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 ConstantOptionletVolatility extends OptionletVolatilityStructure implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected ConstantOptionletVolatility(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.ConstantOptionletVolatility_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(ConstantOptionletVolatility 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_ConstantOptionletVolatility(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type, double shift) {
047    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_0(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue(), shift), true);
048  }
049
050  public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type) {
051    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_1(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue()), true);
052  }
053
054  public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter) {
055    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_2(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter), true);
056  }
057
058  public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type, double shift) {
059    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_3(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue(), shift), true);
060  }
061
062  public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type) {
063    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_4(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue()), true);
064  }
065
066  public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter) {
067    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_5(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter), true);
068  }
069
070  public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type, double shift) {
071    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_6(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue(), shift), true);
072  }
073
074  public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type) {
075    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_7(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue()), true);
076  }
077
078  public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter) {
079    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_8(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter), true);
080  }
081
082  public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type, double shift) {
083    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_9(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue(), shift), true);
084  }
085
086  public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type) {
087    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_10(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue()), true);
088  }
089
090  public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter) {
091    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_11(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter), true);
092  }
093
094}