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/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 1.3.33
*
* 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 FloatingRateBond extends Bond {
private long swigCPtr;
protected FloatingRateBond(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGFloatingRateBondUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(FloatingRateBond obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_FloatingRateBond(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public FloatingRateBond(long settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, long fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, boolean inArrears, double redemption, Date issueDate) {
this(QuantLibJNI.new_FloatingRateBond(settlementDays, faceAmount, Schedule.getCPtr(schedule), schedule, IborIndex.getCPtr(index), index, DayCounter.getCPtr(paymentDayCounter), paymentDayCounter, paymentConvention.swigValue(), fixingDays, DoubleVector.getCPtr(gearings), gearings, DoubleVector.getCPtr(spreads), spreads, DoubleVector.getCPtr(caps), caps, DoubleVector.getCPtr(floors), floors, inArrears, redemption, Date.getCPtr(issueDate), issueDate), true);
}
}
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