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1781 lines (1772 loc) · 111 KB
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// Generated by using Rcpp::compileAttributes() -> do not edit by hand
// Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393
#include "../inst/include/RQuantLib.h"
#include <Rcpp.h>
#include <string>
#include <set>
using namespace Rcpp;
#ifdef RCPP_USE_GLOBAL_ROSTREAM
Rcpp::Rostream<true>& Rcpp::Rcout = Rcpp::Rcpp_cout_get();
Rcpp::Rostream<false>& Rcpp::Rcerr = Rcpp::Rcpp_cerr_get();
#endif
// affineWithRebuiltCurveEngine
Rcpp::List affineWithRebuiltCurveEngine(Rcpp::List rparam, Rcpp::List legparams, std::vector<QuantLib::Date> dateVec, std::vector<double> zeroVec, Rcpp::NumericVector swaptionMat, Rcpp::NumericVector swapLengths, Rcpp::NumericVector swaptionVols);
RcppExport SEXP _RQuantLib_affineWithRebuiltCurveEngine(SEXP rparamSEXP, SEXP legparamsSEXP, SEXP dateVecSEXP, SEXP zeroVecSEXP, SEXP swaptionMatSEXP, SEXP swapLengthsSEXP, SEXP swaptionVolsSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type rparam(rparamSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type legparams(legparamsSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dateVec(dateVecSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type zeroVec(zeroVecSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericVector >::type swaptionMat(swaptionMatSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericVector >::type swapLengths(swapLengthsSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericVector >::type swaptionVols(swaptionVolsSEXP);
rcpp_result_gen = Rcpp::wrap(affineWithRebuiltCurveEngine(rparam, legparams, dateVec, zeroVec, swaptionMat, swapLengths, swaptionVols));
return rcpp_result_gen;
END_RCPP
}
// asianOptionEngine
Rcpp::List asianOptionEngine(std::string averageType, std::string type, double underlying, double strike, double dividendYield, double riskFreeRate, double maturity, double volatility, double first, double length, size_t fixings);
RcppExport SEXP _RQuantLib_asianOptionEngine(SEXP averageTypeSEXP, SEXP typeSEXP, SEXP underlyingSEXP, SEXP strikeSEXP, SEXP dividendYieldSEXP, SEXP riskFreeRateSEXP, SEXP maturitySEXP, SEXP volatilitySEXP, SEXP firstSEXP, SEXP lengthSEXP, SEXP fixingsSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< std::string >::type averageType(averageTypeSEXP);
Rcpp::traits::input_parameter< std::string >::type type(typeSEXP);
Rcpp::traits::input_parameter< double >::type underlying(underlyingSEXP);
Rcpp::traits::input_parameter< double >::type strike(strikeSEXP);
Rcpp::traits::input_parameter< double >::type dividendYield(dividendYieldSEXP);
Rcpp::traits::input_parameter< double >::type riskFreeRate(riskFreeRateSEXP);
Rcpp::traits::input_parameter< double >::type maturity(maturitySEXP);
Rcpp::traits::input_parameter< double >::type volatility(volatilitySEXP);
Rcpp::traits::input_parameter< double >::type first(firstSEXP);
Rcpp::traits::input_parameter< double >::type length(lengthSEXP);
Rcpp::traits::input_parameter< size_t >::type fixings(fixingsSEXP);
rcpp_result_gen = Rcpp::wrap(asianOptionEngine(averageType, type, underlying, strike, dividendYield, riskFreeRate, maturity, volatility, first, length, fixings));
return rcpp_result_gen;
END_RCPP
}
// binaryOptionEngine
Rcpp::List binaryOptionEngine(std::string binType, std::string type, std::string excType, double underlying, double strike, double dividendYield, double riskFreeRate, Rcpp::Nullable<double> maturity, Rcpp::Nullable<QuantLib::Date> exDate, double volatility, double cashPayoff, int dayCounter);
RcppExport SEXP _RQuantLib_binaryOptionEngine(SEXP binTypeSEXP, SEXP typeSEXP, SEXP excTypeSEXP, SEXP underlyingSEXP, SEXP strikeSEXP, SEXP dividendYieldSEXP, SEXP riskFreeRateSEXP, SEXP maturitySEXP, SEXP exDateSEXP, SEXP volatilitySEXP, SEXP cashPayoffSEXP, SEXP dayCounterSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< std::string >::type binType(binTypeSEXP);
Rcpp::traits::input_parameter< std::string >::type type(typeSEXP);
Rcpp::traits::input_parameter< std::string >::type excType(excTypeSEXP);
Rcpp::traits::input_parameter< double >::type underlying(underlyingSEXP);
Rcpp::traits::input_parameter< double >::type strike(strikeSEXP);
Rcpp::traits::input_parameter< double >::type dividendYield(dividendYieldSEXP);
Rcpp::traits::input_parameter< double >::type riskFreeRate(riskFreeRateSEXP);
Rcpp::traits::input_parameter< Rcpp::Nullable<double> >::type maturity(maturitySEXP);
Rcpp::traits::input_parameter< Rcpp::Nullable<QuantLib::Date> >::type exDate(exDateSEXP);
Rcpp::traits::input_parameter< double >::type volatility(volatilitySEXP);
Rcpp::traits::input_parameter< double >::type cashPayoff(cashPayoffSEXP);
Rcpp::traits::input_parameter< int >::type dayCounter(dayCounterSEXP);
rcpp_result_gen = Rcpp::wrap(binaryOptionEngine(binType, type, excType, underlying, strike, dividendYield, riskFreeRate, maturity, exDate, volatility, cashPayoff, dayCounter));
return rcpp_result_gen;
END_RCPP
}
// binaryOptionImpliedVolatilityEngine
double binaryOptionImpliedVolatilityEngine(std::string type, double value, double underlying, double strike, double dividendYield, double riskFreeRate, Rcpp::Nullable<double> maturity, Rcpp::Nullable<QuantLib::Date> exDate, double volatility, double cashPayoff, int dayCounter);
RcppExport SEXP _RQuantLib_binaryOptionImpliedVolatilityEngine(SEXP typeSEXP, SEXP valueSEXP, SEXP underlyingSEXP, SEXP strikeSEXP, SEXP dividendYieldSEXP, SEXP riskFreeRateSEXP, SEXP maturitySEXP, SEXP exDateSEXP, SEXP volatilitySEXP, SEXP cashPayoffSEXP, SEXP dayCounterSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< std::string >::type type(typeSEXP);
Rcpp::traits::input_parameter< double >::type value(valueSEXP);
Rcpp::traits::input_parameter< double >::type underlying(underlyingSEXP);
Rcpp::traits::input_parameter< double >::type strike(strikeSEXP);
Rcpp::traits::input_parameter< double >::type dividendYield(dividendYieldSEXP);
Rcpp::traits::input_parameter< double >::type riskFreeRate(riskFreeRateSEXP);
Rcpp::traits::input_parameter< Rcpp::Nullable<double> >::type maturity(maturitySEXP);
Rcpp::traits::input_parameter< Rcpp::Nullable<QuantLib::Date> >::type exDate(exDateSEXP);
Rcpp::traits::input_parameter< double >::type volatility(volatilitySEXP);
Rcpp::traits::input_parameter< double >::type cashPayoff(cashPayoffSEXP);
Rcpp::traits::input_parameter< int >::type dayCounter(dayCounterSEXP);
rcpp_result_gen = Rcpp::wrap(binaryOptionImpliedVolatilityEngine(type, value, underlying, strike, dividendYield, riskFreeRate, maturity, exDate, volatility, cashPayoff, dayCounter));
return rcpp_result_gen;
END_RCPP
}
// barrierOptionEngine
Rcpp::List barrierOptionEngine(std::string barrType, std::string type, double underlying, double strike, double dividendYield, double riskFreeRate, Rcpp::Nullable<double> maturity, Rcpp::Nullable<QuantLib::Date> exDate, double volatility, double barrier, double rebate, int dayCounter);
RcppExport SEXP _RQuantLib_barrierOptionEngine(SEXP barrTypeSEXP, SEXP typeSEXP, SEXP underlyingSEXP, SEXP strikeSEXP, SEXP dividendYieldSEXP, SEXP riskFreeRateSEXP, SEXP maturitySEXP, SEXP exDateSEXP, SEXP volatilitySEXP, SEXP barrierSEXP, SEXP rebateSEXP, SEXP dayCounterSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< std::string >::type barrType(barrTypeSEXP);
Rcpp::traits::input_parameter< std::string >::type type(typeSEXP);
Rcpp::traits::input_parameter< double >::type underlying(underlyingSEXP);
Rcpp::traits::input_parameter< double >::type strike(strikeSEXP);
Rcpp::traits::input_parameter< double >::type dividendYield(dividendYieldSEXP);
Rcpp::traits::input_parameter< double >::type riskFreeRate(riskFreeRateSEXP);
Rcpp::traits::input_parameter< Rcpp::Nullable<double> >::type maturity(maturitySEXP);
Rcpp::traits::input_parameter< Rcpp::Nullable<QuantLib::Date> >::type exDate(exDateSEXP);
Rcpp::traits::input_parameter< double >::type volatility(volatilitySEXP);
Rcpp::traits::input_parameter< double >::type barrier(barrierSEXP);
Rcpp::traits::input_parameter< double >::type rebate(rebateSEXP);
Rcpp::traits::input_parameter< int >::type dayCounter(dayCounterSEXP);
rcpp_result_gen = Rcpp::wrap(barrierOptionEngine(barrType, type, underlying, strike, dividendYield, riskFreeRate, maturity, exDate, volatility, barrier, rebate, dayCounter));
return rcpp_result_gen;
END_RCPP
}
// bermudanFromYieldEngine
Rcpp::List bermudanFromYieldEngine(Rcpp::List rparam, Rcpp::NumericVector yield, Rcpp::NumericVector swaptionMat, Rcpp::NumericVector swapLengths, Rcpp::NumericMatrix swaptionVols);
RcppExport SEXP _RQuantLib_bermudanFromYieldEngine(SEXP rparamSEXP, SEXP yieldSEXP, SEXP swaptionMatSEXP, SEXP swapLengthsSEXP, SEXP swaptionVolsSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type rparam(rparamSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericVector >::type yield(yieldSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericVector >::type swaptionMat(swaptionMatSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericVector >::type swapLengths(swapLengthsSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericMatrix >::type swaptionVols(swaptionVolsSEXP);
rcpp_result_gen = Rcpp::wrap(bermudanFromYieldEngine(rparam, yield, swaptionMat, swapLengths, swaptionVols));
return rcpp_result_gen;
END_RCPP
}
// bermudanWithRebuiltCurveEngine
Rcpp::List bermudanWithRebuiltCurveEngine(Rcpp::List rparam, std::vector<QuantLib::Date> dateVec, std::vector<double> zeroVec, Rcpp::NumericVector swaptionMat, Rcpp::NumericVector swapLengths, Rcpp::NumericMatrix swaptionVols);
RcppExport SEXP _RQuantLib_bermudanWithRebuiltCurveEngine(SEXP rparamSEXP, SEXP dateVecSEXP, SEXP zeroVecSEXP, SEXP swaptionMatSEXP, SEXP swapLengthsSEXP, SEXP swaptionVolsSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type rparam(rparamSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dateVec(dateVecSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type zeroVec(zeroVecSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericVector >::type swaptionMat(swaptionMatSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericVector >::type swapLengths(swapLengthsSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericMatrix >::type swaptionVols(swaptionVolsSEXP);
rcpp_result_gen = Rcpp::wrap(bermudanWithRebuiltCurveEngine(rparam, dateVec, zeroVec, swaptionMat, swapLengths, swaptionVols));
return rcpp_result_gen;
END_RCPP
}
// zeroPriceByYieldEngine
double zeroPriceByYieldEngine(double yield, double faceAmount, double dayCounter, double frequency, double businessDayConvention, double compound, QuantLib::Date maturityDate, QuantLib::Date issueDate);
static SEXP _RQuantLib_zeroPriceByYieldEngine_try(SEXP yieldSEXP, SEXP faceAmountSEXP, SEXP dayCounterSEXP, SEXP frequencySEXP, SEXP businessDayConventionSEXP, SEXP compoundSEXP, SEXP maturityDateSEXP, SEXP issueDateSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< double >::type yield(yieldSEXP);
Rcpp::traits::input_parameter< double >::type faceAmount(faceAmountSEXP);
Rcpp::traits::input_parameter< double >::type dayCounter(dayCounterSEXP);
Rcpp::traits::input_parameter< double >::type frequency(frequencySEXP);
Rcpp::traits::input_parameter< double >::type businessDayConvention(businessDayConventionSEXP);
Rcpp::traits::input_parameter< double >::type compound(compoundSEXP);
Rcpp::traits::input_parameter< QuantLib::Date >::type maturityDate(maturityDateSEXP);
Rcpp::traits::input_parameter< QuantLib::Date >::type issueDate(issueDateSEXP);
rcpp_result_gen = Rcpp::wrap(zeroPriceByYieldEngine(yield, faceAmount, dayCounter, frequency, businessDayConvention, compound, maturityDate, issueDate));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_zeroPriceByYieldEngine(SEXP yieldSEXP, SEXP faceAmountSEXP, SEXP dayCounterSEXP, SEXP frequencySEXP, SEXP businessDayConventionSEXP, SEXP compoundSEXP, SEXP maturityDateSEXP, SEXP issueDateSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_zeroPriceByYieldEngine_try(yieldSEXP, faceAmountSEXP, dayCounterSEXP, frequencySEXP, businessDayConventionSEXP, compoundSEXP, maturityDateSEXP, issueDateSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// zeroYieldByPriceEngine
double zeroYieldByPriceEngine(double price, double faceAmount, double dayCounter, double frequency, double businessDayConvention, double compound, QuantLib::Date maturityDate, QuantLib::Date issueDate);
static SEXP _RQuantLib_zeroYieldByPriceEngine_try(SEXP priceSEXP, SEXP faceAmountSEXP, SEXP dayCounterSEXP, SEXP frequencySEXP, SEXP businessDayConventionSEXP, SEXP compoundSEXP, SEXP maturityDateSEXP, SEXP issueDateSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< double >::type price(priceSEXP);
Rcpp::traits::input_parameter< double >::type faceAmount(faceAmountSEXP);
Rcpp::traits::input_parameter< double >::type dayCounter(dayCounterSEXP);
Rcpp::traits::input_parameter< double >::type frequency(frequencySEXP);
Rcpp::traits::input_parameter< double >::type businessDayConvention(businessDayConventionSEXP);
Rcpp::traits::input_parameter< double >::type compound(compoundSEXP);
Rcpp::traits::input_parameter< QuantLib::Date >::type maturityDate(maturityDateSEXP);
Rcpp::traits::input_parameter< QuantLib::Date >::type issueDate(issueDateSEXP);
rcpp_result_gen = Rcpp::wrap(zeroYieldByPriceEngine(price, faceAmount, dayCounter, frequency, businessDayConvention, compound, maturityDate, issueDate));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_zeroYieldByPriceEngine(SEXP priceSEXP, SEXP faceAmountSEXP, SEXP dayCounterSEXP, SEXP frequencySEXP, SEXP businessDayConventionSEXP, SEXP compoundSEXP, SEXP maturityDateSEXP, SEXP issueDateSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_zeroYieldByPriceEngine_try(priceSEXP, faceAmountSEXP, dayCounterSEXP, frequencySEXP, businessDayConventionSEXP, compoundSEXP, maturityDateSEXP, issueDateSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// fixedRateBondYieldByPriceEngine
double fixedRateBondYieldByPriceEngine(double settlementDays, double price, std::string cal, double faceAmount, double businessDayConvention, double compound, double redemption, double dayCounter, double frequency, QuantLib::Date maturityDate, QuantLib::Date issueDate, QuantLib::Date effectiveDate, std::vector<double> rates);
static SEXP _RQuantLib_fixedRateBondYieldByPriceEngine_try(SEXP settlementDaysSEXP, SEXP priceSEXP, SEXP calSEXP, SEXP faceAmountSEXP, SEXP businessDayConventionSEXP, SEXP compoundSEXP, SEXP redemptionSEXP, SEXP dayCounterSEXP, SEXP frequencySEXP, SEXP maturityDateSEXP, SEXP issueDateSEXP, SEXP effectiveDateSEXP, SEXP ratesSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< double >::type settlementDays(settlementDaysSEXP);
Rcpp::traits::input_parameter< double >::type price(priceSEXP);
Rcpp::traits::input_parameter< std::string >::type cal(calSEXP);
Rcpp::traits::input_parameter< double >::type faceAmount(faceAmountSEXP);
Rcpp::traits::input_parameter< double >::type businessDayConvention(businessDayConventionSEXP);
Rcpp::traits::input_parameter< double >::type compound(compoundSEXP);
Rcpp::traits::input_parameter< double >::type redemption(redemptionSEXP);
Rcpp::traits::input_parameter< double >::type dayCounter(dayCounterSEXP);
Rcpp::traits::input_parameter< double >::type frequency(frequencySEXP);
Rcpp::traits::input_parameter< QuantLib::Date >::type maturityDate(maturityDateSEXP);
Rcpp::traits::input_parameter< QuantLib::Date >::type issueDate(issueDateSEXP);
Rcpp::traits::input_parameter< QuantLib::Date >::type effectiveDate(effectiveDateSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type rates(ratesSEXP);
rcpp_result_gen = Rcpp::wrap(fixedRateBondYieldByPriceEngine(settlementDays, price, cal, faceAmount, businessDayConvention, compound, redemption, dayCounter, frequency, maturityDate, issueDate, effectiveDate, rates));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_fixedRateBondYieldByPriceEngine(SEXP settlementDaysSEXP, SEXP priceSEXP, SEXP calSEXP, SEXP faceAmountSEXP, SEXP businessDayConventionSEXP, SEXP compoundSEXP, SEXP redemptionSEXP, SEXP dayCounterSEXP, SEXP frequencySEXP, SEXP maturityDateSEXP, SEXP issueDateSEXP, SEXP effectiveDateSEXP, SEXP ratesSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_fixedRateBondYieldByPriceEngine_try(settlementDaysSEXP, priceSEXP, calSEXP, faceAmountSEXP, businessDayConventionSEXP, compoundSEXP, redemptionSEXP, dayCounterSEXP, frequencySEXP, maturityDateSEXP, issueDateSEXP, effectiveDateSEXP, ratesSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// fixedRateBondPriceByYieldEngine
double fixedRateBondPriceByYieldEngine(double settlementDays, double yield, std::string cal, double faceAmount, double businessDayConvention, double compound, double redemption, double dayCounter, double frequency, QuantLib::Date maturityDate, QuantLib::Date issueDate, QuantLib::Date effectiveDate, std::vector<double> rates);
static SEXP _RQuantLib_fixedRateBondPriceByYieldEngine_try(SEXP settlementDaysSEXP, SEXP yieldSEXP, SEXP calSEXP, SEXP faceAmountSEXP, SEXP businessDayConventionSEXP, SEXP compoundSEXP, SEXP redemptionSEXP, SEXP dayCounterSEXP, SEXP frequencySEXP, SEXP maturityDateSEXP, SEXP issueDateSEXP, SEXP effectiveDateSEXP, SEXP ratesSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< double >::type settlementDays(settlementDaysSEXP);
Rcpp::traits::input_parameter< double >::type yield(yieldSEXP);
Rcpp::traits::input_parameter< std::string >::type cal(calSEXP);
Rcpp::traits::input_parameter< double >::type faceAmount(faceAmountSEXP);
Rcpp::traits::input_parameter< double >::type businessDayConvention(businessDayConventionSEXP);
Rcpp::traits::input_parameter< double >::type compound(compoundSEXP);
Rcpp::traits::input_parameter< double >::type redemption(redemptionSEXP);
Rcpp::traits::input_parameter< double >::type dayCounter(dayCounterSEXP);
Rcpp::traits::input_parameter< double >::type frequency(frequencySEXP);
Rcpp::traits::input_parameter< QuantLib::Date >::type maturityDate(maturityDateSEXP);
Rcpp::traits::input_parameter< QuantLib::Date >::type issueDate(issueDateSEXP);
Rcpp::traits::input_parameter< QuantLib::Date >::type effectiveDate(effectiveDateSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type rates(ratesSEXP);
rcpp_result_gen = Rcpp::wrap(fixedRateBondPriceByYieldEngine(settlementDays, yield, cal, faceAmount, businessDayConvention, compound, redemption, dayCounter, frequency, maturityDate, issueDate, effectiveDate, rates));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_fixedRateBondPriceByYieldEngine(SEXP settlementDaysSEXP, SEXP yieldSEXP, SEXP calSEXP, SEXP faceAmountSEXP, SEXP businessDayConventionSEXP, SEXP compoundSEXP, SEXP redemptionSEXP, SEXP dayCounterSEXP, SEXP frequencySEXP, SEXP maturityDateSEXP, SEXP issueDateSEXP, SEXP effectiveDateSEXP, SEXP ratesSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_fixedRateBondPriceByYieldEngine_try(settlementDaysSEXP, yieldSEXP, calSEXP, faceAmountSEXP, businessDayConventionSEXP, compoundSEXP, redemptionSEXP, dayCounterSEXP, frequencySEXP, maturityDateSEXP, issueDateSEXP, effectiveDateSEXP, ratesSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// FloatBond1
Rcpp::List FloatBond1(Rcpp::List bond, std::vector<double> gearings, std::vector<double> caps, std::vector<double> spreads, std::vector<double> floors, Rcpp::List indexparams, Rcpp::List index, Rcpp::List discountCurve, Rcpp::List dateparams);
static SEXP _RQuantLib_FloatBond1_try(SEXP bondSEXP, SEXP gearingsSEXP, SEXP capsSEXP, SEXP spreadsSEXP, SEXP floorsSEXP, SEXP indexparamsSEXP, SEXP indexSEXP, SEXP discountCurveSEXP, SEXP dateparamsSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type bond(bondSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type gearings(gearingsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type caps(capsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type spreads(spreadsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type floors(floorsSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type indexparams(indexparamsSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type index(indexSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type discountCurve(discountCurveSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type dateparams(dateparamsSEXP);
rcpp_result_gen = Rcpp::wrap(FloatBond1(bond, gearings, caps, spreads, floors, indexparams, index, discountCurve, dateparams));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_FloatBond1(SEXP bondSEXP, SEXP gearingsSEXP, SEXP capsSEXP, SEXP spreadsSEXP, SEXP floorsSEXP, SEXP indexparamsSEXP, SEXP indexSEXP, SEXP discountCurveSEXP, SEXP dateparamsSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_FloatBond1_try(bondSEXP, gearingsSEXP, capsSEXP, spreadsSEXP, floorsSEXP, indexparamsSEXP, indexSEXP, discountCurveSEXP, dateparamsSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// FloatBond2
Rcpp::List FloatBond2(Rcpp::List bond, std::vector<double> gearings, std::vector<double> caps, std::vector<double> spreads, std::vector<double> floors, Rcpp::List indexparams, Rcpp::List index_params, Rcpp::List index_tsQuotes, Rcpp::List index_times, Rcpp::List discountCurve, Rcpp::List dateparams);
static SEXP _RQuantLib_FloatBond2_try(SEXP bondSEXP, SEXP gearingsSEXP, SEXP capsSEXP, SEXP spreadsSEXP, SEXP floorsSEXP, SEXP indexparamsSEXP, SEXP index_paramsSEXP, SEXP index_tsQuotesSEXP, SEXP index_timesSEXP, SEXP discountCurveSEXP, SEXP dateparamsSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type bond(bondSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type gearings(gearingsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type caps(capsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type spreads(spreadsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type floors(floorsSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type indexparams(indexparamsSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type index_params(index_paramsSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type index_tsQuotes(index_tsQuotesSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type index_times(index_timesSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type discountCurve(discountCurveSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type dateparams(dateparamsSEXP);
rcpp_result_gen = Rcpp::wrap(FloatBond2(bond, gearings, caps, spreads, floors, indexparams, index_params, index_tsQuotes, index_times, discountCurve, dateparams));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_FloatBond2(SEXP bondSEXP, SEXP gearingsSEXP, SEXP capsSEXP, SEXP spreadsSEXP, SEXP floorsSEXP, SEXP indexparamsSEXP, SEXP index_paramsSEXP, SEXP index_tsQuotesSEXP, SEXP index_timesSEXP, SEXP discountCurveSEXP, SEXP dateparamsSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_FloatBond2_try(bondSEXP, gearingsSEXP, capsSEXP, spreadsSEXP, floorsSEXP, indexparamsSEXP, index_paramsSEXP, index_tsQuotesSEXP, index_timesSEXP, discountCurveSEXP, dateparamsSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// FloatBond3
Rcpp::List FloatBond3(Rcpp::List bond, std::vector<double> gearings, std::vector<double> caps, std::vector<double> spreads, std::vector<double> floors, Rcpp::List indexparams, Rcpp::List index, Rcpp::List disc_params, Rcpp::List disc_tsQuotes, Rcpp::List disc_times, Rcpp::List dateparams);
static SEXP _RQuantLib_FloatBond3_try(SEXP bondSEXP, SEXP gearingsSEXP, SEXP capsSEXP, SEXP spreadsSEXP, SEXP floorsSEXP, SEXP indexparamsSEXP, SEXP indexSEXP, SEXP disc_paramsSEXP, SEXP disc_tsQuotesSEXP, SEXP disc_timesSEXP, SEXP dateparamsSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type bond(bondSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type gearings(gearingsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type caps(capsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type spreads(spreadsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type floors(floorsSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type indexparams(indexparamsSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type index(indexSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type disc_params(disc_paramsSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type disc_tsQuotes(disc_tsQuotesSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type disc_times(disc_timesSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type dateparams(dateparamsSEXP);
rcpp_result_gen = Rcpp::wrap(FloatBond3(bond, gearings, caps, spreads, floors, indexparams, index, disc_params, disc_tsQuotes, disc_times, dateparams));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_FloatBond3(SEXP bondSEXP, SEXP gearingsSEXP, SEXP capsSEXP, SEXP spreadsSEXP, SEXP floorsSEXP, SEXP indexparamsSEXP, SEXP indexSEXP, SEXP disc_paramsSEXP, SEXP disc_tsQuotesSEXP, SEXP disc_timesSEXP, SEXP dateparamsSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_FloatBond3_try(bondSEXP, gearingsSEXP, capsSEXP, spreadsSEXP, floorsSEXP, indexparamsSEXP, indexSEXP, disc_paramsSEXP, disc_tsQuotesSEXP, disc_timesSEXP, dateparamsSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// FloatBond4
Rcpp::List FloatBond4(Rcpp::List bond, std::vector<double> gearings, std::vector<double> caps, std::vector<double> spreads, std::vector<double> floors, Rcpp::List indexparams, Rcpp::List index_params, Rcpp::List index_tsQuotes, Rcpp::List index_times, Rcpp::List disc_params, Rcpp::List disc_tsQuotes, Rcpp::List disc_times, Rcpp::List dateparams);
static SEXP _RQuantLib_FloatBond4_try(SEXP bondSEXP, SEXP gearingsSEXP, SEXP capsSEXP, SEXP spreadsSEXP, SEXP floorsSEXP, SEXP indexparamsSEXP, SEXP index_paramsSEXP, SEXP index_tsQuotesSEXP, SEXP index_timesSEXP, SEXP disc_paramsSEXP, SEXP disc_tsQuotesSEXP, SEXP disc_timesSEXP, SEXP dateparamsSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type bond(bondSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type gearings(gearingsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type caps(capsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type spreads(spreadsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type floors(floorsSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type indexparams(indexparamsSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type index_params(index_paramsSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type index_tsQuotes(index_tsQuotesSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type index_times(index_timesSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type disc_params(disc_paramsSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type disc_tsQuotes(disc_tsQuotesSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type disc_times(disc_timesSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type dateparams(dateparamsSEXP);
rcpp_result_gen = Rcpp::wrap(FloatBond4(bond, gearings, caps, spreads, floors, indexparams, index_params, index_tsQuotes, index_times, disc_params, disc_tsQuotes, disc_times, dateparams));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_FloatBond4(SEXP bondSEXP, SEXP gearingsSEXP, SEXP capsSEXP, SEXP spreadsSEXP, SEXP floorsSEXP, SEXP indexparamsSEXP, SEXP index_paramsSEXP, SEXP index_tsQuotesSEXP, SEXP index_timesSEXP, SEXP disc_paramsSEXP, SEXP disc_tsQuotesSEXP, SEXP disc_timesSEXP, SEXP dateparamsSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_FloatBond4_try(bondSEXP, gearingsSEXP, capsSEXP, spreadsSEXP, floorsSEXP, indexparamsSEXP, index_paramsSEXP, index_tsQuotesSEXP, index_timesSEXP, disc_paramsSEXP, disc_tsQuotesSEXP, disc_timesSEXP, dateparamsSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// floatingWithRebuiltCurveEngine
Rcpp::List floatingWithRebuiltCurveEngine(Rcpp::List bondparams, std::vector<double> gearings, std::vector<double> spreads, std::vector<double> caps, std::vector<double> floors, Rcpp::List indexparams, std::vector<QuantLib::Date> iborDateVec, std::vector<double> iborzeroVec, std::vector<QuantLib::Date> dateVec, std::vector<double> zeroVec, Rcpp::List dateparams);
static SEXP _RQuantLib_floatingWithRebuiltCurveEngine_try(SEXP bondparamsSEXP, SEXP gearingsSEXP, SEXP spreadsSEXP, SEXP capsSEXP, SEXP floorsSEXP, SEXP indexparamsSEXP, SEXP iborDateVecSEXP, SEXP iborzeroVecSEXP, SEXP dateVecSEXP, SEXP zeroVecSEXP, SEXP dateparamsSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type bondparams(bondparamsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type gearings(gearingsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type spreads(spreadsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type caps(capsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type floors(floorsSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type indexparams(indexparamsSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type iborDateVec(iborDateVecSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type iborzeroVec(iborzeroVecSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dateVec(dateVecSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type zeroVec(zeroVecSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type dateparams(dateparamsSEXP);
rcpp_result_gen = Rcpp::wrap(floatingWithRebuiltCurveEngine(bondparams, gearings, spreads, caps, floors, indexparams, iborDateVec, iborzeroVec, dateVec, zeroVec, dateparams));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_floatingWithRebuiltCurveEngine(SEXP bondparamsSEXP, SEXP gearingsSEXP, SEXP spreadsSEXP, SEXP capsSEXP, SEXP floorsSEXP, SEXP indexparamsSEXP, SEXP iborDateVecSEXP, SEXP iborzeroVecSEXP, SEXP dateVecSEXP, SEXP zeroVecSEXP, SEXP dateparamsSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_floatingWithRebuiltCurveEngine_try(bondparamsSEXP, gearingsSEXP, spreadsSEXP, capsSEXP, floorsSEXP, indexparamsSEXP, iborDateVecSEXP, iborzeroVecSEXP, dateVecSEXP, zeroVecSEXP, dateparamsSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// FixedRateWithYield
Rcpp::List FixedRateWithYield(Rcpp::List bondparam, std::vector<double> ratesVec, Rcpp::List scheduleparam, Rcpp::List calcparam, double yield);
static SEXP _RQuantLib_FixedRateWithYield_try(SEXP bondparamSEXP, SEXP ratesVecSEXP, SEXP scheduleparamSEXP, SEXP calcparamSEXP, SEXP yieldSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type bondparam(bondparamSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type ratesVec(ratesVecSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type scheduleparam(scheduleparamSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type calcparam(calcparamSEXP);
Rcpp::traits::input_parameter< double >::type yield(yieldSEXP);
rcpp_result_gen = Rcpp::wrap(FixedRateWithYield(bondparam, ratesVec, scheduleparam, calcparam, yield));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_FixedRateWithYield(SEXP bondparamSEXP, SEXP ratesVecSEXP, SEXP scheduleparamSEXP, SEXP calcparamSEXP, SEXP yieldSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_FixedRateWithYield_try(bondparamSEXP, ratesVecSEXP, scheduleparamSEXP, calcparamSEXP, yieldSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// FixedRateWithPrice
Rcpp::List FixedRateWithPrice(Rcpp::List bondparam, std::vector<double> ratesVec, Rcpp::List scheduleparam, Rcpp::List calcparam, double price);
static SEXP _RQuantLib_FixedRateWithPrice_try(SEXP bondparamSEXP, SEXP ratesVecSEXP, SEXP scheduleparamSEXP, SEXP calcparamSEXP, SEXP priceSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type bondparam(bondparamSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type ratesVec(ratesVecSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type scheduleparam(scheduleparamSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type calcparam(calcparamSEXP);
Rcpp::traits::input_parameter< double >::type price(priceSEXP);
rcpp_result_gen = Rcpp::wrap(FixedRateWithPrice(bondparam, ratesVec, scheduleparam, calcparam, price));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_FixedRateWithPrice(SEXP bondparamSEXP, SEXP ratesVecSEXP, SEXP scheduleparamSEXP, SEXP calcparamSEXP, SEXP priceSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_FixedRateWithPrice_try(bondparamSEXP, ratesVecSEXP, scheduleparamSEXP, calcparamSEXP, priceSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// FixedRateWithRebuiltCurve
Rcpp::List FixedRateWithRebuiltCurve(Rcpp::List bondparam, std::vector<double> ratesVec, Rcpp::List scheduleparam, Rcpp::List calcparam, std::vector<QuantLib::Date> dateVec, std::vector<double> zeroVec);
static SEXP _RQuantLib_FixedRateWithRebuiltCurve_try(SEXP bondparamSEXP, SEXP ratesVecSEXP, SEXP scheduleparamSEXP, SEXP calcparamSEXP, SEXP dateVecSEXP, SEXP zeroVecSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type bondparam(bondparamSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type ratesVec(ratesVecSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type scheduleparam(scheduleparamSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type calcparam(calcparamSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dateVec(dateVecSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type zeroVec(zeroVecSEXP);
rcpp_result_gen = Rcpp::wrap(FixedRateWithRebuiltCurve(bondparam, ratesVec, scheduleparam, calcparam, dateVec, zeroVec));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_FixedRateWithRebuiltCurve(SEXP bondparamSEXP, SEXP ratesVecSEXP, SEXP scheduleparamSEXP, SEXP calcparamSEXP, SEXP dateVecSEXP, SEXP zeroVecSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_FixedRateWithRebuiltCurve_try(bondparamSEXP, ratesVecSEXP, scheduleparamSEXP, calcparamSEXP, dateVecSEXP, zeroVecSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// ZeroBondWithRebuiltCurve
Rcpp::List ZeroBondWithRebuiltCurve(Rcpp::List bond, std::vector<QuantLib::Date> dateVec, std::vector<double> zeroVec, Rcpp::List dateparams);
static SEXP _RQuantLib_ZeroBondWithRebuiltCurve_try(SEXP bondSEXP, SEXP dateVecSEXP, SEXP zeroVecSEXP, SEXP dateparamsSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type bond(bondSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dateVec(dateVecSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type zeroVec(zeroVecSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type dateparams(dateparamsSEXP);
rcpp_result_gen = Rcpp::wrap(ZeroBondWithRebuiltCurve(bond, dateVec, zeroVec, dateparams));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_ZeroBondWithRebuiltCurve(SEXP bondSEXP, SEXP dateVecSEXP, SEXP zeroVecSEXP, SEXP dateparamsSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_ZeroBondWithRebuiltCurve_try(bondSEXP, dateVecSEXP, zeroVecSEXP, dateparamsSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// convertibleZeroBondEngine
Rcpp::List convertibleZeroBondEngine(Rcpp::List rparam, Rcpp::List processParam, std::vector<QuantLib::Date> dividendYieldDateVec, std::vector<double> dividendYieldZeroVec, std::vector<QuantLib::Date> rffDateVec, std::vector<double> rffZeroVec, Rcpp::DataFrame dividendScheduleFrame, Rcpp::DataFrame callabilityScheduleFrame, Rcpp::List datemisc);
static SEXP _RQuantLib_convertibleZeroBondEngine_try(SEXP rparamSEXP, SEXP processParamSEXP, SEXP dividendYieldDateVecSEXP, SEXP dividendYieldZeroVecSEXP, SEXP rffDateVecSEXP, SEXP rffZeroVecSEXP, SEXP dividendScheduleFrameSEXP, SEXP callabilityScheduleFrameSEXP, SEXP datemiscSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type rparam(rparamSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type processParam(processParamSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dividendYieldDateVec(dividendYieldDateVecSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type dividendYieldZeroVec(dividendYieldZeroVecSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type rffDateVec(rffDateVecSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type rffZeroVec(rffZeroVecSEXP);
Rcpp::traits::input_parameter< Rcpp::DataFrame >::type dividendScheduleFrame(dividendScheduleFrameSEXP);
Rcpp::traits::input_parameter< Rcpp::DataFrame >::type callabilityScheduleFrame(callabilityScheduleFrameSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type datemisc(datemiscSEXP);
rcpp_result_gen = Rcpp::wrap(convertibleZeroBondEngine(rparam, processParam, dividendYieldDateVec, dividendYieldZeroVec, rffDateVec, rffZeroVec, dividendScheduleFrame, callabilityScheduleFrame, datemisc));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_convertibleZeroBondEngine(SEXP rparamSEXP, SEXP processParamSEXP, SEXP dividendYieldDateVecSEXP, SEXP dividendYieldZeroVecSEXP, SEXP rffDateVecSEXP, SEXP rffZeroVecSEXP, SEXP dividendScheduleFrameSEXP, SEXP callabilityScheduleFrameSEXP, SEXP datemiscSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_convertibleZeroBondEngine_try(rparamSEXP, processParamSEXP, dividendYieldDateVecSEXP, dividendYieldZeroVecSEXP, rffDateVecSEXP, rffZeroVecSEXP, dividendScheduleFrameSEXP, callabilityScheduleFrameSEXP, datemiscSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// convertibleFixedBondEngine
Rcpp::List convertibleFixedBondEngine(Rcpp::List rparam, Rcpp::NumericVector rates, Rcpp::List processParam, std::vector<QuantLib::Date> dividendYieldDateVec, std::vector<double> dividendYieldZeroVec, std::vector<QuantLib::Date> rffDateVec, std::vector<double> rffZeroVec, Rcpp::DataFrame dividendScheduleFrame, Rcpp::DataFrame callabilityScheduleFrame, Rcpp::List datemisc);
static SEXP _RQuantLib_convertibleFixedBondEngine_try(SEXP rparamSEXP, SEXP ratesSEXP, SEXP processParamSEXP, SEXP dividendYieldDateVecSEXP, SEXP dividendYieldZeroVecSEXP, SEXP rffDateVecSEXP, SEXP rffZeroVecSEXP, SEXP dividendScheduleFrameSEXP, SEXP callabilityScheduleFrameSEXP, SEXP datemiscSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type rparam(rparamSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericVector >::type rates(ratesSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type processParam(processParamSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dividendYieldDateVec(dividendYieldDateVecSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type dividendYieldZeroVec(dividendYieldZeroVecSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type rffDateVec(rffDateVecSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type rffZeroVec(rffZeroVecSEXP);
Rcpp::traits::input_parameter< Rcpp::DataFrame >::type dividendScheduleFrame(dividendScheduleFrameSEXP);
Rcpp::traits::input_parameter< Rcpp::DataFrame >::type callabilityScheduleFrame(callabilityScheduleFrameSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type datemisc(datemiscSEXP);
rcpp_result_gen = Rcpp::wrap(convertibleFixedBondEngine(rparam, rates, processParam, dividendYieldDateVec, dividendYieldZeroVec, rffDateVec, rffZeroVec, dividendScheduleFrame, callabilityScheduleFrame, datemisc));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_convertibleFixedBondEngine(SEXP rparamSEXP, SEXP ratesSEXP, SEXP processParamSEXP, SEXP dividendYieldDateVecSEXP, SEXP dividendYieldZeroVecSEXP, SEXP rffDateVecSEXP, SEXP rffZeroVecSEXP, SEXP dividendScheduleFrameSEXP, SEXP callabilityScheduleFrameSEXP, SEXP datemiscSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_convertibleFixedBondEngine_try(rparamSEXP, ratesSEXP, processParamSEXP, dividendYieldDateVecSEXP, dividendYieldZeroVecSEXP, rffDateVecSEXP, rffZeroVecSEXP, dividendScheduleFrameSEXP, callabilityScheduleFrameSEXP, datemiscSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// convertibleFloatingBondEngine
Rcpp::List convertibleFloatingBondEngine(Rcpp::List rparam, Rcpp::List processParam, std::vector<QuantLib::Date> dividendYieldDateVec, std::vector<double> dividendYieldZeroVec, std::vector<QuantLib::Date> rffDateVec, std::vector<double> rffZeroVec, std::vector<QuantLib::Date> iborIndexDateVec, std::vector<double> iborIndexZeroVec, Rcpp::List iborparams, std::vector<double> spreads, Rcpp::DataFrame dividendScheduleFrame, Rcpp::DataFrame callabilityScheduleFrame, Rcpp::List datemisc);
static SEXP _RQuantLib_convertibleFloatingBondEngine_try(SEXP rparamSEXP, SEXP processParamSEXP, SEXP dividendYieldDateVecSEXP, SEXP dividendYieldZeroVecSEXP, SEXP rffDateVecSEXP, SEXP rffZeroVecSEXP, SEXP iborIndexDateVecSEXP, SEXP iborIndexZeroVecSEXP, SEXP iborparamsSEXP, SEXP spreadsSEXP, SEXP dividendScheduleFrameSEXP, SEXP callabilityScheduleFrameSEXP, SEXP datemiscSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type rparam(rparamSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type processParam(processParamSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dividendYieldDateVec(dividendYieldDateVecSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type dividendYieldZeroVec(dividendYieldZeroVecSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type rffDateVec(rffDateVecSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type rffZeroVec(rffZeroVecSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type iborIndexDateVec(iborIndexDateVecSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type iborIndexZeroVec(iborIndexZeroVecSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type iborparams(iborparamsSEXP);
Rcpp::traits::input_parameter< std::vector<double> >::type spreads(spreadsSEXP);
Rcpp::traits::input_parameter< Rcpp::DataFrame >::type dividendScheduleFrame(dividendScheduleFrameSEXP);
Rcpp::traits::input_parameter< Rcpp::DataFrame >::type callabilityScheduleFrame(callabilityScheduleFrameSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type datemisc(datemiscSEXP);
rcpp_result_gen = Rcpp::wrap(convertibleFloatingBondEngine(rparam, processParam, dividendYieldDateVec, dividendYieldZeroVec, rffDateVec, rffZeroVec, iborIndexDateVec, iborIndexZeroVec, iborparams, spreads, dividendScheduleFrame, callabilityScheduleFrame, datemisc));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_convertibleFloatingBondEngine(SEXP rparamSEXP, SEXP processParamSEXP, SEXP dividendYieldDateVecSEXP, SEXP dividendYieldZeroVecSEXP, SEXP rffDateVecSEXP, SEXP rffZeroVecSEXP, SEXP iborIndexDateVecSEXP, SEXP iborIndexZeroVecSEXP, SEXP iborparamsSEXP, SEXP spreadsSEXP, SEXP dividendScheduleFrameSEXP, SEXP callabilityScheduleFrameSEXP, SEXP datemiscSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_convertibleFloatingBondEngine_try(rparamSEXP, processParamSEXP, dividendYieldDateVecSEXP, dividendYieldZeroVecSEXP, rffDateVecSEXP, rffZeroVecSEXP, iborIndexDateVecSEXP, iborIndexZeroVecSEXP, iborparamsSEXP, spreadsSEXP, dividendScheduleFrameSEXP, callabilityScheduleFrameSEXP, datemiscSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// callableBondEngine
Rcpp::List callableBondEngine(Rcpp::List rparam, Rcpp::List hwparam, Rcpp::NumericVector coupon, Rcpp::DataFrame callabilityScheduleFrame, Rcpp::List datemisc);
static SEXP _RQuantLib_callableBondEngine_try(SEXP rparamSEXP, SEXP hwparamSEXP, SEXP couponSEXP, SEXP callabilityScheduleFrameSEXP, SEXP datemiscSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type rparam(rparamSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type hwparam(hwparamSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericVector >::type coupon(couponSEXP);
Rcpp::traits::input_parameter< Rcpp::DataFrame >::type callabilityScheduleFrame(callabilityScheduleFrameSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type datemisc(datemiscSEXP);
rcpp_result_gen = Rcpp::wrap(callableBondEngine(rparam, hwparam, coupon, callabilityScheduleFrame, datemisc));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_callableBondEngine(SEXP rparamSEXP, SEXP hwparamSEXP, SEXP couponSEXP, SEXP callabilityScheduleFrameSEXP, SEXP datemiscSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_callableBondEngine_try(rparamSEXP, hwparamSEXP, couponSEXP, callabilityScheduleFrameSEXP, datemiscSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// fittedBondCurveEngine
Rcpp::List fittedBondCurveEngine(Rcpp::List curveparam, Rcpp::NumericVector length, Rcpp::NumericVector coupons, Rcpp::NumericVector marketQuotes, Rcpp::List datemisc);
static SEXP _RQuantLib_fittedBondCurveEngine_try(SEXP curveparamSEXP, SEXP lengthSEXP, SEXP couponsSEXP, SEXP marketQuotesSEXP, SEXP datemiscSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::traits::input_parameter< Rcpp::List >::type curveparam(curveparamSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericVector >::type length(lengthSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericVector >::type coupons(couponsSEXP);
Rcpp::traits::input_parameter< Rcpp::NumericVector >::type marketQuotes(marketQuotesSEXP);
Rcpp::traits::input_parameter< Rcpp::List >::type datemisc(datemiscSEXP);
rcpp_result_gen = Rcpp::wrap(fittedBondCurveEngine(curveparam, length, coupons, marketQuotes, datemisc));
return rcpp_result_gen;
END_RCPP_RETURN_ERROR
}
RcppExport SEXP _RQuantLib_fittedBondCurveEngine(SEXP curveparamSEXP, SEXP lengthSEXP, SEXP couponsSEXP, SEXP marketQuotesSEXP, SEXP datemiscSEXP) {
SEXP rcpp_result_gen;
{
Rcpp::RNGScope rcpp_rngScope_gen;
rcpp_result_gen = PROTECT(_RQuantLib_fittedBondCurveEngine_try(curveparamSEXP, lengthSEXP, couponsSEXP, marketQuotesSEXP, datemiscSEXP));
}
Rboolean rcpp_isInterrupt_gen = Rf_inherits(rcpp_result_gen, "interrupted-error");
if (rcpp_isInterrupt_gen) {
UNPROTECT(1);
Rf_onintr();
}
bool rcpp_isLongjump_gen = Rcpp::internal::isLongjumpSentinel(rcpp_result_gen);
if (rcpp_isLongjump_gen) {
Rcpp::internal::resumeJump(rcpp_result_gen);
}
Rboolean rcpp_isError_gen = Rf_inherits(rcpp_result_gen, "try-error");
if (rcpp_isError_gen) {
SEXP rcpp_msgSEXP_gen = Rf_asChar(rcpp_result_gen);
UNPROTECT(1);
(Rf_error)("%s", CHAR(rcpp_msgSEXP_gen));
}
UNPROTECT(1);
return rcpp_result_gen;
}
// setCalendarContext
bool setCalendarContext(std::string calendar, int fixingDays, QuantLib::Date settleDate);
RcppExport SEXP _RQuantLib_setCalendarContext(SEXP calendarSEXP, SEXP fixingDaysSEXP, SEXP settleDateSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< std::string >::type calendar(calendarSEXP);
Rcpp::traits::input_parameter< int >::type fixingDays(fixingDaysSEXP);
Rcpp::traits::input_parameter< QuantLib::Date >::type settleDate(settleDateSEXP);
rcpp_result_gen = Rcpp::wrap(setCalendarContext(calendar, fixingDays, settleDate));
return rcpp_result_gen;
END_RCPP
}
// isBusinessDay
std::vector<bool> isBusinessDay(std::string calendar, std::vector<QuantLib::Date> dates);
RcppExport SEXP _RQuantLib_isBusinessDay(SEXP calendarSEXP, SEXP datesSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< std::string >::type calendar(calendarSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dates(datesSEXP);
rcpp_result_gen = Rcpp::wrap(isBusinessDay(calendar, dates));
return rcpp_result_gen;
END_RCPP
}
// isHoliday
std::vector<bool> isHoliday(std::string calendar, std::vector<QuantLib::Date> dates);
RcppExport SEXP _RQuantLib_isHoliday(SEXP calendarSEXP, SEXP datesSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< std::string >::type calendar(calendarSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dates(datesSEXP);
rcpp_result_gen = Rcpp::wrap(isHoliday(calendar, dates));
return rcpp_result_gen;
END_RCPP
}
// isWeekend
std::vector<bool> isWeekend(std::string calendar, std::vector<QuantLib::Date> dates);
RcppExport SEXP _RQuantLib_isWeekend(SEXP calendarSEXP, SEXP datesSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< std::string >::type calendar(calendarSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dates(datesSEXP);
rcpp_result_gen = Rcpp::wrap(isWeekend(calendar, dates));
return rcpp_result_gen;
END_RCPP
}
// isEndOfMonth
std::vector<bool> isEndOfMonth(std::string calendar, std::vector<QuantLib::Date> dates);
RcppExport SEXP _RQuantLib_isEndOfMonth(SEXP calendarSEXP, SEXP datesSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< std::string >::type calendar(calendarSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dates(datesSEXP);
rcpp_result_gen = Rcpp::wrap(isEndOfMonth(calendar, dates));
return rcpp_result_gen;
END_RCPP
}
// getEndOfMonth
std::vector<QuantLib::Date> getEndOfMonth(std::string calendar, std::vector<QuantLib::Date> dates);
RcppExport SEXP _RQuantLib_getEndOfMonth(SEXP calendarSEXP, SEXP datesSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< std::string >::type calendar(calendarSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dates(datesSEXP);
rcpp_result_gen = Rcpp::wrap(getEndOfMonth(calendar, dates));
return rcpp_result_gen;
END_RCPP
}
// adjust
std::vector<QuantLib::Date> adjust(std::string calendar, std::vector<QuantLib::Date> dates, int bdc);
RcppExport SEXP _RQuantLib_adjust(SEXP calendarSEXP, SEXP datesSEXP, SEXP bdcSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< std::string >::type calendar(calendarSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dates(datesSEXP);
Rcpp::traits::input_parameter< int >::type bdc(bdcSEXP);
rcpp_result_gen = Rcpp::wrap(adjust(calendar, dates, bdc));
return rcpp_result_gen;
END_RCPP
}
// advance1
std::vector<QuantLib::Date> advance1(std::string calendar, double amount, double unit, int bdcVal, double emr, std::vector<QuantLib::Date> dates);
RcppExport SEXP _RQuantLib_advance1(SEXP calendarSEXP, SEXP amountSEXP, SEXP unitSEXP, SEXP bdcValSEXP, SEXP emrSEXP, SEXP datesSEXP) {
BEGIN_RCPP
Rcpp::RObject rcpp_result_gen;
Rcpp::RNGScope rcpp_rngScope_gen;
Rcpp::traits::input_parameter< std::string >::type calendar(calendarSEXP);
Rcpp::traits::input_parameter< double >::type amount(amountSEXP);
Rcpp::traits::input_parameter< double >::type unit(unitSEXP);
Rcpp::traits::input_parameter< int >::type bdcVal(bdcValSEXP);
Rcpp::traits::input_parameter< double >::type emr(emrSEXP);
Rcpp::traits::input_parameter< std::vector<QuantLib::Date> >::type dates(datesSEXP);
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