/* ----------------------------------------------------------------------------
 * 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 SwapIndex extends InterestRateIndex {
  private long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public SwapIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, Period fixedLegTenor, BusinessDayConvention fixedLegConvention, DayCounter fixedLegDayCounter, IborIndex iborIndex) {
    this(QuantLibJNI.new_SwapIndex(familyName, Period.getCPtr(tenor), tenor, settlementDays, Currency.getCPtr(currency), currency, Calendar.getCPtr(calendar), calendar, Period.getCPtr(fixedLegTenor), fixedLegTenor, fixedLegConvention.swigValue(), DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, IborIndex.getCPtr(iborIndex), iborIndex), true);
  }

  public Period fixedLegTenor() {
    return new Period(QuantLibJNI.SwapIndex_fixedLegTenor(swigCPtr, this), true);
  }

  public BusinessDayConvention fixedLegConvention() {
    return BusinessDayConvention.swigToEnum(QuantLibJNI.SwapIndex_fixedLegConvention(swigCPtr, this));
  }

  public IborIndex iborIndex() {
    return new IborIndex(QuantLibJNI.SwapIndex_iborIndex(swigCPtr, this), true);
  }

}