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  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2007-12-26 08:10:08 UTC
  • mfrom: (1.1.6 upstream) (2.1.2 lenny)
  • Revision ID: james.westby@ubuntu.com-20071226081008-cjq979mvtxydli4r
New upstream release 0.9.0

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Java/org/quantlib/SwapRateHelper.java
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/* ----------------------------------------------------------------------------
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 * This file was automatically generated by SWIG (http://www.swig.org).
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 * Version 1.3.31
 
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 * Version 1.3.33
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 *
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 * Do not make changes to this file unless you know what you are doing--modify
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 * the SWIG interface file instead.
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    super.delete();
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  }
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  public SwapRateHelper(QuoteHandle rate, Period tenor, long settlementDays, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index) {
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    this(QuantLibJNI.new_SwapRateHelper__SWIG_0(QuoteHandle.getCPtr(rate), rate, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index), true);
 
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  public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index) {
 
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    this(QuantLibJNI.new_SwapRateHelper__SWIG_0(QuoteHandle.getCPtr(rate), rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index), true);
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  }
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  public SwapRateHelper(double rate, Period tenor, long settlementDays, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index) {
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    this(QuantLibJNI.new_SwapRateHelper__SWIG_1(rate, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index), true);
 
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  public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index) {
 
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    this(QuantLibJNI.new_SwapRateHelper__SWIG_1(rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index), true);
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  }
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}