//------------------------------------------------------------------------------
// <auto-generated />
//
// This file was automatically generated by SWIG (http://www.swig.org).
// Version 4.0.1
//
// Do not make changes to this file unless you know what you are doing--modify
// the SWIG interface file instead.
//------------------------------------------------------------------------------

namespace QuantLib {

public class AmortizingFloatingRateBond : Bond {
  private global::System.Runtime.InteropServices.HandleRef swigCPtr;
  private bool swigCMemOwnDerived;

  internal AmortizingFloatingRateBond(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.AmortizingFloatingRateBond_SWIGSmartPtrUpcast(cPtr), true) {
    swigCMemOwnDerived = cMemoryOwn;
    swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
  }

  internal static global::System.Runtime.InteropServices.HandleRef getCPtr(AmortizingFloatingRateBond obj) {
    return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
  }

  protected override void Dispose(bool disposing) {
    lock(this) {
      if (swigCPtr.Handle != global::System.IntPtr.Zero) {
        if (swigCMemOwnDerived) {
          swigCMemOwnDerived = false;
          NQuantLibcPINVOKE.delete_AmortizingFloatingRateBond(swigCPtr);
        }
        swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
      }
      base.Dispose(disposing);
    }
  }

  public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, bool inArrears, Date issueDate) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_0(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads), DoubleVector.getCPtr(caps), DoubleVector.getCPtr(floors), inArrears, Date.getCPtr(issueDate)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors, bool inArrears) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_1(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads), DoubleVector.getCPtr(caps), DoubleVector.getCPtr(floors), inArrears), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps, DoubleVector floors) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_2(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads), DoubleVector.getCPtr(caps), DoubleVector.getCPtr(floors)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings, DoubleVector spreads, DoubleVector caps) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_3(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads), DoubleVector.getCPtr(caps)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings, DoubleVector spreads) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_4(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings), DoubleVector.getCPtr(spreads)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays, DoubleVector gearings) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_5(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays, DoubleVector.getCPtr(gearings)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, uint fixingDays) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_6(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention, fixingDays), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_7(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter), (int)paymentConvention), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public AmortizingFloatingRateBond(uint settlementDays, DoubleVector notional, Schedule schedule, IborIndex index, DayCounter accrualDayCounter) : this(NQuantLibcPINVOKE.new_AmortizingFloatingRateBond__SWIG_8(settlementDays, DoubleVector.getCPtr(notional), Schedule.getCPtr(schedule), IborIndex.getCPtr(index), DayCounter.getCPtr(accrualDayCounter)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

}

}
