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 BarrierOption extends OneAssetOption implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected BarrierOption(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.BarrierOption_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(BarrierOption 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_BarrierOption(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public BarrierOption(Barrier.Type barrierType, double barrier, double rebate, StrikedTypePayoff payoff, Exercise exercise) {
047    this(QuantLibJNI.new_BarrierOption(barrierType.swigValue(), barrier, rebate, StrikedTypePayoff.getCPtr(payoff), payoff, Exercise.getCPtr(exercise), exercise), true);
048  }
049
050  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol, double maxVol) {
051    return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_0(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, accuracy, maxEvaluations, minVol, maxVol);
052  }
053
054  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol) {
055    return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_1(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, accuracy, maxEvaluations, minVol);
056  }
057
058  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations) {
059    return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_2(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, accuracy, maxEvaluations);
060  }
061
062  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy) {
063    return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_3(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, accuracy);
064  }
065
066  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process) {
067    return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_4(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process);
068  }
069
070  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations, double minVol, double maxVol) {
071    return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_5(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, DividendSchedule.getCPtr(dividends), dividends, accuracy, maxEvaluations, minVol, maxVol);
072  }
073
074  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations, double minVol) {
075    return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_6(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, DividendSchedule.getCPtr(dividends), dividends, accuracy, maxEvaluations, minVol);
076  }
077
078  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy, long maxEvaluations) {
079    return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_7(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, DividendSchedule.getCPtr(dividends), dividends, accuracy, maxEvaluations);
080  }
081
082  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends, double accuracy) {
083    return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_8(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, DividendSchedule.getCPtr(dividends), dividends, accuracy);
084  }
085
086  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, DividendSchedule dividends) {
087    return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_9(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, DividendSchedule.getCPtr(dividends), dividends);
088  }
089
090}