/* ----------------------------------------------------------------------------
 * 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 ConvertibleFloatingRateBond extends Bond {
  private long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption) {
    this(QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_0(Exercise.getCPtr(exercise), exercise, conversionRatio, DividendSchedule.getCPtr(dividends), dividends, CallabilitySchedule.getCPtr(callability), callability, QuoteHandle.getCPtr(creditSpread), creditSpread, Date.getCPtr(issueDate), issueDate, settlementDays, IborIndex.getCPtr(index), index, fixingDays, DoubleVector.getCPtr(spreads), spreads, DayCounter.getCPtr(dayCounter), dayCounter, Schedule.getCPtr(schedule), schedule, redemption), true);
  }

  public ConvertibleFloatingRateBond(Exercise exercise, double conversionRatio, DividendSchedule dividends, CallabilitySchedule callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, IborIndex index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule) {
    this(QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_1(Exercise.getCPtr(exercise), exercise, conversionRatio, DividendSchedule.getCPtr(dividends), dividends, CallabilitySchedule.getCPtr(callability), callability, QuoteHandle.getCPtr(creditSpread), creditSpread, Date.getCPtr(issueDate), issueDate, settlementDays, IborIndex.getCPtr(index), index, fixingDays, DoubleVector.getCPtr(spreads), spreads, DayCounter.getCPtr(dayCounter), dayCounter, Schedule.getCPtr(schedule), schedule), true);
  }

}