/* ----------------------------------------------------------------------------
 * This file was automatically generated by SWIG (http://www.swig.org).
 * Version 1.3.29
 *
 * Do not make changes to this file unless you know what you are doing--modify
 * the SWIG interface file instead.
 * ----------------------------------------------------------------------------- */

package org.quantlib;

public class Cashflows {
  private long swigCPtr;
  protected boolean swigCMemOwn;

  protected Cashflows(long cPtr, boolean cMemoryOwn) {
    swigCMemOwn = cMemoryOwn;
    swigCPtr = cPtr;
  }

  protected static long getCPtr(Cashflows obj) {
    return (obj == null) ? 0 : obj.swigCPtr;
  }

  protected void finalize() {
    delete();
  }

  public void delete() {
    if(swigCPtr != 0 && swigCMemOwn) {
      swigCMemOwn = false;
      QuantLibJNI.delete_Cashflows(swigCPtr);
    }
    swigCPtr = 0;
  }

  public static double npv(CashFlowVector arg0, YieldTermStructureHandle arg1) {
    return QuantLibJNI.Cashflows_npv__SWIG_0(CashFlowVector.getCPtr(arg0), YieldTermStructureHandle.getCPtr(arg1));
  }

  public static double npv(CashFlowVector arg0, InterestRate arg1, Date settlementDate) {
    return QuantLibJNI.Cashflows_npv__SWIG_1(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1), Date.getCPtr(settlementDate));
  }

  public static double npv(CashFlowVector arg0, InterestRate arg1) {
    return QuantLibJNI.Cashflows_npv__SWIG_2(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1));
  }

  public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance, long maxIterations, double guess) {
    return QuantLibJNI.Cashflows_irr__SWIG_0(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), tolerance, maxIterations, guess);
  }

  public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance, long maxIterations) {
    return QuantLibJNI.Cashflows_irr__SWIG_1(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), tolerance, maxIterations);
  }

  public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate, double tolerance) {
    return QuantLibJNI.Cashflows_irr__SWIG_2(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), tolerance);
  }

  public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
    return QuantLibJNI.Cashflows_irr__SWIG_3(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate));
  }

  public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
    return QuantLibJNI.Cashflows_irr__SWIG_4(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), compounding.swigValue(), frequency.swigValue());
  }

  public static double irr(CashFlowVector arg0, double marketPrice, DayCounter dayCounter, Compounding compounding) {
    return QuantLibJNI.Cashflows_irr__SWIG_5(CashFlowVector.getCPtr(arg0), marketPrice, DayCounter.getCPtr(dayCounter), compounding.swigValue());
  }

  public static double duration(CashFlowVector arg0, InterestRate arg1, Duration.Type type, Date settlementDate) {
    return QuantLibJNI.Cashflows_duration__SWIG_0(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1), type.swigValue(), Date.getCPtr(settlementDate));
  }

  public static double duration(CashFlowVector arg0, InterestRate arg1, Duration.Type type) {
    return QuantLibJNI.Cashflows_duration__SWIG_1(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1), type.swigValue());
  }

  public static double duration(CashFlowVector arg0, InterestRate arg1) {
    return QuantLibJNI.Cashflows_duration__SWIG_2(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1));
  }

  public static double convexity(CashFlowVector arg0, InterestRate arg1, Date settlementDate) {
    return QuantLibJNI.Cashflows_convexity__SWIG_0(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1), Date.getCPtr(settlementDate));
  }

  public static double convexity(CashFlowVector arg0, InterestRate arg1) {
    return QuantLibJNI.Cashflows_convexity__SWIG_1(CashFlowVector.getCPtr(arg0), InterestRate.getCPtr(arg1));
  }

}