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 ZeroInflationCashFlow extends CashFlow implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable { 012 private transient long swigCPtr; 013 private transient boolean swigCMemOwnDerived; 014 015 protected ZeroInflationCashFlow(long cPtr, boolean cMemoryOwn) { 016 super(QuantLibJNI.ZeroInflationCashFlow_SWIGSmartPtrUpcast(cPtr), true); 017 swigCMemOwnDerived = cMemoryOwn; 018 swigCPtr = cPtr; 019 } 020 021 protected static long getCPtr(ZeroInflationCashFlow 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_ZeroInflationCashFlow(swigCPtr); 040 } 041 swigCPtr = 0; 042 } 043 super.delete(); 044 } 045 046 public ZeroInflationCashFlow(double notional, ZeroInflationIndex index, CPI.InterpolationType observationInterpolation, Date startDate, Date endDate, Period observationLag, Date paymentDate, boolean growthOnly) { 047 this(QuantLibJNI.new_ZeroInflationCashFlow__SWIG_0(notional, ZeroInflationIndex.getCPtr(index), index, observationInterpolation.swigValue(), Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, Period.getCPtr(observationLag), observationLag, Date.getCPtr(paymentDate), paymentDate, growthOnly), true); 048 } 049 050 public ZeroInflationCashFlow(double notional, ZeroInflationIndex index, CPI.InterpolationType observationInterpolation, Date startDate, Date endDate, Period observationLag, Date paymentDate) { 051 this(QuantLibJNI.new_ZeroInflationCashFlow__SWIG_1(notional, ZeroInflationIndex.getCPtr(index), index, observationInterpolation.swigValue(), Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, Period.getCPtr(observationLag), observationLag, Date.getCPtr(paymentDate), paymentDate), true); 052 } 053 054 public double notional() { 055 return QuantLibJNI.ZeroInflationCashFlow_notional(swigCPtr, this); 056 } 057 058 public Date baseDate() { 059 return new Date(QuantLibJNI.ZeroInflationCashFlow_baseDate(swigCPtr, this), true); 060 } 061 062 public Date fixingDate() { 063 return new Date(QuantLibJNI.ZeroInflationCashFlow_fixingDate(swigCPtr, this), true); 064 } 065 066 public boolean growthOnly() { 067 return QuantLibJNI.ZeroInflationCashFlow_growthOnly(swigCPtr, this); 068 } 069 070 public CPI.InterpolationType observationInterpolation() { 071 return CPI.InterpolationType.swigToEnum(QuantLibJNI.ZeroInflationCashFlow_observationInterpolation(swigCPtr, this)); 072 } 073 074 public ZeroInflationIndex zeroInflationIndex() { 075 long cPtr = QuantLibJNI.ZeroInflationCashFlow_zeroInflationIndex(swigCPtr, this); 076 return (cPtr == 0) ? null : new ZeroInflationIndex(cPtr, true); 077 } 078 079}