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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 InArrearIndexedCoupon extends IndexedCoupon {
private long swigCPtr;
protected InArrearIndexedCoupon(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGInArrearIndexedCouponUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(InArrearIndexedCoupon obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_InArrearIndexedCoupon(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public InArrearIndexedCoupon(double nominal, Date paymentDate, Xibor index, Date startDate, Date endDate, int fixingDays, double spread, Date refPeriodStart, Date refPeriodEnd, DayCounter dayCounter) {
this(QuantLibJNI.new_InArrearIndexedCoupon__SWIG_0(nominal, Date.getCPtr(paymentDate), Xibor.getCPtr(index), Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, spread, Date.getCPtr(refPeriodStart), Date.getCPtr(refPeriodEnd), DayCounter.getCPtr(dayCounter)), true);
}
public InArrearIndexedCoupon(double nominal, Date paymentDate, Xibor index, Date startDate, Date endDate, int fixingDays, double spread, Date refPeriodStart, Date refPeriodEnd) {
this(QuantLibJNI.new_InArrearIndexedCoupon__SWIG_1(nominal, Date.getCPtr(paymentDate), Xibor.getCPtr(index), Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, spread, Date.getCPtr(refPeriodStart), Date.getCPtr(refPeriodEnd)), true);
}
public InArrearIndexedCoupon(double nominal, Date paymentDate, Xibor index, Date startDate, Date endDate, int fixingDays, double spread, Date refPeriodStart) {
this(QuantLibJNI.new_InArrearIndexedCoupon__SWIG_2(nominal, Date.getCPtr(paymentDate), Xibor.getCPtr(index), Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, spread, Date.getCPtr(refPeriodStart)), true);
}
public InArrearIndexedCoupon(double nominal, Date paymentDate, Xibor index, Date startDate, Date endDate, int fixingDays, double spread) {
this(QuantLibJNI.new_InArrearIndexedCoupon__SWIG_3(nominal, Date.getCPtr(paymentDate), Xibor.getCPtr(index), Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays, spread), true);
}
public InArrearIndexedCoupon(double nominal, Date paymentDate, Xibor index, Date startDate, Date endDate, int fixingDays) {
this(QuantLibJNI.new_InArrearIndexedCoupon__SWIG_4(nominal, Date.getCPtr(paymentDate), Xibor.getCPtr(index), Date.getCPtr(startDate), Date.getCPtr(endDate), fixingDays), true);
}
public void setCapletVolatility(CapletVolatilityStructureHandle c) {
QuantLibJNI.InArrearIndexedCoupon_setCapletVolatility(swigCPtr, CapletVolatilityStructureHandle.getCPtr(c));
}
}
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