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 FuturesRateHelper extends RateHelper implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected FuturesRateHelper(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.FuturesRateHelper_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(FuturesRateHelper 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_FuturesRateHelper(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public FuturesRateHelper(QuoteHandle price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, QuoteHandle convexityAdjustment, Futures.Type type) {
047    this(QuantLibJNI.new_FuturesRateHelper__SWIG_0(QuoteHandle.getCPtr(price), price, Date.getCPtr(iborStartDate), iborStartDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, DayCounter.getCPtr(dayCounter), dayCounter, QuoteHandle.getCPtr(convexityAdjustment), convexityAdjustment, type.swigValue()), true);
048  }
049
050  public FuturesRateHelper(QuoteHandle price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, QuoteHandle convexityAdjustment) {
051    this(QuantLibJNI.new_FuturesRateHelper__SWIG_1(QuoteHandle.getCPtr(price), price, Date.getCPtr(iborStartDate), iborStartDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, DayCounter.getCPtr(dayCounter), dayCounter, QuoteHandle.getCPtr(convexityAdjustment), convexityAdjustment), true);
052  }
053
054  public FuturesRateHelper(QuoteHandle price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter) {
055    this(QuantLibJNI.new_FuturesRateHelper__SWIG_2(QuoteHandle.getCPtr(price), price, Date.getCPtr(iborStartDate), iborStartDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, DayCounter.getCPtr(dayCounter), dayCounter), true);
056  }
057
058  public FuturesRateHelper(double price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, double convexityAdjustment, Futures.Type type) {
059    this(QuantLibJNI.new_FuturesRateHelper__SWIG_3(price, Date.getCPtr(iborStartDate), iborStartDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, DayCounter.getCPtr(dayCounter), dayCounter, convexityAdjustment, type.swigValue()), true);
060  }
061
062  public FuturesRateHelper(double price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, double convexityAdjustment) {
063    this(QuantLibJNI.new_FuturesRateHelper__SWIG_4(price, Date.getCPtr(iborStartDate), iborStartDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, DayCounter.getCPtr(dayCounter), dayCounter, convexityAdjustment), true);
064  }
065
066  public FuturesRateHelper(double price, Date iborStartDate, long nMonths, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter) {
067    this(QuantLibJNI.new_FuturesRateHelper__SWIG_5(price, Date.getCPtr(iborStartDate), iborStartDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, DayCounter.getCPtr(dayCounter), dayCounter), true);
068  }
069
070  public FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, QuoteHandle convexityAdjustment, Futures.Type type) {
071    this(QuantLibJNI.new_FuturesRateHelper__SWIG_6(QuoteHandle.getCPtr(price), price, Date.getCPtr(iborStartDate), iborStartDate, Date.getCPtr(iborEndDate), iborEndDate, DayCounter.getCPtr(dayCounter), dayCounter, QuoteHandle.getCPtr(convexityAdjustment), convexityAdjustment, type.swigValue()), true);
072  }
073
074  public FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, QuoteHandle convexityAdjustment) {
075    this(QuantLibJNI.new_FuturesRateHelper__SWIG_7(QuoteHandle.getCPtr(price), price, Date.getCPtr(iborStartDate), iborStartDate, Date.getCPtr(iborEndDate), iborEndDate, DayCounter.getCPtr(dayCounter), dayCounter, QuoteHandle.getCPtr(convexityAdjustment), convexityAdjustment), true);
076  }
077
078  public FuturesRateHelper(QuoteHandle price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter) {
079    this(QuantLibJNI.new_FuturesRateHelper__SWIG_8(QuoteHandle.getCPtr(price), price, Date.getCPtr(iborStartDate), iborStartDate, Date.getCPtr(iborEndDate), iborEndDate, DayCounter.getCPtr(dayCounter), dayCounter), true);
080  }
081
082  public FuturesRateHelper(double price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, double convexityAdjustment, Futures.Type type) {
083    this(QuantLibJNI.new_FuturesRateHelper__SWIG_9(price, Date.getCPtr(iborStartDate), iborStartDate, Date.getCPtr(iborEndDate), iborEndDate, DayCounter.getCPtr(dayCounter), dayCounter, convexityAdjustment, type.swigValue()), true);
084  }
085
086  public FuturesRateHelper(double price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter, double convexityAdjustment) {
087    this(QuantLibJNI.new_FuturesRateHelper__SWIG_10(price, Date.getCPtr(iborStartDate), iborStartDate, Date.getCPtr(iborEndDate), iborEndDate, DayCounter.getCPtr(dayCounter), dayCounter, convexityAdjustment), true);
088  }
089
090  public FuturesRateHelper(double price, Date iborStartDate, Date iborEndDate, DayCounter dayCounter) {
091    this(QuantLibJNI.new_FuturesRateHelper__SWIG_11(price, Date.getCPtr(iborStartDate), iborStartDate, Date.getCPtr(iborEndDate), iborEndDate, DayCounter.getCPtr(dayCounter), dayCounter), true);
092  }
093
094  public FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index, QuoteHandle convexityAdjustment, Futures.Type type) {
095    this(QuantLibJNI.new_FuturesRateHelper__SWIG_12(QuoteHandle.getCPtr(price), price, Date.getCPtr(iborStartDate), iborStartDate, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(convexityAdjustment), convexityAdjustment, type.swigValue()), true);
096  }
097
098  public FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index, QuoteHandle convexityAdjustment) {
099    this(QuantLibJNI.new_FuturesRateHelper__SWIG_13(QuoteHandle.getCPtr(price), price, Date.getCPtr(iborStartDate), iborStartDate, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(convexityAdjustment), convexityAdjustment), true);
100  }
101
102  public FuturesRateHelper(QuoteHandle price, Date iborStartDate, IborIndex index) {
103    this(QuantLibJNI.new_FuturesRateHelper__SWIG_14(QuoteHandle.getCPtr(price), price, Date.getCPtr(iborStartDate), iborStartDate, IborIndex.getCPtr(index), index), true);
104  }
105
106  public FuturesRateHelper(double price, Date iborStartDate, IborIndex index, double convexityAdjustment, Futures.Type type) {
107    this(QuantLibJNI.new_FuturesRateHelper__SWIG_15(price, Date.getCPtr(iborStartDate), iborStartDate, IborIndex.getCPtr(index), index, convexityAdjustment, type.swigValue()), true);
108  }
109
110  public FuturesRateHelper(double price, Date iborStartDate, IborIndex index, double convexityAdjustment) {
111    this(QuantLibJNI.new_FuturesRateHelper__SWIG_16(price, Date.getCPtr(iborStartDate), iborStartDate, IborIndex.getCPtr(index), index, convexityAdjustment), true);
112  }
113
114  public FuturesRateHelper(double price, Date iborStartDate, IborIndex index) {
115    this(QuantLibJNI.new_FuturesRateHelper__SWIG_17(price, Date.getCPtr(iborStartDate), iborStartDate, IborIndex.getCPtr(index), index), true);
116  }
117
118}