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 IborCoupon extends FloatingRateCoupon implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected IborCoupon(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.IborCoupon_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(IborCoupon 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_IborCoupon(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears, Date exCouponDate) {
047    this(QuantLibJNI.new_IborCoupon__SWIG_0(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, IborIndex.getCPtr(index), index, gearing, spread, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd, DayCounter.getCPtr(dayCounter), dayCounter, isInArrears, Date.getCPtr(exCouponDate), exCouponDate), true);
048  }
049
050  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, boolean isInArrears) {
051    this(QuantLibJNI.new_IborCoupon__SWIG_1(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, IborIndex.getCPtr(index), index, gearing, spread, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd, DayCounter.getCPtr(dayCounter), dayCounter, isInArrears), true);
052  }
053
054  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter) {
055    this(QuantLibJNI.new_IborCoupon__SWIG_2(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, IborIndex.getCPtr(index), index, gearing, spread, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd, DayCounter.getCPtr(dayCounter), dayCounter), true);
056  }
057
058  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd) {
059    this(QuantLibJNI.new_IborCoupon__SWIG_3(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, IborIndex.getCPtr(index), index, gearing, spread, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd), true);
060  }
061
062  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread, Date refPeriodStart) {
063    this(QuantLibJNI.new_IborCoupon__SWIG_4(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, IborIndex.getCPtr(index), index, gearing, spread, Date.getCPtr(refPeriodStart), refPeriodStart), true);
064  }
065
066  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing, double spread) {
067    this(QuantLibJNI.new_IborCoupon__SWIG_5(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, IborIndex.getCPtr(index), index, gearing, spread), true);
068  }
069
070  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index, double gearing) {
071    this(QuantLibJNI.new_IborCoupon__SWIG_6(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, IborIndex.getCPtr(index), index, gearing), true);
072  }
073
074  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, IborIndex index) {
075    this(QuantLibJNI.new_IborCoupon__SWIG_7(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, IborIndex.getCPtr(index), index), true);
076  }
077
078  public static void createAtParCoupons() {
079    QuantLibJNI.IborCoupon_createAtParCoupons();
080  }
081
082  public static void createIndexedCoupons() {
083    QuantLibJNI.IborCoupon_createIndexedCoupons();
084  }
085
086  public static boolean usingAtParCoupons() {
087    return QuantLibJNI.IborCoupon_usingAtParCoupons();
088  }
089
090}