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 CapFloorTermVolatilityStructure extends VolatilityTermStructure implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected CapFloorTermVolatilityStructure(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.CapFloorTermVolatilityStructure_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(CapFloorTermVolatilityStructure 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_CapFloorTermVolatilityStructure(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public double volatility(Period length, double strike, boolean extrapolate) {
047    return QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_0(swigCPtr, this, Period.getCPtr(length), length, strike, extrapolate);
048  }
049
050  public double volatility(Period length, double strike) {
051    return QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_1(swigCPtr, this, Period.getCPtr(length), length, strike);
052  }
053
054  public double volatility(Date end, double strike, boolean extrapolate) {
055    return QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_2(swigCPtr, this, Date.getCPtr(end), end, strike, extrapolate);
056  }
057
058  public double volatility(Date end, double strike) {
059    return QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_3(swigCPtr, this, Date.getCPtr(end), end, strike);
060  }
061
062  public double volatility(double end, double strike, boolean extrapolate) {
063    return QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_4(swigCPtr, this, end, strike, extrapolate);
064  }
065
066  public double volatility(double end, double strike) {
067    return QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_5(swigCPtr, this, end, strike);
068  }
069
070}