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 UpfrontCdsHelper extends DefaultProbabilityHelper implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected UpfrontCdsHelper(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.UpfrontCdsHelper_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(UpfrontCdsHelper 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_UpfrontCdsHelper(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, CreditDefaultSwap.PricingModel model) {
047    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_0(QuoteHandle.getCPtr(upfront), upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, upfrontSettlementDays, settlesAccrual, paysAtDefaultTime, Date.getCPtr(startDate), startDate, DayCounter.getCPtr(lastPeriodDayCounter), lastPeriodDayCounter, rebatesAccrual, model.swigValue()), true);
048  }
049
050  public UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual) {
051    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_1(QuoteHandle.getCPtr(upfront), upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, upfrontSettlementDays, settlesAccrual, paysAtDefaultTime, Date.getCPtr(startDate), startDate, DayCounter.getCPtr(lastPeriodDayCounter), lastPeriodDayCounter, rebatesAccrual), true);
052  }
053
054  public UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter) {
055    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_2(QuoteHandle.getCPtr(upfront), upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, upfrontSettlementDays, settlesAccrual, paysAtDefaultTime, Date.getCPtr(startDate), startDate, DayCounter.getCPtr(lastPeriodDayCounter), lastPeriodDayCounter), true);
056  }
057
058  public UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate) {
059    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_3(QuoteHandle.getCPtr(upfront), upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, upfrontSettlementDays, settlesAccrual, paysAtDefaultTime, Date.getCPtr(startDate), startDate), true);
060  }
061
062  public UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime) {
063    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_4(QuoteHandle.getCPtr(upfront), upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, upfrontSettlementDays, settlesAccrual, paysAtDefaultTime), true);
064  }
065
066  public UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual) {
067    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_5(QuoteHandle.getCPtr(upfront), upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, upfrontSettlementDays, settlesAccrual), true);
068  }
069
070  public UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays) {
071    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_6(QuoteHandle.getCPtr(upfront), upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, upfrontSettlementDays), true);
072  }
073
074  public UpfrontCdsHelper(QuoteHandle upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve) {
075    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_7(QuoteHandle.getCPtr(upfront), upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve), true);
076  }
077
078  public UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual, CreditDefaultSwap.PricingModel model) {
079    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_8(upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, upfrontSettlementDays, settlesAccrual, paysAtDefaultTime, Date.getCPtr(startDate), startDate, DayCounter.getCPtr(lastPeriodDayCounter), lastPeriodDayCounter, rebatesAccrual, model.swigValue()), true);
080  }
081
082  public UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter, boolean rebatesAccrual) {
083    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_9(upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, upfrontSettlementDays, settlesAccrual, paysAtDefaultTime, Date.getCPtr(startDate), startDate, DayCounter.getCPtr(lastPeriodDayCounter), lastPeriodDayCounter, rebatesAccrual), true);
084  }
085
086  public UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate, DayCounter lastPeriodDayCounter) {
087    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_10(upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, upfrontSettlementDays, settlesAccrual, paysAtDefaultTime, Date.getCPtr(startDate), startDate, DayCounter.getCPtr(lastPeriodDayCounter), lastPeriodDayCounter), true);
088  }
089
090  public UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime, Date startDate) {
091    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_11(upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, upfrontSettlementDays, settlesAccrual, paysAtDefaultTime, Date.getCPtr(startDate), startDate), true);
092  }
093
094  public UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual, boolean paysAtDefaultTime) {
095    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_12(upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, upfrontSettlementDays, settlesAccrual, paysAtDefaultTime), true);
096  }
097
098  public UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays, boolean settlesAccrual) {
099    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_13(upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, upfrontSettlementDays, settlesAccrual), true);
100  }
101
102  public UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, long upfrontSettlementDays) {
103    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_14(upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, upfrontSettlementDays), true);
104  }
105
106  public UpfrontCdsHelper(double upfront, double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve) {
107    this(QuantLibJNI.new_UpfrontCdsHelper__SWIG_15(upfront, spread, Period.getCPtr(tenor), tenor, settlementDays, Calendar.getCPtr(calendar), calendar, frequency.swigValue(), convention.swigValue(), rule.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve), true);
108  }
109
110}