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 BlackCalibrationHelper extends CalibrationHelper implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected BlackCalibrationHelper(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.BlackCalibrationHelper_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(BlackCalibrationHelper 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_BlackCalibrationHelper(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public void setPricingEngine(PricingEngine engine) {
047    QuantLibJNI.BlackCalibrationHelper_setPricingEngine(swigCPtr, this, PricingEngine.getCPtr(engine), engine);
048  }
049
050  public double marketValue() {
051    return QuantLibJNI.BlackCalibrationHelper_marketValue(swigCPtr, this);
052  }
053
054  public double modelValue() {
055    return QuantLibJNI.BlackCalibrationHelper_modelValue(swigCPtr, this);
056  }
057
058  public double impliedVolatility(double targetValue, double accuracy, long maxEvaluations, double minVol, double maxVol) {
059    return QuantLibJNI.BlackCalibrationHelper_impliedVolatility(swigCPtr, this, targetValue, accuracy, maxEvaluations, minVol, maxVol);
060  }
061
062  public double blackPrice(double volatility) {
063    return QuantLibJNI.BlackCalibrationHelper_blackPrice(swigCPtr, this, volatility);
064  }
065
066  public QuoteHandle volatility() {
067    return new QuoteHandle(QuantLibJNI.BlackCalibrationHelper_volatility(swigCPtr, this), true);
068  }
069
070  public VolatilityType volatilityType() {
071    return VolatilityType.swigToEnum(QuantLibJNI.BlackCalibrationHelper_volatilityType(swigCPtr, this));
072  }
073
074  public double calibrationError() {
075    return QuantLibJNI.BlackCalibrationHelper_calibrationError(swigCPtr, this);
076  }
077
078  public final static class CalibrationErrorType {
079    public final static BlackCalibrationHelper.CalibrationErrorType RelativePriceError = new BlackCalibrationHelper.CalibrationErrorType("RelativePriceError");
080    public final static BlackCalibrationHelper.CalibrationErrorType PriceError = new BlackCalibrationHelper.CalibrationErrorType("PriceError");
081    public final static BlackCalibrationHelper.CalibrationErrorType ImpliedVolError = new BlackCalibrationHelper.CalibrationErrorType("ImpliedVolError");
082
083    public final int swigValue() {
084      return swigValue;
085    }
086
087    public String toString() {
088      return swigName;
089    }
090
091    public static CalibrationErrorType swigToEnum(int swigValue) {
092      if (swigValue < swigValues.length && swigValue >= 0 && swigValues[swigValue].swigValue == swigValue)
093        return swigValues[swigValue];
094      for (int i = 0; i < swigValues.length; i++)
095        if (swigValues[i].swigValue == swigValue)
096          return swigValues[i];
097      throw new IllegalArgumentException("No enum " + CalibrationErrorType.class + " with value " + swigValue);
098    }
099
100    private CalibrationErrorType(String swigName) {
101      this.swigName = swigName;
102      this.swigValue = swigNext++;
103    }
104
105    private CalibrationErrorType(String swigName, int swigValue) {
106      this.swigName = swigName;
107      this.swigValue = swigValue;
108      swigNext = swigValue+1;
109    }
110
111    private CalibrationErrorType(String swigName, CalibrationErrorType swigEnum) {
112      this.swigName = swigName;
113      this.swigValue = swigEnum.swigValue;
114      swigNext = this.swigValue+1;
115    }
116
117    private static CalibrationErrorType[] swigValues = { RelativePriceError, PriceError, ImpliedVolError };
118    private static int swigNext = 0;
119    private final int swigValue;
120    private final String swigName;
121  }
122
123}