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 CmsMarketCalibration implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  protected transient boolean swigCMemOwn;
014
015  protected CmsMarketCalibration(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(CmsMarketCalibration obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected static long swigRelease(CmsMarketCalibration 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_CmsMarketCalibration(swigCPtr);
046      }
047      swigCPtr = 0;
048    }
049  }
050
051  public CmsMarketCalibration(SwaptionVolatilityStructureHandle volCube, CmsMarket cmsMarket, Matrix weights, CmsMarketCalibration.CalibrationType calibrationType) {
052    this(QuantLibJNI.new_CmsMarketCalibration(SwaptionVolatilityStructureHandle.getCPtr(volCube), volCube, CmsMarket.getCPtr(cmsMarket), cmsMarket, Matrix.getCPtr(weights), weights, calibrationType.swigValue()), true);
053  }
054
055  public Array compute(EndCriteria endCriteria, OptimizationMethod method, Array guess, boolean isMeanReversionFixed) {
056    return new Array(QuantLibJNI.CmsMarketCalibration_compute__SWIG_0(swigCPtr, this, EndCriteria.getCPtr(endCriteria), endCriteria, OptimizationMethod.getCPtr(method), method, Array.getCPtr(guess), guess, isMeanReversionFixed), true);
057  }
058
059  public Matrix compute(EndCriteria endCriteria, OptimizationMethod method, Matrix guess, boolean isMeanReversionFixed, double meanReversionGuess) {
060    return new Matrix(QuantLibJNI.CmsMarketCalibration_compute__SWIG_1(swigCPtr, this, EndCriteria.getCPtr(endCriteria), endCriteria, OptimizationMethod.getCPtr(method), method, Matrix.getCPtr(guess), guess, isMeanReversionFixed, meanReversionGuess), true);
061  }
062
063  public Matrix compute(EndCriteria endCriteria, OptimizationMethod method, Matrix guess, boolean isMeanReversionFixed) {
064    return new Matrix(QuantLibJNI.CmsMarketCalibration_compute__SWIG_2(swigCPtr, this, EndCriteria.getCPtr(endCriteria), endCriteria, OptimizationMethod.getCPtr(method), method, Matrix.getCPtr(guess), guess, isMeanReversionFixed), true);
065  }
066
067  public Matrix computeParametric(EndCriteria endCriteria, OptimizationMethod method, Matrix guess, boolean isMeanReversionFixed, double meanReversionGuess) {
068    return new Matrix(QuantLibJNI.CmsMarketCalibration_computeParametric__SWIG_0(swigCPtr, this, EndCriteria.getCPtr(endCriteria), endCriteria, OptimizationMethod.getCPtr(method), method, Matrix.getCPtr(guess), guess, isMeanReversionFixed, meanReversionGuess), true);
069  }
070
071  public Matrix computeParametric(EndCriteria endCriteria, OptimizationMethod method, Matrix guess, boolean isMeanReversionFixed) {
072    return new Matrix(QuantLibJNI.CmsMarketCalibration_computeParametric__SWIG_1(swigCPtr, this, EndCriteria.getCPtr(endCriteria), endCriteria, OptimizationMethod.getCPtr(method), method, Matrix.getCPtr(guess), guess, isMeanReversionFixed), true);
073  }
074
075  public double error() {
076    return QuantLibJNI.CmsMarketCalibration_error(swigCPtr, this);
077  }
078
079  public EndCriteria.Type endCriteria() {
080    return EndCriteria.Type.swigToEnum(QuantLibJNI.CmsMarketCalibration_endCriteria(swigCPtr, this));
081  }
082
083  public final static class CalibrationType {
084    public final static CmsMarketCalibration.CalibrationType OnSpread = new CmsMarketCalibration.CalibrationType("OnSpread");
085    public final static CmsMarketCalibration.CalibrationType OnPrice = new CmsMarketCalibration.CalibrationType("OnPrice");
086    public final static CmsMarketCalibration.CalibrationType OnForwardCmsPrice = new CmsMarketCalibration.CalibrationType("OnForwardCmsPrice");
087
088    public final int swigValue() {
089      return swigValue;
090    }
091
092    public String toString() {
093      return swigName;
094    }
095
096    public static CalibrationType swigToEnum(int swigValue) {
097      if (swigValue < swigValues.length && swigValue >= 0 && swigValues[swigValue].swigValue == swigValue)
098        return swigValues[swigValue];
099      for (int i = 0; i < swigValues.length; i++)
100        if (swigValues[i].swigValue == swigValue)
101          return swigValues[i];
102      throw new IllegalArgumentException("No enum " + CalibrationType.class + " with value " + swigValue);
103    }
104
105    private CalibrationType(String swigName) {
106      this.swigName = swigName;
107      this.swigValue = swigNext++;
108    }
109
110    private CalibrationType(String swigName, int swigValue) {
111      this.swigName = swigName;
112      this.swigValue = swigValue;
113      swigNext = swigValue+1;
114    }
115
116    private CalibrationType(String swigName, CalibrationType swigEnum) {
117      this.swigName = swigName;
118      this.swigValue = swigEnum.swigValue;
119      swigNext = this.swigValue+1;
120    }
121
122    private static CalibrationType[] swigValues = { OnSpread, OnPrice, OnForwardCmsPrice };
123    private static int swigNext = 0;
124    private final int swigValue;
125    private final String swigName;
126  }
127
128}