); 290 } 291 292 public static Leg CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps) { 293 return new Leg(QuantLibJNI.CmsLeg__SWIG_6(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps), true); 294 } 295 296 public static Leg CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads) { 297 return new Leg(QuantLibJNI.CmsLeg__SWIG_7(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads), true); 298 } 299 300 public static Leg CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings) { 301 return new Leg(QuantLibJNI.CmsLeg__SWIG_8(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings), true); 302 } 303 304 public static Leg CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays) { 305 return new Leg(QuantLibJNI.CmsLeg__SWIG_9(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays), true); 306 } 307 308 public static Leg CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention) { 309 return new Leg(QuantLibJNI.CmsLeg__SWIG_10(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue()), true); 310 } 311 312 public static Leg CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter) { 313 return new Leg(QuantLibJNI.CmsLeg__SWIG_11(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter), true); 314 } 315 316 public static Leg CmsLeg(DoubleVector nominals, Schedule schedule, SwapIndex index) { 317 return new Leg(QuantLibJNI.CmsLeg__SWIG_12(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index), true); 318 } 319 320 public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) { 321 return new Leg(QuantLibJNI.CmsZeroLeg__SWIG_0(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth), true); 322 } 323 324 public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) { 325 return new Leg(QuantLibJNI.CmsZeroLeg__SWIG_1(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true); 326 } 327 328 public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar) { 329 return new Leg(QuantLibJNI.CmsZeroLeg__SWIG_2(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true); 330 } 331 332 public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod) { 333 return new Leg(QuantLibJNI.CmsZeroLeg__SWIG_3(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, Period.getCPtr(exCouponPeriod), exCouponPeriod), true); 334 } 335 336 public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors) { 337 return new Leg(QuantLibJNI.CmsZeroLeg__SWIG_4(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors), true); 338 } 339 340 public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps) { 341 return new Leg(QuantLibJNI.CmsZeroLeg__SWIG_5(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps), true); 342 } 343 344 public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads) { 345 return new Leg(QuantLibJNI.CmsZeroLeg__SWIG_6(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads), true); 346 } 347 348 public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings) { 349 return new Leg(QuantLibJNI.CmsZeroLeg__SWIG_7(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings), true); 350 } 351 352 public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays) { 353 return new Leg(QuantLibJNI.CmsZeroLeg__SWIG_8(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays), true); 354 } 355 356 public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention) { 357 return new Leg(QuantLibJNI.CmsZeroLeg__SWIG_9(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue()), true); 358 } 359 360 public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter) { 361 return new Leg(QuantLibJNI.CmsZeroLeg__SWIG_10(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter), true); 362 } 363 364 public static Leg CmsZeroLeg(DoubleVector nominals, Schedule schedule, SwapIndex index) { 365 return new Leg(QuantLibJNI.CmsZeroLeg__SWIG_11(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index), true); 366 } 367 368 public static Leg CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean isInArrears) { 369 return new Leg(QuantLibJNI.CmsSpreadLeg__SWIG_0(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapSpreadIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, isInArrears), true); 370 } 371 372 public static Leg CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors) { 373 return new Leg(QuantLibJNI.CmsSpreadLeg__SWIG_1(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapSpreadIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors), true); 374 } 375 376 public static Leg CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps) { 377 return new Leg(QuantLibJNI.CmsSpreadLeg__SWIG_2(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapSpreadIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps), true); 378 } 379 380 public static Leg CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector spreads) { 381 return new Leg(QuantLibJNI.CmsSpreadLeg__SWIG_3(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapSpreadIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads), true); 382 } 383 384 public static Leg CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays, DoubleVector gearings) { 385 return new Leg(QuantLibJNI.CmsSpreadLeg__SWIG_4(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapSpreadIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings), true); 386 } 387 388 public static Leg CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, UnsignedIntVector fixingDays) { 389 return new Leg(QuantLibJNI.CmsSpreadLeg__SWIG_5(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapSpreadIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), UnsignedIntVector.getCPtr(fixingDays), fixingDays), true); 390 } 391 392 public static Leg CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention) { 393 return new Leg(QuantLibJNI.CmsSpreadLeg__SWIG_6(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapSpreadIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue()), true); 394 } 395 396 public static Leg CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index, DayCounter paymentDayCounter) { 397 return new Leg(QuantLibJNI.CmsSpreadLeg__SWIG_7(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapSpreadIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter), true); 398 } 399 400 public static Leg CmsSpreadLeg(DoubleVector nominals, Schedule schedule, SwapSpreadIndex index) { 401 return new Leg(QuantLibJNI.CmsSpreadLeg__SWIG_8(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, SwapSpreadIndex.getCPtr(index), index), true); 402 } 403 404 public static Leg SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, RateAveraging.Type averagingMethod) { 405 return new Leg(QuantLibJNI.SubPeriodsLeg__SWIG_0(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag, UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(couponSpreads), couponSpreads, DoubleVector.getCPtr(rateSpreads), rateSpreads, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth, averagingMethod.swigValue()), true); 406 } 407 408 public static Leg SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) { 409 return new Leg(QuantLibJNI.SubPeriodsLeg__SWIG_1(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag, UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(couponSpreads), couponSpreads, DoubleVector.getCPtr(rateSpreads), rateSpreads, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth), true); 410 } 411 412 public static Leg SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) { 413 return new Leg(QuantLibJNI.SubPeriodsLeg__SWIG_2(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag, UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(couponSpreads), couponSpreads, DoubleVector.getCPtr(rateSpreads), rateSpreads, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true); 414 } 415 416 public static Leg SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod, Calendar exCouponCalendar) { 417 return new Leg(QuantLibJNI.SubPeriodsLeg__SWIG_3(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag, UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(couponSpreads), couponSpreads, DoubleVector.getCPtr(rateSpreads), rateSpreads, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true); 418 } 419 420 public static Leg SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads, Period exCouponPeriod) { 421 return new Leg(QuantLibJNI.SubPeriodsLeg__SWIG_4(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag, UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(couponSpreads), couponSpreads, DoubleVector.getCPtr(rateSpreads), rateSpreads, Period.getCPtr(exCouponPeriod), exCouponPeriod), true); 422 } 423 424 public static Leg SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads, DoubleVector rateSpreads) { 425 return new Leg(QuantLibJNI.SubPeriodsLeg__SWIG_5(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag, UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(couponSpreads), couponSpreads, DoubleVector.getCPtr(rateSpreads), rateSpreads), true); 426 } 427 428 public static Leg SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings, DoubleVector couponSpreads) { 429 return new Leg(QuantLibJNI.SubPeriodsLeg__SWIG_6(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag, UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(couponSpreads), couponSpreads), true); 430 } 431 432 public static Leg SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays, DoubleVector gearings) { 433 return new Leg(QuantLibJNI.SubPeriodsLeg__SWIG_7(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag, UnsignedIntVector.getCPtr(fixingDays), fixingDays, DoubleVector.getCPtr(gearings), gearings), true); 434 } 435 436 public static Leg SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag, UnsignedIntVector fixingDays) { 437 return new Leg(QuantLibJNI.SubPeriodsLeg__SWIG_8(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag, UnsignedIntVector.getCPtr(fixingDays), fixingDays), true); 438 } 439 440 public static Leg SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar, long paymentLag) { 441 return new Leg(QuantLibJNI.SubPeriodsLeg__SWIG_9(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentLag), true); 442 } 443 444 public static Leg SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, Calendar paymentCalendar) { 445 return new Leg(QuantLibJNI.SubPeriodsLeg__SWIG_10(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar), true); 446 } 447 448 public static Leg SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention) { 449 return new Leg(QuantLibJNI.SubPeriodsLeg__SWIG_11(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue()), true); 450 } 451 452 public static Leg SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index, DayCounter paymentDayCounter) { 453 return new Leg(QuantLibJNI.SubPeriodsLeg__SWIG_12(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter), true); 454 } 455 456 public static Leg SubPeriodsLeg(DoubleVector nominals, Schedule schedule, IborIndex index) { 457 return new Leg(QuantLibJNI.SubPeriodsLeg__SWIG_13(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index), true); 458 } 459 460 public static GsrProcess as_gsr_process(StochasticProcess proc) { 461 long cPtr = QuantLibJNI.as_gsr_process(StochasticProcess.getCPtr(proc), proc); 462 return (cPtr == 0) ? null : new GsrProcess(cPtr, true); 463 } 464 465 public static PlainVanillaPayoff as_plain_vanilla_payoff(Payoff payoff) { 466 long cPtr = QuantLibJNI.as_plain_vanilla_payoff(Payoff.getCPtr(payoff), payoff); 467 return (cPtr == 0) ? null : new PlainVanillaPayoff(cPtr, true); 468 } 469 470 public static double blackFormula(Option.Type optionType, double strike, double forward, double stdDev, double discount, double displacement) { 471 return QuantLibJNI.blackFormula__SWIG_0(optionType.swigValue(), strike, forward, stdDev, discount, displacement); 472 } 473 474 public static double blackFormula(Option.Type optionType, double strike, double forward, double stdDev, double discount) { 475 return QuantLibJNI.blackFormula__SWIG_1(optionType.swigValue(), strike, forward, stdDev, discount); 476 } 477 478 public static double blackFormula(Option.Type optionType, double strike, double forward, double stdDev) { 479 return QuantLibJNI.blackFormula__SWIG_2(optionType.swigValue(), strike, forward, stdDev); 480 } 481 482 public static double blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double accuracy, long maxIterations) { 483 return QuantLibJNI.blackFormulaImpliedStdDev__SWIG_0(optionType.swigValue(), strike, forward, blackPrice, discount, displacement, guess, accuracy, maxIterations); 484 } 485 486 public static double blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double accuracy) { 487 return QuantLibJNI.blackFormulaImpliedStdDev__SWIG_1(optionType.swigValue(), strike, forward, blackPrice, discount, displacement, guess, accuracy); 488 } 489 490 public static double blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess) { 491 return QuantLibJNI.blackFormulaImpliedStdDev__SWIG_2(optionType.swigValue(), strike, forward, blackPrice, discount, displacement, guess); 492 } 493 494 public static double blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement) { 495 return QuantLibJNI.blackFormulaImpliedStdDev__SWIG_3(optionType.swigValue(), strike, forward, blackPrice, discount, displacement); 496 } 497 498 public static double blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice, double discount) { 499 return QuantLibJNI.blackFormulaImpliedStdDev__SWIG_4(optionType.swigValue(), strike, forward, blackPrice, discount); 500 } 501 502 public static double blackFormulaImpliedStdDev(Option.Type optionType, double strike, double forward, double blackPrice) { 503 return QuantLibJNI.blackFormulaImpliedStdDev__SWIG_5(optionType.swigValue(), strike, forward, blackPrice); 504 } 505 506 public static double blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy, long maxIterations) { 507 return QuantLibJNI.blackFormulaImpliedStdDevLiRS__SWIG_0(optionType.swigValue(), strike, forward, blackPrice, discount, displacement, guess, omega, accuracy, maxIterations); 508 } 509 510 public static double blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy) { 511 return QuantLibJNI.blackFormulaImpliedStdDevLiRS__SWIG_1(optionType.swigValue(), strike, forward, blackPrice, discount, displacement, guess, omega, accuracy); 512 } 513 514 public static double blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess, double omega) { 515 return QuantLibJNI.blackFormulaImpliedStdDevLiRS__SWIG_2(optionType.swigValue(), strike, forward, blackPrice, discount, displacement, guess, omega); 516 } 517 518 public static double blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement, double guess) { 519 return QuantLibJNI.blackFormulaImpliedStdDevLiRS__SWIG_3(optionType.swigValue(), strike, forward, blackPrice, discount, displacement, guess); 520 } 521 522 public static double blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount, double displacement) { 523 return QuantLibJNI.blackFormulaImpliedStdDevLiRS__SWIG_4(optionType.swigValue(), strike, forward, blackPrice, discount, displacement); 524 } 525 526 public static double blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice, double discount) { 527 return QuantLibJNI.blackFormulaImpliedStdDevLiRS__SWIG_5(optionType.swigValue(), strike, forward, blackPrice, discount); 528 } 529 530 public static double blackFormulaImpliedStdDevLiRS(Option.Type optionType, double strike, double forward, double blackPrice) { 531 return QuantLibJNI.blackFormulaImpliedStdDevLiRS__SWIG_6(optionType.swigValue(), strike, forward, blackPrice); 532 } 533 534 public static double blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy, long maxIterations) { 535 return QuantLibJNI.blackFormulaImpliedStdDevLiRS__SWIG_7(PlainVanillaPayoff.getCPtr(payoff), payoff, forward, blackPrice, discount, displacement, guess, omega, accuracy, maxIterations); 536 } 537 538 public static double blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy) { 539 return QuantLibJNI.blackFormulaImpliedStdDevLiRS__SWIG_8(PlainVanillaPayoff.getCPtr(payoff), payoff, forward, blackPrice, discount, displacement, guess, omega, accuracy); 540 } 541 542 public static double blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess, double omega) { 543 return QuantLibJNI.blackFormulaImpliedStdDevLiRS__SWIG_9(PlainVanillaPayoff.getCPtr(payoff), payoff, forward, blackPrice, discount, displacement, guess, omega); 544 } 545 546 public static double blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess) { 547 return QuantLibJNI.blackFormulaImpliedStdDevLiRS__SWIG_10(PlainVanillaPayoff.getCPtr(payoff), payoff, forward, blackPrice, discount, displacement, guess); 548 } 549 550 public static double blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement) { 551 return QuantLibJNI.blackFormulaImpliedStdDevLiRS__SWIG_11(PlainVanillaPayoff.getCPtr(payoff), payoff, forward, blackPrice, discount, displacement); 552 } 553 554 public static double blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount) { 555 return QuantLibJNI.blackFormulaImpliedStdDevLiRS__SWIG_12(PlainVanillaPayoff.getCPtr(payoff), payoff, forward, blackPrice, discount); 556 } 557 558 public static double blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice) { 559 return QuantLibJNI.blackFormulaImpliedStdDevLiRS__SWIG_13(PlainVanillaPayoff.getCPtr(payoff), payoff, forward, blackPrice); 560 } 561 562 public static double blackFormulaCashItmProbability(Option.Type optionType, double strike, double forward, double stdDev, double displacement) { 563 return QuantLibJNI.blackFormulaCashItmProbability__SWIG_0(optionType.swigValue(), strike, forward, stdDev, displacement); 564 } 565 566 public static double blackFormulaCashItmProbability(Option.Type optionType, double strike, double forward, double stdDev) { 567 return QuantLibJNI.blackFormulaCashItmProbability__SWIG_1(optionType.swigValue(), strike, forward, stdDev); 568 } 569 570 public static double blackFormulaCashItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev, double displacement) { 571 return QuantLibJNI.blackFormulaCashItmProbability__SWIG_2(PlainVanillaPayoff.getCPtr(payoff), payoff, forward, stdDev, displacement); 572 } 573 574 public static double blackFormulaCashItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev) { 575 return QuantLibJNI.blackFormulaCashItmProbability__SWIG_3(PlainVanillaPayoff.getCPtr(payoff), payoff, forward, stdDev); 576 } 577 578 public static double blackFormulaAssetItmProbability(Option.Type optionType, double strike, double forward, double stdDev, double displacement) { 579 return QuantLibJNI.blackFormulaAssetItmProbability__SWIG_0(optionType.swigValue(), strike, forward, stdDev, displacement); 580 } 581 582 public static double blackFormulaAssetItmProbability(Option.Type optionType, double strike, double forward, double stdDev) { 583 return QuantLibJNI.blackFormulaAssetItmProbability__SWIG_1(optionType.swigValue(), strike, forward, stdDev); 584 } 585 586 public static double blackFormulaAssetItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev, double displacement) { 587 return QuantLibJNI.blackFormulaAssetItmProbability__SWIG_2(PlainVanillaPayoff.getCPtr(payoff), payoff, forward, stdDev, displacement); 588 } 589 590 public static double blackFormulaAssetItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev) { 591 return QuantLibJNI.blackFormulaAssetItmProbability__SWIG_3(PlainVanillaPayoff.getCPtr(payoff), payoff, forward, stdDev); 592 } 593 594 public static double bachelierBlackFormula(Option.Type optionType, double strike, double forward, double stdDev, double discount) { 595 return QuantLibJNI.bachelierBlackFormula__SWIG_0(optionType.swigValue(), strike, forward, stdDev, discount); 596 } 597 598 public static double bachelierBlackFormula(Option.Type optionType, double strike, double forward, double stdDev) { 599 return QuantLibJNI.bachelierBlackFormula__SWIG_1(optionType.swigValue(), strike, forward, stdDev); 600 } 601 602 public static double bachelierBlackFormulaImpliedVol(Option.Type optionType, double strike, double forward, double tte, double bachelierPrice, double discount) { 603 return QuantLibJNI.bachelierBlackFormulaImpliedVol__SWIG_0(optionType.swigValue(), strike, forward, tte, bachelierPrice, discount); 604 } 605 606 public static double bachelierBlackFormulaImpliedVol(Option.Type optionType, double strike, double forward, double tte, double bachelierPrice) { 607 return QuantLibJNI.bachelierBlackFormulaImpliedVol__SWIG_1(optionType.swigValue(), strike, forward, tte, bachelierPrice); 608 } 609 610 public static double bachelierBlackFormulaAssetItmProbability(Option.Type optionType, double strike, double forward, double stdDev) { 611 return QuantLibJNI.bachelierBlackFormulaAssetItmProbability__SWIG_0(optionType.swigValue(), strike, forward, stdDev); 612 } 613 614 public static double bachelierBlackFormulaAssetItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev) { 615 return QuantLibJNI.bachelierBlackFormulaAssetItmProbability__SWIG_1(PlainVanillaPayoff.getCPtr(payoff), payoff, forward, stdDev); 616 } 617 618 public static void simplifyNotificationGraph(Swap swap, boolean unregisterCoupons) { 619 QuantLibJNI.simplifyNotificationGraph__SWIG_0(Swap.getCPtr(swap), swap, unregisterCoupons); 620 } 621 622 public static void simplifyNotificationGraph(Swap swap) { 623 QuantLibJNI.simplifyNotificationGraph__SWIG_1(Swap.getCPtr(swap), swap); 624 } 625 626 public static OvernightIndexedSwap as_overnight_swap_index(InterestRateIndex index) { 627 long cPtr = QuantLibJNI.as_overnight_swap_index(InterestRateIndex.getCPtr(index), index); 628 return (cPtr == 0) ? null : new OvernightIndexedSwap(cPtr, true); 629 } 630 631 public static ZeroInflationIndex as_zero_inflation_index(Index i) { 632 long cPtr = QuantLibJNI.as_zero_inflation_index(Index.getCPtr(i), i); 633 return (cPtr == 0) ? null : new ZeroInflationIndex(cPtr, true); 634 } 635 636 public static InflationCoupon as_inflation_coupon(CashFlow cf) { 637 long cPtr = QuantLibJNI.as_inflation_coupon(CashFlow.getCPtr(cf), cf); 638 return (cPtr == 0) ? null : new InflationCoupon(cPtr, true); 639 } 640 641 public static CPICoupon as_cpi_coupon(CashFlow cf) { 642 long cPtr = QuantLibJNI.as_cpi_coupon(CashFlow.getCPtr(cf), cf); 643 return (cPtr == 0) ? null : new CPICoupon(cPtr, true); 644 } 645 646 public static CPICashFlow as_cpi_cashflow(CashFlow cf) { 647 long cPtr = QuantLibJNI.as_cpi_cashflow(CashFlow.getCPtr(cf), cf); 648 return (cPtr == 0) ? null : new CPICashFlow(cPtr, true); 649 } 650 651 public static Leg CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, boolean growthOnly, CPI.InterpolationType observationInterpolation) { 652 return new Leg(QuantLibJNI.CPILeg__SWIG_0(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, ZeroInflationIndex.getCPtr(index), index, baseCPI, Period.getCPtr(observationLag), observationLag, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(fixedRates), fixedRates, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, growthOnly, observationInterpolation.swigValue()), true); 653 } 654 655 public static Leg CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, boolean growthOnly) { 656 return new Leg(QuantLibJNI.CPILeg__SWIG_1(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, ZeroInflationIndex.getCPtr(index), index, baseCPI, Period.getCPtr(observationLag), observationLag, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(fixedRates), fixedRates, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, growthOnly), true); 657 } 658 659 public static Leg CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar) { 660 return new Leg(QuantLibJNI.CPILeg__SWIG_2(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, ZeroInflationIndex.getCPtr(index), index, baseCPI, Period.getCPtr(observationLag), observationLag, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(fixedRates), fixedRates, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar), true); 661 } 662 663 public static Leg CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) { 664 return new Leg(QuantLibJNI.CPILeg__SWIG_3(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, ZeroInflationIndex.getCPtr(index), index, baseCPI, Period.getCPtr(observationLag), observationLag, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(fixedRates), fixedRates, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth), true); 665 } 666 667 public static Leg CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) { 668 return new Leg(QuantLibJNI.CPILeg__SWIG_4(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, ZeroInflationIndex.getCPtr(index), index, baseCPI, Period.getCPtr(observationLag), observationLag, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(fixedRates), fixedRates, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true); 669 } 670 671 public static Leg CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar) { 672 return new Leg(QuantLibJNI.CPILeg__SWIG_5(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, ZeroInflationIndex.getCPtr(index), index, baseCPI, Period.getCPtr(observationLag), observationLag, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(fixedRates), fixedRates, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true); 673 } 674 675 public static Leg CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod) { 676 return new Leg(QuantLibJNI.CPILeg__SWIG_6(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, ZeroInflationIndex.getCPtr(index), index, baseCPI, Period.getCPtr(observationLag), observationLag, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(fixedRates), fixedRates, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, Period.getCPtr(exCouponPeriod), exCouponPeriod), true); 677 } 678 679 public static Leg CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors) { 680 return new Leg(QuantLibJNI.CPILeg__SWIG_7(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, ZeroInflationIndex.getCPtr(index), index, baseCPI, Period.getCPtr(observationLag), observationLag, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(fixedRates), fixedRates, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors), true); 681 } 682 683 public static Leg CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps) { 684 return new Leg(QuantLibJNI.CPILeg__SWIG_8(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, ZeroInflationIndex.getCPtr(index), index, baseCPI, Period.getCPtr(observationLag), observationLag, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(fixedRates), fixedRates, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps), true); 685 } 686 687 public static Leg CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads) { 688 return new Leg(QuantLibJNI.CPILeg__SWIG_9(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, ZeroInflationIndex.getCPtr(index), index, baseCPI, Period.getCPtr(observationLag), observationLag, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(fixedRates), fixedRates, DoubleVector.getCPtr(spreads), spreads), true); 689 } 690 691 public static Leg CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates) { 692 return new Leg(QuantLibJNI.CPILeg__SWIG_10(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, ZeroInflationIndex.getCPtr(index), index, baseCPI, Period.getCPtr(observationLag), observationLag, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), DoubleVector.getCPtr(fixedRates), fixedRates), true); 693 } 694 695 public static Leg CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention) { 696 return new Leg(QuantLibJNI.CPILeg__SWIG_11(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, ZeroInflationIndex.getCPtr(index), index, baseCPI, Period.getCPtr(observationLag), observationLag, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue()), true); 697 } 698 699 public static Leg CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter) { 700 return new Leg(QuantLibJNI.CPILeg__SWIG_12(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, ZeroInflationIndex.getCPtr(index), index, baseCPI, Period.getCPtr(observationLag), observationLag, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter), true); 701 } 702 703 public static Leg CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag) { 704 return new Leg(QuantLibJNI.CPILeg__SWIG_13(DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(schedule), schedule, ZeroInflationIndex.getCPtr(index), index, baseCPI, Period.getCPtr(observationLag), observationLag), true); 705 } 706 707 public static ZeroInflationCashFlow as_zero_inflation_cash_flow(CashFlow cf) { 708 long cPtr = QuantLibJNI.as_zero_inflation_cash_flow(CashFlow.getCPtr(cf), cf); 709 return (cPtr == 0) ? null : new ZeroInflationCashFlow(cPtr, true); 710 } 711 712 public static DatePair inflationPeriod(Date d, Frequency f) { 713 return new DatePair(QuantLibJNI.inflationPeriod(Date.getCPtr(d), d, f.swigValue()), true); 714 } 715 716 public static double inflationYearFraction(Frequency f, boolean indexIsInterpolated, DayCounter dayCount, Date d1, Date d2) { 717 return QuantLibJNI.inflationYearFraction(f.swigValue(), indexIsInterpolated, DayCounter.getCPtr(dayCount), dayCount, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2); 718 } 719 720 public static Date inflationBaseDate(Date referenceDate, Period observationLag, Frequency frequency, boolean indexIsInterpolated) { 721 return new Date(QuantLibJNI.inflationBaseDate(Date.getCPtr(referenceDate), referenceDate, Period.getCPtr(observationLag), observationLag, frequency.swigValue(), indexIsInterpolated), true); 722 } 723 724 public static void setCouponPricer(Leg arg0, YoYInflationCouponPricer arg1) { 725 QuantLibJNI.setCouponPricer__SWIG_2(Leg.getCPtr(arg0), arg0, YoYInflationCouponPricer.getCPtr(arg1), arg1); 726 } 727 728 public static YoYInflationCoupon as_yoy_inflation_coupon(CashFlow cf) { 729 long cPtr = QuantLibJNI.as_yoy_inflation_coupon(CashFlow.getCPtr(cf), cf); 730 return (cPtr == 0) ? null : new YoYInflationCoupon(cPtr, true); 731 } 732 733 public static CappedFlooredYoYInflationCoupon as_capped_floored_yoy_inflation_coupon(CashFlow cf) { 734 long cPtr = QuantLibJNI.as_capped_floored_yoy_inflation_coupon(CashFlow.getCPtr(cf), cf); 735 return (cPtr == 0) ? null : new CappedFlooredYoYInflationCoupon(cPtr, true); 736 } 737 738 public static Leg yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors) { 739 return new Leg(QuantLibJNI.yoyInflationLeg__SWIG_0(Schedule.getCPtr(schedule), schedule, Calendar.getCPtr(calendar), calendar, YoYInflationIndex.getCPtr(index), index, Period.getCPtr(observationLag), observationLag, DoubleVector.getCPtr(notionals), notionals, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentAdjustment.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors), true); 740 } 741 742 public static Leg yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps) { 743 return new Leg(QuantLibJNI.yoyInflationLeg__SWIG_1(Schedule.getCPtr(schedule), schedule, Calendar.getCPtr(calendar), calendar, YoYInflationIndex.getCPtr(index), index, Period.getCPtr(observationLag), observationLag, DoubleVector.getCPtr(notionals), notionals, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentAdjustment.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps), true); 744 } 745 746 public static Leg yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings, DoubleVector spreads) { 747 return new Leg(QuantLibJNI.yoyInflationLeg__SWIG_2(Schedule.getCPtr(schedule), schedule, Calendar.getCPtr(calendar), calendar, YoYInflationIndex.getCPtr(index), index, Period.getCPtr(observationLag), observationLag, DoubleVector.getCPtr(notionals), notionals, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentAdjustment.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads), true); 748 } 749 750 public static Leg yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays, DoubleVector gearings) { 751 return new Leg(QuantLibJNI.yoyInflationLeg__SWIG_3(Schedule.getCPtr(schedule), schedule, Calendar.getCPtr(calendar), calendar, YoYInflationIndex.getCPtr(index), index, Period.getCPtr(observationLag), observationLag, DoubleVector.getCPtr(notionals), notionals, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentAdjustment.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings), true); 752 } 753 754 public static Leg yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment, long fixingDays) { 755 return new Leg(QuantLibJNI.yoyInflationLeg__SWIG_4(Schedule.getCPtr(schedule), schedule, Calendar.getCPtr(calendar), calendar, YoYInflationIndex.getCPtr(index), index, Period.getCPtr(observationLag), observationLag, DoubleVector.getCPtr(notionals), notionals, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentAdjustment.swigValue(), fixingDays), true); 756 } 757 758 public static Leg yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter, BusinessDayConvention paymentAdjustment) { 759 return new Leg(QuantLibJNI.yoyInflationLeg__SWIG_5(Schedule.getCPtr(schedule), schedule, Calendar.getCPtr(calendar), calendar, YoYInflationIndex.getCPtr(index), index, Period.getCPtr(observationLag), observationLag, DoubleVector.getCPtr(notionals), notionals, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentAdjustment.swigValue()), true); 760 } 761 762 public static Leg yoyInflationLeg(Schedule schedule, Calendar calendar, YoYInflationIndex index, Period observationLag, DoubleVector notionals, DayCounter paymentDayCounter) { 763 return new Leg(QuantLibJNI.yoyInflationLeg__SWIG_6(Schedule.getCPtr(schedule), schedule, Calendar.getCPtr(calendar), calendar, YoYInflationIndex.getCPtr(index), index, Period.getCPtr(observationLag), observationLag, DoubleVector.getCPtr(notionals), notionals, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter), true); 764 } 765 766 public static void simplifyNotificationGraph(Bond bond, boolean unregisterCoupons) { 767 QuantLibJNI.simplifyNotificationGraph__SWIG_2(Bond.getCPtr(bond), bond, unregisterCoupons); 768 } 769 770 public static void simplifyNotificationGraph(Bond bond) { 771 QuantLibJNI.simplifyNotificationGraph__SWIG_3(Bond.getCPtr(bond), bond); 772 } 773 774 public static double cleanPriceFromZSpread(Bond bond, YieldTermStructure discountCurve, double zSpread, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate) { 775 return QuantLibJNI.cleanPriceFromZSpread__SWIG_0(Bond.getCPtr(bond), bond, YieldTermStructure.getCPtr(discountCurve), discountCurve, zSpread, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlementDate), settlementDate); 776 } 777 778 public static double cleanPriceFromZSpread(Bond bond, YieldTermStructure discountCurve, double zSpread, DayCounter dc, Compounding compounding, Frequency freq) { 779 return QuantLibJNI.cleanPriceFromZSpread__SWIG_1(Bond.getCPtr(bond), bond, YieldTermStructure.getCPtr(discountCurve), discountCurve, zSpread, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue()); 780 } 781 782 public static Schedule sinkingSchedule(Date startDate, Period bondLength, Frequency frequency, Calendar paymentCalendar) { 783 return new Schedule(QuantLibJNI.sinkingSchedule(Date.getCPtr(startDate), startDate, Period.getCPtr(bondLength), bondLength, frequency.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar), true); 784 } 785 786 public static DoubleVector sinkingNotionals(Period bondLength, Frequency frequency, double couponRate, double initialNotional) { 787 return new DoubleVector(QuantLibJNI.sinkingNotionals(Period.getCPtr(bondLength), bondLength, frequency.swigValue(), couponRate, initialNotional), true); 788 } 789 790 public static BlackCalibrationHelper as_black_helper(CalibrationHelper h) { 791 long cPtr = QuantLibJNI.as_black_helper(CalibrationHelper.getCPtr(h), h); 792 return (cPtr == 0) ? null : new BlackCalibrationHelper(cPtr, true); 793 } 794 795 public static SWIGTYPE_p_ext__shared_ptrT_SwaptionHelper_t as_swaption_helper(BlackCalibrationHelper h) { 796 return new SWIGTYPE_p_ext__shared_ptrT_SwaptionHelper_t(QuantLibJNI.as_swaption_helper(BlackCalibrationHelper.getCPtr(h), h), true); 797 } 798 799 public static DepositRateHelper as_depositratehelper(RateHelper helper) { 800 long cPtr = QuantLibJNI.as_depositratehelper(RateHelper.getCPtr(helper), helper); 801 return (cPtr == 0) ? null : new DepositRateHelper(cPtr, true); 802 } 803 804 public static FraRateHelper as_fraratehelper(RateHelper helper) { 805 long cPtr = QuantLibJNI.as_fraratehelper(RateHelper.getCPtr(helper), helper); 806 return (cPtr == 0) ? null : new FraRateHelper(cPtr, true); 807 } 808 809 public static SwapRateHelper as_swapratehelper(RateHelper helper) { 810 long cPtr = QuantLibJNI.as_swapratehelper(RateHelper.getCPtr(helper), helper); 811 return (cPtr == 0) ? null : new SwapRateHelper(cPtr, true); 812 } 813 814 public static OISRateHelper as_oisratehelper(RateHelper helper) { 815 long cPtr = QuantLibJNI.as_oisratehelper(RateHelper.getCPtr(helper), helper); 816 return (cPtr == 0) ? null : new OISRateHelper(cPtr, true); 817 } 818 819 public static ConstNotionalCrossCurrencyBasisSwapRateHelper as_constnotionalcrosscurrencybasisswapratehelper(RateHelper helper) { 820 long cPtr = QuantLibJNI.as_constnotionalcrosscurrencybasisswapratehelper(RateHelper.getCPtr(helper), helper); 821 return (cPtr == 0) ? null : new ConstNotionalCrossCurrencyBasisSwapRateHelper(cPtr, true); 822 } 823 824 public static MtMCrossCurrencyBasisSwapRateHelper as_mtmcrosscurrencybasisswapratehelper(RateHelper helper) { 825 long cPtr = QuantLibJNI.as_mtmcrosscurrencybasisswapratehelper(RateHelper.getCPtr(helper), helper); 826 return (cPtr == 0) ? null : new MtMCrossCurrencyBasisSwapRateHelper(cPtr, true); 827 } 828 829 public static void checkCompatibility(EvolutionDescription evolution, UnsignedIntVector numeraires) { 830 QuantLibJNI.checkCompatibility(EvolutionDescription.getCPtr(evolution), evolution, UnsignedIntVector.getCPtr(numeraires), numeraires); 831 } 832 833 public static boolean isInTerminalMeasure(EvolutionDescription evolution, UnsignedIntVector numeraires) { 834 return QuantLibJNI.isInTerminalMeasure(EvolutionDescription.getCPtr(evolution), evolution, UnsignedIntVector.getCPtr(numeraires), numeraires); 835 } 836 837 public static boolean isInMoneyMarketPlusMeasure(EvolutionDescription evolution, UnsignedIntVector numeraires, long offset) { 838 return QuantLibJNI.isInMoneyMarketPlusMeasure__SWIG_0(EvolutionDescription.getCPtr(evolution), evolution, UnsignedIntVector.getCPtr(numeraires), numeraires, offset); 839 } 840 841 public static boolean isInMoneyMarketPlusMeasure(EvolutionDescription evolution, UnsignedIntVector numeraires) { 842 return QuantLibJNI.isInMoneyMarketPlusMeasure__SWIG_1(EvolutionDescription.getCPtr(evolution), evolution, UnsignedIntVector.getCPtr(numeraires), numeraires); 843 } 844 845 public static boolean isInMoneyMarketMeasure(EvolutionDescription evolution, UnsignedIntVector numeraires) { 846 return QuantLibJNI.isInMoneyMarketMeasure(EvolutionDescription.getCPtr(evolution), evolution, UnsignedIntVector.getCPtr(numeraires), numeraires); 847 } 848 849 public static UnsignedIntVector terminalMeasure(EvolutionDescription evolution) { 850 return new UnsignedIntVector(QuantLibJNI.terminalMeasure(EvolutionDescription.getCPtr(evolution), evolution), true); 851 } 852 853 public static UnsignedIntVector moneyMarketPlusMeasure(EvolutionDescription evolution, long offset) { 854 return new UnsignedIntVector(QuantLibJNI.moneyMarketPlusMeasure__SWIG_0(EvolutionDescription.getCPtr(evolution), evolution, offset), true); 855 } 856 857 public static UnsignedIntVector moneyMarketPlusMeasure(EvolutionDescription evolution) { 858 return new UnsignedIntVector(QuantLibJNI.moneyMarketPlusMeasure__SWIG_1(EvolutionDescription.getCPtr(evolution), evolution), true); 859 } 860 861 public static UnsignedIntVector moneyMarketMeasure(EvolutionDescription evolution) { 862 return new UnsignedIntVector(QuantLibJNI.moneyMarketMeasure(EvolutionDescription.getCPtr(evolution), evolution), true); 863 } 864 865 public static Matrix getCovariance(Array volatilities, Matrix correlations) { 866 return new Matrix(QuantLibJNI.getCovariance(Array.getCPtr(volatilities), volatilities, Matrix.getCPtr(correlations), correlations), true); 867 } 868 869 public static void enableTracing() { 870 QuantLibJNI.enableTracing(); 871 } 872 873 public static void disableTracing() { 874 QuantLibJNI.disableTracing(); 875 } 876 877}