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 AssetSwap extends Swap implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected AssetSwap(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.AssetSwap_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(AssetSwap 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_AssetSwap(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount, boolean parAssetSwap) {
047    this(QuantLibJNI.new_AssetSwap__SWIG_0(payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t.getCPtr(bond), bondCleanPrice, IborIndex.getCPtr(index), index, spread, Schedule.getCPtr(floatSchedule), floatSchedule, DayCounter.getCPtr(floatingDayCount), floatingDayCount, parAssetSwap), true);
048  }
049
050  public AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount) {
051    this(QuantLibJNI.new_AssetSwap__SWIG_1(payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t.getCPtr(bond), bondCleanPrice, IborIndex.getCPtr(index), index, spread, Schedule.getCPtr(floatSchedule), floatSchedule, DayCounter.getCPtr(floatingDayCount), floatingDayCount), true);
052  }
053
054  public AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule) {
055    this(QuantLibJNI.new_AssetSwap__SWIG_2(payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t.getCPtr(bond), bondCleanPrice, IborIndex.getCPtr(index), index, spread, Schedule.getCPtr(floatSchedule), floatSchedule), true);
056  }
057
058  public AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread) {
059    this(QuantLibJNI.new_AssetSwap__SWIG_3(payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t.getCPtr(bond), bondCleanPrice, IborIndex.getCPtr(index), index, spread), true);
060  }
061
062  public double fairCleanPrice() {
063    return QuantLibJNI.AssetSwap_fairCleanPrice(swigCPtr, this);
064  }
065
066  public double fairSpread() {
067    return QuantLibJNI.AssetSwap_fairSpread(swigCPtr, this);
068  }
069
070}