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 FixedRateBondHelper extends BondHelper implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected FixedRateBondHelper(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.FixedRateBondHelper_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(FixedRateBondHelper 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_FixedRateBondHelper(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public FixedRateBondHelper(QuoteHandle cleanPrice, long 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, BondPrice.Type priceType) {
047    this(QuantLibJNI.new_FixedRateBondHelper__SWIG_0(QuoteHandle.getCPtr(cleanPrice), cleanPrice, 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, priceType.swigValue()), true);
048  }
049
050  public FixedRateBondHelper(QuoteHandle cleanPrice, long 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) {
051    this(QuantLibJNI.new_FixedRateBondHelper__SWIG_1(QuoteHandle.getCPtr(cleanPrice), cleanPrice, 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);
052  }
053
054  public FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) {
055    this(QuantLibJNI.new_FixedRateBondHelper__SWIG_2(QuoteHandle.getCPtr(cleanPrice), cleanPrice, 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);
056  }
057
058  public FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar) {
059    this(QuantLibJNI.new_FixedRateBondHelper__SWIG_3(QuoteHandle.getCPtr(cleanPrice), cleanPrice, 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);
060  }
061
062  public FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod) {
063    this(QuantLibJNI.new_FixedRateBondHelper__SWIG_4(QuoteHandle.getCPtr(cleanPrice), cleanPrice, 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);
064  }
065
066  public FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar) {
067    this(QuantLibJNI.new_FixedRateBondHelper__SWIG_5(QuoteHandle.getCPtr(cleanPrice), cleanPrice, 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);
068  }
069
070  public FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate) {
071    this(QuantLibJNI.new_FixedRateBondHelper__SWIG_6(QuoteHandle.getCPtr(cleanPrice), cleanPrice, settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate), true);
072  }
073
074  public FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption) {
075    this(QuantLibJNI.new_FixedRateBondHelper__SWIG_7(QuoteHandle.getCPtr(cleanPrice), cleanPrice, settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption), true);
076  }
077
078  public FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention) {
079    this(QuantLibJNI.new_FixedRateBondHelper__SWIG_8(QuoteHandle.getCPtr(cleanPrice), cleanPrice, settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue()), true);
080  }
081
082  public FixedRateBondHelper(QuoteHandle cleanPrice, long settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter) {
083    this(QuantLibJNI.new_FixedRateBondHelper__SWIG_9(QuoteHandle.getCPtr(cleanPrice), cleanPrice, settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter), true);
084  }
085
086  public FixedRateBond fixedRateBond() {
087    long cPtr = QuantLibJNI.FixedRateBondHelper_fixedRateBond(swigCPtr, this);
088    return (cPtr == 0) ? null : new FixedRateBond(cPtr, true);
089  }
090
091}