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 CurveState implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  protected transient boolean swigCMemOwn;
014
015  protected CurveState(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(CurveState obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected static long swigRelease(CurveState 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_CurveState(swigCPtr);
046      }
047      swigCPtr = 0;
048    }
049  }
050
051  public long numberOfRates() {
052    return QuantLibJNI.CurveState_numberOfRates(swigCPtr, this);
053  }
054
055  public DoubleVector rateTimes() {
056    return new DoubleVector(QuantLibJNI.CurveState_rateTimes(swigCPtr, this), false);
057  }
058
059  public DoubleVector rateTaus() {
060    return new DoubleVector(QuantLibJNI.CurveState_rateTaus(swigCPtr, this), false);
061  }
062
063  public double discountRatio(long i, long j) {
064    return QuantLibJNI.CurveState_discountRatio(swigCPtr, this, i, j);
065  }
066
067  public double forwardRate(long i) {
068    return QuantLibJNI.CurveState_forwardRate(swigCPtr, this, i);
069  }
070
071  public double coterminalSwapAnnuity(long numeraire, long i) {
072    return QuantLibJNI.CurveState_coterminalSwapAnnuity(swigCPtr, this, numeraire, i);
073  }
074
075  public double coterminalSwapRate(long i) {
076    return QuantLibJNI.CurveState_coterminalSwapRate(swigCPtr, this, i);
077  }
078
079  public double cmSwapAnnuity(long numeraire, long i, long spanningForwards) {
080    return QuantLibJNI.CurveState_cmSwapAnnuity(swigCPtr, this, numeraire, i, spanningForwards);
081  }
082
083  public double cmSwapRate(long i, long spanningForwards) {
084    return QuantLibJNI.CurveState_cmSwapRate(swigCPtr, this, i, spanningForwards);
085  }
086
087  public DoubleVector forwardRates() {
088    return new DoubleVector(QuantLibJNI.CurveState_forwardRates(swigCPtr, this), false);
089  }
090
091  public DoubleVector coterminalSwapRates() {
092    return new DoubleVector(QuantLibJNI.CurveState_coterminalSwapRates(swigCPtr, this), false);
093  }
094
095  public DoubleVector cmSwapRates(long spanningForwards) {
096    return new DoubleVector(QuantLibJNI.CurveState_cmSwapRates(swigCPtr, this, spanningForwards), false);
097  }
098
099  public double swapRate(long begin, long end) {
100    return QuantLibJNI.CurveState_swapRate(swigCPtr, this, begin, end);
101  }
102
103}