/* ----------------------------------------------------------------------------
 * This file was automatically generated by SWIG (http://www.swig.org).
 * Version 3.0.12
 *
 * 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 FxSwapRateHelper extends RateHelper {
  private transient long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public FxSwapRateHelper(QuoteHandle fwdPoint, QuoteHandle spotFx, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, boolean isFxBaseCurrencyCollateralCurrency, YieldTermStructureHandle coll, Calendar tradingCalendar) {
    this(QuantLibJNI.new_FxSwapRateHelper__SWIG_0(QuoteHandle.getCPtr(fwdPoint), fwdPoint, QuoteHandle.getCPtr(spotFx), spotFx, Period.getCPtr(tenor), tenor, fixingDays, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, isFxBaseCurrencyCollateralCurrency, YieldTermStructureHandle.getCPtr(coll), coll, Calendar.getCPtr(tradingCalendar), tradingCalendar), true);
  }

  public FxSwapRateHelper(QuoteHandle fwdPoint, QuoteHandle spotFx, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, boolean isFxBaseCurrencyCollateralCurrency, YieldTermStructureHandle coll) {
    this(QuantLibJNI.new_FxSwapRateHelper__SWIG_1(QuoteHandle.getCPtr(fwdPoint), fwdPoint, QuoteHandle.getCPtr(spotFx), spotFx, Period.getCPtr(tenor), tenor, fixingDays, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, isFxBaseCurrencyCollateralCurrency, YieldTermStructureHandle.getCPtr(coll), coll), true);
  }

  public FxSwapRateHelper(QuoteHandle fwdPoint, QuoteHandle spotFx, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, boolean isFxBaseCurrencyCollateralCurrency) {
    this(QuantLibJNI.new_FxSwapRateHelper__SWIG_2(QuoteHandle.getCPtr(fwdPoint), fwdPoint, QuoteHandle.getCPtr(spotFx), spotFx, Period.getCPtr(tenor), tenor, fixingDays, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, isFxBaseCurrencyCollateralCurrency), true);
  }

}