/* ----------------------------------------------------------------------------
 * This file was automatically generated by SWIG (http://www.swig.org).
 * Version 3.0.10
 *
 * 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 FixedRateBond extends Bond {
  private transient long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_0(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_1(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_2(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_3(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_4(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption, Date issueDate) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_5(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, double redemption) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_6(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), redemption), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_7(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue()), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, DoubleVector coupons, DayCounter paymentDayCounter) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_8(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, DoubleVector.getCPtr(coupons), coupons, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_9(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue(), exCouponEndOfMonth), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_10(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar, exCouponConvention.swigValue()), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_11(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod, Calendar.getCPtr(exCouponCalendar), exCouponCalendar), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_12(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar, Period.getCPtr(exCouponPeriod), exCouponPeriod), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate, Calendar paymentCalendar) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_13(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate, Calendar.getCPtr(paymentCalendar), paymentCalendar), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption, Date issueDate) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_14(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption, Date.getCPtr(issueDate), issueDate), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention, double redemption) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_15(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue(), redemption), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons, BusinessDayConvention paymentConvention) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_16(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons, paymentConvention.swigValue()), true);
  }

  public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule, InterestRateVector coupons) {
    this(QuantLibJNI.new_FixedRateBond__SWIG_17(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, InterestRateVector.getCPtr(coupons), coupons), true);
  }

  public Frequency frequency() {
    return Frequency.swigToEnum(QuantLibJNI.FixedRateBond_frequency(swigCPtr, this));
  }

  public DayCounter dayCounter() {
    return new DayCounter(QuantLibJNI.FixedRateBond_dayCounter(swigCPtr, this), true);
  }

}