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 Forward extends Instrument implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected Forward(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.Forward_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(Forward 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_Forward(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public Date settlementDate() {
047    return new Date(QuantLibJNI.Forward_settlementDate(swigCPtr, this), true);
048  }
049
050  public boolean isExpired() {
051    return QuantLibJNI.Forward_isExpired(swigCPtr, this);
052  }
053
054  public Calendar calendar() {
055    return new Calendar(QuantLibJNI.Forward_calendar(swigCPtr, this), false);
056  }
057
058  public BusinessDayConvention businessDayConvention() {
059    return BusinessDayConvention.swigToEnum(QuantLibJNI.Forward_businessDayConvention(swigCPtr, this));
060  }
061
062  public DayCounter dayCounter() {
063    return new DayCounter(QuantLibJNI.Forward_dayCounter(swigCPtr, this), false);
064  }
065
066  public YieldTermStructureHandle discountCurve() {
067    return new YieldTermStructureHandle(QuantLibJNI.Forward_discountCurve(swigCPtr, this), true);
068  }
069
070  public YieldTermStructureHandle incomeDiscountCurve() {
071    return new YieldTermStructureHandle(QuantLibJNI.Forward_incomeDiscountCurve(swigCPtr, this), true);
072  }
073
074  public double spotValue() {
075    return QuantLibJNI.Forward_spotValue(swigCPtr, this);
076  }
077
078  public double spotIncome(YieldTermStructureHandle incomeDiscountCurve) {
079    return QuantLibJNI.Forward_spotIncome(swigCPtr, this, YieldTermStructureHandle.getCPtr(incomeDiscountCurve), incomeDiscountCurve);
080  }
081
082  public double forwardValue() {
083    return QuantLibJNI.Forward_forwardValue(swigCPtr, this);
084  }
085
086  public InterestRate impliedYield(double underlyingSpotValue, double forwardValue, Date settlementDate, Compounding compoundingConvention, DayCounter dayCounter) {
087    return new InterestRate(QuantLibJNI.Forward_impliedYield(swigCPtr, this, underlyingSpotValue, forwardValue, Date.getCPtr(settlementDate), settlementDate, compoundingConvention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter), true);
088  }
089
090}