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/* ----------------------------------------------------------------------------
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* This file was automatically generated by SWIG (http://www.swig.org).
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* Do not make changes to this file unless you know what you are doing--modify
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* the SWIG interface file instead.
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* ----------------------------------------------------------------------------- */
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public class EurliborSwapFixBvs3M extends SwapIndex {
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private long swigCPtr;
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protected EurliborSwapFixBvs3M(long cPtr, boolean cMemoryOwn) {
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super(QuantLibJNI.SWIGEurliborSwapFixBvs3MUpcast(cPtr), cMemoryOwn);
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protected static long getCPtr(EurliborSwapFixBvs3M obj) {
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return (obj == null) ? 0 : obj.swigCPtr;
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protected void finalize() {
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public synchronized void delete() {
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if(swigCPtr != 0 && swigCMemOwn) {
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QuantLibJNI.delete_EurliborSwapFixBvs3M(swigCPtr);
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public EurliborSwapFixBvs3M(Period tenor, YieldTermStructureHandle h) {
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this(QuantLibJNI.new_EurliborSwapFixBvs3M__SWIG_0(Period.getCPtr(tenor), tenor, YieldTermStructureHandle.getCPtr(h), h), true);
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public EurliborSwapFixBvs3M(Period tenor) {
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this(QuantLibJNI.new_EurliborSwapFixBvs3M__SWIG_1(Period.getCPtr(tenor), tenor), true);