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 BlackVarianceSurface extends BlackVolTermStructure implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected BlackVarianceSurface(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.BlackVarianceSurface_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(BlackVarianceSurface 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_BlackVarianceSurface(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower, BlackVarianceSurface.Extrapolation upper, String interpolator) {
047    this(QuantLibJNI.new_BlackVarianceSurface__SWIG_0(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, DateVector.getCPtr(dates), dates, DoubleVector.getCPtr(strikes), strikes, Matrix.getCPtr(blackVols), blackVols, DayCounter.getCPtr(dayCounter), dayCounter, lower.swigValue(), upper.swigValue(), interpolator), true);
048  }
049
050  public BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower, BlackVarianceSurface.Extrapolation upper) {
051    this(QuantLibJNI.new_BlackVarianceSurface__SWIG_1(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, DateVector.getCPtr(dates), dates, DoubleVector.getCPtr(strikes), strikes, Matrix.getCPtr(blackVols), blackVols, DayCounter.getCPtr(dayCounter), dayCounter, lower.swigValue(), upper.swigValue()), true);
052  }
053
054  public BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, BlackVarianceSurface.Extrapolation lower) {
055    this(QuantLibJNI.new_BlackVarianceSurface__SWIG_2(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, DateVector.getCPtr(dates), dates, DoubleVector.getCPtr(strikes), strikes, Matrix.getCPtr(blackVols), blackVols, DayCounter.getCPtr(dayCounter), dayCounter, lower.swigValue()), true);
056  }
057
058  public BlackVarianceSurface(Date referenceDate, Calendar cal, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter) {
059    this(QuantLibJNI.new_BlackVarianceSurface__SWIG_3(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, DateVector.getCPtr(dates), dates, DoubleVector.getCPtr(strikes), strikes, Matrix.getCPtr(blackVols), blackVols, DayCounter.getCPtr(dayCounter), dayCounter), true);
060  }
061
062  public void setInterpolation(String interpolator) {
063    QuantLibJNI.BlackVarianceSurface_setInterpolation__SWIG_0(swigCPtr, this, interpolator);
064  }
065
066  public void setInterpolation() {
067    QuantLibJNI.BlackVarianceSurface_setInterpolation__SWIG_1(swigCPtr, this);
068  }
069
070  public final static class Extrapolation {
071    public final static BlackVarianceSurface.Extrapolation ConstantExtrapolation = new BlackVarianceSurface.Extrapolation("ConstantExtrapolation");
072    public final static BlackVarianceSurface.Extrapolation InterpolatorDefaultExtrapolation = new BlackVarianceSurface.Extrapolation("InterpolatorDefaultExtrapolation");
073
074    public final int swigValue() {
075      return swigValue;
076    }
077
078    public String toString() {
079      return swigName;
080    }
081
082    public static Extrapolation swigToEnum(int swigValue) {
083      if (swigValue < swigValues.length && swigValue >= 0 && swigValues[swigValue].swigValue == swigValue)
084        return swigValues[swigValue];
085      for (int i = 0; i < swigValues.length; i++)
086        if (swigValues[i].swigValue == swigValue)
087          return swigValues[i];
088      throw new IllegalArgumentException("No enum " + Extrapolation.class + " with value " + swigValue);
089    }
090
091    private Extrapolation(String swigName) {
092      this.swigName = swigName;
093      this.swigValue = swigNext++;
094    }
095
096    private Extrapolation(String swigName, int swigValue) {
097      this.swigName = swigName;
098      this.swigValue = swigValue;
099      swigNext = swigValue+1;
100    }
101
102    private Extrapolation(String swigName, Extrapolation swigEnum) {
103      this.swigName = swigName;
104      this.swigValue = swigEnum.swigValue;
105      swigNext = this.swigValue+1;
106    }
107
108    private static Extrapolation[] swigValues = { ConstantExtrapolation, InterpolatorDefaultExtrapolation };
109    private static int swigNext = 0;
110    private final int swigValue;
111    private final String swigName;
112  }
113
114}