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 AmortizingCmsRateBond extends Bond implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected AmortizingCmsRateBond(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.AmortizingCmsRateBond_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(AmortizingCmsRateBond 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_AmortizingCmsRateBond(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, Date issueDate) {
047    this(QuantLibJNI.new_AmortizingCmsRateBond__SWIG_0(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, inArrears, Date.getCPtr(issueDate), issueDate), true);
048  }
049
050  public AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears) {
051    this(QuantLibJNI.new_AmortizingCmsRateBond__SWIG_1(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, inArrears), true);
052  }
053
054  public AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors) {
055    this(QuantLibJNI.new_AmortizingCmsRateBond__SWIG_2(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors), true);
056  }
057
058  public AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps) {
059    this(QuantLibJNI.new_AmortizingCmsRateBond__SWIG_3(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps), true);
060  }
061
062  public AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads) {
063    this(QuantLibJNI.new_AmortizingCmsRateBond__SWIG_4(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads), true);
064  }
065
066  public AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings) {
067    this(QuantLibJNI.new_AmortizingCmsRateBond__SWIG_5(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings), true);
068  }
069
070  public AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays) {
071    this(QuantLibJNI.new_AmortizingCmsRateBond__SWIG_6(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), fixingDays), true);
072  }
073
074  public AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention) {
075    this(QuantLibJNI.new_AmortizingCmsRateBond__SWIG_7(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue()), true);
076  }
077
078  public AmortizingCmsRateBond(long settlementDays, DoubleVector notionals, Schedule schedule, SwapIndex index, DayCounter paymentDayCounter) {
079    this(QuantLibJNI.new_AmortizingCmsRateBond__SWIG_8(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, SwapIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter), true);
080  }
081
082}