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 FloatingRateCoupon extends Coupon implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected FloatingRateCoupon(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.FloatingRateCoupon_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(FloatingRateCoupon 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_FloatingRateCoupon(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public Date fixingDate() {
047    return new Date(QuantLibJNI.FloatingRateCoupon_fixingDate(swigCPtr, this), true);
048  }
049
050  public int fixingDays() {
051    return QuantLibJNI.FloatingRateCoupon_fixingDays(swigCPtr, this);
052  }
053
054  public boolean isInArrears() {
055    return QuantLibJNI.FloatingRateCoupon_isInArrears(swigCPtr, this);
056  }
057
058  public double gearing() {
059    return QuantLibJNI.FloatingRateCoupon_gearing(swigCPtr, this);
060  }
061
062  public double spread() {
063    return QuantLibJNI.FloatingRateCoupon_spread(swigCPtr, this);
064  }
065
066  public double indexFixing() {
067    return QuantLibJNI.FloatingRateCoupon_indexFixing(swigCPtr, this);
068  }
069
070  public double adjustedFixing() {
071    return QuantLibJNI.FloatingRateCoupon_adjustedFixing(swigCPtr, this);
072  }
073
074  public double convexityAdjustment() {
075    return QuantLibJNI.FloatingRateCoupon_convexityAdjustment(swigCPtr, this);
076  }
077
078  public double price(YieldTermStructureHandle discountCurve) {
079    return QuantLibJNI.FloatingRateCoupon_price(swigCPtr, this, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve);
080  }
081
082  public InterestRateIndex index() {
083    long cPtr = QuantLibJNI.FloatingRateCoupon_index(swigCPtr, this);
084    return (cPtr == 0) ? null : new InterestRateIndex(cPtr, true);
085  }
086
087  public void setPricer(FloatingRateCouponPricer p) {
088    QuantLibJNI.FloatingRateCoupon_setPricer(swigCPtr, this, FloatingRateCouponPricer.getCPtr(p), p);
089  }
090
091}