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 ConvertibleFixedCouponBond extends Bond implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected ConvertibleFixedCouponBond(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.ConvertibleFixedCouponBond_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(ConvertibleFixedCouponBond 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_ConvertibleFixedCouponBond(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) {
047    this(QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_0(Exercise.getCPtr(exercise), exercise, conversionRatio, CallabilitySchedule.getCPtr(callability), callability, Date.getCPtr(issueDate), issueDate, settlementDays, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(dayCounter), dayCounter, Schedule.getCPtr(schedule), schedule, redemption, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth), true);
048  }
049
050  public ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) {
051    this(QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_1(Exercise.getCPtr(exercise), exercise, conversionRatio, CallabilitySchedule.getCPtr(callability), callability, Date.getCPtr(issueDate), issueDate, settlementDays, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(dayCounter), dayCounter, Schedule.getCPtr(schedule), schedule, redemption, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true);
052  }
053
054  public ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar) {
055    this(QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_2(Exercise.getCPtr(exercise), exercise, conversionRatio, CallabilitySchedule.getCPtr(callability), callability, Date.getCPtr(issueDate), issueDate, settlementDays, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(dayCounter), dayCounter, Schedule.getCPtr(schedule), schedule, redemption, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true);
056  }
057
058  public ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod) {
059    this(QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_3(Exercise.getCPtr(exercise), exercise, conversionRatio, CallabilitySchedule.getCPtr(callability), callability, Date.getCPtr(issueDate), issueDate, settlementDays, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(dayCounter), dayCounter, Schedule.getCPtr(schedule), schedule, redemption, Period.getCPtr(exCouponPeriod), exCouponPeriod), true);
060  }
061
062  public ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule, double redemption) {
063    this(QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_4(Exercise.getCPtr(exercise), exercise, conversionRatio, CallabilitySchedule.getCPtr(callability), callability, Date.getCPtr(issueDate), issueDate, settlementDays, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(dayCounter), dayCounter, Schedule.getCPtr(schedule), schedule, redemption), true);
064  }
065
066  public ConvertibleFixedCouponBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, DoubleVector coupons, DayCounter dayCounter, Schedule schedule) {
067    this(QuantLibJNI.new_ConvertibleFixedCouponBond__SWIG_5(Exercise.getCPtr(exercise), exercise, conversionRatio, CallabilitySchedule.getCPtr(callability), callability, Date.getCPtr(issueDate), issueDate, settlementDays, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(dayCounter), dayCounter, Schedule.getCPtr(schedule), schedule), true);
068  }
069
070}