001/* ----------------------------------------------------------------------------
002 * This file was automatically generated by SWIG (https://www.swig.org).
003 * Version 4.1.1
004 *
005 * Do not make changes to this file unless you know what you are doing - modify
006 * the SWIG interface file instead.
007 * ----------------------------------------------------------------------------- */
008
009package org.quantlib;
010
011public class AnalyticHestonEngine extends PricingEngine implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected AnalyticHestonEngine(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.AnalyticHestonEngine_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(AnalyticHestonEngine obj) {
022    return (obj == null) ? 0 : obj.swigCPtr;
023  }
024
025  protected void swigSetCMemOwn(boolean own) {
026    swigCMemOwnDerived = own;
027    super.swigSetCMemOwn(own);
028  }
029
030  @SuppressWarnings("deprecation")
031  protected void finalize() {
032    delete();
033  }
034
035  public synchronized void delete() {
036    if (swigCPtr != 0) {
037      if (swigCMemOwnDerived) {
038        swigCMemOwnDerived = false;
039        QuantLibJNI.delete_AnalyticHestonEngine(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public AnalyticHestonEngine(HestonModel model, long integrationOrder) {
047    this(QuantLibJNI.new_AnalyticHestonEngine__SWIG_0(HestonModel.getCPtr(model), model, integrationOrder), true);
048  }
049
050  public AnalyticHestonEngine(HestonModel model) {
051    this(QuantLibJNI.new_AnalyticHestonEngine__SWIG_1(HestonModel.getCPtr(model), model), true);
052  }
053
054  public AnalyticHestonEngine(HestonModel model, double relTolerance, long maxEvaluations) {
055    this(QuantLibJNI.new_AnalyticHestonEngine__SWIG_2(HestonModel.getCPtr(model), model, relTolerance, maxEvaluations), true);
056  }
057
058  public AnalyticHestonEngine(HestonModel model, AnalyticHestonEngine.ComplexLogFormula cpxLog, AnalyticHestonEngine_Integration itg, double andersenPiterbargEpsilon) {
059    this(QuantLibJNI.new_AnalyticHestonEngine__SWIG_3(HestonModel.getCPtr(model), model, cpxLog.swigValue(), AnalyticHestonEngine_Integration.getCPtr(itg), itg, andersenPiterbargEpsilon), true);
060  }
061
062  public AnalyticHestonEngine(HestonModel model, AnalyticHestonEngine.ComplexLogFormula cpxLog, AnalyticHestonEngine_Integration itg) {
063    this(QuantLibJNI.new_AnalyticHestonEngine__SWIG_4(HestonModel.getCPtr(model), model, cpxLog.swigValue(), AnalyticHestonEngine_Integration.getCPtr(itg), itg), true);
064  }
065
066  public DoublePair chF(double real, double imag, double t) {
067    return new DoublePair(QuantLibJNI.AnalyticHestonEngine_chF(swigCPtr, this, real, imag, t), true);
068  }
069
070  public final static class ComplexLogFormula {
071    public final static AnalyticHestonEngine.ComplexLogFormula Gatheral = new AnalyticHestonEngine.ComplexLogFormula("Gatheral");
072    public final static AnalyticHestonEngine.ComplexLogFormula BranchCorrection = new AnalyticHestonEngine.ComplexLogFormula("BranchCorrection");
073    public final static AnalyticHestonEngine.ComplexLogFormula AndersenPiterbarg = new AnalyticHestonEngine.ComplexLogFormula("AndersenPiterbarg");
074    public final static AnalyticHestonEngine.ComplexLogFormula AndersenPiterbargOptCV = new AnalyticHestonEngine.ComplexLogFormula("AndersenPiterbargOptCV");
075    public final static AnalyticHestonEngine.ComplexLogFormula AsymptoticChF = new AnalyticHestonEngine.ComplexLogFormula("AsymptoticChF");
076    public final static AnalyticHestonEngine.ComplexLogFormula OptimalCV = new AnalyticHestonEngine.ComplexLogFormula("OptimalCV");
077
078    public final int swigValue() {
079      return swigValue;
080    }
081
082    public String toString() {
083      return swigName;
084    }
085
086    public static ComplexLogFormula swigToEnum(int swigValue) {
087      if (swigValue < swigValues.length && swigValue >= 0 && swigValues[swigValue].swigValue == swigValue)
088        return swigValues[swigValue];
089      for (int i = 0; i < swigValues.length; i++)
090        if (swigValues[i].swigValue == swigValue)
091          return swigValues[i];
092      throw new IllegalArgumentException("No enum " + ComplexLogFormula.class + " with value " + swigValue);
093    }
094
095    private ComplexLogFormula(String swigName) {
096      this.swigName = swigName;
097      this.swigValue = swigNext++;
098    }
099
100    private ComplexLogFormula(String swigName, int swigValue) {
101      this.swigName = swigName;
102      this.swigValue = swigValue;
103      swigNext = swigValue+1;
104    }
105
106    private ComplexLogFormula(String swigName, ComplexLogFormula swigEnum) {
107      this.swigName = swigName;
108      this.swigValue = swigEnum.swigValue;
109      swigNext = this.swigValue+1;
110    }
111
112    private static ComplexLogFormula[] swigValues = { Gatheral, BranchCorrection, AndersenPiterbarg, AndersenPiterbargOptCV, AsymptoticChF, OptimalCV };
113    private static int swigNext = 0;
114    private final int swigValue;
115    private final String swigName;
116  }
117
118}