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 OvernightIndexedSwapIndex extends SwapIndex implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable { 012 private transient long swigCPtr; 013 private transient boolean swigCMemOwnDerived; 014 015 protected OvernightIndexedSwapIndex(long cPtr, boolean cMemoryOwn) { 016 super(QuantLibJNI.OvernightIndexedSwapIndex_SWIGSmartPtrUpcast(cPtr), true); 017 swigCMemOwnDerived = cMemoryOwn; 018 swigCPtr = cPtr; 019 } 020 021 protected static long getCPtr(OvernightIndexedSwapIndex 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_OvernightIndexedSwapIndex(swigCPtr); 040 } 041 swigCPtr = 0; 042 } 043 super.delete(); 044 } 045 046 public OvernightIndexedSwapIndex(String familyName, Period tenor, long settlementDays, Currency currency, OvernightIndex overnightIndex, boolean telescopicValueDates, RateAveraging.Type averagingMethod) { 047 this(QuantLibJNI.new_OvernightIndexedSwapIndex__SWIG_0(familyName, Period.getCPtr(tenor), tenor, settlementDays, Currency.getCPtr(currency), currency, OvernightIndex.getCPtr(overnightIndex), overnightIndex, telescopicValueDates, averagingMethod.swigValue()), true); 048 } 049 050 public OvernightIndexedSwapIndex(String familyName, Period tenor, long settlementDays, Currency currency, OvernightIndex overnightIndex, boolean telescopicValueDates) { 051 this(QuantLibJNI.new_OvernightIndexedSwapIndex__SWIG_1(familyName, Period.getCPtr(tenor), tenor, settlementDays, Currency.getCPtr(currency), currency, OvernightIndex.getCPtr(overnightIndex), overnightIndex, telescopicValueDates), true); 052 } 053 054 public OvernightIndexedSwapIndex(String familyName, Period tenor, long settlementDays, Currency currency, OvernightIndex overnightIndex) { 055 this(QuantLibJNI.new_OvernightIndexedSwapIndex__SWIG_2(familyName, Period.getCPtr(tenor), tenor, settlementDays, Currency.getCPtr(currency), currency, OvernightIndex.getCPtr(overnightIndex), overnightIndex), true); 056 } 057 058 public OvernightIndex overnightIndex() { 059 long cPtr = QuantLibJNI.OvernightIndexedSwapIndex_overnightIndex(swigCPtr, this); 060 return (cPtr == 0) ? null : new OvernightIndex(cPtr, true); 061 } 062 063 public OvernightIndexedSwap underlyingSwap(Date fixingDate) { 064 long cPtr = QuantLibJNI.OvernightIndexedSwapIndex_underlyingSwap(swigCPtr, this, Date.getCPtr(fixingDate), fixingDate); 065 return (cPtr == 0) ? null : new OvernightIndexedSwap(cPtr, true); 066 } 067 068}