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 FdBlackScholesVanillaEngine extends PricingEngine implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected FdBlackScholesVanillaEngine(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.FdBlackScholesVanillaEngine_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(FdBlackScholesVanillaEngine 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_FdBlackScholesVanillaEngine(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite, FdBlackScholesVanillaEngine.CashDividendModel cashDividendModel) {
047    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_0(GeneralizedBlackScholesProcess.getCPtr(process), process, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, localVol, illegalLocalVolOverwrite, cashDividendModel.swigValue()), true);
048  }
049
050  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite) {
051    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_1(GeneralizedBlackScholesProcess.getCPtr(process), process, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, localVol, illegalLocalVolOverwrite), true);
052  }
053
054  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol) {
055    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_2(GeneralizedBlackScholesProcess.getCPtr(process), process, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, localVol), true);
056  }
057
058  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc) {
059    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_3(GeneralizedBlackScholesProcess.getCPtr(process), process, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc), true);
060  }
061
062  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid, long dampingSteps) {
063    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_4(GeneralizedBlackScholesProcess.getCPtr(process), process, tGrid, xGrid, dampingSteps), true);
064  }
065
066  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid, long xGrid) {
067    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_5(GeneralizedBlackScholesProcess.getCPtr(process), process, tGrid, xGrid), true);
068  }
069
070  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, long tGrid) {
071    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_6(GeneralizedBlackScholesProcess.getCPtr(process), process, tGrid), true);
072  }
073
074  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process) {
075    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_7(GeneralizedBlackScholesProcess.getCPtr(process), process), true);
076  }
077
078  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite, FdBlackScholesVanillaEngine.CashDividendModel cashDividendModel) {
079    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_8(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, localVol, illegalLocalVolOverwrite, cashDividendModel.swigValue()), true);
080  }
081
082  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite) {
083    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_9(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, localVol, illegalLocalVolOverwrite), true);
084  }
085
086  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol) {
087    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_10(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, localVol), true);
088  }
089
090  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc) {
091    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_11(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc), true);
092  }
093
094  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps) {
095    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_12(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, tGrid, xGrid, dampingSteps), true);
096  }
097
098  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid, long xGrid) {
099    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_13(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, tGrid, xGrid), true);
100  }
101
102  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper, long tGrid) {
103    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_14(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, tGrid), true);
104  }
105
106  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, FdmQuantoHelper quantoHelper) {
107    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_15(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper), true);
108  }
109
110  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite, FdBlackScholesVanillaEngine.CashDividendModel cashDividendModel) {
111    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_16(GeneralizedBlackScholesProcess.getCPtr(process), process, DividendSchedule.getCPtr(dividends), dividends, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, localVol, illegalLocalVolOverwrite, cashDividendModel.swigValue()), true);
112  }
113
114  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite) {
115    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_17(GeneralizedBlackScholesProcess.getCPtr(process), process, DividendSchedule.getCPtr(dividends), dividends, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, localVol, illegalLocalVolOverwrite), true);
116  }
117
118  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol) {
119    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_18(GeneralizedBlackScholesProcess.getCPtr(process), process, DividendSchedule.getCPtr(dividends), dividends, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, localVol), true);
120  }
121
122  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc) {
123    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_19(GeneralizedBlackScholesProcess.getCPtr(process), process, DividendSchedule.getCPtr(dividends), dividends, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc), true);
124  }
125
126  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid, long dampingSteps) {
127    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_20(GeneralizedBlackScholesProcess.getCPtr(process), process, DividendSchedule.getCPtr(dividends), dividends, tGrid, xGrid, dampingSteps), true);
128  }
129
130  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid, long xGrid) {
131    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_21(GeneralizedBlackScholesProcess.getCPtr(process), process, DividendSchedule.getCPtr(dividends), dividends, tGrid, xGrid), true);
132  }
133
134  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends, long tGrid) {
135    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_22(GeneralizedBlackScholesProcess.getCPtr(process), process, DividendSchedule.getCPtr(dividends), dividends, tGrid), true);
136  }
137
138  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, DividendSchedule dividends) {
139    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_23(GeneralizedBlackScholesProcess.getCPtr(process), process, DividendSchedule.getCPtr(dividends), dividends), true);
140  }
141
142  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite, FdBlackScholesVanillaEngine.CashDividendModel cashDividendModel) {
143    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_24(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, DividendSchedule.getCPtr(dividends), dividends, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, localVol, illegalLocalVolOverwrite, cashDividendModel.swigValue()), true);
144  }
145
146  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol, double illegalLocalVolOverwrite) {
147    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_25(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, DividendSchedule.getCPtr(dividends), dividends, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, localVol, illegalLocalVolOverwrite), true);
148  }
149
150  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc, boolean localVol) {
151    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_26(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, DividendSchedule.getCPtr(dividends), dividends, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, localVol), true);
152  }
153
154  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps, FdmSchemeDesc schemeDesc) {
155    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_27(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, DividendSchedule.getCPtr(dividends), dividends, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc), true);
156  }
157
158  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid, long dampingSteps) {
159    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_28(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, DividendSchedule.getCPtr(dividends), dividends, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, tGrid, xGrid, dampingSteps), true);
160  }
161
162  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid, long xGrid) {
163    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_29(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, DividendSchedule.getCPtr(dividends), dividends, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, tGrid, xGrid), true);
164  }
165
166  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper, long tGrid) {
167    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_30(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, DividendSchedule.getCPtr(dividends), dividends, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, tGrid), true);
168  }
169
170  public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess arg0, DividendSchedule dividends, FdmQuantoHelper quantoHelper) {
171    this(QuantLibJNI.new_FdBlackScholesVanillaEngine__SWIG_31(GeneralizedBlackScholesProcess.getCPtr(arg0), arg0, DividendSchedule.getCPtr(dividends), dividends, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper), true);
172  }
173
174  public final static class CashDividendModel {
175    public final static FdBlackScholesVanillaEngine.CashDividendModel Spot = new FdBlackScholesVanillaEngine.CashDividendModel("Spot");
176    public final static FdBlackScholesVanillaEngine.CashDividendModel Escrowed = new FdBlackScholesVanillaEngine.CashDividendModel("Escrowed");
177
178    public final int swigValue() {
179      return swigValue;
180    }
181
182    public String toString() {
183      return swigName;
184    }
185
186    public static CashDividendModel swigToEnum(int swigValue) {
187      if (swigValue < swigValues.length && swigValue >= 0 && swigValues[swigValue].swigValue == swigValue)
188        return swigValues[swigValue];
189      for (int i = 0; i < swigValues.length; i++)
190        if (swigValues[i].swigValue == swigValue)
191          return swigValues[i];
192      throw new IllegalArgumentException("No enum " + CashDividendModel.class + " with value " + swigValue);
193    }
194
195    private CashDividendModel(String swigName) {
196      this.swigName = swigName;
197      this.swigValue = swigNext++;
198    }
199
200    private CashDividendModel(String swigName, int swigValue) {
201      this.swigName = swigName;
202      this.swigValue = swigValue;
203      swigNext = swigValue+1;
204    }
205
206    private CashDividendModel(String swigName, CashDividendModel swigEnum) {
207      this.swigName = swigName;
208      this.swigValue = swigEnum.swigValue;
209      swigNext = this.swigValue+1;
210    }
211
212    private static CashDividendModel[] swigValues = { Spot, Escrowed };
213    private static int swigNext = 0;
214    private final int swigValue;
215    private final String swigName;
216  }
217
218}