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 DividendVanillaOption extends OneAssetOption implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected DividendVanillaOption(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.DividendVanillaOption_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(DividendVanillaOption 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_DividendVanillaOption(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public DividendVanillaOption(StrikedTypePayoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends) {
047    this(QuantLibJNI.new_DividendVanillaOption(StrikedTypePayoff.getCPtr(payoff), payoff, Exercise.getCPtr(exercise), exercise, DateVector.getCPtr(dividendDates), dividendDates, DoubleVector.getCPtr(dividends), dividends), true);
048  }
049
050  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol, double maxVol) {
051    return QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_0(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, accuracy, maxEvaluations, minVol, maxVol);
052  }
053
054  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol) {
055    return QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_1(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, accuracy, maxEvaluations, minVol);
056  }
057
058  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations) {
059    return QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_2(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, accuracy, maxEvaluations);
060  }
061
062  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy) {
063    return QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_3(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, accuracy);
064  }
065
066  public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process) {
067    return QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_4(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process);
068  }
069
070}