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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 FxSwapRateHelper extends RateHelper {
private transient long swigCPtr;
protected FxSwapRateHelper(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.FxSwapRateHelper_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(FxSwapRateHelper obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_FxSwapRateHelper(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public FxSwapRateHelper(QuoteHandle fwdPoint, QuoteHandle spotFx, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, boolean isFxBaseCurrencyCollateralCurrency, YieldTermStructureHandle coll, Calendar tradingCalendar) {
this(QuantLibJNI.new_FxSwapRateHelper__SWIG_0(QuoteHandle.getCPtr(fwdPoint), fwdPoint, QuoteHandle.getCPtr(spotFx), spotFx, Period.getCPtr(tenor), tenor, fixingDays, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, isFxBaseCurrencyCollateralCurrency, YieldTermStructureHandle.getCPtr(coll), coll, Calendar.getCPtr(tradingCalendar), tradingCalendar), true);
}
public FxSwapRateHelper(QuoteHandle fwdPoint, QuoteHandle spotFx, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, boolean isFxBaseCurrencyCollateralCurrency, YieldTermStructureHandle coll) {
this(QuantLibJNI.new_FxSwapRateHelper__SWIG_1(QuoteHandle.getCPtr(fwdPoint), fwdPoint, QuoteHandle.getCPtr(spotFx), spotFx, Period.getCPtr(tenor), tenor, fixingDays, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, isFxBaseCurrencyCollateralCurrency, YieldTermStructureHandle.getCPtr(coll), coll), true);
}
public FxSwapRateHelper(QuoteHandle fwdPoint, QuoteHandle spotFx, Period tenor, long fixingDays, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, boolean isFxBaseCurrencyCollateralCurrency) {
this(QuantLibJNI.new_FxSwapRateHelper__SWIG_2(QuoteHandle.getCPtr(fwdPoint), fwdPoint, QuoteHandle.getCPtr(spotFx), spotFx, Period.getCPtr(tenor), tenor, fixingDays, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, isFxBaseCurrencyCollateralCurrency), true);
}
}
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