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 CdsOption extends Option implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected CdsOption(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.CdsOption_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(CdsOption 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_CdsOption(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public CdsOption(CreditDefaultSwap swap, Exercise exercise, boolean knocksOut) {
047    this(QuantLibJNI.new_CdsOption__SWIG_0(CreditDefaultSwap.getCPtr(swap), swap, Exercise.getCPtr(exercise), exercise, knocksOut), true);
048  }
049
050  public CdsOption(CreditDefaultSwap swap, Exercise exercise) {
051    this(QuantLibJNI.new_CdsOption__SWIG_1(CreditDefaultSwap.getCPtr(swap), swap, Exercise.getCPtr(exercise), exercise), true);
052  }
053
054  public double atmRate() {
055    return QuantLibJNI.CdsOption_atmRate(swigCPtr, this);
056  }
057
058  public double riskyAnnuity() {
059    return QuantLibJNI.CdsOption_riskyAnnuity(swigCPtr, this);
060  }
061
062  public double impliedVolatility(double price, YieldTermStructureHandle termStructure, DefaultProbabilityTermStructureHandle arg2, double recoveryRate, double accuracy, long maxEvaluations, double minVol, double maxVol) {
063    return QuantLibJNI.CdsOption_impliedVolatility__SWIG_0(swigCPtr, this, price, YieldTermStructureHandle.getCPtr(termStructure), termStructure, DefaultProbabilityTermStructureHandle.getCPtr(arg2), arg2, recoveryRate, accuracy, maxEvaluations, minVol, maxVol);
064  }
065
066  public double impliedVolatility(double price, YieldTermStructureHandle termStructure, DefaultProbabilityTermStructureHandle arg2, double recoveryRate, double accuracy, long maxEvaluations, double minVol) {
067    return QuantLibJNI.CdsOption_impliedVolatility__SWIG_1(swigCPtr, this, price, YieldTermStructureHandle.getCPtr(termStructure), termStructure, DefaultProbabilityTermStructureHandle.getCPtr(arg2), arg2, recoveryRate, accuracy, maxEvaluations, minVol);
068  }
069
070  public double impliedVolatility(double price, YieldTermStructureHandle termStructure, DefaultProbabilityTermStructureHandle arg2, double recoveryRate, double accuracy, long maxEvaluations) {
071    return QuantLibJNI.CdsOption_impliedVolatility__SWIG_2(swigCPtr, this, price, YieldTermStructureHandle.getCPtr(termStructure), termStructure, DefaultProbabilityTermStructureHandle.getCPtr(arg2), arg2, recoveryRate, accuracy, maxEvaluations);
072  }
073
074  public double impliedVolatility(double price, YieldTermStructureHandle termStructure, DefaultProbabilityTermStructureHandle arg2, double recoveryRate, double accuracy) {
075    return QuantLibJNI.CdsOption_impliedVolatility__SWIG_3(swigCPtr, this, price, YieldTermStructureHandle.getCPtr(termStructure), termStructure, DefaultProbabilityTermStructureHandle.getCPtr(arg2), arg2, recoveryRate, accuracy);
076  }
077
078  public double impliedVolatility(double price, YieldTermStructureHandle termStructure, DefaultProbabilityTermStructureHandle arg2, double recoveryRate) {
079    return QuantLibJNI.CdsOption_impliedVolatility__SWIG_4(swigCPtr, this, price, YieldTermStructureHandle.getCPtr(termStructure), termStructure, DefaultProbabilityTermStructureHandle.getCPtr(arg2), arg2, recoveryRate);
080  }
081
082}