/* ----------------------------------------------------------------------------
 * 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 IborCoupon extends CashFlow {
  private long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter) {
    this(QuantLibJNI.new_IborCoupon__SWIG_0(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, InterestRateIndex.getCPtr(index), index, gearing, spread, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd, DayCounter.getCPtr(dayCounter), dayCounter), true);
  }

  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart, Date refPeriodEnd) {
    this(QuantLibJNI.new_IborCoupon__SWIG_1(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, InterestRateIndex.getCPtr(index), index, gearing, spread, Date.getCPtr(refPeriodStart), refPeriodStart, Date.getCPtr(refPeriodEnd), refPeriodEnd), true);
  }

  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread, Date refPeriodStart) {
    this(QuantLibJNI.new_IborCoupon__SWIG_2(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, InterestRateIndex.getCPtr(index), index, gearing, spread, Date.getCPtr(refPeriodStart), refPeriodStart), true);
  }

  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing, double spread) {
    this(QuantLibJNI.new_IborCoupon__SWIG_3(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, InterestRateIndex.getCPtr(index), index, gearing, spread), true);
  }

  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index, double gearing) {
    this(QuantLibJNI.new_IborCoupon__SWIG_4(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, InterestRateIndex.getCPtr(index), index, gearing), true);
  }

  public IborCoupon(Date paymentDate, double nominal, Date startDate, Date endDate, int fixingDays, InterestRateIndex index) {
    this(QuantLibJNI.new_IborCoupon__SWIG_5(Date.getCPtr(paymentDate), paymentDate, nominal, Date.getCPtr(startDate), startDate, Date.getCPtr(endDate), endDate, fixingDays, InterestRateIndex.getCPtr(index), index), true);
  }

  public double rate() {
    return QuantLibJNI.IborCoupon_rate(swigCPtr, this);
  }

  public double indexFixing() {
    return QuantLibJNI.IborCoupon_indexFixing(swigCPtr, this);
  }

  public double nominal() {
    return QuantLibJNI.IborCoupon_nominal(swigCPtr, this);
  }

}