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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 EquityCashFlow extends IndexedCashFlow implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
  private transient long swigCPtr;
  private transient boolean swigCMemOwnDerived;

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

  protected static long getCPtr(EquityCashFlow 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_EquityCashFlow(swigCPtr);
      }
      swigCPtr = 0;
    }
    super.delete();
  }

  public EquityCashFlow(double notional, EquityIndex index, Date baseDate, Date fixingDate, Date paymentDate, boolean growthOnly) {
    this(QuantLibJNI.new_EquityCashFlow__SWIG_0(notional, EquityIndex.getCPtr(index), index, Date.getCPtr(baseDate), baseDate, Date.getCPtr(fixingDate), fixingDate, Date.getCPtr(paymentDate), paymentDate, growthOnly), true);
  }

  public EquityCashFlow(double notional, EquityIndex index, Date baseDate, Date fixingDate, Date paymentDate) {
    this(QuantLibJNI.new_EquityCashFlow__SWIG_1(notional, EquityIndex.getCPtr(index), index, Date.getCPtr(baseDate), baseDate, Date.getCPtr(fixingDate), fixingDate, Date.getCPtr(paymentDate), paymentDate), true);
  }

  public void setPricer(EquityCashFlowPricer arg0) {
    QuantLibJNI.EquityCashFlow_setPricer(swigCPtr, this, EquityCashFlowPricer.getCPtr(arg0), arg0);
  }

}