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 YieldTermStructureHandle implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  protected transient boolean swigCMemOwn;
014
015  protected YieldTermStructureHandle(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(YieldTermStructureHandle obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected static long swigRelease(YieldTermStructureHandle obj) {
025    long ptr = 0;
026    if (obj != null) {
027      if (!obj.swigCMemOwn)
028        throw new RuntimeException("Cannot release ownership as memory is not owned");
029      ptr = obj.swigCPtr;
030      obj.swigCMemOwn = false;
031      obj.delete();
032    }
033    return ptr;
034  }
035
036  @SuppressWarnings("deprecation")
037  protected void finalize() {
038    delete();
039  }
040
041  public synchronized void delete() {
042    if (swigCPtr != 0) {
043      if (swigCMemOwn) {
044        swigCMemOwn = false;
045        QuantLibJNI.delete_YieldTermStructureHandle(swigCPtr);
046      }
047      swigCPtr = 0;
048    }
049  }
050
051  public YieldTermStructureHandle(YieldTermStructure arg0) {
052    this(QuantLibJNI.new_YieldTermStructureHandle__SWIG_0(YieldTermStructure.getCPtr(arg0), arg0), true);
053  }
054
055  public YieldTermStructureHandle() {
056    this(QuantLibJNI.new_YieldTermStructureHandle__SWIG_1(), true);
057  }
058
059  public YieldTermStructure __deref__() {
060    long cPtr = QuantLibJNI.YieldTermStructureHandle___deref__(swigCPtr, this);
061    return (cPtr == 0) ? null : new YieldTermStructure(cPtr, true);
062  }
063
064  public YieldTermStructure currentLink() {
065    long cPtr = QuantLibJNI.YieldTermStructureHandle_currentLink(swigCPtr, this);
066    return (cPtr == 0) ? null : new YieldTermStructure(cPtr, true);
067  }
068
069  public boolean empty() {
070    return QuantLibJNI.YieldTermStructureHandle_empty(swigCPtr, this);
071  }
072
073  public Observable asObservable() {
074    long cPtr = QuantLibJNI.YieldTermStructureHandle_asObservable(swigCPtr, this);
075    return (cPtr == 0) ? null : new Observable(cPtr, true);
076  }
077
078  public double discount(Date arg0, boolean extrapolate) {
079    return QuantLibJNI.YieldTermStructureHandle_discount__SWIG_0(swigCPtr, this, Date.getCPtr(arg0), arg0, extrapolate);
080  }
081
082  public double discount(Date arg0) {
083    return QuantLibJNI.YieldTermStructureHandle_discount__SWIG_1(swigCPtr, this, Date.getCPtr(arg0), arg0);
084  }
085
086  public double discount(double arg0, boolean extrapolate) {
087    return QuantLibJNI.YieldTermStructureHandle_discount__SWIG_2(swigCPtr, this, arg0, extrapolate);
088  }
089
090  public double discount(double arg0) {
091    return QuantLibJNI.YieldTermStructureHandle_discount__SWIG_3(swigCPtr, this, arg0);
092  }
093
094  public InterestRate zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f, boolean extrapolate) {
095    return new InterestRate(QuantLibJNI.YieldTermStructureHandle_zeroRate__SWIG_0(swigCPtr, this, Date.getCPtr(d), d, DayCounter.getCPtr(arg1), arg1, arg2.swigValue(), f.swigValue(), extrapolate), true);
096  }
097
098  public InterestRate zeroRate(Date d, DayCounter arg1, Compounding arg2, Frequency f) {
099    return new InterestRate(QuantLibJNI.YieldTermStructureHandle_zeroRate__SWIG_1(swigCPtr, this, Date.getCPtr(d), d, DayCounter.getCPtr(arg1), arg1, arg2.swigValue(), f.swigValue()), true);
100  }
101
102  public InterestRate zeroRate(Date d, DayCounter arg1, Compounding arg2) {
103    return new InterestRate(QuantLibJNI.YieldTermStructureHandle_zeroRate__SWIG_2(swigCPtr, this, Date.getCPtr(d), d, DayCounter.getCPtr(arg1), arg1, arg2.swigValue()), true);
104  }
105
106  public InterestRate zeroRate(double t, Compounding arg1, Frequency f, boolean extrapolate) {
107    return new InterestRate(QuantLibJNI.YieldTermStructureHandle_zeroRate__SWIG_3(swigCPtr, this, t, arg1.swigValue(), f.swigValue(), extrapolate), true);
108  }
109
110  public InterestRate zeroRate(double t, Compounding arg1, Frequency f) {
111    return new InterestRate(QuantLibJNI.YieldTermStructureHandle_zeroRate__SWIG_4(swigCPtr, this, t, arg1.swigValue(), f.swigValue()), true);
112  }
113
114  public InterestRate zeroRate(double t, Compounding arg1) {
115    return new InterestRate(QuantLibJNI.YieldTermStructureHandle_zeroRate__SWIG_5(swigCPtr, this, t, arg1.swigValue()), true);
116  }
117
118  public InterestRate forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f, boolean extrapolate) {
119    return new InterestRate(QuantLibJNI.YieldTermStructureHandle_forwardRate__SWIG_0(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, DayCounter.getCPtr(arg2), arg2, arg3.swigValue(), f.swigValue(), extrapolate), true);
120  }
121
122  public InterestRate forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3, Frequency f) {
123    return new InterestRate(QuantLibJNI.YieldTermStructureHandle_forwardRate__SWIG_1(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, DayCounter.getCPtr(arg2), arg2, arg3.swigValue(), f.swigValue()), true);
124  }
125
126  public InterestRate forwardRate(Date d1, Date d2, DayCounter arg2, Compounding arg3) {
127    return new InterestRate(QuantLibJNI.YieldTermStructureHandle_forwardRate__SWIG_2(swigCPtr, this, Date.getCPtr(d1), d1, Date.getCPtr(d2), d2, DayCounter.getCPtr(arg2), arg2, arg3.swigValue()), true);
128  }
129
130  public InterestRate forwardRate(double t1, double t2, Compounding arg2, Frequency f, boolean extrapolate) {
131    return new InterestRate(QuantLibJNI.YieldTermStructureHandle_forwardRate__SWIG_3(swigCPtr, this, t1, t2, arg2.swigValue(), f.swigValue(), extrapolate), true);
132  }
133
134  public InterestRate forwardRate(double t1, double t2, Compounding arg2, Frequency f) {
135    return new InterestRate(QuantLibJNI.YieldTermStructureHandle_forwardRate__SWIG_4(swigCPtr, this, t1, t2, arg2.swigValue(), f.swigValue()), true);
136  }
137
138  public InterestRate forwardRate(double t1, double t2, Compounding arg2) {
139    return new InterestRate(QuantLibJNI.YieldTermStructureHandle_forwardRate__SWIG_5(swigCPtr, this, t1, t2, arg2.swigValue()), true);
140  }
141
142  public DayCounter dayCounter() {
143    return new DayCounter(QuantLibJNI.YieldTermStructureHandle_dayCounter(swigCPtr, this), true);
144  }
145
146  public double timeFromReference(Date date) {
147    return QuantLibJNI.YieldTermStructureHandle_timeFromReference(swigCPtr, this, Date.getCPtr(date), date);
148  }
149
150  public Calendar calendar() {
151    return new Calendar(QuantLibJNI.YieldTermStructureHandle_calendar(swigCPtr, this), true);
152  }
153
154  public Date referenceDate() {
155    return new Date(QuantLibJNI.YieldTermStructureHandle_referenceDate(swigCPtr, this), true);
156  }
157
158  public Date maxDate() {
159    return new Date(QuantLibJNI.YieldTermStructureHandle_maxDate(swigCPtr, this), true);
160  }
161
162  public double maxTime() {
163    return QuantLibJNI.YieldTermStructureHandle_maxTime(swigCPtr, this);
164  }
165
166  public void enableExtrapolation() {
167    QuantLibJNI.YieldTermStructureHandle_enableExtrapolation(swigCPtr, this);
168  }
169
170  public void disableExtrapolation() {
171    QuantLibJNI.YieldTermStructureHandle_disableExtrapolation(swigCPtr, this);
172  }
173
174  public boolean allowsExtrapolation() {
175    return QuantLibJNI.YieldTermStructureHandle_allowsExtrapolation(swigCPtr, this);
176  }
177
178}