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 EquityIndex extends Index implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected EquityIndex(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.EquityIndex_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(EquityIndex 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_EquityIndex(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public EquityIndex(String name, Calendar fixingCalendar, YieldTermStructureHandle interest, YieldTermStructureHandle dividend, QuoteHandle spot) {
047    this(QuantLibJNI.new_EquityIndex__SWIG_0(name, Calendar.getCPtr(fixingCalendar), fixingCalendar, YieldTermStructureHandle.getCPtr(interest), interest, YieldTermStructureHandle.getCPtr(dividend), dividend, QuoteHandle.getCPtr(spot), spot), true);
048  }
049
050  public EquityIndex(String name, Calendar fixingCalendar, YieldTermStructureHandle interest, YieldTermStructureHandle dividend) {
051    this(QuantLibJNI.new_EquityIndex__SWIG_1(name, Calendar.getCPtr(fixingCalendar), fixingCalendar, YieldTermStructureHandle.getCPtr(interest), interest, YieldTermStructureHandle.getCPtr(dividend), dividend), true);
052  }
053
054  public EquityIndex(String name, Calendar fixingCalendar, YieldTermStructureHandle interest) {
055    this(QuantLibJNI.new_EquityIndex__SWIG_2(name, Calendar.getCPtr(fixingCalendar), fixingCalendar, YieldTermStructureHandle.getCPtr(interest), interest), true);
056  }
057
058  public EquityIndex(String name, Calendar fixingCalendar) {
059    this(QuantLibJNI.new_EquityIndex__SWIG_3(name, Calendar.getCPtr(fixingCalendar), fixingCalendar), true);
060  }
061
062  public YieldTermStructureHandle equityInterestRateCurve() {
063    return new YieldTermStructureHandle(QuantLibJNI.EquityIndex_equityInterestRateCurve(swigCPtr, this), true);
064  }
065
066  public YieldTermStructureHandle equityDividendCurve() {
067    return new YieldTermStructureHandle(QuantLibJNI.EquityIndex_equityDividendCurve(swigCPtr, this), true);
068  }
069
070  public QuoteHandle spot() {
071    return new QuoteHandle(QuantLibJNI.EquityIndex_spot(swigCPtr, this), true);
072  }
073
074  public EquityIndex clone(YieldTermStructureHandle interest, YieldTermStructureHandle dividend, QuoteHandle spot) {
075    long cPtr = QuantLibJNI.EquityIndex_clone(swigCPtr, this, YieldTermStructureHandle.getCPtr(interest), interest, YieldTermStructureHandle.getCPtr(dividend), dividend, QuoteHandle.getCPtr(spot), spot);
076    return (cPtr == 0) ? null : new EquityIndex(cPtr, true);
077  }
078
079}