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 AmortizingFixedRateBond extends Bond implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected AmortizingFixedRateBond(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.AmortizingFixedRateBond_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(AmortizingFixedRateBond 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_AmortizingFixedRateBond(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, DoubleVector redemptions, long paymentLag) {
047    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_0(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth, DoubleVector.getCPtr(redemptions), redemptions, paymentLag), true);
048  }
049
050  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, DoubleVector redemptions) {
051    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_1(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth, DoubleVector.getCPtr(redemptions), redemptions), true);
052  }
053
054  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) {
055    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_2(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth), true);
056  }
057
058  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) {
059    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_3(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true);
060  }
061
062  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod, Calendar exCouponCalendar) {
063    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_4(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true);
064  }
065
066  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Period exCouponPeriod) {
067    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_5(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate, Period.getCPtr(exCouponPeriod), exCouponPeriod), true);
068  }
069
070  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate) {
071    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_6(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate), true);
072  }
073
074  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention) {
075    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_7(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue()), true);
076  }
077
078  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter) {
079    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_8(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter), true);
080  }
081
082  public AmortizingFixedRateBond(int settlementDays, Calendar paymentCalendar, double faceAmount, Date startDate, Period bondTenor, Frequency sinkingFrequency, double coupon, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate) {
083    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_9(settlementDays, Calendar.getCPtr(paymentCalendar), paymentCalendar, faceAmount, Date.getCPtr(startDate), startDate, Period.getCPtr(bondTenor), bondTenor, sinkingFrequency.swigValue(), coupon, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate), true);
084  }
085
086  public AmortizingFixedRateBond(int settlementDays, Calendar paymentCalendar, double faceAmount, Date startDate, Period bondTenor, Frequency sinkingFrequency, double coupon, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention) {
087    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_10(settlementDays, Calendar.getCPtr(paymentCalendar), paymentCalendar, faceAmount, Date.getCPtr(startDate), startDate, Period.getCPtr(bondTenor), bondTenor, sinkingFrequency.swigValue(), coupon, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, paymentConvention.swigValue()), true);
088  }
089
090  public AmortizingFixedRateBond(int settlementDays, Calendar paymentCalendar, double faceAmount, Date startDate, Period bondTenor, Frequency sinkingFrequency, double coupon, DayCounter accrualDayCounter) {
091    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_11(settlementDays, Calendar.getCPtr(paymentCalendar), paymentCalendar, faceAmount, Date.getCPtr(startDate), startDate, Period.getCPtr(bondTenor), bondTenor, sinkingFrequency.swigValue(), coupon, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter), true);
092  }
093
094  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) {
095    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_12(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth), true);
096  }
097
098  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) {
099    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_13(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true);
100  }
101
102  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar) {
103    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_14(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true);
104  }
105
106  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod) {
107    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_15(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod), true);
108  }
109
110  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar) {
111    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_16(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar), true);
112  }
113
114  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, Date issueDate) {
115    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_17(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), Date.getCPtr(issueDate), issueDate), true);
116  }
117
118  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention) {
119    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_18(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue()), true);
120  }
121
122  public AmortizingFixedRateBond(int settlementDays, DoubleVector notionals, Schedule schedule, InterestRateVector coupons) {
123    this(QuantLibJNI.new_AmortizingFixedRateBond__SWIG_19(settlementDays, DoubleVector.getCPtr(notionals), notionals, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons), true);
124  }
125
126  public Frequency frequency() {
127    return Frequency.swigToEnum(QuantLibJNI.AmortizingFixedRateBond_frequency(swigCPtr, this));
128  }
129
130  public DayCounter dayCounter() {
131    return new DayCounter(QuantLibJNI.AmortizingFixedRateBond_dayCounter(swigCPtr, this), true);
132  }
133
134}