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 FixedRateBond extends Bond implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected FixedRateBond(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.FixedRateBond_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(FixedRateBond 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_FixedRateBond(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) {
047    this(QuantLibJNI.new_FixedRateBond__SWIG_0(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth), true);
048  }
049
050  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) {
051    this(QuantLibJNI.new_FixedRateBond__SWIG_1(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true);
052  }
053
054  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar) {
055    this(QuantLibJNI.new_FixedRateBond__SWIG_2(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true);
056  }
057
058  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod) {
059    this(QuantLibJNI.new_FixedRateBond__SWIG_3(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod), true);
060  }
061
062  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar) {
063    this(QuantLibJNI.new_FixedRateBond__SWIG_4(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar), true);
064  }
065
066  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate) {
067    this(QuantLibJNI.new_FixedRateBond__SWIG_5(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate), true);
068  }
069
070  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption) {
071    this(QuantLibJNI.new_FixedRateBond__SWIG_6(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption), true);
072  }
073
074  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention) {
075    this(QuantLibJNI.new_FixedRateBond__SWIG_7(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue()), true);
076  }
077
078  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter) {
079    this(QuantLibJNI.new_FixedRateBond__SWIG_8(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter), true);
080  }
081
082  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) {
083    this(QuantLibJNI.new_FixedRateBond__SWIG_9(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth), true);
084  }
085
086  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) {
087    this(QuantLibJNI.new_FixedRateBond__SWIG_10(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true);
088  }
089
090  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar) {
091    this(QuantLibJNI.new_FixedRateBond__SWIG_11(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true);
092  }
093
094  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod) {
095    this(QuantLibJNI.new_FixedRateBond__SWIG_12(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod), true);
096  }
097
098  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar) {
099    this(QuantLibJNI.new_FixedRateBond__SWIG_13(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar), true);
100  }
101
102  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate) {
103    this(QuantLibJNI.new_FixedRateBond__SWIG_14(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate), true);
104  }
105
106  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption) {
107    this(QuantLibJNI.new_FixedRateBond__SWIG_15(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption), true);
108  }
109
110  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention) {
111    this(QuantLibJNI.new_FixedRateBond__SWIG_16(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue()), true);
112  }
113
114  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons) {
115    this(QuantLibJNI.new_FixedRateBond__SWIG_17(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons), true);
116  }
117
118  public FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) {
119    this(QuantLibJNI.new_FixedRateBond__SWIG_18(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate, rule.swigValue(), endOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth), true);
120  }
121
122  public FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) {
123    this(QuantLibJNI.new_FixedRateBond__SWIG_19(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate, rule.swigValue(), endOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true);
124  }
125
126  public FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar) {
127    this(QuantLibJNI.new_FixedRateBond__SWIG_20(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate, rule.swigValue(), endOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true);
128  }
129
130  public FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod) {
131    this(QuantLibJNI.new_FixedRateBond__SWIG_21(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate, rule.swigValue(), endOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod), true);
132  }
133
134  public FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar) {
135    this(QuantLibJNI.new_FixedRateBond__SWIG_22(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate, rule.swigValue(), endOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar), true);
136  }
137
138  public FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth) {
139    this(QuantLibJNI.new_FixedRateBond__SWIG_23(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate, rule.swigValue(), endOfMonth), true);
140  }
141
142  public FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule) {
143    this(QuantLibJNI.new_FixedRateBond__SWIG_24(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate, rule.swigValue()), true);
144  }
145
146  public FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate) {
147    this(QuantLibJNI.new_FixedRateBond__SWIG_25(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate), true);
148  }
149
150  public FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate) {
151    this(QuantLibJNI.new_FixedRateBond__SWIG_26(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate), true);
152  }
153
154  public FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption) {
155    this(QuantLibJNI.new_FixedRateBond__SWIG_27(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption), true);
156  }
157
158  public FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention) {
159    this(QuantLibJNI.new_FixedRateBond__SWIG_28(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue()), true);
160  }
161
162  public FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention) {
163    this(QuantLibJNI.new_FixedRateBond__SWIG_29(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue()), true);
164  }
165
166  public FixedRateBond(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter) {
167    this(QuantLibJNI.new_FixedRateBond__SWIG_30(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter), true);
168  }
169
170  public static FixedRateBond from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) {
171    long cPtr = QuantLibJNI.FixedRateBond_from_rates__SWIG_0(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth);
172    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
173  }
174
175  public static FixedRateBond from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) {
176    long cPtr = QuantLibJNI.FixedRateBond_from_rates__SWIG_1(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue());
177    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
178  }
179
180  public static FixedRateBond from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar) {
181    long cPtr = QuantLibJNI.FixedRateBond_from_rates__SWIG_2(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar);
182    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
183  }
184
185  public static FixedRateBond from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod) {
186    long cPtr = QuantLibJNI.FixedRateBond_from_rates__SWIG_3(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod);
187    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
188  }
189
190  public static FixedRateBond from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar) {
191    long cPtr = QuantLibJNI.FixedRateBond_from_rates__SWIG_4(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar);
192    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
193  }
194
195  public static FixedRateBond from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate) {
196    long cPtr = QuantLibJNI.FixedRateBond_from_rates__SWIG_5(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate);
197    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
198  }
199
200  public static FixedRateBond from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption) {
201    long cPtr = QuantLibJNI.FixedRateBond_from_rates__SWIG_6(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption);
202    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
203  }
204
205  public static FixedRateBond from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention) {
206    long cPtr = QuantLibJNI.FixedRateBond_from_rates__SWIG_7(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue());
207    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
208  }
209
210  public static FixedRateBond from_rates(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter) {
211    long cPtr = QuantLibJNI.FixedRateBond_from_rates__SWIG_8(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter);
212    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
213  }
214
215  public static FixedRateBond from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) {
216    long cPtr = QuantLibJNI.FixedRateBond_from_interest_rates__SWIG_0(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth);
217    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
218  }
219
220  public static FixedRateBond from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) {
221    long cPtr = QuantLibJNI.FixedRateBond_from_interest_rates__SWIG_1(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue());
222    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
223  }
224
225  public static FixedRateBond from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar) {
226    long cPtr = QuantLibJNI.FixedRateBond_from_interest_rates__SWIG_2(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar);
227    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
228  }
229
230  public static FixedRateBond from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod) {
231    long cPtr = QuantLibJNI.FixedRateBond_from_interest_rates__SWIG_3(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod);
232    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
233  }
234
235  public static FixedRateBond from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar) {
236    long cPtr = QuantLibJNI.FixedRateBond_from_interest_rates__SWIG_4(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar);
237    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
238  }
239
240  public static FixedRateBond from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate) {
241    long cPtr = QuantLibJNI.FixedRateBond_from_interest_rates__SWIG_5(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate);
242    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
243  }
244
245  public static FixedRateBond from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption) {
246    long cPtr = QuantLibJNI.FixedRateBond_from_interest_rates__SWIG_6(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption);
247    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
248  }
249
250  public static FixedRateBond from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention) {
251    long cPtr = QuantLibJNI.FixedRateBond_from_interest_rates__SWIG_7(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue());
252    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
253  }
254
255  public static FixedRateBond from_interest_rates(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons) {
256    long cPtr = QuantLibJNI.FixedRateBond_from_interest_rates__SWIG_8(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons);
257    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
258  }
259
260  public static FixedRateBond from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) {
261    long cPtr = QuantLibJNI.FixedRateBond_from_date_info__SWIG_0(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate, rule.swigValue(), endOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth);
262    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
263  }
264
265  public static FixedRateBond from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) {
266    long cPtr = QuantLibJNI.FixedRateBond_from_date_info__SWIG_1(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate, rule.swigValue(), endOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue());
267    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
268  }
269
270  public static FixedRateBond from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar) {
271    long cPtr = QuantLibJNI.FixedRateBond_from_date_info__SWIG_2(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate, rule.swigValue(), endOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar);
272    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
273  }
274
275  public static FixedRateBond from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar, Period exCouponPeriod) {
276    long cPtr = QuantLibJNI.FixedRateBond_from_date_info__SWIG_3(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate, rule.swigValue(), endOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod);
277    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
278  }
279
280  public static FixedRateBond from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth, Calendar paymentCalendar) {
281    long cPtr = QuantLibJNI.FixedRateBond_from_date_info__SWIG_4(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate, rule.swigValue(), endOfMonth, Calendar.getCPtr(paymentCalendar), paymentCalendar);
282    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
283  }
284
285  public static FixedRateBond from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule, boolean endOfMonth) {
286    long cPtr = QuantLibJNI.FixedRateBond_from_date_info__SWIG_5(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate, rule.swigValue(), endOfMonth);
287    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
288  }
289
290  public static FixedRateBond from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate, DateGeneration.Rule rule) {
291    long cPtr = QuantLibJNI.FixedRateBond_from_date_info__SWIG_6(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate, rule.swigValue());
292    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
293  }
294
295  public static FixedRateBond from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Date stubDate) {
296    long cPtr = QuantLibJNI.FixedRateBond_from_date_info__SWIG_7(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Date.getCPtr(stubDate), stubDate);
297    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
298  }
299
300  public static FixedRateBond from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, Date issueDate) {
301    long cPtr = QuantLibJNI.FixedRateBond_from_date_info__SWIG_8(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate);
302    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
303  }
304
305  public static FixedRateBond from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption) {
306    long cPtr = QuantLibJNI.FixedRateBond_from_date_info__SWIG_9(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue(), redemption);
307    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
308  }
309
310  public static FixedRateBond from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention) {
311    long cPtr = QuantLibJNI.FixedRateBond_from_date_info__SWIG_10(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue(), paymentConvention.swigValue());
312    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
313  }
314
315  public static FixedRateBond from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention accrualConvention) {
316    long cPtr = QuantLibJNI.FixedRateBond_from_date_info__SWIG_11(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter, accrualConvention.swigValue());
317    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
318  }
319
320  public static FixedRateBond from_date_info(int settlementDays, Calendar couponCalendar, double faceAmount, Date startDate, Date maturityDate, Period tenor, DoubleVector coupons, DayCounter accrualDayCounter) {
321    long cPtr = QuantLibJNI.FixedRateBond_from_date_info__SWIG_12(settlementDays, Calendar.getCPtr(couponCalendar), couponCalendar, faceAmount, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, Period.getCPtr(tenor), tenor, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(accrualDayCounter), accrualDayCounter);
322    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
323  }
324
325  public Frequency frequency() {
326    return Frequency.swigToEnum(QuantLibJNI.FixedRateBond_frequency(swigCPtr, this));
327  }
328
329  public DayCounter dayCounter() {
330    return new DayCounter(QuantLibJNI.FixedRateBond_dayCounter(swigCPtr, this), true);
331  }
332
333}