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 CapFloorTermVolatilityStructureHandle implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  protected transient boolean swigCMemOwn;
014
015  protected CapFloorTermVolatilityStructureHandle(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(CapFloorTermVolatilityStructureHandle obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected static long swigRelease(CapFloorTermVolatilityStructureHandle obj) {
025    long ptr = 0;
026    if (obj != null) {
027      if (!obj.swigCMemOwn)
028        throw new RuntimeException("Cannot release ownership as memory is not owned");
029      ptr = obj.swigCPtr;
030      obj.swigCMemOwn = false;
031      obj.delete();
032    }
033    return ptr;
034  }
035
036  @SuppressWarnings("deprecation")
037  protected void finalize() {
038    delete();
039  }
040
041  public synchronized void delete() {
042    if (swigCPtr != 0) {
043      if (swigCMemOwn) {
044        swigCMemOwn = false;
045        QuantLibJNI.delete_CapFloorTermVolatilityStructureHandle(swigCPtr);
046      }
047      swigCPtr = 0;
048    }
049  }
050
051  public CapFloorTermVolatilityStructureHandle(CapFloorTermVolatilityStructure arg0) {
052    this(QuantLibJNI.new_CapFloorTermVolatilityStructureHandle__SWIG_0(CapFloorTermVolatilityStructure.getCPtr(arg0), arg0), true);
053  }
054
055  public CapFloorTermVolatilityStructureHandle() {
056    this(QuantLibJNI.new_CapFloorTermVolatilityStructureHandle__SWIG_1(), true);
057  }
058
059  public CapFloorTermVolatilityStructure __deref__() {
060    long cPtr = QuantLibJNI.CapFloorTermVolatilityStructureHandle___deref__(swigCPtr, this);
061    return (cPtr == 0) ? null : new CapFloorTermVolatilityStructure(cPtr, true);
062  }
063
064  public CapFloorTermVolatilityStructure currentLink() {
065    long cPtr = QuantLibJNI.CapFloorTermVolatilityStructureHandle_currentLink(swigCPtr, this);
066    return (cPtr == 0) ? null : new CapFloorTermVolatilityStructure(cPtr, true);
067  }
068
069  public boolean empty() {
070    return QuantLibJNI.CapFloorTermVolatilityStructureHandle_empty(swigCPtr, this);
071  }
072
073  public Observable asObservable() {
074    long cPtr = QuantLibJNI.CapFloorTermVolatilityStructureHandle_asObservable(swigCPtr, this);
075    return (cPtr == 0) ? null : new Observable(cPtr, true);
076  }
077
078  public double volatility(Period length, double strike, boolean extrapolate) {
079    return QuantLibJNI.CapFloorTermVolatilityStructureHandle_volatility__SWIG_0(swigCPtr, this, Period.getCPtr(length), length, strike, extrapolate);
080  }
081
082  public double volatility(Period length, double strike) {
083    return QuantLibJNI.CapFloorTermVolatilityStructureHandle_volatility__SWIG_1(swigCPtr, this, Period.getCPtr(length), length, strike);
084  }
085
086  public double volatility(Date end, double strike, boolean extrapolate) {
087    return QuantLibJNI.CapFloorTermVolatilityStructureHandle_volatility__SWIG_2(swigCPtr, this, Date.getCPtr(end), end, strike, extrapolate);
088  }
089
090  public double volatility(Date end, double strike) {
091    return QuantLibJNI.CapFloorTermVolatilityStructureHandle_volatility__SWIG_3(swigCPtr, this, Date.getCPtr(end), end, strike);
092  }
093
094  public double volatility(double end, double strike, boolean extrapolate) {
095    return QuantLibJNI.CapFloorTermVolatilityStructureHandle_volatility__SWIG_4(swigCPtr, this, end, strike, extrapolate);
096  }
097
098  public double volatility(double end, double strike) {
099    return QuantLibJNI.CapFloorTermVolatilityStructureHandle_volatility__SWIG_5(swigCPtr, this, end, strike);
100  }
101
102  public double minStrike() {
103    return QuantLibJNI.CapFloorTermVolatilityStructureHandle_minStrike(swigCPtr, this);
104  }
105
106  public double maxStrike() {
107    return QuantLibJNI.CapFloorTermVolatilityStructureHandle_maxStrike(swigCPtr, this);
108  }
109
110  public DayCounter dayCounter() {
111    return new DayCounter(QuantLibJNI.CapFloorTermVolatilityStructureHandle_dayCounter(swigCPtr, this), true);
112  }
113
114  public double timeFromReference(Date date) {
115    return QuantLibJNI.CapFloorTermVolatilityStructureHandle_timeFromReference(swigCPtr, this, Date.getCPtr(date), date);
116  }
117
118  public Calendar calendar() {
119    return new Calendar(QuantLibJNI.CapFloorTermVolatilityStructureHandle_calendar(swigCPtr, this), true);
120  }
121
122  public Date referenceDate() {
123    return new Date(QuantLibJNI.CapFloorTermVolatilityStructureHandle_referenceDate(swigCPtr, this), true);
124  }
125
126  public Date maxDate() {
127    return new Date(QuantLibJNI.CapFloorTermVolatilityStructureHandle_maxDate(swigCPtr, this), true);
128  }
129
130  public double maxTime() {
131    return QuantLibJNI.CapFloorTermVolatilityStructureHandle_maxTime(swigCPtr, this);
132  }
133
134  public void enableExtrapolation() {
135    QuantLibJNI.CapFloorTermVolatilityStructureHandle_enableExtrapolation(swigCPtr, this);
136  }
137
138  public void disableExtrapolation() {
139    QuantLibJNI.CapFloorTermVolatilityStructureHandle_disableExtrapolation(swigCPtr, this);
140  }
141
142  public boolean allowsExtrapolation() {
143    return QuantLibJNI.CapFloorTermVolatilityStructureHandle_allowsExtrapolation(swigCPtr, this);
144  }
145
146}