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

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

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

  protected void finalize() {
    delete();
  }

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

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate) {
    this(QuantLibJNI.new_FixedRateBond(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate), true);
  }

}