/* ----------------------------------------------------------------------------
 * 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 IntervalPrice {
  private long swigCPtr;
  protected boolean swigCMemOwn;

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

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

  protected void finalize() {
    delete();
  }

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

  public IntervalPrice(double arg0, double arg1, double arg2, double arg3) {
    this(QuantLibJNI.new_IntervalPrice(arg0, arg1, arg2, arg3), true);
  }

  public void setValue(double arg0, int arg1) {
    QuantLibJNI.IntervalPrice_setValue(swigCPtr, arg0, arg1.swigValue());
  }

  public void setValues(double arg0, double arg1, double arg2, double arg3) {
    QuantLibJNI.IntervalPrice_setValues(swigCPtr, arg0, arg1, arg2, arg3);
  }

  public double value(int t) {
    return QuantLibJNI.IntervalPrice_value(swigCPtr, t.swigValue());
  }

  public double open() {
    return QuantLibJNI.IntervalPrice_open(swigCPtr);
  }

  public double close() {
    return QuantLibJNI.IntervalPrice_close(swigCPtr);
  }

  public double high() {
    return QuantLibJNI.IntervalPrice_high(swigCPtr);
  }

  public double low() {
    return QuantLibJNI.IntervalPrice_low(swigCPtr);
  }

  public static IntervalPriceTimeSeries makeSeries(DateVector d, DoubleVector open, DoubleVector close, DoubleVector high, DoubleVector low) {
    return new IntervalPriceTimeSeries(QuantLibJNI.IntervalPrice_makeSeries(DateVector.getCPtr(d), DoubleVector.getCPtr(open), DoubleVector.getCPtr(close), DoubleVector.getCPtr(high), DoubleVector.getCPtr(low)), true);
  }

  public static DoubleVector extractValues(IntervalPriceTimeSeries arg0, int t) {
    return new DoubleVector(QuantLibJNI.IntervalPrice_extractValues(IntervalPriceTimeSeries.getCPtr(arg0), t.swigValue()), true);
  }

  public static RealTimeSeries extractComponent(IntervalPriceTimeSeries arg0, int t) {
    return new RealTimeSeries(QuantLibJNI.IntervalPrice_extractComponent(IntervalPriceTimeSeries.getCPtr(arg0), t.swigValue()), true);
  }

}