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 AnalyticPTDHestonEngine extends PricingEngine implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected AnalyticPTDHestonEngine(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.AnalyticPTDHestonEngine_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(AnalyticPTDHestonEngine 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_AnalyticPTDHestonEngine(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model, double relTolerance, long maxEvaluations) {
047    this(QuantLibJNI.new_AnalyticPTDHestonEngine__SWIG_0(PiecewiseTimeDependentHestonModel.getCPtr(model), model, relTolerance, maxEvaluations), true);
048  }
049
050  public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model, long integrationOrder) {
051    this(QuantLibJNI.new_AnalyticPTDHestonEngine__SWIG_1(PiecewiseTimeDependentHestonModel.getCPtr(model), model, integrationOrder), true);
052  }
053
054  public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model) {
055    this(QuantLibJNI.new_AnalyticPTDHestonEngine__SWIG_2(PiecewiseTimeDependentHestonModel.getCPtr(model), model), true);
056  }
057
058  public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model, AnalyticPTDHestonEngine.ComplexLogFormula cpxLog, AnalyticHestonEngine_Integration itg, double andersenPiterbargEpsilon) {
059    this(QuantLibJNI.new_AnalyticPTDHestonEngine__SWIG_3(PiecewiseTimeDependentHestonModel.getCPtr(model), model, cpxLog.swigValue(), AnalyticHestonEngine_Integration.getCPtr(itg), itg, andersenPiterbargEpsilon), true);
060  }
061
062  public AnalyticPTDHestonEngine(PiecewiseTimeDependentHestonModel model, AnalyticPTDHestonEngine.ComplexLogFormula cpxLog, AnalyticHestonEngine_Integration itg) {
063    this(QuantLibJNI.new_AnalyticPTDHestonEngine__SWIG_4(PiecewiseTimeDependentHestonModel.getCPtr(model), model, cpxLog.swigValue(), AnalyticHestonEngine_Integration.getCPtr(itg), itg), true);
064  }
065
066  public final static class ComplexLogFormula {
067    public final static AnalyticPTDHestonEngine.ComplexLogFormula Gatheral = new AnalyticPTDHestonEngine.ComplexLogFormula("Gatheral");
068    public final static AnalyticPTDHestonEngine.ComplexLogFormula AndersenPiterbarg = new AnalyticPTDHestonEngine.ComplexLogFormula("AndersenPiterbarg");
069
070    public final int swigValue() {
071      return swigValue;
072    }
073
074    public String toString() {
075      return swigName;
076    }
077
078    public static ComplexLogFormula swigToEnum(int swigValue) {
079      if (swigValue < swigValues.length && swigValue >= 0 && swigValues[swigValue].swigValue == swigValue)
080        return swigValues[swigValue];
081      for (int i = 0; i < swigValues.length; i++)
082        if (swigValues[i].swigValue == swigValue)
083          return swigValues[i];
084      throw new IllegalArgumentException("No enum " + ComplexLogFormula.class + " with value " + swigValue);
085    }
086
087    private ComplexLogFormula(String swigName) {
088      this.swigName = swigName;
089      this.swigValue = swigNext++;
090    }
091
092    private ComplexLogFormula(String swigName, int swigValue) {
093      this.swigName = swigName;
094      this.swigValue = swigValue;
095      swigNext = swigValue+1;
096    }
097
098    private ComplexLogFormula(String swigName, ComplexLogFormula swigEnum) {
099      this.swigName = swigName;
100      this.swigValue = swigEnum.swigValue;
101      swigNext = this.swigValue+1;
102    }
103
104    private static ComplexLogFormula[] swigValues = { Gatheral, AndersenPiterbarg };
105    private static int swigNext = 0;
106    private final int swigValue;
107    private final String swigName;
108  }
109
110}