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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 VanillaSwap extends Swap {
private long swigCPtr;
protected VanillaSwap(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGVanillaSwapUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(VanillaSwap obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_VanillaSwap(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public VanillaSwap(boolean payFixedRate, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule floatSchedule, Xibor index, int indexFixingDays, double spread, DayCounter floatingDayCount, YieldTermStructureHandle termStructure) {
this(QuantLibJNI.new_VanillaSwap(payFixedRate, nominal, Schedule.getCPtr(fixedSchedule), fixedRate, DayCounter.getCPtr(fixedDayCount), Schedule.getCPtr(floatSchedule), Xibor.getCPtr(index), indexFixingDays, spread, DayCounter.getCPtr(floatingDayCount), YieldTermStructureHandle.getCPtr(termStructure)), true);
}
public double fairRate() {
return QuantLibJNI.VanillaSwap_fairRate(swigCPtr);
}
public double fairSpread() {
return QuantLibJNI.VanillaSwap_fairSpread(swigCPtr);
}
public double fixedLegBPS() {
return QuantLibJNI.VanillaSwap_fixedLegBPS(swigCPtr);
}
public double floatingLegBPS() {
return QuantLibJNI.VanillaSwap_floatingLegBPS(swigCPtr);
}
}
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