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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 IsdaCdsEngine extends PricingEngine {
private transient long swigCPtr;
protected IsdaCdsEngine(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.IsdaCdsEngine_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(IsdaCdsEngine obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_IsdaCdsEngine(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, _IsdaCdsEngine.NumericalFix numericalFix, _IsdaCdsEngine.AccrualBias accrualBias, _IsdaCdsEngine.ForwardsInCouponPeriod forwardsInCouponPeriod) {
this(QuantLibJNI.new_IsdaCdsEngine__SWIG_0(DefaultProbabilityTermStructureHandle.getCPtr(probability), probability, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, numericalFix.swigValue(), accrualBias.swigValue(), forwardsInCouponPeriod.swigValue()), true);
}
public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, _IsdaCdsEngine.NumericalFix numericalFix, _IsdaCdsEngine.AccrualBias accrualBias) {
this(QuantLibJNI.new_IsdaCdsEngine__SWIG_1(DefaultProbabilityTermStructureHandle.getCPtr(probability), probability, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, numericalFix.swigValue(), accrualBias.swigValue()), true);
}
public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, _IsdaCdsEngine.NumericalFix numericalFix) {
this(QuantLibJNI.new_IsdaCdsEngine__SWIG_2(DefaultProbabilityTermStructureHandle.getCPtr(probability), probability, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, numericalFix.swigValue()), true);
}
public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows) {
this(QuantLibJNI.new_IsdaCdsEngine__SWIG_3(DefaultProbabilityTermStructureHandle.getCPtr(probability), probability, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows), true);
}
public IsdaCdsEngine(DefaultProbabilityTermStructureHandle probability, double recoveryRate, YieldTermStructureHandle discountCurve) {
this(QuantLibJNI.new_IsdaCdsEngine__SWIG_4(DefaultProbabilityTermStructureHandle.getCPtr(probability), probability, recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve), true);
}
public final static _IsdaCdsEngine.NumericalFix None = _IsdaCdsEngine.NumericalFix.swigToEnum(QuantLibJNI.IsdaCdsEngine_None_get());
public final static _IsdaCdsEngine.NumericalFix Taylor = _IsdaCdsEngine.NumericalFix.swigToEnum(QuantLibJNI.IsdaCdsEngine_Taylor_get());
public final static _IsdaCdsEngine.AccrualBias HalfDayBias = _IsdaCdsEngine.AccrualBias.swigToEnum(QuantLibJNI.IsdaCdsEngine_HalfDayBias_get());
public final static _IsdaCdsEngine.AccrualBias NoBias = _IsdaCdsEngine.AccrualBias.swigToEnum(QuantLibJNI.IsdaCdsEngine_NoBias_get());
public final static _IsdaCdsEngine.ForwardsInCouponPeriod Flat = _IsdaCdsEngine.ForwardsInCouponPeriod.swigToEnum(QuantLibJNI.IsdaCdsEngine_Flat_get());
public final static _IsdaCdsEngine.ForwardsInCouponPeriod Piecewise = _IsdaCdsEngine.ForwardsInCouponPeriod.swigToEnum(QuantLibJNI.IsdaCdsEngine_Piecewise_get());
}
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