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 ForwardRateAgreement extends Instrument implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected ForwardRateAgreement(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.ForwardRateAgreement_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(ForwardRateAgreement 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_ForwardRateAgreement(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public ForwardRateAgreement(Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index, YieldTermStructureHandle discountCurve, boolean useIndexedCoupon) {
047    this(QuantLibJNI.new_ForwardRateAgreement__SWIG_0(Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturityDate), maturityDate, type.swigValue(), strikeForwardRate, notionalAmount, IborIndex.getCPtr(index), index, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, useIndexedCoupon), true);
048  }
049
050  public ForwardRateAgreement(Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index, YieldTermStructureHandle discountCurve) {
051    this(QuantLibJNI.new_ForwardRateAgreement__SWIG_1(Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturityDate), maturityDate, type.swigValue(), strikeForwardRate, notionalAmount, IborIndex.getCPtr(index), index, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve), true);
052  }
053
054  public ForwardRateAgreement(Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index) {
055    this(QuantLibJNI.new_ForwardRateAgreement__SWIG_2(Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturityDate), maturityDate, type.swigValue(), strikeForwardRate, notionalAmount, IborIndex.getCPtr(index), index), true);
056  }
057
058  public ForwardRateAgreement(Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index, YieldTermStructureHandle discountCurve) {
059    this(QuantLibJNI.new_ForwardRateAgreement__SWIG_3(Date.getCPtr(valueDate), valueDate, type.swigValue(), strikeForwardRate, notionalAmount, IborIndex.getCPtr(index), index, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve), true);
060  }
061
062  public ForwardRateAgreement(Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount, IborIndex index) {
063    this(QuantLibJNI.new_ForwardRateAgreement__SWIG_4(Date.getCPtr(valueDate), valueDate, type.swigValue(), strikeForwardRate, notionalAmount, IborIndex.getCPtr(index), index), true);
064  }
065
066  public ForwardRateAgreement(IborIndex index, Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount, YieldTermStructureHandle discountCurve) {
067    this(QuantLibJNI.new_ForwardRateAgreement__SWIG_5(IborIndex.getCPtr(index), index, Date.getCPtr(valueDate), valueDate, type.swigValue(), strikeForwardRate, notionalAmount, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve), true);
068  }
069
070  public ForwardRateAgreement(IborIndex index, Date valueDate, Position.Type type, double strikeForwardRate, double notionalAmount) {
071    this(QuantLibJNI.new_ForwardRateAgreement__SWIG_6(IborIndex.getCPtr(index), index, Date.getCPtr(valueDate), valueDate, type.swigValue(), strikeForwardRate, notionalAmount), true);
072  }
073
074  public ForwardRateAgreement(IborIndex index, Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount, YieldTermStructureHandle discountCurve) {
075    this(QuantLibJNI.new_ForwardRateAgreement__SWIG_7(IborIndex.getCPtr(index), index, Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturityDate), maturityDate, type.swigValue(), strikeForwardRate, notionalAmount, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve), true);
076  }
077
078  public ForwardRateAgreement(IborIndex index, Date valueDate, Date maturityDate, Position.Type type, double strikeForwardRate, double notionalAmount) {
079    this(QuantLibJNI.new_ForwardRateAgreement__SWIG_8(IborIndex.getCPtr(index), index, Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturityDate), maturityDate, type.swigValue(), strikeForwardRate, notionalAmount), true);
080  }
081
082  public double amount() {
083    return QuantLibJNI.ForwardRateAgreement_amount(swigCPtr, this);
084  }
085
086  public Date fixingDate() {
087    return new Date(QuantLibJNI.ForwardRateAgreement_fixingDate(swigCPtr, this), true);
088  }
089
090  public InterestRate forwardRate() {
091    return new InterestRate(QuantLibJNI.ForwardRateAgreement_forwardRate(swigCPtr, this), true);
092  }
093
094}