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 ExponentialFittingHestonEngine extends PricingEngine implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected ExponentialFittingHestonEngine(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.ExponentialFittingHestonEngine_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(ExponentialFittingHestonEngine 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_ExponentialFittingHestonEngine(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public ExponentialFittingHestonEngine(HestonModel model, ExponentialFittingHestonEngine.ControlVariate cv, double scaling) {
047    this(QuantLibJNI.new_ExponentialFittingHestonEngine__SWIG_0(HestonModel.getCPtr(model), model, cv.swigValue(), scaling), true);
048  }
049
050  public ExponentialFittingHestonEngine(HestonModel model, ExponentialFittingHestonEngine.ControlVariate cv) {
051    this(QuantLibJNI.new_ExponentialFittingHestonEngine__SWIG_1(HestonModel.getCPtr(model), model, cv.swigValue()), true);
052  }
053
054  public ExponentialFittingHestonEngine(HestonModel model) {
055    this(QuantLibJNI.new_ExponentialFittingHestonEngine__SWIG_2(HestonModel.getCPtr(model), model), true);
056  }
057
058  public final static class ControlVariate {
059    public final static ExponentialFittingHestonEngine.ControlVariate AndersenPiterbarg = new ExponentialFittingHestonEngine.ControlVariate("AndersenPiterbarg");
060    public final static ExponentialFittingHestonEngine.ControlVariate AndersenPiterbargOptCV = new ExponentialFittingHestonEngine.ControlVariate("AndersenPiterbargOptCV");
061    public final static ExponentialFittingHestonEngine.ControlVariate AsymptoticChF = new ExponentialFittingHestonEngine.ControlVariate("AsymptoticChF");
062    public final static ExponentialFittingHestonEngine.ControlVariate OptimalCV = new ExponentialFittingHestonEngine.ControlVariate("OptimalCV");
063
064    public final int swigValue() {
065      return swigValue;
066    }
067
068    public String toString() {
069      return swigName;
070    }
071
072    public static ControlVariate swigToEnum(int swigValue) {
073      if (swigValue < swigValues.length && swigValue >= 0 && swigValues[swigValue].swigValue == swigValue)
074        return swigValues[swigValue];
075      for (int i = 0; i < swigValues.length; i++)
076        if (swigValues[i].swigValue == swigValue)
077          return swigValues[i];
078      throw new IllegalArgumentException("No enum " + ControlVariate.class + " with value " + swigValue);
079    }
080
081    private ControlVariate(String swigName) {
082      this.swigName = swigName;
083      this.swigValue = swigNext++;
084    }
085
086    private ControlVariate(String swigName, int swigValue) {
087      this.swigName = swigName;
088      this.swigValue = swigValue;
089      swigNext = swigValue+1;
090    }
091
092    private ControlVariate(String swigName, ControlVariate swigEnum) {
093      this.swigName = swigName;
094      this.swigValue = swigEnum.swigValue;
095      swigNext = this.swigValue+1;
096    }
097
098    private static ControlVariate[] swigValues = { AndersenPiterbarg, AndersenPiterbargOptCV, AsymptoticChF, OptimalCV };
099    private static int swigNext = 0;
100    private final int swigValue;
101    private final String swigName;
102  }
103
104}