1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
|
/* ----------------------------------------------------------------------------
* 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 UsdLiborSwapIsdaFixAm extends SwapIndex {
private transient long swigCPtr;
protected UsdLiborSwapIsdaFixAm(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.UsdLiborSwapIsdaFixAm_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(UsdLiborSwapIsdaFixAm obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_UsdLiborSwapIsdaFixAm(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public UsdLiborSwapIsdaFixAm(Period tenor, YieldTermStructureHandle h) {
this(QuantLibJNI.new_UsdLiborSwapIsdaFixAm__SWIG_0(Period.getCPtr(tenor), tenor, YieldTermStructureHandle.getCPtr(h), h), true);
}
public UsdLiborSwapIsdaFixAm(Period tenor) {
this(QuantLibJNI.new_UsdLiborSwapIsdaFixAm__SWIG_1(Period.getCPtr(tenor), tenor), true);
}
public UsdLiborSwapIsdaFixAm(Period tenor, YieldTermStructureHandle h1, YieldTermStructureHandle h2) {
this(QuantLibJNI.new_UsdLiborSwapIsdaFixAm__SWIG_2(Period.getCPtr(tenor), tenor, YieldTermStructureHandle.getCPtr(h1), h1, YieldTermStructureHandle.getCPtr(h2), h2), true);
}
}
|
