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}