/* ----------------------------------------------------------------------------
 * 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 Xibor extends Index {
  private long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public Xibor(String familyName, int n, TimeUnit units, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, YieldTermStructureHandle h) {
    this(QuantLibJNI.new_Xibor(familyName, n, units.swigValue(), settlementDays, Currency.getCPtr(currency), Calendar.getCPtr(calendar), convention.swigValue(), DayCounter.getCPtr(dayCounter), YieldTermStructureHandle.getCPtr(h)), true);
  }

  public Period tenor() {
    return new Period(QuantLibJNI.Xibor_tenor(swigCPtr), true);
  }

  public Frequency frequency() {
    return Frequency.swigToEnum(QuantLibJNI.Xibor_frequency(swigCPtr));
  }

  public Currency currency() {
    return new Currency(QuantLibJNI.Xibor_currency(swigCPtr), true);
  }

  public Calendar calendar() {
    return new Calendar(QuantLibJNI.Xibor_calendar(swigCPtr), true);
  }

  public boolean isAdjusted() {
    return QuantLibJNI.Xibor_isAdjusted(swigCPtr);
  }

  public BusinessDayConvention businessDayConvention() {
    return BusinessDayConvention.swigToEnum(QuantLibJNI.Xibor_businessDayConvention(swigCPtr));
  }

  public DayCounter dayCounter() {
    return new DayCounter(QuantLibJNI.Xibor_dayCounter(swigCPtr), true);
  }

}