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 DatedOISRateHelper extends RateHelper implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected DatedOISRateHelper(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.DatedOISRateHelper_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(DatedOISRateHelper 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_DatedOISRateHelper(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread, OptionalBool endOfMonth) {
047    this(QuantLibJNI.new_DatedOISRateHelper__SWIG_0(Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(rate), rate, OvernightIndex.getCPtr(index), index, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, telescopicValueDates, averagingMethod.swigValue(), paymentLag, paymentConvention.swigValue(), paymentFrequency.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(forwardStart), forwardStart, overnightSpread, OptionalBool.getCPtr(endOfMonth), endOfMonth), true);
048  }
049
050  public DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart, double overnightSpread) {
051    this(QuantLibJNI.new_DatedOISRateHelper__SWIG_1(Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(rate), rate, OvernightIndex.getCPtr(index), index, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, telescopicValueDates, averagingMethod.swigValue(), paymentLag, paymentConvention.swigValue(), paymentFrequency.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(forwardStart), forwardStart, overnightSpread), true);
052  }
053
054  public DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar, Period forwardStart) {
055    this(QuantLibJNI.new_DatedOISRateHelper__SWIG_2(Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(rate), rate, OvernightIndex.getCPtr(index), index, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, telescopicValueDates, averagingMethod.swigValue(), paymentLag, paymentConvention.swigValue(), paymentFrequency.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(forwardStart), forwardStart), true);
056  }
057
058  public DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency, Calendar paymentCalendar) {
059    this(QuantLibJNI.new_DatedOISRateHelper__SWIG_3(Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(rate), rate, OvernightIndex.getCPtr(index), index, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, telescopicValueDates, averagingMethod.swigValue(), paymentLag, paymentConvention.swigValue(), paymentFrequency.swigValue(), Calendar.getCPtr(paymentCalendar), paymentCalendar), true);
060  }
061
062  public DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention, Frequency paymentFrequency) {
063    this(QuantLibJNI.new_DatedOISRateHelper__SWIG_4(Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(rate), rate, OvernightIndex.getCPtr(index), index, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, telescopicValueDates, averagingMethod.swigValue(), paymentLag, paymentConvention.swigValue(), paymentFrequency.swigValue()), true);
064  }
065
066  public DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag, BusinessDayConvention paymentConvention) {
067    this(QuantLibJNI.new_DatedOISRateHelper__SWIG_5(Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(rate), rate, OvernightIndex.getCPtr(index), index, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, telescopicValueDates, averagingMethod.swigValue(), paymentLag, paymentConvention.swigValue()), true);
068  }
069
070  public DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod, long paymentLag) {
071    this(QuantLibJNI.new_DatedOISRateHelper__SWIG_6(Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(rate), rate, OvernightIndex.getCPtr(index), index, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, telescopicValueDates, averagingMethod.swigValue(), paymentLag), true);
072  }
073
074  public DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates, RateAveraging.Type averagingMethod) {
075    this(QuantLibJNI.new_DatedOISRateHelper__SWIG_7(Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(rate), rate, OvernightIndex.getCPtr(index), index, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, telescopicValueDates, averagingMethod.swigValue()), true);
076  }
077
078  public DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve, boolean telescopicValueDates) {
079    this(QuantLibJNI.new_DatedOISRateHelper__SWIG_8(Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(rate), rate, OvernightIndex.getCPtr(index), index, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, telescopicValueDates), true);
080  }
081
082  public DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index, YieldTermStructureHandle discountingCurve) {
083    this(QuantLibJNI.new_DatedOISRateHelper__SWIG_9(Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(rate), rate, OvernightIndex.getCPtr(index), index, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve), true);
084  }
085
086  public DatedOISRateHelper(Date startDate, Date endDate, QuoteHandle rate, OvernightIndex index) {
087    this(QuantLibJNI.new_DatedOISRateHelper__SWIG_10(Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(rate), rate, OvernightIndex.getCPtr(index), index), true);
088  }
089
090}