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 ArithmeticOISRateHelper extends RateHelper implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected ArithmeticOISRateHelper(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.ArithmeticOISRateHelper_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(ArithmeticOISRateHelper 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_ArithmeticOISRateHelper(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread, double meanReversionSpeed, double volatility, boolean byApprox, YieldTermStructureHandle discountingCurve) {
047    this(QuantLibJNI.new_ArithmeticOISRateHelper__SWIG_0(settlementDays, Period.getCPtr(tenor), tenor, fixedLegPaymentFrequency.swigValue(), QuoteHandle.getCPtr(fixedRate), fixedRate, OvernightIndex.getCPtr(overnightIndex), overnightIndex, overnightLegPaymentFrequency.swigValue(), QuoteHandle.getCPtr(spread), spread, meanReversionSpeed, volatility, byApprox, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve), true);
048  }
049
050  public ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread, double meanReversionSpeed, double volatility, boolean byApprox) {
051    this(QuantLibJNI.new_ArithmeticOISRateHelper__SWIG_1(settlementDays, Period.getCPtr(tenor), tenor, fixedLegPaymentFrequency.swigValue(), QuoteHandle.getCPtr(fixedRate), fixedRate, OvernightIndex.getCPtr(overnightIndex), overnightIndex, overnightLegPaymentFrequency.swigValue(), QuoteHandle.getCPtr(spread), spread, meanReversionSpeed, volatility, byApprox), true);
052  }
053
054  public ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread, double meanReversionSpeed, double volatility) {
055    this(QuantLibJNI.new_ArithmeticOISRateHelper__SWIG_2(settlementDays, Period.getCPtr(tenor), tenor, fixedLegPaymentFrequency.swigValue(), QuoteHandle.getCPtr(fixedRate), fixedRate, OvernightIndex.getCPtr(overnightIndex), overnightIndex, overnightLegPaymentFrequency.swigValue(), QuoteHandle.getCPtr(spread), spread, meanReversionSpeed, volatility), true);
056  }
057
058  public ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread, double meanReversionSpeed) {
059    this(QuantLibJNI.new_ArithmeticOISRateHelper__SWIG_3(settlementDays, Period.getCPtr(tenor), tenor, fixedLegPaymentFrequency.swigValue(), QuoteHandle.getCPtr(fixedRate), fixedRate, OvernightIndex.getCPtr(overnightIndex), overnightIndex, overnightLegPaymentFrequency.swigValue(), QuoteHandle.getCPtr(spread), spread, meanReversionSpeed), true);
060  }
061
062  public ArithmeticOISRateHelper(long settlementDays, Period tenor, Frequency fixedLegPaymentFrequency, QuoteHandle fixedRate, OvernightIndex overnightIndex, Frequency overnightLegPaymentFrequency, QuoteHandle spread) {
063    this(QuantLibJNI.new_ArithmeticOISRateHelper__SWIG_4(settlementDays, Period.getCPtr(tenor), tenor, fixedLegPaymentFrequency.swigValue(), QuoteHandle.getCPtr(fixedRate), fixedRate, OvernightIndex.getCPtr(overnightIndex), overnightIndex, overnightLegPaymentFrequency.swigValue(), QuoteHandle.getCPtr(spread), spread), true);
064  }
065
066  public ArithmeticAverageOIS swap() {
067    long cPtr = QuantLibJNI.ArithmeticOISRateHelper_swap(swigCPtr, this);
068    return (cPtr == 0) ? null : new ArithmeticAverageOIS(cPtr, true);
069  }
070
071}