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 ArithmeticAverageOIS extends Swap implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected ArithmeticAverageOIS(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.ArithmeticAverageOIS_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(ArithmeticAverageOIS 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_ArithmeticAverageOIS(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed, double volatility, boolean byApprox) {
047    this(QuantLibJNI.new_ArithmeticAverageOIS__SWIG_0(type.swigValue(), nominal, Schedule.getCPtr(fixedLegSchedule), fixedLegSchedule, fixedRate, DayCounter.getCPtr(fixedDC), fixedDC, OvernightIndex.getCPtr(overnightIndex), overnightIndex, Schedule.getCPtr(overnightLegSchedule), overnightLegSchedule, spread, meanReversionSpeed, volatility, byApprox), true);
048  }
049
050  public ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed, double volatility) {
051    this(QuantLibJNI.new_ArithmeticAverageOIS__SWIG_1(type.swigValue(), nominal, Schedule.getCPtr(fixedLegSchedule), fixedLegSchedule, fixedRate, DayCounter.getCPtr(fixedDC), fixedDC, OvernightIndex.getCPtr(overnightIndex), overnightIndex, Schedule.getCPtr(overnightLegSchedule), overnightLegSchedule, spread, meanReversionSpeed, volatility), true);
052  }
053
054  public ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed) {
055    this(QuantLibJNI.new_ArithmeticAverageOIS__SWIG_2(type.swigValue(), nominal, Schedule.getCPtr(fixedLegSchedule), fixedLegSchedule, fixedRate, DayCounter.getCPtr(fixedDC), fixedDC, OvernightIndex.getCPtr(overnightIndex), overnightIndex, Schedule.getCPtr(overnightLegSchedule), overnightLegSchedule, spread, meanReversionSpeed), true);
056  }
057
058  public ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread) {
059    this(QuantLibJNI.new_ArithmeticAverageOIS__SWIG_3(type.swigValue(), nominal, Schedule.getCPtr(fixedLegSchedule), fixedLegSchedule, fixedRate, DayCounter.getCPtr(fixedDC), fixedDC, OvernightIndex.getCPtr(overnightIndex), overnightIndex, Schedule.getCPtr(overnightLegSchedule), overnightLegSchedule, spread), true);
060  }
061
062  public ArithmeticAverageOIS(Swap.Type type, double nominal, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule) {
063    this(QuantLibJNI.new_ArithmeticAverageOIS__SWIG_4(type.swigValue(), nominal, Schedule.getCPtr(fixedLegSchedule), fixedLegSchedule, fixedRate, DayCounter.getCPtr(fixedDC), fixedDC, OvernightIndex.getCPtr(overnightIndex), overnightIndex, Schedule.getCPtr(overnightLegSchedule), overnightLegSchedule), true);
064  }
065
066  public ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed, double volatility, boolean byApprox) {
067    this(QuantLibJNI.new_ArithmeticAverageOIS__SWIG_5(type.swigValue(), DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(fixedLegSchedule), fixedLegSchedule, fixedRate, DayCounter.getCPtr(fixedDC), fixedDC, OvernightIndex.getCPtr(overnightIndex), overnightIndex, Schedule.getCPtr(overnightLegSchedule), overnightLegSchedule, spread, meanReversionSpeed, volatility, byApprox), true);
068  }
069
070  public ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed, double volatility) {
071    this(QuantLibJNI.new_ArithmeticAverageOIS__SWIG_6(type.swigValue(), DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(fixedLegSchedule), fixedLegSchedule, fixedRate, DayCounter.getCPtr(fixedDC), fixedDC, OvernightIndex.getCPtr(overnightIndex), overnightIndex, Schedule.getCPtr(overnightLegSchedule), overnightLegSchedule, spread, meanReversionSpeed, volatility), true);
072  }
073
074  public ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread, double meanReversionSpeed) {
075    this(QuantLibJNI.new_ArithmeticAverageOIS__SWIG_7(type.swigValue(), DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(fixedLegSchedule), fixedLegSchedule, fixedRate, DayCounter.getCPtr(fixedDC), fixedDC, OvernightIndex.getCPtr(overnightIndex), overnightIndex, Schedule.getCPtr(overnightLegSchedule), overnightLegSchedule, spread, meanReversionSpeed), true);
076  }
077
078  public ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule, double spread) {
079    this(QuantLibJNI.new_ArithmeticAverageOIS__SWIG_8(type.swigValue(), DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(fixedLegSchedule), fixedLegSchedule, fixedRate, DayCounter.getCPtr(fixedDC), fixedDC, OvernightIndex.getCPtr(overnightIndex), overnightIndex, Schedule.getCPtr(overnightLegSchedule), overnightLegSchedule, spread), true);
080  }
081
082  public ArithmeticAverageOIS(Swap.Type type, DoubleVector nominals, Schedule fixedLegSchedule, double fixedRate, DayCounter fixedDC, OvernightIndex overnightIndex, Schedule overnightLegSchedule) {
083    this(QuantLibJNI.new_ArithmeticAverageOIS__SWIG_9(type.swigValue(), DoubleVector.getCPtr(nominals), nominals, Schedule.getCPtr(fixedLegSchedule), fixedLegSchedule, fixedRate, DayCounter.getCPtr(fixedDC), fixedDC, OvernightIndex.getCPtr(overnightIndex), overnightIndex, Schedule.getCPtr(overnightLegSchedule), overnightLegSchedule), true);
084  }
085
086  public Swap.Type type() {
087    return Swap.Type.swigToEnum(QuantLibJNI.ArithmeticAverageOIS_type(swigCPtr, this));
088  }
089
090  public double nominal() {
091    return QuantLibJNI.ArithmeticAverageOIS_nominal(swigCPtr, this);
092  }
093
094  public DoubleVector nominals() {
095    return new DoubleVector(QuantLibJNI.ArithmeticAverageOIS_nominals(swigCPtr, this), true);
096  }
097
098  public Frequency fixedLegPaymentFrequency() {
099    return Frequency.swigToEnum(QuantLibJNI.ArithmeticAverageOIS_fixedLegPaymentFrequency(swigCPtr, this));
100  }
101
102  public Frequency overnightLegPaymentFrequency() {
103    return Frequency.swigToEnum(QuantLibJNI.ArithmeticAverageOIS_overnightLegPaymentFrequency(swigCPtr, this));
104  }
105
106  public double fixedRate() {
107    return QuantLibJNI.ArithmeticAverageOIS_fixedRate(swigCPtr, this);
108  }
109
110  public DayCounter fixedDayCount() {
111    return new DayCounter(QuantLibJNI.ArithmeticAverageOIS_fixedDayCount(swigCPtr, this), false);
112  }
113
114  public OvernightIndex overnightIndex() {
115    long cPtr = QuantLibJNI.ArithmeticAverageOIS_overnightIndex(swigCPtr, this);
116    return (cPtr == 0) ? null : new OvernightIndex(cPtr, true);
117  }
118
119  public double spread() {
120    return QuantLibJNI.ArithmeticAverageOIS_spread(swigCPtr, this);
121  }
122
123  public Leg fixedLeg() {
124    return new Leg(QuantLibJNI.ArithmeticAverageOIS_fixedLeg(swigCPtr, this), false);
125  }
126
127  public Leg overnightLeg() {
128    return new Leg(QuantLibJNI.ArithmeticAverageOIS_overnightLeg(swigCPtr, this), false);
129  }
130
131  public double fixedLegBPS() {
132    return QuantLibJNI.ArithmeticAverageOIS_fixedLegBPS(swigCPtr, this);
133  }
134
135  public double fixedLegNPV() {
136    return QuantLibJNI.ArithmeticAverageOIS_fixedLegNPV(swigCPtr, this);
137  }
138
139  public double fairRate() {
140    return QuantLibJNI.ArithmeticAverageOIS_fairRate(swigCPtr, this);
141  }
142
143  public double overnightLegBPS() {
144    return QuantLibJNI.ArithmeticAverageOIS_overnightLegBPS(swigCPtr, this);
145  }
146
147  public double overnightLegNPV() {
148    return QuantLibJNI.ArithmeticAverageOIS_overnightLegNPV(swigCPtr, this);
149  }
150
151  public double fairSpread() {
152    return QuantLibJNI.ArithmeticAverageOIS_fairSpread(swigCPtr, this);
153  }
154
155}