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}