/* ----------------------------------------------------------------------------
 * 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 Swap extends Instrument {
  private long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public Swap(CashFlowVector firstLeg, CashFlowVector secondLeg, YieldTermStructureHandle termStructure) {
    this(QuantLibJNI.new_Swap(CashFlowVector.getCPtr(firstLeg), CashFlowVector.getCPtr(secondLeg), YieldTermStructureHandle.getCPtr(termStructure)), true);
  }

  public Date startDate() {
    return new Date(QuantLibJNI.Swap_startDate(swigCPtr), true);
  }

  public Date maturity() {
    return new Date(QuantLibJNI.Swap_maturity(swigCPtr), true);
  }

  public double firstLegBPS() {
    return QuantLibJNI.Swap_firstLegBPS(swigCPtr);
  }

  public double secondLegBPS() {
    return QuantLibJNI.Swap_secondLegBPS(swigCPtr);
  }

}