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 CapFloorTermVolSurface extends CapFloorTermVolatilityStructure implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected CapFloorTermVolSurface(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.CapFloorTermVolSurface_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(CapFloorTermVolSurface 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_CapFloorTermVolSurface(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes, DayCounter dc) {
047    this(QuantLibJNI.new_CapFloorTermVolSurface__SWIG_0(settlementDays, Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, DoubleVector.getCPtr(strikes), strikes, QuoteHandleVectorVector.getCPtr(quotes), quotes, DayCounter.getCPtr(dc), dc), true);
048  }
049
050  public CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes) {
051    this(QuantLibJNI.new_CapFloorTermVolSurface__SWIG_1(settlementDays, Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, DoubleVector.getCPtr(strikes), strikes, QuoteHandleVectorVector.getCPtr(quotes), quotes), true);
052  }
053
054  public CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes, DayCounter dc) {
055    this(QuantLibJNI.new_CapFloorTermVolSurface__SWIG_2(Date.getCPtr(settlementDate), settlementDate, Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, DoubleVector.getCPtr(strikes), strikes, QuoteHandleVectorVector.getCPtr(quotes), quotes, DayCounter.getCPtr(dc), dc), true);
056  }
057
058  public CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, QuoteHandleVectorVector quotes) {
059    this(QuantLibJNI.new_CapFloorTermVolSurface__SWIG_3(Date.getCPtr(settlementDate), settlementDate, Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, DoubleVector.getCPtr(strikes), strikes, QuoteHandleVectorVector.getCPtr(quotes), quotes), true);
060  }
061
062  public CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities, DayCounter dc) {
063    this(QuantLibJNI.new_CapFloorTermVolSurface__SWIG_4(Date.getCPtr(settlementDate), settlementDate, Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, DoubleVector.getCPtr(strikes), strikes, Matrix.getCPtr(volatilities), volatilities, DayCounter.getCPtr(dc), dc), true);
064  }
065
066  public CapFloorTermVolSurface(Date settlementDate, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities) {
067    this(QuantLibJNI.new_CapFloorTermVolSurface__SWIG_5(Date.getCPtr(settlementDate), settlementDate, Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, DoubleVector.getCPtr(strikes), strikes, Matrix.getCPtr(volatilities), volatilities), true);
068  }
069
070  public CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities, DayCounter dc) {
071    this(QuantLibJNI.new_CapFloorTermVolSurface__SWIG_6(settlementDays, Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, DoubleVector.getCPtr(strikes), strikes, Matrix.getCPtr(volatilities), volatilities, DayCounter.getCPtr(dc), dc), true);
072  }
073
074  public CapFloorTermVolSurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, DoubleVector strikes, Matrix volatilities) {
075    this(QuantLibJNI.new_CapFloorTermVolSurface__SWIG_7(settlementDays, Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, DoubleVector.getCPtr(strikes), strikes, Matrix.getCPtr(volatilities), volatilities), true);
076  }
077
078  public Date maxDate() {
079    return new Date(QuantLibJNI.CapFloorTermVolSurface_maxDate(swigCPtr, this), true);
080  }
081
082  public double minStrike() {
083    return QuantLibJNI.CapFloorTermVolSurface_minStrike(swigCPtr, this);
084  }
085
086  public double maxStrike() {
087    return QuantLibJNI.CapFloorTermVolSurface_maxStrike(swigCPtr, this);
088  }
089
090  public PeriodVector optionTenors() {
091    return new PeriodVector(QuantLibJNI.CapFloorTermVolSurface_optionTenors(swigCPtr, this), false);
092  }
093
094  public DateVector optionDates() {
095    return new DateVector(QuantLibJNI.CapFloorTermVolSurface_optionDates(swigCPtr, this), false);
096  }
097
098  public DoubleVector optionTimes() {
099    return new DoubleVector(QuantLibJNI.CapFloorTermVolSurface_optionTimes(swigCPtr, this), false);
100  }
101
102  public DoubleVector strikes() {
103    return new DoubleVector(QuantLibJNI.CapFloorTermVolSurface_strikes(swigCPtr, this), false);
104  }
105
106}