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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 IborIndex extends InterestRateIndex {
private transient long swigCPtr;
protected IborIndex(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.IborIndex_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(IborIndex obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_IborIndex(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public IborIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter, YieldTermStructureHandle h) {
this(QuantLibJNI.new_IborIndex__SWIG_0(familyName, Period.getCPtr(tenor), tenor, settlementDays, Currency.getCPtr(currency), currency, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, DayCounter.getCPtr(dayCounter), dayCounter, YieldTermStructureHandle.getCPtr(h), h), true);
}
public IborIndex(String familyName, Period tenor, int settlementDays, Currency currency, Calendar calendar, BusinessDayConvention convention, boolean endOfMonth, DayCounter dayCounter) {
this(QuantLibJNI.new_IborIndex__SWIG_1(familyName, Period.getCPtr(tenor), tenor, settlementDays, Currency.getCPtr(currency), currency, Calendar.getCPtr(calendar), calendar, convention.swigValue(), endOfMonth, DayCounter.getCPtr(dayCounter), dayCounter), true);
}
public BusinessDayConvention businessDayConvention() {
return BusinessDayConvention.swigToEnum(QuantLibJNI.IborIndex_businessDayConvention(swigCPtr, this));
}
public boolean endOfMonth() {
return QuantLibJNI.IborIndex_endOfMonth(swigCPtr, this);
}
public YieldTermStructureHandle forwardingTermStructure() {
return new YieldTermStructureHandle(QuantLibJNI.IborIndex_forwardingTermStructure(swigCPtr, this), true);
}
public IborIndex clone(YieldTermStructureHandle h) {
return new IborIndex(QuantLibJNI.IborIndex_clone(swigCPtr, this, YieldTermStructureHandle.getCPtr(h), h), true);
}
}
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