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 SwapIndex extends InterestRateIndex implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected SwapIndex(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.SwapIndex_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(SwapIndex 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_SwapIndex(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public SwapIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, Period fixedLegTenor, BusinessDayConvention fixedLegConvention, DayCounter fixedLegDayCounter, IborIndex iborIndex) {
047    this(QuantLibJNI.new_SwapIndex__SWIG_0(familyName, Period.getCPtr(tenor), tenor, settlementDays, Currency.getCPtr(currency), currency, Calendar.getCPtr(calendar), calendar, Period.getCPtr(fixedLegTenor), fixedLegTenor, fixedLegConvention.swigValue(), DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, IborIndex.getCPtr(iborIndex), iborIndex), true);
048  }
049
050  public SwapIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, Period fixedLegTenor, BusinessDayConvention fixedLegConvention, DayCounter fixedLegDayCounter, IborIndex iborIndex, YieldTermStructureHandle discountCurve) {
051    this(QuantLibJNI.new_SwapIndex__SWIG_1(familyName, Period.getCPtr(tenor), tenor, settlementDays, Currency.getCPtr(currency), currency, Calendar.getCPtr(calendar), calendar, Period.getCPtr(fixedLegTenor), fixedLegTenor, fixedLegConvention.swigValue(), DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, IborIndex.getCPtr(iborIndex), iborIndex, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve), true);
052  }
053
054  public Period fixedLegTenor() {
055    return new Period(QuantLibJNI.SwapIndex_fixedLegTenor(swigCPtr, this), true);
056  }
057
058  public BusinessDayConvention fixedLegConvention() {
059    return BusinessDayConvention.swigToEnum(QuantLibJNI.SwapIndex_fixedLegConvention(swigCPtr, this));
060  }
061
062  public IborIndex iborIndex() {
063    long cPtr = QuantLibJNI.SwapIndex_iborIndex(swigCPtr, this);
064    return (cPtr == 0) ? null : new IborIndex(cPtr, true);
065  }
066
067  public YieldTermStructureHandle forwardingTermStructure() {
068    return new YieldTermStructureHandle(QuantLibJNI.SwapIndex_forwardingTermStructure(swigCPtr, this), true);
069  }
070
071  public YieldTermStructureHandle discountingTermStructure() {
072    return new YieldTermStructureHandle(QuantLibJNI.SwapIndex_discountingTermStructure(swigCPtr, this), true);
073  }
074
075  public SwapIndex clone(YieldTermStructureHandle h) {
076    long cPtr = QuantLibJNI.SwapIndex_clone__SWIG_0(swigCPtr, this, YieldTermStructureHandle.getCPtr(h), h);
077    return (cPtr == 0) ? null : new SwapIndex(cPtr, true);
078  }
079
080  public SwapIndex clone(YieldTermStructureHandle forwarding, YieldTermStructureHandle discounting) {
081    long cPtr = QuantLibJNI.SwapIndex_clone__SWIG_1(swigCPtr, this, YieldTermStructureHandle.getCPtr(forwarding), forwarding, YieldTermStructureHandle.getCPtr(discounting), discounting);
082    return (cPtr == 0) ? null : new SwapIndex(cPtr, true);
083  }
084
085  public SwapIndex clone(Period tenor) {
086    long cPtr = QuantLibJNI.SwapIndex_clone__SWIG_2(swigCPtr, this, Period.getCPtr(tenor), tenor);
087    return (cPtr == 0) ? null : new SwapIndex(cPtr, true);
088  }
089
090}