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Java language binding for QuantLib
There is a newer version: 1.36.0
/* ----------------------------------------------------------------------------
 * This file was automatically generated by SWIG (https://www.swig.org).
 * Version 4.2.1
 *
 * 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 AssetSwap extends Swap implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
  private transient long swigCPtr;
  private transient boolean swigCMemOwnDerived;

  protected AssetSwap(long cPtr, boolean cMemoryOwn) {
    super(QuantLibJNI.AssetSwap_SWIGSmartPtrUpcast(cPtr), true);
    swigCMemOwnDerived = cMemoryOwn;
    swigCPtr = cPtr;
  }

  protected static long getCPtr(AssetSwap obj) {
    return (obj == null) ? 0 : obj.swigCPtr;
  }

  protected void swigSetCMemOwn(boolean own) {
    swigCMemOwnDerived = own;
    super.swigSetCMemOwn(own);
  }

  @SuppressWarnings({"deprecation", "removal"})
  protected void finalize() {
    delete();
  }

  public synchronized void delete() {
    if (swigCPtr != 0) {
      if (swigCMemOwnDerived) {
        swigCMemOwnDerived = false;
        QuantLibJNI.delete_AssetSwap(swigCPtr);
      }
      swigCPtr = 0;
    }
    super.delete();
  }

  public AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount, boolean parAssetSwap) {
    this(QuantLibJNI.new_AssetSwap__SWIG_0(payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t.getCPtr(bond), bondCleanPrice, IborIndex.getCPtr(index), index, spread, Schedule.getCPtr(floatSchedule), floatSchedule, DayCounter.getCPtr(floatingDayCount), floatingDayCount, parAssetSwap), true);
  }

  public AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule, DayCounter floatingDayCount) {
    this(QuantLibJNI.new_AssetSwap__SWIG_1(payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t.getCPtr(bond), bondCleanPrice, IborIndex.getCPtr(index), index, spread, Schedule.getCPtr(floatSchedule), floatSchedule, DayCounter.getCPtr(floatingDayCount), floatingDayCount), true);
  }

  public AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread, Schedule floatSchedule) {
    this(QuantLibJNI.new_AssetSwap__SWIG_2(payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t.getCPtr(bond), bondCleanPrice, IborIndex.getCPtr(index), index, spread, Schedule.getCPtr(floatSchedule), floatSchedule), true);
  }

  public AssetSwap(boolean payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t bond, double bondCleanPrice, IborIndex index, double spread) {
    this(QuantLibJNI.new_AssetSwap__SWIG_3(payFixedRate, SWIGTYPE_p_ext__shared_ptrT_Bond_t.getCPtr(bond), bondCleanPrice, IborIndex.getCPtr(index), index, spread), true);
  }

  public double fairCleanPrice() {
    return QuantLibJNI.AssetSwap_fairCleanPrice(swigCPtr, this);
  }

  public double fairSpread() {
    return QuantLibJNI.AssetSwap_fairSpread(swigCPtr, this);
  }

}