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 CmsMarket implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwn;
014
015  protected CmsMarket(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(CmsMarket obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected void swigSetCMemOwn(boolean own) {
025    swigCMemOwn = own;
026  }
027
028  @SuppressWarnings("deprecation")
029  protected void finalize() {
030    delete();
031  }
032
033  public synchronized void delete() {
034    if (swigCPtr != 0) {
035      if (swigCMemOwn) {
036        swigCMemOwn = false;
037        QuantLibJNI.delete_CmsMarket(swigCPtr);
038      }
039      swigCPtr = 0;
040    }
041  }
042
043  public CmsMarket(PeriodVector swapLengths, SwapIndexVector swapIndexes, IborIndex iborIndex, QuoteHandleVectorVector bidAskSpreads, CmsCouponPricerVector pricers, YieldTermStructureHandle discountingTS) {
044    this(QuantLibJNI.new_CmsMarket(PeriodVector.getCPtr(swapLengths), swapLengths, SwapIndexVector.getCPtr(swapIndexes), swapIndexes, IborIndex.getCPtr(iborIndex), iborIndex, QuoteHandleVectorVector.getCPtr(bidAskSpreads), bidAskSpreads, CmsCouponPricerVector.getCPtr(pricers), pricers, YieldTermStructureHandle.getCPtr(discountingTS), discountingTS), true);
045  }
046
047  public void reprice(SwaptionVolatilityStructureHandle volStructure, double meanReversion) {
048    QuantLibJNI.CmsMarket_reprice(swigCPtr, this, SwaptionVolatilityStructureHandle.getCPtr(volStructure), volStructure, meanReversion);
049  }
050
051  public PeriodVector swapTenors() {
052    return new PeriodVector(QuantLibJNI.CmsMarket_swapTenors(swigCPtr, this), false);
053  }
054
055  public PeriodVector swapLengths() {
056    return new PeriodVector(QuantLibJNI.CmsMarket_swapLengths(swigCPtr, this), false);
057  }
058
059  public Matrix impliedCmsSpreads() {
060    return new Matrix(QuantLibJNI.CmsMarket_impliedCmsSpreads(swigCPtr, this), false);
061  }
062
063  public Matrix spreadErrors() {
064    return new Matrix(QuantLibJNI.CmsMarket_spreadErrors(swigCPtr, this), false);
065  }
066
067  public Matrix browse() {
068    return new Matrix(QuantLibJNI.CmsMarket_browse(swigCPtr, this), true);
069  }
070
071  public double weightedSpreadError(Matrix weights) {
072    return QuantLibJNI.CmsMarket_weightedSpreadError(swigCPtr, this, Matrix.getCPtr(weights), weights);
073  }
074
075  public double weightedSpotNpvError(Matrix weights) {
076    return QuantLibJNI.CmsMarket_weightedSpotNpvError(swigCPtr, this, Matrix.getCPtr(weights), weights);
077  }
078
079  public double weightedFwdNpvError(Matrix weights) {
080    return QuantLibJNI.CmsMarket_weightedFwdNpvError(swigCPtr, this, Matrix.getCPtr(weights), weights);
081  }
082
083  public Array weightedSpreadErrors(Matrix weights) {
084    return new Array(QuantLibJNI.CmsMarket_weightedSpreadErrors(swigCPtr, this, Matrix.getCPtr(weights), weights), true);
085  }
086
087  public Array weightedSpotNpvErrors(Matrix weights) {
088    return new Array(QuantLibJNI.CmsMarket_weightedSpotNpvErrors(swigCPtr, this, Matrix.getCPtr(weights), weights), true);
089  }
090
091  public Array weightedFwdNpvErrors(Matrix weights) {
092    return new Array(QuantLibJNI.CmsMarket_weightedFwdNpvErrors(swigCPtr, this, Matrix.getCPtr(weights), weights), true);
093  }
094
095}