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/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 3.0.12
*
* 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 Euribor365_1Y extends Euribor365 {
private transient long swigCPtr;
protected Euribor365_1Y(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.Euribor365_1Y_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(Euribor365_1Y obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_Euribor365_1Y(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public Euribor365_1Y(YieldTermStructureHandle h) {
this(QuantLibJNI.new_Euribor365_1Y__SWIG_0(YieldTermStructureHandle.getCPtr(h), h), true);
}
public Euribor365_1Y() {
this(QuantLibJNI.new_Euribor365_1Y__SWIG_1(), true);
}
}
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