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 CappedFlooredCmsSpreadCoupon extends CappedFlooredCoupon implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected CappedFlooredCmsSpreadCoupon(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.CappedFlooredCmsSpreadCoupon_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(CappedFlooredCmsSpreadCoupon 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_CappedFlooredCmsSpreadCoupon(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears, Date exCouponDate) {
047    this(QuantLibJNI.new_CappedFlooredCmsSpreadCoupon__SWIG_0(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, SwapSpreadIndex.getCPtr(index), index, gearing, spread, cap, floor, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd, DayCounter.getCPtr(dayCounter), dayCounter, isInArrears, Date.getCPtr(exCouponDate), exCouponDate), true);
048  }
049
050  public CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears) {
051    this(QuantLibJNI.new_CappedFlooredCmsSpreadCoupon__SWIG_1(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, SwapSpreadIndex.getCPtr(index), index, gearing, spread, cap, floor, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd, DayCounter.getCPtr(dayCounter), dayCounter, isInArrears), true);
052  }
053
054  public CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter) {
055    this(QuantLibJNI.new_CappedFlooredCmsSpreadCoupon__SWIG_2(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, SwapSpreadIndex.getCPtr(index), index, gearing, spread, cap, floor, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd, DayCounter.getCPtr(dayCounter), dayCounter), true);
056  }
057
058  public CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart, Date refPeriodEnd) {
059    this(QuantLibJNI.new_CappedFlooredCmsSpreadCoupon__SWIG_3(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, SwapSpreadIndex.getCPtr(index), index, gearing, spread, cap, floor, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd), true);
060  }
061
062  public CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor, Date refPeriodStart) {
063    this(QuantLibJNI.new_CappedFlooredCmsSpreadCoupon__SWIG_4(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, SwapSpreadIndex.getCPtr(index), index, gearing, spread, cap, floor, Date.getCPtr(refPeriodStart), refPeriodStart), true);
064  }
065
066  public CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap, double floor) {
067    this(QuantLibJNI.new_CappedFlooredCmsSpreadCoupon__SWIG_5(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, SwapSpreadIndex.getCPtr(index), index, gearing, spread, cap, floor), true);
068  }
069
070  public CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread, double cap) {
071    this(QuantLibJNI.new_CappedFlooredCmsSpreadCoupon__SWIG_6(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, SwapSpreadIndex.getCPtr(index), index, gearing, spread, cap), true);
072  }
073
074  public CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing, double spread) {
075    this(QuantLibJNI.new_CappedFlooredCmsSpreadCoupon__SWIG_7(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, SwapSpreadIndex.getCPtr(index), index, gearing, spread), true);
076  }
077
078  public CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index, double gearing) {
079    this(QuantLibJNI.new_CappedFlooredCmsSpreadCoupon__SWIG_8(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, SwapSpreadIndex.getCPtr(index), index, gearing), true);
080  }
081
082  public CappedFlooredCmsSpreadCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, SwapSpreadIndex index) {
083    this(QuantLibJNI.new_CappedFlooredCmsSpreadCoupon__SWIG_9(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, SwapSpreadIndex.getCPtr(index), index), true);
084  }
085
086}