org.quantlib.DiscountingSwapEngine Maven / Gradle / Ivy
Go to download
Show more of this group Show more artifacts with this name
Show all versions of quantlib Show documentation
Show all versions of quantlib Show documentation
Java language binding for QuantLib
/* ----------------------------------------------------------------------------
* 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 DiscountingSwapEngine extends PricingEngine implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
private transient long swigCPtr;
private transient boolean swigCMemOwnDerived;
protected DiscountingSwapEngine(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.DiscountingSwapEngine_SWIGSmartPtrUpcast(cPtr), true);
swigCMemOwnDerived = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(DiscountingSwapEngine 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_DiscountingSwapEngine(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public DiscountingSwapEngine(YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate, Date npvDate) {
this(QuantLibJNI.new_DiscountingSwapEngine__SWIG_0(YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate), true);
}
public DiscountingSwapEngine(YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows, Date settlementDate) {
this(QuantLibJNI.new_DiscountingSwapEngine__SWIG_1(YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows, Date.getCPtr(settlementDate), settlementDate), true);
}
public DiscountingSwapEngine(YieldTermStructureHandle discountCurve, boolean includeSettlementDateFlows) {
this(QuantLibJNI.new_DiscountingSwapEngine__SWIG_2(YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, includeSettlementDateFlows), true);
}
public DiscountingSwapEngine(YieldTermStructureHandle discountCurve, Date settlementDate, Date npvDate) {
this(QuantLibJNI.new_DiscountingSwapEngine__SWIG_3(YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, Date.getCPtr(settlementDate), settlementDate, Date.getCPtr(npvDate), npvDate), true);
}
public DiscountingSwapEngine(YieldTermStructureHandle discountCurve, Date settlementDate) {
this(QuantLibJNI.new_DiscountingSwapEngine__SWIG_4(YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, Date.getCPtr(settlementDate), settlementDate), true);
}
public DiscountingSwapEngine(YieldTermStructureHandle discountCurve) {
this(QuantLibJNI.new_DiscountingSwapEngine__SWIG_5(YieldTermStructureHandle.getCPtr(discountCurve), discountCurve), true);
}
}