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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 SwapIndex extends InterestRateIndex {
private long swigCPtr;
protected SwapIndex(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGSwapIndexUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(SwapIndex obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_SwapIndex(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public SwapIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, Period fixedLegTenor, BusinessDayConvention fixedLegConvention, DayCounter fixedLegDayCounter, IborIndex iborIndex) {
this(QuantLibJNI.new_SwapIndex(familyName, Period.getCPtr(tenor), tenor, settlementDays, Currency.getCPtr(currency), currency, Calendar.getCPtr(calendar), calendar, Period.getCPtr(fixedLegTenor), fixedLegTenor, fixedLegConvention.swigValue(), DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, IborIndex.getCPtr(iborIndex), iborIndex), true);
}
public Period fixedLegTenor() {
return new Period(QuantLibJNI.SwapIndex_fixedLegTenor(swigCPtr, this), true);
}
public BusinessDayConvention fixedLegConvention() {
return BusinessDayConvention.swigToEnum(QuantLibJNI.SwapIndex_fixedLegConvention(swigCPtr, this));
}
public IborIndex iborIndex() {
return new IborIndex(QuantLibJNI.SwapIndex_iborIndex(swigCPtr, this), true);
}
}
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