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 ZeroCouponSwap extends Swap implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected ZeroCouponSwap(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.ZeroCouponSwap_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(ZeroCouponSwap 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_ZeroCouponSwap(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedPayment, IborIndex iborIndex, Calendar paymentCalendar, BusinessDayConvention paymentConvention, long paymentDelay) {
047    this(QuantLibJNI.new_ZeroCouponSwap__SWIG_0(type.swigValue(), baseNominal, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, fixedPayment, IborIndex.getCPtr(iborIndex), iborIndex, Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentConvention.swigValue(), paymentDelay), true);
048  }
049
050  public ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedPayment, IborIndex iborIndex, Calendar paymentCalendar, BusinessDayConvention paymentConvention) {
051    this(QuantLibJNI.new_ZeroCouponSwap__SWIG_1(type.swigValue(), baseNominal, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, fixedPayment, IborIndex.getCPtr(iborIndex), iborIndex, Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentConvention.swigValue()), true);
052  }
053
054  public ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedPayment, IborIndex iborIndex, Calendar paymentCalendar) {
055    this(QuantLibJNI.new_ZeroCouponSwap__SWIG_2(type.swigValue(), baseNominal, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, fixedPayment, IborIndex.getCPtr(iborIndex), iborIndex, Calendar.getCPtr(paymentCalendar), paymentCalendar), true);
056  }
057
058  public ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedRate, DayCounter fixedDayCounter, IborIndex iborIndex, Calendar paymentCalendar, BusinessDayConvention paymentConvention, long paymentDelay) {
059    this(QuantLibJNI.new_ZeroCouponSwap__SWIG_3(type.swigValue(), baseNominal, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, fixedRate, DayCounter.getCPtr(fixedDayCounter), fixedDayCounter, IborIndex.getCPtr(iborIndex), iborIndex, Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentConvention.swigValue(), paymentDelay), true);
060  }
061
062  public ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedRate, DayCounter fixedDayCounter, IborIndex iborIndex, Calendar paymentCalendar, BusinessDayConvention paymentConvention) {
063    this(QuantLibJNI.new_ZeroCouponSwap__SWIG_4(type.swigValue(), baseNominal, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, fixedRate, DayCounter.getCPtr(fixedDayCounter), fixedDayCounter, IborIndex.getCPtr(iborIndex), iborIndex, Calendar.getCPtr(paymentCalendar), paymentCalendar, paymentConvention.swigValue()), true);
064  }
065
066  public ZeroCouponSwap(Swap.Type type, double baseNominal, Date startDate, Date maturityDate, double fixedRate, DayCounter fixedDayCounter, IborIndex iborIndex, Calendar paymentCalendar) {
067    this(QuantLibJNI.new_ZeroCouponSwap__SWIG_5(type.swigValue(), baseNominal, Date.getCPtr(startDate), startDate, Date.getCPtr(maturityDate), maturityDate, fixedRate, DayCounter.getCPtr(fixedDayCounter), fixedDayCounter, IborIndex.getCPtr(iborIndex), iborIndex, Calendar.getCPtr(paymentCalendar), paymentCalendar), true);
068  }
069
070  public Swap.Type type() {
071    return Swap.Type.swigToEnum(QuantLibJNI.ZeroCouponSwap_type(swigCPtr, this));
072  }
073
074  public double baseNominal() {
075    return QuantLibJNI.ZeroCouponSwap_baseNominal(swigCPtr, this);
076  }
077
078  public IborIndex iborIndex() {
079    long cPtr = QuantLibJNI.ZeroCouponSwap_iborIndex(swigCPtr, this);
080    return (cPtr == 0) ? null : new IborIndex(cPtr, true);
081  }
082
083  public Leg fixedLeg() {
084    return new Leg(QuantLibJNI.ZeroCouponSwap_fixedLeg(swigCPtr, this), false);
085  }
086
087  public Leg floatingLeg() {
088    return new Leg(QuantLibJNI.ZeroCouponSwap_floatingLeg(swigCPtr, this), false);
089  }
090
091  public double fixedPayment() {
092    return QuantLibJNI.ZeroCouponSwap_fixedPayment(swigCPtr, this);
093  }
094
095  public double fixedLegNPV() {
096    return QuantLibJNI.ZeroCouponSwap_fixedLegNPV(swigCPtr, this);
097  }
098
099  public double floatingLegNPV() {
100    return QuantLibJNI.ZeroCouponSwap_floatingLegNPV(swigCPtr, this);
101  }
102
103  public double fairFixedPayment() {
104    return QuantLibJNI.ZeroCouponSwap_fairFixedPayment(swigCPtr, this);
105  }
106
107  public double fairFixedRate(DayCounter dayCounter) {
108    return QuantLibJNI.ZeroCouponSwap_fairFixedRate(swigCPtr, this, DayCounter.getCPtr(dayCounter), dayCounter);
109  }
110
111}