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 ConvertibleFloatingRateBond extends Bond implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected ConvertibleFloatingRateBond(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.ConvertibleFloatingRateBond_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(ConvertibleFloatingRateBond 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_ConvertibleFloatingRateBond(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) {
047    this(QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_0(Exercise.getCPtr(exercise), exercise, conversionRatio, CallabilitySchedule.getCPtr(callability), callability, Date.getCPtr(issueDate), issueDate, settlementDays, IborIndex.getCPtr(index), index, fixingDays, DoubleVector.getCPtr(spreads), spreads, 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 ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) {
051    this(QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_1(Exercise.getCPtr(exercise), exercise, conversionRatio, CallabilitySchedule.getCPtr(callability), callability, Date.getCPtr(issueDate), issueDate, settlementDays, IborIndex.getCPtr(index), index, fixingDays, DoubleVector.getCPtr(spreads), spreads, DayCounter.getCPtr(dayCounter), dayCounter, Schedule.getCPtr(schedule), schedule, redemption, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true);
052  }
053
054  public ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod, Calendar exCouponCalendar) {
055    this(QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_2(Exercise.getCPtr(exercise), exercise, conversionRatio, CallabilitySchedule.getCPtr(callability), callability, Date.getCPtr(issueDate), issueDate, settlementDays, IborIndex.getCPtr(index), index, fixingDays, DoubleVector.getCPtr(spreads), spreads, DayCounter.getCPtr(dayCounter), dayCounter, Schedule.getCPtr(schedule), schedule, redemption, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true);
056  }
057
058  public ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption, Period exCouponPeriod) {
059    this(QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_3(Exercise.getCPtr(exercise), exercise, conversionRatio, CallabilitySchedule.getCPtr(callability), callability, Date.getCPtr(issueDate), issueDate, settlementDays, IborIndex.getCPtr(index), index, fixingDays, DoubleVector.getCPtr(spreads), spreads, DayCounter.getCPtr(dayCounter), dayCounter, Schedule.getCPtr(schedule), schedule, redemption, Period.getCPtr(exCouponPeriod), exCouponPeriod), true);
060  }
061
062  public ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption) {
063    this(QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_4(Exercise.getCPtr(exercise), exercise, conversionRatio, CallabilitySchedule.getCPtr(callability), callability, Date.getCPtr(issueDate), issueDate, settlementDays, IborIndex.getCPtr(index), index, fixingDays, DoubleVector.getCPtr(spreads), spreads, DayCounter.getCPtr(dayCounter), dayCounter, Schedule.getCPtr(schedule), schedule, redemption), true);
064  }
065
066  public ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, CallabilitySchedule callability, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule) {
067    this(QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_5(Exercise.getCPtr(exercise), exercise, conversionRatio, CallabilitySchedule.getCPtr(callability), callability, Date.getCPtr(issueDate), issueDate, settlementDays, IborIndex.getCPtr(index), index, fixingDays, DoubleVector.getCPtr(spreads), spreads, DayCounter.getCPtr(dayCounter), dayCounter, Schedule.getCPtr(schedule), schedule), true);
068  }
069
070}