/* ----------------------------------------------------------------------------
 * 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 FuturesRateHelper extends RateHelper {
  private long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public FuturesRateHelper(QuoteHandle price, Date immDate, long nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, QuoteHandle convexityAdjustment) {
    this(QuantLibJNI.new_FuturesRateHelper__SWIG_0(QuoteHandle.getCPtr(price), price, Date.getCPtr(immDate), immDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, QuoteHandle.getCPtr(convexityAdjustment), convexityAdjustment), true);
  }

  public FuturesRateHelper(QuoteHandle price, Date immDate, long nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double convexityAdjustment) {
    this(QuantLibJNI.new_FuturesRateHelper__SWIG_1(QuoteHandle.getCPtr(price), price, Date.getCPtr(immDate), immDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, convexityAdjustment), true);
  }

  public FuturesRateHelper(QuoteHandle price, Date immDate, long nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter) {
    this(QuantLibJNI.new_FuturesRateHelper__SWIG_2(QuoteHandle.getCPtr(price), price, Date.getCPtr(immDate), immDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter), true);
  }

  public FuturesRateHelper(double price, Date immDate, long nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double convexityAdjustment) {
    this(QuantLibJNI.new_FuturesRateHelper__SWIG_3(price, Date.getCPtr(immDate), immDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter, convexityAdjustment), true);
  }

  public FuturesRateHelper(double price, Date immDate, long nMonths, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter) {
    this(QuantLibJNI.new_FuturesRateHelper__SWIG_4(price, Date.getCPtr(immDate), immDate, nMonths, Calendar.getCPtr(calendar), calendar, convention.swigValue(), DayCounter.getCPtr(dayCounter), dayCounter), true);
  }

}