/* ----------------------------------------------------------------------------
 * 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 ParCoupon extends CashFlow {
  private long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public ParCoupon(double nominal, Date paymentDate, Xibor index, Date startDate, Date endDate, int fixingDays, double spread, Date refPeriodStart, Date refPeriodEnd) {
    this(QuantLibJNI.new_ParCoupon__SWIG_0(nominal, Date.getCPtr(paymentDate), Xibor.getCPtr(index), Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, spread, Date.getCPtr(refPeriodStart), Date.getCPtr(refPeriodEnd)), true);
  }

  public ParCoupon(double nominal, Date paymentDate, Xibor index, Date startDate, Date endDate, int fixingDays, double spread, Date refPeriodStart) {
    this(QuantLibJNI.new_ParCoupon__SWIG_1(nominal, Date.getCPtr(paymentDate), Xibor.getCPtr(index), Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, spread, Date.getCPtr(refPeriodStart)), true);
  }

  public ParCoupon(double nominal, Date paymentDate, Xibor index, Date startDate, Date endDate, int fixingDays, double spread) {
    this(QuantLibJNI.new_ParCoupon__SWIG_2(nominal, Date.getCPtr(paymentDate), Xibor.getCPtr(index), Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, spread), true);
  }

  public ParCoupon(double nominal, Date paymentDate, Xibor index, Date startDate, Date endDate, int fixingDays) {
    this(QuantLibJNI.new_ParCoupon__SWIG_3(nominal, Date.getCPtr(paymentDate), Xibor.getCPtr(index), Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays), true);
  }

  public Date accrualStartDate() {
    return new Date(QuantLibJNI.ParCoupon_accrualStartDate(swigCPtr), true);
  }

  public Date accrualEndDate() {
    return new Date(QuantLibJNI.ParCoupon_accrualEndDate(swigCPtr), true);
  }

  public double rate() {
    return QuantLibJNI.ParCoupon_rate(swigCPtr);
  }

  public double indexFixing() {
    return QuantLibJNI.ParCoupon_indexFixing(swigCPtr);
  }

  public double nominal() {
    return QuantLibJNI.ParCoupon_nominal(swigCPtr);
  }

}