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 YearOnYearInflationSwap extends Swap implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable { 012 private transient long swigCPtr; 013 private transient boolean swigCMemOwnDerived; 014 015 protected YearOnYearInflationSwap(long cPtr, boolean cMemoryOwn) { 016 super(QuantLibJNI.YearOnYearInflationSwap_SWIGSmartPtrUpcast(cPtr), true); 017 swigCMemOwnDerived = cMemoryOwn; 018 swigCPtr = cPtr; 019 } 020 021 protected static long getCPtr(YearOnYearInflationSwap 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_YearOnYearInflationSwap(swigCPtr); 040 } 041 swigCPtr = 0; 042 } 043 super.delete(); 044 } 045 046 public YearOnYearInflationSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar, BusinessDayConvention paymentConvention) { 047 this(QuantLibJNI.new_YearOnYearInflationSwap__SWIG_0(type.swigValue(), nominal, Schedule.getCPtr(fixedSchedule), fixedSchedule, fixedRate, DayCounter.getCPtr(fixedDayCounter), fixedDayCounter, Schedule.getCPtr(yoySchedule), yoySchedule, YoYInflationIndex.getCPtr(index), index, Period.getCPtr(lag), lag, spread, DayCounter.getCPtr(yoyDayCounter), yoyDayCounter, Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentConvention.swigValue()), true); 048 } 049 050 public YearOnYearInflationSwap(Swap.Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCounter, Schedule yoySchedule, YoYInflationIndex index, Period lag, double spread, DayCounter yoyDayCounter, Calendar paymentCalendar) { 051 this(QuantLibJNI.new_YearOnYearInflationSwap__SWIG_1(type.swigValue(), nominal, Schedule.getCPtr(fixedSchedule), fixedSchedule, fixedRate, DayCounter.getCPtr(fixedDayCounter), fixedDayCounter, Schedule.getCPtr(yoySchedule), yoySchedule, YoYInflationIndex.getCPtr(index), index, Period.getCPtr(lag), lag, spread, DayCounter.getCPtr(yoyDayCounter), yoyDayCounter, Calendar.getCPtr(paymentCalendar), paymentCalendar), true); 052 } 053 054 public double fairRate() { 055 return QuantLibJNI.YearOnYearInflationSwap_fairRate(swigCPtr, this); 056 } 057 058 public double fixedLegNPV() { 059 return QuantLibJNI.YearOnYearInflationSwap_fixedLegNPV(swigCPtr, this); 060 } 061 062 public double yoyLegNPV() { 063 return QuantLibJNI.YearOnYearInflationSwap_yoyLegNPV(swigCPtr, this); 064 } 065 066 public double fairSpread() { 067 return QuantLibJNI.YearOnYearInflationSwap_fairSpread(swigCPtr, this); 068 } 069 070 public Leg fixedLeg() { 071 return new Leg(QuantLibJNI.YearOnYearInflationSwap_fixedLeg(swigCPtr, this), false); 072 } 073 074 public Leg yoyLeg() { 075 return new Leg(QuantLibJNI.YearOnYearInflationSwap_yoyLeg(swigCPtr, this), false); 076 } 077 078}