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 CapFloor extends Instrument implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable { 012 private transient long swigCPtr; 013 private transient boolean swigCMemOwnDerived; 014 015 protected CapFloor(long cPtr, boolean cMemoryOwn) { 016 super(QuantLibJNI.CapFloor_SWIGSmartPtrUpcast(cPtr), true); 017 swigCMemOwnDerived = cMemoryOwn; 018 swigCPtr = cPtr; 019 } 020 021 protected static long getCPtr(CapFloor 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_CapFloor(swigCPtr); 040 } 041 swigCPtr = 0; 042 } 043 super.delete(); 044 } 045 046 public double impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy, long maxEvaluations, double minVol, double maxVol, VolatilityType type, double displacement) { 047 return QuantLibJNI.CapFloor_impliedVolatility__SWIG_0(swigCPtr, this, price, YieldTermStructureHandle.getCPtr(disc), disc, guess, accuracy, maxEvaluations, minVol, maxVol, type.swigValue(), displacement); 048 } 049 050 public double impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy, long maxEvaluations, double minVol, double maxVol, VolatilityType type) { 051 return QuantLibJNI.CapFloor_impliedVolatility__SWIG_1(swigCPtr, this, price, YieldTermStructureHandle.getCPtr(disc), disc, guess, accuracy, maxEvaluations, minVol, maxVol, type.swigValue()); 052 } 053 054 public double impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy, long maxEvaluations, double minVol, double maxVol) { 055 return QuantLibJNI.CapFloor_impliedVolatility__SWIG_2(swigCPtr, this, price, YieldTermStructureHandle.getCPtr(disc), disc, guess, accuracy, maxEvaluations, minVol, maxVol); 056 } 057 058 public double impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy, long maxEvaluations, double minVol) { 059 return QuantLibJNI.CapFloor_impliedVolatility__SWIG_3(swigCPtr, this, price, YieldTermStructureHandle.getCPtr(disc), disc, guess, accuracy, maxEvaluations, minVol); 060 } 061 062 public double impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy, long maxEvaluations) { 063 return QuantLibJNI.CapFloor_impliedVolatility__SWIG_4(swigCPtr, this, price, YieldTermStructureHandle.getCPtr(disc), disc, guess, accuracy, maxEvaluations); 064 } 065 066 public double impliedVolatility(double price, YieldTermStructureHandle disc, double guess, double accuracy) { 067 return QuantLibJNI.CapFloor_impliedVolatility__SWIG_5(swigCPtr, this, price, YieldTermStructureHandle.getCPtr(disc), disc, guess, accuracy); 068 } 069 070 public double impliedVolatility(double price, YieldTermStructureHandle disc, double guess) { 071 return QuantLibJNI.CapFloor_impliedVolatility__SWIG_6(swigCPtr, this, price, YieldTermStructureHandle.getCPtr(disc), disc, guess); 072 } 073 074 public Leg floatingLeg() { 075 return new Leg(QuantLibJNI.CapFloor_floatingLeg(swigCPtr, this), false); 076 } 077 078 public DoubleVector capRates() { 079 return new DoubleVector(QuantLibJNI.CapFloor_capRates(swigCPtr, this), false); 080 } 081 082 public DoubleVector floorRates() { 083 return new DoubleVector(QuantLibJNI.CapFloor_floorRates(swigCPtr, this), false); 084 } 085 086 public Date startDate() { 087 return new Date(QuantLibJNI.CapFloor_startDate(swigCPtr, this), true); 088 } 089 090 public Date maturityDate() { 091 return new Date(QuantLibJNI.CapFloor_maturityDate(swigCPtr, this), true); 092 } 093 094 public CapFloor.Type type() { 095 return CapFloor.Type.swigToEnum(QuantLibJNI.CapFloor_type(swigCPtr, this)); 096 } 097 098 public double atmRate(YieldTermStructure discountCurve) { 099 return QuantLibJNI.CapFloor_atmRate(swigCPtr, this, YieldTermStructure.getCPtr(discountCurve), discountCurve); 100 } 101 102 public double vega() { 103 return QuantLibJNI.CapFloor_vega(swigCPtr, this); 104 } 105 106 public DoubleVector optionletsPrice() { 107 return new DoubleVector(QuantLibJNI.CapFloor_optionletsPrice(swigCPtr, this), true); 108 } 109 110 public DoubleVector optionletsVega() { 111 return new DoubleVector(QuantLibJNI.CapFloor_optionletsVega(swigCPtr, this), true); 112 } 113 114 public DoubleVector optionletsDelta() { 115 return new DoubleVector(QuantLibJNI.CapFloor_optionletsDelta(swigCPtr, this), true); 116 } 117 118 public DoubleVector optionletsDiscountFactor() { 119 return new DoubleVector(QuantLibJNI.CapFloor_optionletsDiscountFactor(swigCPtr, this), true); 120 } 121 122 public DoubleVector optionletsAtmForward() { 123 return new DoubleVector(QuantLibJNI.CapFloor_optionletsAtmForward(swigCPtr, this), true); 124 } 125 126 public DoubleVector optionletsStdDev() { 127 return new DoubleVector(QuantLibJNI.CapFloor_optionletsStdDev(swigCPtr, this), true); 128 } 129 130 public final static class Type { 131 public final static CapFloor.Type Cap = new CapFloor.Type("Cap"); 132 public final static CapFloor.Type Floor = new CapFloor.Type("Floor"); 133 public final static CapFloor.Type Collar = new CapFloor.Type("Collar"); 134 135 public final int swigValue() { 136 return swigValue; 137 } 138 139 public String toString() { 140 return swigName; 141 } 142 143 public static Type swigToEnum(int swigValue) { 144 if (swigValue < swigValues.length && swigValue >= 0 && swigValues[swigValue].swigValue == swigValue) 145 return swigValues[swigValue]; 146 for (int i = 0; i < swigValues.length; i++) 147 if (swigValues[i].swigValue == swigValue) 148 return swigValues[i]; 149 throw new IllegalArgumentException("No enum " + Type.class + " with value " + swigValue); 150 } 151 152 private Type(String swigName) { 153 this.swigName = swigName; 154 this.swigValue = swigNext++; 155 } 156 157 private Type(String swigName, int swigValue) { 158 this.swigName = swigName; 159 this.swigValue = swigValue; 160 swigNext = swigValue+1; 161 } 162 163 private Type(String swigName, Type swigEnum) { 164 this.swigName = swigName; 165 this.swigValue = swigEnum.swigValue; 166 swigNext = this.swigValue+1; 167 } 168 169 private static Type[] swigValues = { Cap, Floor, Collar }; 170 private static int swigNext = 0; 171 private final int swigValue; 172 private final String swigName; 173 } 174 175}