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 SubPeriodsCoupon extends FloatingRateCoupon implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected SubPeriodsCoupon(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.SubPeriodsCoupon_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(SubPeriodsCoupon 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_SubPeriodsCoupon(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter, Date exCouponDate) {
047    this(QuantLibJNI.new_SubPeriodsCoupon__SWIG_0(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, IborIndex.getCPtr(index), index, gearing, couponSpread, rateSpread, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd, DayCounter.getCPtr(dayCounter), dayCounter, Date.getCPtr(exCouponDate), exCouponDate), true);
048  }
049
050  public SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter) {
051    this(QuantLibJNI.new_SubPeriodsCoupon__SWIG_1(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, IborIndex.getCPtr(index), index, gearing, couponSpread, rateSpread, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd, DayCounter.getCPtr(dayCounter), dayCounter), true);
052  }
053
054  public SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread, Date refPeriodStart, Date refPeriodEnd) {
055    this(QuantLibJNI.new_SubPeriodsCoupon__SWIG_2(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, IborIndex.getCPtr(index), index, gearing, couponSpread, rateSpread, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd), true);
056  }
057
058  public SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread, Date refPeriodStart) {
059    this(QuantLibJNI.new_SubPeriodsCoupon__SWIG_3(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, IborIndex.getCPtr(index), index, gearing, couponSpread, rateSpread, Date.getCPtr(refPeriodStart), refPeriodStart), true);
060  }
061
062  public SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread, double rateSpread) {
063    this(QuantLibJNI.new_SubPeriodsCoupon__SWIG_4(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, IborIndex.getCPtr(index), index, gearing, couponSpread, rateSpread), true);
064  }
065
066  public SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing, double couponSpread) {
067    this(QuantLibJNI.new_SubPeriodsCoupon__SWIG_5(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, IborIndex.getCPtr(index), index, gearing, couponSpread), true);
068  }
069
070  public SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index, double gearing) {
071    this(QuantLibJNI.new_SubPeriodsCoupon__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 SubPeriodsCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, long fixingDays, IborIndex index) {
075    this(QuantLibJNI.new_SubPeriodsCoupon__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 DateVector fixingDates() {
079    return new DateVector(QuantLibJNI.SubPeriodsCoupon_fixingDates(swigCPtr, this), false);
080  }
081
082  public DoubleVector dt() {
083    return new DoubleVector(QuantLibJNI.SubPeriodsCoupon_dt(swigCPtr, this), false);
084  }
085
086  public DateVector valueDates() {
087    return new DateVector(QuantLibJNI.SubPeriodsCoupon_valueDates(swigCPtr, this), false);
088  }
089
090  public double rateSpread() {
091    return QuantLibJNI.SubPeriodsCoupon_rateSpread(swigCPtr, this);
092  }
093
094}