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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 FloatingRateCoupon extends CashFlow {
private long swigCPtr;
protected FloatingRateCoupon(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGFloatingRateCouponUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(FloatingRateCoupon obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_FloatingRateCoupon(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public double rate() {
return QuantLibJNI.FloatingRateCoupon_rate(swigCPtr);
}
public int fixingDays() {
return QuantLibJNI.FloatingRateCoupon_fixingDays(swigCPtr);
}
public double spread() {
return QuantLibJNI.FloatingRateCoupon_spread(swigCPtr);
}
public double indexFixing() {
return QuantLibJNI.FloatingRateCoupon_indexFixing(swigCPtr);
}
public Date fixingDate() {
return new Date(QuantLibJNI.FloatingRateCoupon_fixingDate(swigCPtr), true);
}
public FloatingRateCoupon() {
this(QuantLibJNI.new_FloatingRateCoupon(), true);
}
}
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