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 CallableBond extends Bond implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected CallableBond(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.CallableBond_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(CallableBond 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_CallableBond(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public CallabilitySchedule callability() {
047    return new CallabilitySchedule(QuantLibJNI.CallableBond_callability(swigCPtr, this), false);
048  }
049
050  public double impliedVolatility(BondPrice targetPrice, YieldTermStructureHandle discountCurve, double accuracy, long maxEvaluations, double minVol, double maxVol) {
051    return QuantLibJNI.CallableBond_impliedVolatility__SWIG_0(swigCPtr, this, BondPrice.getCPtr(targetPrice), targetPrice, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, accuracy, maxEvaluations, minVol, maxVol);
052  }
053
054  public double impliedVolatility(double targetValue, YieldTermStructureHandle discountCurve, double accuracy, long maxEvaluations, double minVol, double maxVol) {
055    return QuantLibJNI.CallableBond_impliedVolatility__SWIG_1(swigCPtr, this, targetValue, YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, accuracy, maxEvaluations, minVol, maxVol);
056  }
057
058  public double OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy, long maxIterations, double guess) {
059    return QuantLibJNI.CallableBond_OAS__SWIG_0(swigCPtr, this, cleanPrice, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy, maxIterations, guess);
060  }
061
062  public double OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy, long maxIterations) {
063    return QuantLibJNI.CallableBond_OAS__SWIG_1(swigCPtr, this, cleanPrice, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy, maxIterations);
064  }
065
066  public double OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate, double accuracy) {
067    return QuantLibJNI.CallableBond_OAS__SWIG_2(swigCPtr, this, cleanPrice, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlementDate), settlementDate, accuracy);
068  }
069
070  public double OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq, Date settlementDate) {
071    return QuantLibJNI.CallableBond_OAS__SWIG_3(swigCPtr, this, cleanPrice, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue(), Date.getCPtr(settlementDate), settlementDate);
072  }
073
074  public double OAS(double cleanPrice, YieldTermStructureHandle engineTS, DayCounter dc, Compounding compounding, Frequency freq) {
075    return QuantLibJNI.CallableBond_OAS__SWIG_4(swigCPtr, this, cleanPrice, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dc), dc, compounding.swigValue(), freq.swigValue());
076  }
077
078  public double cleanPriceOAS(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, Date settlementDate) {
079    return QuantLibJNI.CallableBond_cleanPriceOAS__SWIG_0(swigCPtr, this, oas, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), Date.getCPtr(settlementDate), settlementDate);
080  }
081
082  public double cleanPriceOAS(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
083    return QuantLibJNI.CallableBond_cleanPriceOAS__SWIG_1(swigCPtr, this, oas, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
084  }
085
086  public double effectiveDuration(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, double bump) {
087    return QuantLibJNI.CallableBond_effectiveDuration__SWIG_0(swigCPtr, this, oas, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), bump);
088  }
089
090  public double effectiveDuration(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
091    return QuantLibJNI.CallableBond_effectiveDuration__SWIG_1(swigCPtr, this, oas, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
092  }
093
094  public double effectiveConvexity(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency, double bump) {
095    return QuantLibJNI.CallableBond_effectiveConvexity__SWIG_0(swigCPtr, this, oas, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue(), bump);
096  }
097
098  public double effectiveConvexity(double oas, YieldTermStructureHandle engineTS, DayCounter dayCounter, Compounding compounding, Frequency frequency) {
099    return QuantLibJNI.CallableBond_effectiveConvexity__SWIG_1(swigCPtr, this, oas, YieldTermStructureHandle.getCPtr(engineTS), engineTS, DayCounter.getCPtr(dayCounter), dayCounter, compounding.swigValue(), frequency.swigValue());
100  }
101
102}