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 FixedRateBondForward extends BondForward implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected FixedRateBondForward(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.FixedRateBondForward_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(FixedRateBondForward 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_FixedRateBondForward(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond, YieldTermStructureHandle discountCurve, YieldTermStructureHandle incomeDiscountCurve) {
047    this(QuantLibJNI.new_FixedRateBondForward__SWIG_0(Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturityDate), maturityDate, type.swigValue(), strike, settlementDays, DayCounter.getCPtr(dayCounter), dayCounter, Calendar.getCPtr(calendar), calendar, businessDayConvention.swigValue(), FixedRateBond.getCPtr(fixedBond), fixedBond, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, YieldTermStructureHandle.getCPtr(incomeDiscountCurve), incomeDiscountCurve), true);
048  }
049
050  public FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond, YieldTermStructureHandle discountCurve) {
051    this(QuantLibJNI.new_FixedRateBondForward__SWIG_1(Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturityDate), maturityDate, type.swigValue(), strike, settlementDays, DayCounter.getCPtr(dayCounter), dayCounter, Calendar.getCPtr(calendar), calendar, businessDayConvention.swigValue(), FixedRateBond.getCPtr(fixedBond), fixedBond, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve), true);
052  }
053
054  public FixedRateBondForward(Date valueDate, Date maturityDate, Position.Type type, double strike, long settlementDays, DayCounter dayCounter, Calendar calendar, BusinessDayConvention businessDayConvention, FixedRateBond fixedBond) {
055    this(QuantLibJNI.new_FixedRateBondForward__SWIG_2(Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturityDate), maturityDate, type.swigValue(), strike, settlementDays, DayCounter.getCPtr(dayCounter), dayCounter, Calendar.getCPtr(calendar), calendar, businessDayConvention.swigValue(), FixedRateBond.getCPtr(fixedBond), fixedBond), true);
056  }
057
058}