/* ----------------------------------------------------------------------------
 * 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 FixedCouponBond extends Bond {
  private long swigCPtr;

  protected FixedCouponBond(long cPtr, boolean cMemoryOwn) {
    super(QuantLibJNI.SWIGFixedCouponBondUpcast(cPtr), cMemoryOwn);
    swigCPtr = cPtr;
  }

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

  protected void finalize() {
    delete();
  }

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

  public FixedCouponBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, DoubleVector coupons, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, YieldTermStructureHandle discountCurve, Date stub, boolean fromEnd) {
    this(QuantLibJNI.new_FixedCouponBond__SWIG_0(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, DoubleVector.getCPtr(coupons), couponFrequency.swigValue(), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, YieldTermStructureHandle.getCPtr(discountCurve), Date.getCPtr(stub), fromEnd), true);
  }

  public FixedCouponBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, DoubleVector coupons, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, YieldTermStructureHandle discountCurve, Date stub) {
    this(QuantLibJNI.new_FixedCouponBond__SWIG_1(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, DoubleVector.getCPtr(coupons), couponFrequency.swigValue(), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, YieldTermStructureHandle.getCPtr(discountCurve), Date.getCPtr(stub)), true);
  }

  public FixedCouponBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, DoubleVector coupons, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption, YieldTermStructureHandle discountCurve) {
    this(QuantLibJNI.new_FixedCouponBond__SWIG_2(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, DoubleVector.getCPtr(coupons), couponFrequency.swigValue(), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), accrualConvention.swigValue(), paymentConvention.swigValue(), redemption, YieldTermStructureHandle.getCPtr(discountCurve)), true);
  }

  public FixedCouponBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, DoubleVector coupons, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention, double redemption) {
    this(QuantLibJNI.new_FixedCouponBond__SWIG_3(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, DoubleVector.getCPtr(coupons), couponFrequency.swigValue(), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), accrualConvention.swigValue(), paymentConvention.swigValue(), redemption), true);
  }

  public FixedCouponBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, DoubleVector coupons, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention, BusinessDayConvention paymentConvention) {
    this(QuantLibJNI.new_FixedCouponBond__SWIG_4(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, DoubleVector.getCPtr(coupons), couponFrequency.swigValue(), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), accrualConvention.swigValue(), paymentConvention.swigValue()), true);
  }

  public FixedCouponBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, DoubleVector coupons, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter, BusinessDayConvention accrualConvention) {
    this(QuantLibJNI.new_FixedCouponBond__SWIG_5(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, DoubleVector.getCPtr(coupons), couponFrequency.swigValue(), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter), accrualConvention.swigValue()), true);
  }

  public FixedCouponBond(Date issueDate, Date datedDate, Date maturityDate, int settlementDays, DoubleVector coupons, Frequency couponFrequency, Calendar calendar, DayCounter dayCounter) {
    this(QuantLibJNI.new_FixedCouponBond__SWIG_6(Date.getCPtr(issueDate), Date.getCPtr(datedDate), Date.getCPtr(maturityDate), settlementDays, DoubleVector.getCPtr(coupons), couponFrequency.swigValue(), Calendar.getCPtr(calendar), DayCounter.getCPtr(dayCounter)), true);
  }

}