/* ----------------------------------------------------------------------------
 * This file was automatically generated by SWIG (http://www.swig.org).
 * Version 1.3.33
 *
 * 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 CapFloorTermVolCurve extends CapFloorTermVolatilityStructure {
  private long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public CapFloorTermVolCurve(Date referenceDate, Calendar calendar, PeriodVector lengths, DoubleVector vols, BusinessDayConvention bdc, DayCounter dc) {
    this(QuantLibJNI.new_CapFloorTermVolCurve__SWIG_0(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(calendar), calendar, PeriodVector.getCPtr(lengths), lengths, DoubleVector.getCPtr(vols), vols, bdc.swigValue(), DayCounter.getCPtr(dc), dc), true);
  }

  public CapFloorTermVolCurve(Date referenceDate, Calendar calendar, PeriodVector lengths, DoubleVector vols, BusinessDayConvention bdc) {
    this(QuantLibJNI.new_CapFloorTermVolCurve__SWIG_1(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(calendar), calendar, PeriodVector.getCPtr(lengths), lengths, DoubleVector.getCPtr(vols), vols, bdc.swigValue()), true);
  }

  public CapFloorTermVolCurve(Date referenceDate, Calendar calendar, PeriodVector lengths, DoubleVector vols) {
    this(QuantLibJNI.new_CapFloorTermVolCurve__SWIG_2(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(calendar), calendar, PeriodVector.getCPtr(lengths), lengths, DoubleVector.getCPtr(vols), vols), true);
  }

  public CapFloorTermVolCurve(long settlementDays, Calendar calendar, PeriodVector lengths, DoubleVector vols, BusinessDayConvention bdc, DayCounter dc) {
    this(QuantLibJNI.new_CapFloorTermVolCurve__SWIG_3(settlementDays, Calendar.getCPtr(calendar), calendar, PeriodVector.getCPtr(lengths), lengths, DoubleVector.getCPtr(vols), vols, bdc.swigValue(), DayCounter.getCPtr(dc), dc), true);
  }

  public CapFloorTermVolCurve(long settlementDays, Calendar calendar, PeriodVector lengths, DoubleVector vols, BusinessDayConvention bdc) {
    this(QuantLibJNI.new_CapFloorTermVolCurve__SWIG_4(settlementDays, Calendar.getCPtr(calendar), calendar, PeriodVector.getCPtr(lengths), lengths, DoubleVector.getCPtr(vols), vols, bdc.swigValue()), true);
  }

  public CapFloorTermVolCurve(long settlementDays, Calendar calendar, PeriodVector lengths, DoubleVector vols) {
    this(QuantLibJNI.new_CapFloorTermVolCurve__SWIG_5(settlementDays, Calendar.getCPtr(calendar), calendar, PeriodVector.getCPtr(lengths), lengths, DoubleVector.getCPtr(vols), vols), true);
  }

}