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 VanillaSwap extends Swap implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected VanillaSwap(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.VanillaSwap_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(VanillaSwap 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_VanillaSwap(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public VanillaSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, double spread, DayCounter floatingDayCount, OptionalBool withIndexedCoupons) {
047    this(QuantLibJNI.new_VanillaSwap__SWIG_0(type.swigValue(), nominal, Schedule.getCPtr(fixedSchedule), fixedSchedule, fixedRate, DayCounter.getCPtr(fixedDayCount), fixedDayCount, Schedule.getCPtr(floatSchedule), floatSchedule, IborIndex.getCPtr(index), index, spread, DayCounter.getCPtr(floatingDayCount), floatingDayCount, OptionalBool.getCPtr(withIndexedCoupons), withIndexedCoupons), true);
048  }
049
050  public VanillaSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, IborIndex index, double spread, DayCounter floatingDayCount) {
051    this(QuantLibJNI.new_VanillaSwap__SWIG_1(type.swigValue(), nominal, Schedule.getCPtr(fixedSchedule), fixedSchedule, fixedRate, DayCounter.getCPtr(fixedDayCount), fixedDayCount, Schedule.getCPtr(floatSchedule), floatSchedule, IborIndex.getCPtr(index), index, spread, DayCounter.getCPtr(floatingDayCount), floatingDayCount), true);
052  }
053
054  public Swap.Type type() {
055    return Swap.Type.swigToEnum(QuantLibJNI.VanillaSwap_type(swigCPtr, this));
056  }
057
058  public double fairRate() {
059    return QuantLibJNI.VanillaSwap_fairRate(swigCPtr, this);
060  }
061
062  public double fairSpread() {
063    return QuantLibJNI.VanillaSwap_fairSpread(swigCPtr, this);
064  }
065
066  public double fixedLegBPS() {
067    return QuantLibJNI.VanillaSwap_fixedLegBPS(swigCPtr, this);
068  }
069
070  public double floatingLegBPS() {
071    return QuantLibJNI.VanillaSwap_floatingLegBPS(swigCPtr, this);
072  }
073
074  public double fixedLegNPV() {
075    return QuantLibJNI.VanillaSwap_fixedLegNPV(swigCPtr, this);
076  }
077
078  public double floatingLegNPV() {
079    return QuantLibJNI.VanillaSwap_floatingLegNPV(swigCPtr, this);
080  }
081
082  public Leg fixedLeg() {
083    return new Leg(QuantLibJNI.VanillaSwap_fixedLeg(swigCPtr, this), false);
084  }
085
086  public Leg floatingLeg() {
087    return new Leg(QuantLibJNI.VanillaSwap_floatingLeg(swigCPtr, this), false);
088  }
089
090  public double nominal() {
091    return QuantLibJNI.VanillaSwap_nominal(swigCPtr, this);
092  }
093
094  public Schedule fixedSchedule() {
095    return new Schedule(QuantLibJNI.VanillaSwap_fixedSchedule(swigCPtr, this), false);
096  }
097
098  public Schedule floatingSchedule() {
099    return new Schedule(QuantLibJNI.VanillaSwap_floatingSchedule(swigCPtr, this), false);
100  }
101
102  public double fixedRate() {
103    return QuantLibJNI.VanillaSwap_fixedRate(swigCPtr, this);
104  }
105
106  public double spread() {
107    return QuantLibJNI.VanillaSwap_spread(swigCPtr, this);
108  }
109
110  public DayCounter floatingDayCount() {
111    return new DayCounter(QuantLibJNI.VanillaSwap_floatingDayCount(swigCPtr, this), false);
112  }
113
114  public DayCounter fixedDayCount() {
115    return new DayCounter(QuantLibJNI.VanillaSwap_fixedDayCount(swigCPtr, this), false);
116  }
117
118}