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 SwapRateHelper extends RateHelper implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected SwapRateHelper(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.SwapRateHelper_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(SwapRateHelper 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_SwapRateHelper(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons) {
047    this(QuantLibJNI.new_SwapRateHelper__SWIG_0(QuoteHandle.getCPtr(rate), rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, settlementDays, pillar.swigValue(), Date.getCPtr(customPillarDate), customPillarDate, endOfMonth, OptionalBool.getCPtr(withIndexedCoupons), withIndexedCoupons), true);
048  }
049
050  public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth) {
051    this(QuantLibJNI.new_SwapRateHelper__SWIG_1(QuoteHandle.getCPtr(rate), rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, settlementDays, pillar.swigValue(), Date.getCPtr(customPillarDate), customPillarDate, endOfMonth), true);
052  }
053
054  public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate) {
055    this(QuantLibJNI.new_SwapRateHelper__SWIG_2(QuoteHandle.getCPtr(rate), rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, settlementDays, pillar.swigValue(), Date.getCPtr(customPillarDate), customPillarDate), true);
056  }
057
058  public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar) {
059    this(QuantLibJNI.new_SwapRateHelper__SWIG_3(QuoteHandle.getCPtr(rate), rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, settlementDays, pillar.swigValue()), true);
060  }
061
062  public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays) {
063    this(QuantLibJNI.new_SwapRateHelper__SWIG_4(QuoteHandle.getCPtr(rate), rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, settlementDays), true);
064  }
065
066  public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) {
067    this(QuantLibJNI.new_SwapRateHelper__SWIG_5(QuoteHandle.getCPtr(rate), rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve), true);
068  }
069
070  public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart) {
071    this(QuantLibJNI.new_SwapRateHelper__SWIG_6(QuoteHandle.getCPtr(rate), rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart), true);
072  }
073
074  public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread) {
075    this(QuantLibJNI.new_SwapRateHelper__SWIG_7(QuoteHandle.getCPtr(rate), rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread), true);
076  }
077
078  public SwapRateHelper(QuoteHandle rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index) {
079    this(QuantLibJNI.new_SwapRateHelper__SWIG_8(QuoteHandle.getCPtr(rate), rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index), true);
080  }
081
082  public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons) {
083    this(QuantLibJNI.new_SwapRateHelper__SWIG_9(rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, settlementDays, pillar.swigValue(), Date.getCPtr(customPillarDate), customPillarDate, endOfMonth, OptionalBool.getCPtr(withIndexedCoupons), withIndexedCoupons), true);
084  }
085
086  public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth) {
087    this(QuantLibJNI.new_SwapRateHelper__SWIG_10(rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, settlementDays, pillar.swigValue(), Date.getCPtr(customPillarDate), customPillarDate, endOfMonth), true);
088  }
089
090  public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar, Date customPillarDate) {
091    this(QuantLibJNI.new_SwapRateHelper__SWIG_11(rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, settlementDays, pillar.swigValue(), Date.getCPtr(customPillarDate), customPillarDate), true);
092  }
093
094  public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays, Pillar.Choice pillar) {
095    this(QuantLibJNI.new_SwapRateHelper__SWIG_12(rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, settlementDays, pillar.swigValue()), true);
096  }
097
098  public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, long settlementDays) {
099    this(QuantLibJNI.new_SwapRateHelper__SWIG_13(rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, settlementDays), true);
100  }
101
102  public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) {
103    this(QuantLibJNI.new_SwapRateHelper__SWIG_14(rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve), true);
104  }
105
106  public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread, Period fwdStart) {
107    this(QuantLibJNI.new_SwapRateHelper__SWIG_15(rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart), true);
108  }
109
110  public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index, QuoteHandle spread) {
111    this(QuantLibJNI.new_SwapRateHelper__SWIG_16(rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread), true);
112  }
113
114  public SwapRateHelper(double rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex index) {
115    this(QuantLibJNI.new_SwapRateHelper__SWIG_17(rate, Period.getCPtr(tenor), tenor, Calendar.getCPtr(calendar), calendar, fixedFrequency.swigValue(), fixedConvention.swigValue(), DayCounter.getCPtr(fixedDayCount), fixedDayCount, IborIndex.getCPtr(index), index), true);
116  }
117
118  public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons) {
119    this(QuantLibJNI.new_SwapRateHelper__SWIG_18(QuoteHandle.getCPtr(rate), rate, SwapIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, pillar.swigValue(), Date.getCPtr(customPillarDate), customPillarDate, endOfMonth, OptionalBool.getCPtr(withIndexedCoupons), withIndexedCoupons), true);
120  }
121
122  public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth) {
123    this(QuantLibJNI.new_SwapRateHelper__SWIG_19(QuoteHandle.getCPtr(rate), rate, SwapIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, pillar.swigValue(), Date.getCPtr(customPillarDate), customPillarDate, endOfMonth), true);
124  }
125
126  public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate) {
127    this(QuantLibJNI.new_SwapRateHelper__SWIG_20(QuoteHandle.getCPtr(rate), rate, SwapIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, pillar.swigValue(), Date.getCPtr(customPillarDate), customPillarDate), true);
128  }
129
130  public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar) {
131    this(QuantLibJNI.new_SwapRateHelper__SWIG_21(QuoteHandle.getCPtr(rate), rate, SwapIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, pillar.swigValue()), true);
132  }
133
134  public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) {
135    this(QuantLibJNI.new_SwapRateHelper__SWIG_22(QuoteHandle.getCPtr(rate), rate, SwapIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve), true);
136  }
137
138  public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread, Period fwdStart) {
139    this(QuantLibJNI.new_SwapRateHelper__SWIG_23(QuoteHandle.getCPtr(rate), rate, SwapIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart), true);
140  }
141
142  public SwapRateHelper(QuoteHandle rate, SwapIndex index, QuoteHandle spread) {
143    this(QuantLibJNI.new_SwapRateHelper__SWIG_24(QuoteHandle.getCPtr(rate), rate, SwapIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread), true);
144  }
145
146  public SwapRateHelper(QuoteHandle rate, SwapIndex index) {
147    this(QuantLibJNI.new_SwapRateHelper__SWIG_25(QuoteHandle.getCPtr(rate), rate, SwapIndex.getCPtr(index), index), true);
148  }
149
150  public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth, OptionalBool withIndexedCoupons) {
151    this(QuantLibJNI.new_SwapRateHelper__SWIG_26(rate, SwapIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, pillar.swigValue(), Date.getCPtr(customPillarDate), customPillarDate, endOfMonth, OptionalBool.getCPtr(withIndexedCoupons), withIndexedCoupons), true);
152  }
153
154  public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate, boolean endOfMonth) {
155    this(QuantLibJNI.new_SwapRateHelper__SWIG_27(rate, SwapIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, pillar.swigValue(), Date.getCPtr(customPillarDate), customPillarDate, endOfMonth), true);
156  }
157
158  public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar, Date customPillarDate) {
159    this(QuantLibJNI.new_SwapRateHelper__SWIG_28(rate, SwapIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, pillar.swigValue(), Date.getCPtr(customPillarDate), customPillarDate), true);
160  }
161
162  public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve, Pillar.Choice pillar) {
163    this(QuantLibJNI.new_SwapRateHelper__SWIG_29(rate, SwapIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve, pillar.swigValue()), true);
164  }
165
166  public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart, YieldTermStructureHandle discountingCurve) {
167    this(QuantLibJNI.new_SwapRateHelper__SWIG_30(rate, SwapIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart, YieldTermStructureHandle.getCPtr(discountingCurve), discountingCurve), true);
168  }
169
170  public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread, Period fwdStart) {
171    this(QuantLibJNI.new_SwapRateHelper__SWIG_31(rate, SwapIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread, Period.getCPtr(fwdStart), fwdStart), true);
172  }
173
174  public SwapRateHelper(double rate, SwapIndex index, QuoteHandle spread) {
175    this(QuantLibJNI.new_SwapRateHelper__SWIG_32(rate, SwapIndex.getCPtr(index), index, QuoteHandle.getCPtr(spread), spread), true);
176  }
177
178  public SwapRateHelper(double rate, SwapIndex index) {
179    this(QuantLibJNI.new_SwapRateHelper__SWIG_33(rate, SwapIndex.getCPtr(index), index), true);
180  }
181
182  public double spread() {
183    return QuantLibJNI.SwapRateHelper_spread(swigCPtr, this);
184  }
185
186  public VanillaSwap swap() {
187    long cPtr = QuantLibJNI.SwapRateHelper_swap(swigCPtr, this);
188    return (cPtr == 0) ? null : new VanillaSwap(cPtr, true);
189  }
190
191}