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 YieldTermStructure extends TermStructure implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected YieldTermStructure(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.YieldTermStructure_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(YieldTermStructure obj) {
022    return (obj == null) ? 0 : obj.swigCPtr;
023  }
024
025  protected void swigSetCMemOwn(boolean own) {
026    swigCMemOwnDerived = own;
027    super.swigSetCMemOwn(own);
028  }
029
030  @SuppressWarnings("deprecation")
031  protected void finalize() {
032    delete();
033  }
034
035  public synchronized void delete() {
036    if (swigCPtr != 0) {
037      if (swigCMemOwnDerived) {
038        swigCMemOwnDerived = false;
039        QuantLibJNI.delete_YieldTermStructure(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public double discount(Date arg0, boolean extrapolate) {
047    return QuantLibJNI.YieldTermStructure_discount__SWIG_0(swigCPtr, this, Date.getCPtr(arg0), arg0, extrapolate);
048  }
049
050  public double discount(Date arg0) {
051    return QuantLibJNI.YieldTermStructure_discount__SWIG_1(swigCPtr, this, Date.getCPtr(arg0), arg0);
052  }
053
054  public double discount(double arg0, boolean extrapolate) {
055    return QuantLibJNI.YieldTermStructure_discount__SWIG_2(swigCPtr, this, arg0, extrapolate);
056  }
057
058  public double discount(double arg0) {
059    return QuantLibJNI.YieldTermStructure_discount__SWIG_3(swigCPtr, this, arg0);
060  }
061
062  public InterestRate zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f, boolean extrapolate) {
063    return new InterestRate(QuantLibJNI.YieldTermStructure_zeroRate__SWIG_0(swigCPtr, this, Date.getCPtr(d), d, DayCounter.getCPtr(arg1), arg1, arg2.swigValue(), f.swigValue(), extrapolate), true);
064  }
065
066  public InterestRate zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f) {
067    return new InterestRate(QuantLibJNI.YieldTermStructure_zeroRate__SWIG_1(swigCPtr, this, Date.getCPtr(d), d, DayCounter.getCPtr(arg1), arg1, arg2.swigValue(), f.swigValue()), true);
068  }
069
070  public InterestRate zeroRate(Date d, DayCounter arg1, Compounding arg2) {
071    return new InterestRate(QuantLibJNI.YieldTermStructure_zeroRate__SWIG_2(swigCPtr, this, Date.getCPtr(d), d, DayCounter.getCPtr(arg1), arg1, arg2.swigValue()), true);
072  }
073
074  public InterestRate zeroRate(double t, Compounding arg1, Frequency f, boolean extrapolate) {
075    return new InterestRate(QuantLibJNI.YieldTermStructure_zeroRate__SWIG_3(swigCPtr, this, t, arg1.swigValue(), f.swigValue(), extrapolate), true);
076  }
077
078  public InterestRate zeroRate(double t, Compounding arg1, Frequency f) {
079    return new InterestRate(QuantLibJNI.YieldTermStructure_zeroRate__SWIG_4(swigCPtr, this, t, arg1.swigValue(), f.swigValue()), true);
080  }
081
082  public InterestRate zeroRate(double t, Compounding arg1) {
083    return new InterestRate(QuantLibJNI.YieldTermStructure_zeroRate__SWIG_5(swigCPtr, this, t, arg1.swigValue()), true);
084  }
085
086  public InterestRate forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f, boolean extrapolate) {
087    return new InterestRate(QuantLibJNI.YieldTermStructure_forwardRate__SWIG_0(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, DayCounter.getCPtr(arg2), arg2, arg3.swigValue(), f.swigValue(), extrapolate), true);
088  }
089
090  public InterestRate forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f) {
091    return new InterestRate(QuantLibJNI.YieldTermStructure_forwardRate__SWIG_1(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, DayCounter.getCPtr(arg2), arg2, arg3.swigValue(), f.swigValue()), true);
092  }
093
094  public InterestRate forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3) {
095    return new InterestRate(QuantLibJNI.YieldTermStructure_forwardRate__SWIG_2(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, DayCounter.getCPtr(arg2), arg2, arg3.swigValue()), true);
096  }
097
098  public InterestRate forwardRate(double t1, double t2, Compounding arg2, Frequency f, boolean extrapolate) {
099    return new InterestRate(QuantLibJNI.YieldTermStructure_forwardRate__SWIG_3(swigCPtr, this, t1, t2, arg2.swigValue(), f.swigValue(), extrapolate), true);
100  }
101
102  public InterestRate forwardRate(double t1, double t2, Compounding arg2, Frequency f) {
103    return new InterestRate(QuantLibJNI.YieldTermStructure_forwardRate__SWIG_4(swigCPtr, this, t1, t2, arg2.swigValue(), f.swigValue()), true);
104  }
105
106  public InterestRate forwardRate(double t1, double t2, Compounding arg2) {
107    return new InterestRate(QuantLibJNI.YieldTermStructure_forwardRate__SWIG_5(swigCPtr, this, t1, t2, arg2.swigValue()), true);
108  }
109
110}