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}