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

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

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

  protected void finalize() {
    delete();
  }

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

  public VanillaSwap(boolean payFixedRate, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, Xibor index, int indexFixingDays, double spread, DayCounter floatingDayCount, YieldTermStructureHandle termStructure) {
    this(QuantLibJNI.new_VanillaSwap(payFixedRate, nominal, Schedule.getCPtr(fixedSchedule), fixedRate, DayCounter.getCPtr(fixedDayCount), Schedule.getCPtr(floatSchedule), Xibor.getCPtr(index), indexFixingDays, spread, DayCounter.getCPtr(floatingDayCount), YieldTermStructureHandle.getCPtr(termStructure)), true);
  }

  public double fairRate() {
    return QuantLibJNI.VanillaSwap_fairRate(swigCPtr);
  }

  public double fairSpread() {
    return QuantLibJNI.VanillaSwap_fairSpread(swigCPtr);
  }

  public double fixedLegBPS() {
    return QuantLibJNI.VanillaSwap_fixedLegBPS(swigCPtr);
  }

  public double floatingLegBPS() {
    return QuantLibJNI.VanillaSwap_floatingLegBPS(swigCPtr);
  }

}