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/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 1.3.29
*
* 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 CompoundForward extends YieldTermStructure {
private long swigCPtr;
protected CompoundForward(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGCompoundForwardUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(CompoundForward obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_CompoundForward(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public CompoundForward(Date settlementDate, DateVector dates, DoubleVector rates, Calendar calendar, BusinessDayConvention roll, int compounding, DayCounter dayCounter) {
this(QuantLibJNI.new_CompoundForward(Date.getCPtr(settlementDate), DateVector.getCPtr(dates), DoubleVector.getCPtr(rates), Calendar.getCPtr(calendar), roll.swigValue(), compounding, DayCounter.getCPtr(dayCounter)), true);
}
public DateVector dates() {
return new DateVector(QuantLibJNI.CompoundForward_dates(swigCPtr), false);
}
public double compoundForward(Date d1, int f, boolean extrapolate) {
return QuantLibJNI.CompoundForward_compoundForward__SWIG_0(swigCPtr, Date.getCPtr(d1), f, extrapolate);
}
public double compoundForward(Date d1, int f) {
return QuantLibJNI.CompoundForward_compoundForward__SWIG_1(swigCPtr, Date.getCPtr(d1), f);
}
public double compoundForward(double t1, int f, boolean extrapolate) {
return QuantLibJNI.CompoundForward_compoundForward__SWIG_2(swigCPtr, t1, f, extrapolate);
}
public double compoundForward(double t1, int f) {
return QuantLibJNI.CompoundForward_compoundForward__SWIG_3(swigCPtr, t1, f);
}
}
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