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 FloatFloatSwap extends Swap implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected FloatFloatSwap(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.FloatFloatSwap_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(FloatFloatSwap 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_FloatFloatSwap(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2, BusinessDayConvention paymentConvention1, BusinessDayConvention paymentConvention2) {
047    this(QuantLibJNI.new_FloatFloatSwap__SWIG_0(type.swigValue(), DoubleVector.getCPtr(nominal1), nominal1, DoubleVector.getCPtr(nominal2), nominal2, Schedule.getCPtr(schedule1), schedule1, InterestRateIndex.getCPtr(index1), index1, DayCounter.getCPtr(dayCount1), dayCount1, Schedule.getCPtr(schedule2), schedule2, InterestRateIndex.getCPtr(index2), index2, DayCounter.getCPtr(dayCount2), dayCount2, intermediateCapitalExchange, finalCapitalExchange, DoubleVector.getCPtr(gearing1), gearing1, DoubleVector.getCPtr(spread1), spread1, DoubleVector.getCPtr(cappedRate1), cappedRate1, DoubleVector.getCPtr(flooredRate1), flooredRate1, DoubleVector.getCPtr(gearing2), gearing2, DoubleVector.getCPtr(spread2), spread2, DoubleVector.getCPtr(cappedRate2), cappedRate2, DoubleVector.getCPtr(flooredRate2), flooredRate2, paymentConvention1.swigValue(), paymentConvention2.swigValue()), true);
048  }
049
050  public FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2, BusinessDayConvention paymentConvention1) {
051    this(QuantLibJNI.new_FloatFloatSwap__SWIG_1(type.swigValue(), DoubleVector.getCPtr(nominal1), nominal1, DoubleVector.getCPtr(nominal2), nominal2, Schedule.getCPtr(schedule1), schedule1, InterestRateIndex.getCPtr(index1), index1, DayCounter.getCPtr(dayCount1), dayCount1, Schedule.getCPtr(schedule2), schedule2, InterestRateIndex.getCPtr(index2), index2, DayCounter.getCPtr(dayCount2), dayCount2, intermediateCapitalExchange, finalCapitalExchange, DoubleVector.getCPtr(gearing1), gearing1, DoubleVector.getCPtr(spread1), spread1, DoubleVector.getCPtr(cappedRate1), cappedRate1, DoubleVector.getCPtr(flooredRate1), flooredRate1, DoubleVector.getCPtr(gearing2), gearing2, DoubleVector.getCPtr(spread2), spread2, DoubleVector.getCPtr(cappedRate2), cappedRate2, DoubleVector.getCPtr(flooredRate2), flooredRate2, paymentConvention1.swigValue()), true);
052  }
053
054  public FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2, DoubleVector flooredRate2) {
055    this(QuantLibJNI.new_FloatFloatSwap__SWIG_2(type.swigValue(), DoubleVector.getCPtr(nominal1), nominal1, DoubleVector.getCPtr(nominal2), nominal2, Schedule.getCPtr(schedule1), schedule1, InterestRateIndex.getCPtr(index1), index1, DayCounter.getCPtr(dayCount1), dayCount1, Schedule.getCPtr(schedule2), schedule2, InterestRateIndex.getCPtr(index2), index2, DayCounter.getCPtr(dayCount2), dayCount2, intermediateCapitalExchange, finalCapitalExchange, DoubleVector.getCPtr(gearing1), gearing1, DoubleVector.getCPtr(spread1), spread1, DoubleVector.getCPtr(cappedRate1), cappedRate1, DoubleVector.getCPtr(flooredRate1), flooredRate1, DoubleVector.getCPtr(gearing2), gearing2, DoubleVector.getCPtr(spread2), spread2, DoubleVector.getCPtr(cappedRate2), cappedRate2, DoubleVector.getCPtr(flooredRate2), flooredRate2), true);
056  }
057
058  public FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2, DoubleVector cappedRate2) {
059    this(QuantLibJNI.new_FloatFloatSwap__SWIG_3(type.swigValue(), DoubleVector.getCPtr(nominal1), nominal1, DoubleVector.getCPtr(nominal2), nominal2, Schedule.getCPtr(schedule1), schedule1, InterestRateIndex.getCPtr(index1), index1, DayCounter.getCPtr(dayCount1), dayCount1, Schedule.getCPtr(schedule2), schedule2, InterestRateIndex.getCPtr(index2), index2, DayCounter.getCPtr(dayCount2), dayCount2, intermediateCapitalExchange, finalCapitalExchange, DoubleVector.getCPtr(gearing1), gearing1, DoubleVector.getCPtr(spread1), spread1, DoubleVector.getCPtr(cappedRate1), cappedRate1, DoubleVector.getCPtr(flooredRate1), flooredRate1, DoubleVector.getCPtr(gearing2), gearing2, DoubleVector.getCPtr(spread2), spread2, DoubleVector.getCPtr(cappedRate2), cappedRate2), true);
060  }
061
062  public FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2, DoubleVector spread2) {
063    this(QuantLibJNI.new_FloatFloatSwap__SWIG_4(type.swigValue(), DoubleVector.getCPtr(nominal1), nominal1, DoubleVector.getCPtr(nominal2), nominal2, Schedule.getCPtr(schedule1), schedule1, InterestRateIndex.getCPtr(index1), index1, DayCounter.getCPtr(dayCount1), dayCount1, Schedule.getCPtr(schedule2), schedule2, InterestRateIndex.getCPtr(index2), index2, DayCounter.getCPtr(dayCount2), dayCount2, intermediateCapitalExchange, finalCapitalExchange, DoubleVector.getCPtr(gearing1), gearing1, DoubleVector.getCPtr(spread1), spread1, DoubleVector.getCPtr(cappedRate1), cappedRate1, DoubleVector.getCPtr(flooredRate1), flooredRate1, DoubleVector.getCPtr(gearing2), gearing2, DoubleVector.getCPtr(spread2), spread2), true);
064  }
065
066  public FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1, DoubleVector gearing2) {
067    this(QuantLibJNI.new_FloatFloatSwap__SWIG_5(type.swigValue(), DoubleVector.getCPtr(nominal1), nominal1, DoubleVector.getCPtr(nominal2), nominal2, Schedule.getCPtr(schedule1), schedule1, InterestRateIndex.getCPtr(index1), index1, DayCounter.getCPtr(dayCount1), dayCount1, Schedule.getCPtr(schedule2), schedule2, InterestRateIndex.getCPtr(index2), index2, DayCounter.getCPtr(dayCount2), dayCount2, intermediateCapitalExchange, finalCapitalExchange, DoubleVector.getCPtr(gearing1), gearing1, DoubleVector.getCPtr(spread1), spread1, DoubleVector.getCPtr(cappedRate1), cappedRate1, DoubleVector.getCPtr(flooredRate1), flooredRate1, DoubleVector.getCPtr(gearing2), gearing2), true);
068  }
069
070  public FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1, DoubleVector flooredRate1) {
071    this(QuantLibJNI.new_FloatFloatSwap__SWIG_6(type.swigValue(), DoubleVector.getCPtr(nominal1), nominal1, DoubleVector.getCPtr(nominal2), nominal2, Schedule.getCPtr(schedule1), schedule1, InterestRateIndex.getCPtr(index1), index1, DayCounter.getCPtr(dayCount1), dayCount1, Schedule.getCPtr(schedule2), schedule2, InterestRateIndex.getCPtr(index2), index2, DayCounter.getCPtr(dayCount2), dayCount2, intermediateCapitalExchange, finalCapitalExchange, DoubleVector.getCPtr(gearing1), gearing1, DoubleVector.getCPtr(spread1), spread1, DoubleVector.getCPtr(cappedRate1), cappedRate1, DoubleVector.getCPtr(flooredRate1), flooredRate1), true);
072  }
073
074  public FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1, DoubleVector cappedRate1) {
075    this(QuantLibJNI.new_FloatFloatSwap__SWIG_7(type.swigValue(), DoubleVector.getCPtr(nominal1), nominal1, DoubleVector.getCPtr(nominal2), nominal2, Schedule.getCPtr(schedule1), schedule1, InterestRateIndex.getCPtr(index1), index1, DayCounter.getCPtr(dayCount1), dayCount1, Schedule.getCPtr(schedule2), schedule2, InterestRateIndex.getCPtr(index2), index2, DayCounter.getCPtr(dayCount2), dayCount2, intermediateCapitalExchange, finalCapitalExchange, DoubleVector.getCPtr(gearing1), gearing1, DoubleVector.getCPtr(spread1), spread1, DoubleVector.getCPtr(cappedRate1), cappedRate1), true);
076  }
077
078  public FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1, DoubleVector spread1) {
079    this(QuantLibJNI.new_FloatFloatSwap__SWIG_8(type.swigValue(), DoubleVector.getCPtr(nominal1), nominal1, DoubleVector.getCPtr(nominal2), nominal2, Schedule.getCPtr(schedule1), schedule1, InterestRateIndex.getCPtr(index1), index1, DayCounter.getCPtr(dayCount1), dayCount1, Schedule.getCPtr(schedule2), schedule2, InterestRateIndex.getCPtr(index2), index2, DayCounter.getCPtr(dayCount2), dayCount2, intermediateCapitalExchange, finalCapitalExchange, DoubleVector.getCPtr(gearing1), gearing1, DoubleVector.getCPtr(spread1), spread1), true);
080  }
081
082  public FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange, DoubleVector gearing1) {
083    this(QuantLibJNI.new_FloatFloatSwap__SWIG_9(type.swigValue(), DoubleVector.getCPtr(nominal1), nominal1, DoubleVector.getCPtr(nominal2), nominal2, Schedule.getCPtr(schedule1), schedule1, InterestRateIndex.getCPtr(index1), index1, DayCounter.getCPtr(dayCount1), dayCount1, Schedule.getCPtr(schedule2), schedule2, InterestRateIndex.getCPtr(index2), index2, DayCounter.getCPtr(dayCount2), dayCount2, intermediateCapitalExchange, finalCapitalExchange, DoubleVector.getCPtr(gearing1), gearing1), true);
084  }
085
086  public FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange, boolean finalCapitalExchange) {
087    this(QuantLibJNI.new_FloatFloatSwap__SWIG_10(type.swigValue(), DoubleVector.getCPtr(nominal1), nominal1, DoubleVector.getCPtr(nominal2), nominal2, Schedule.getCPtr(schedule1), schedule1, InterestRateIndex.getCPtr(index1), index1, DayCounter.getCPtr(dayCount1), dayCount1, Schedule.getCPtr(schedule2), schedule2, InterestRateIndex.getCPtr(index2), index2, DayCounter.getCPtr(dayCount2), dayCount2, intermediateCapitalExchange, finalCapitalExchange), true);
088  }
089
090  public FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2, boolean intermediateCapitalExchange) {
091    this(QuantLibJNI.new_FloatFloatSwap__SWIG_11(type.swigValue(), DoubleVector.getCPtr(nominal1), nominal1, DoubleVector.getCPtr(nominal2), nominal2, Schedule.getCPtr(schedule1), schedule1, InterestRateIndex.getCPtr(index1), index1, DayCounter.getCPtr(dayCount1), dayCount1, Schedule.getCPtr(schedule2), schedule2, InterestRateIndex.getCPtr(index2), index2, DayCounter.getCPtr(dayCount2), dayCount2, intermediateCapitalExchange), true);
092  }
093
094  public FloatFloatSwap(Swap.Type type, DoubleVector nominal1, DoubleVector nominal2, Schedule schedule1, InterestRateIndex index1, DayCounter dayCount1, Schedule schedule2, InterestRateIndex index2, DayCounter dayCount2) {
095    this(QuantLibJNI.new_FloatFloatSwap__SWIG_12(type.swigValue(), DoubleVector.getCPtr(nominal1), nominal1, DoubleVector.getCPtr(nominal2), nominal2, Schedule.getCPtr(schedule1), schedule1, InterestRateIndex.getCPtr(index1), index1, DayCounter.getCPtr(dayCount1), dayCount1, Schedule.getCPtr(schedule2), schedule2, InterestRateIndex.getCPtr(index2), index2, DayCounter.getCPtr(dayCount2), dayCount2), true);
096  }
097
098}