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 IborIndex extends InterestRateIndex implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected IborIndex(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.IborIndex_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(IborIndex 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_IborIndex(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public IborIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, YieldTermStructureHandle h) {
047    this(QuantLibJNI.new_IborIndex__SWIG_0(familyName, Period.getCPtr(tenor), tenor, settlementDays, Currency.getCPtr(currency), currency, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, DayCounter.getCPtr(dayCounter), dayCounter, YieldTermStructureHandle.getCPtr(h), h), true);
048  }
049
050  public IborIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter) {
051    this(QuantLibJNI.new_IborIndex__SWIG_1(familyName, Period.getCPtr(tenor), tenor, settlementDays, Currency.getCPtr(currency), currency, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, DayCounter.getCPtr(dayCounter), dayCounter), true);
052  }
053
054  public BusinessDayConvention businessDayConvention() {
055    return BusinessDayConvention.swigToEnum(QuantLibJNI.IborIndex_businessDayConvention(swigCPtr, this));
056  }
057
058  public boolean endOfMonth() {
059    return QuantLibJNI.IborIndex_endOfMonth(swigCPtr, this);
060  }
061
062  public YieldTermStructureHandle forwardingTermStructure() {
063    return new YieldTermStructureHandle(QuantLibJNI.IborIndex_forwardingTermStructure(swigCPtr, this), true);
064  }
065
066  public IborIndex clone(YieldTermStructureHandle arg0) {
067    long cPtr = QuantLibJNI.IborIndex_clone(swigCPtr, this, YieldTermStructureHandle.getCPtr(arg0), arg0);
068    return (cPtr == 0) ? null : new IborIndex(cPtr, true);
069  }
070
071}