/* ----------------------------------------------------------------------------
 * 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 SwaptionHelper extends CalibrationHelper {
  private long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, boolean calibrateVolatility) {
    this(QuantLibJNI.new_SwaptionHelper__SWIG_0(Period.getCPtr(maturity), maturity, Period.getCPtr(length), length, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, calibrateVolatility), true);
  }

  public SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure) {
    this(QuantLibJNI.new_SwaptionHelper__SWIG_1(Period.getCPtr(maturity), maturity, Period.getCPtr(length), length, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure), true);
  }

  public DoubleVector times() {
    return new DoubleVector(QuantLibJNI.SwaptionHelper_times(swigCPtr, this), true);
  }

}