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  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2009-12-03 17:01:53 UTC
  • mfrom: (1.1.9 upstream) (2.1.6 sid)
  • Revision ID: james.westby@ubuntu.com-20091203170153-x5yrwybjsl2q11vw
* New upstream release

* debian/control: Updated Standards-Version: to current value

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SWIG/interestrate.i
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    InterestRate(Rate r,
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                 const DayCounter& dc,
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                 Compounding comp,
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                 Frequency freq = Annual);
 
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                 Frequency freq);
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    Rate rate() const;
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    DayCounter dayCounter() const;
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    Compounding compounding() const;
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    Frequency frequency() const;
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    DiscountFactor discountFactor(Time t) const;
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    DiscountFactor discountFactor(Date d1, Date d2) const;
 
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    DiscountFactor discountFactor(const Date& d1, const Date& d2,
 
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                                  const Date& refStart = Date(),
 
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                                  const Date& refEnd = Date()) const;
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    Real compoundFactor(Time t) const;
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    Real compoundFactor(Date d1, Date d2) const;
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    static InterestRate impliedRate(Real compound,
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                                    Time t,
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                                    const DayCounter& resultDC,
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                                    Compounding comp,
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                                    Frequency freq = Annual);
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    static InterestRate impliedRate(Real compound,
 
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    Real compoundFactor(const Date& d1, const Date& d2,
 
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                        const Date& refStart = Date(),
 
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                        const Date& refEnd = Date()) const;
 
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    static InterestRate impliedRate(Real compound,
 
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                                    const DayCounter& resultDC,
 
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                                    Compounding comp,
 
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                                    Frequency freq,
 
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                                    Time t);
 
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    static InterestRate impliedRate(Real compound,
 
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                                    const DayCounter& resultDC,
 
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                                    Compounding comp,
 
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                                    Frequency freq,
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                                    const Date& d1,
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                                    const Date& d2,
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                                    const DayCounter& resultDC,
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                                    Compounding comp,
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                                    Frequency freq = Annual);
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    InterestRate equivalentRate(Time t,
 
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                                    const Date& refStart = Date(),
 
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                                    const Date& refEnd = Date());
 
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    InterestRate equivalentRate(Compounding comp,
 
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                                Frequency freq,
 
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                                Time t) const;
 
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    InterestRate equivalentRate(const DayCounter& resultDayCounter,
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                                Compounding comp,
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                                Frequency freq = Annual) const;
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    InterestRate equivalentRate(const Date& d1,
 
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                                Frequency freq,
 
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                                const Date& d1,
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                                const Date& d2,
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                                const DayCounter& resultDayCounter,
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                                Compounding comp,
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                                Frequency freq = Annual) const;
 
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                                const Date& refStart = Date(),
 
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                                const Date& refEnd = Date()) const;
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    %extend {
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        std::string __str__() {
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            std::ostringstream out;