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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 ConvertibleFloatingRateBond extends Bond {
private long swigCPtr;
protected ConvertibleFloatingRateBond(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGConvertibleFloatingRateBondUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(ConvertibleFloatingRateBond obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_ConvertibleFloatingRateBond(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public ConvertibleFloatingRateBond(StochasticProcess process, Exercise exercise, PricingEngine engine, double conversionRatio, SWIGTYPE_p_std__vectorTboost__shared_ptrTDividend_t_t dividends, CallabilityVector callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, Xibor index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule, double redemption) {
this(QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_0(StochasticProcess.getCPtr(process), Exercise.getCPtr(exercise), PricingEngine.getCPtr(engine), conversionRatio, SWIGTYPE_p_std__vectorTboost__shared_ptrTDividend_t_t.getCPtr(dividends), CallabilityVector.getCPtr(callability), QuoteHandle.getCPtr(creditSpread), Date.getCPtr(issueDate), settlementDays, Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads), DayCounter.getCPtr(dayCounter), Schedule.getCPtr(schedule), redemption), true);
}
public ConvertibleFloatingRateBond(StochasticProcess process, Exercise exercise, PricingEngine engine, double conversionRatio, SWIGTYPE_p_std__vectorTboost__shared_ptrTDividend_t_t dividends, CallabilityVector callability, QuoteHandle creditSpread, Date issueDate, int settlementDays, Xibor index, int fixingDays, DoubleVector spreads, DayCounter dayCounter, Schedule schedule) {
this(QuantLibJNI.new_ConvertibleFloatingRateBond__SWIG_1(StochasticProcess.getCPtr(process), Exercise.getCPtr(exercise), PricingEngine.getCPtr(engine), conversionRatio, SWIGTYPE_p_std__vectorTboost__shared_ptrTDividend_t_t.getCPtr(dividends), CallabilityVector.getCPtr(callability), QuoteHandle.getCPtr(creditSpread), Date.getCPtr(issueDate), settlementDays, Xibor.getCPtr(index), fixingDays, DoubleVector.getCPtr(spreads), DayCounter.getCPtr(dayCounter), Schedule.getCPtr(schedule)), true);
}
}
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