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 FdHestonBarrierEngine extends PricingEngine implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected FdHestonBarrierEngine(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.FdHestonBarrierEngine_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(FdHestonBarrierEngine 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_FdHestonBarrierEngine(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor) {
047    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_0(HestonModel.getCPtr(model), model, tGrid, xGrid, vGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, LocalVolTermStructure.getCPtr(leverageFct), leverageFct, mixingFactor), true);
048  }
049
050  public FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct) {
051    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_1(HestonModel.getCPtr(model), model, tGrid, xGrid, vGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, LocalVolTermStructure.getCPtr(leverageFct), leverageFct), true);
052  }
053
054  public FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc) {
055    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_2(HestonModel.getCPtr(model), model, tGrid, xGrid, vGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc), true);
056  }
057
058  public FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid, long dampingSteps) {
059    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_3(HestonModel.getCPtr(model), model, tGrid, xGrid, vGrid, dampingSteps), true);
060  }
061
062  public FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid, long vGrid) {
063    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_4(HestonModel.getCPtr(model), model, tGrid, xGrid, vGrid), true);
064  }
065
066  public FdHestonBarrierEngine(HestonModel model, long tGrid, long xGrid) {
067    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_5(HestonModel.getCPtr(model), model, tGrid, xGrid), true);
068  }
069
070  public FdHestonBarrierEngine(HestonModel model, long tGrid) {
071    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_6(HestonModel.getCPtr(model), model, tGrid), true);
072  }
073
074  public FdHestonBarrierEngine(HestonModel model) {
075    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_7(HestonModel.getCPtr(model), model), true);
076  }
077
078  public FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct, double mixingFactor) {
079    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_8(HestonModel.getCPtr(model), model, DividendSchedule.getCPtr(dividends), dividends, tGrid, xGrid, vGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, LocalVolTermStructure.getCPtr(leverageFct), leverageFct, mixingFactor), true);
080  }
081
082  public FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc, LocalVolTermStructure leverageFct) {
083    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_9(HestonModel.getCPtr(model), model, DividendSchedule.getCPtr(dividends), dividends, tGrid, xGrid, vGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, LocalVolTermStructure.getCPtr(leverageFct), leverageFct), true);
084  }
085
086  public FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps, FdmSchemeDesc schemeDesc) {
087    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_10(HestonModel.getCPtr(model), model, DividendSchedule.getCPtr(dividends), dividends, tGrid, xGrid, vGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc), true);
088  }
089
090  public FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid, long dampingSteps) {
091    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_11(HestonModel.getCPtr(model), model, DividendSchedule.getCPtr(dividends), dividends, tGrid, xGrid, vGrid, dampingSteps), true);
092  }
093
094  public FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid, long vGrid) {
095    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_12(HestonModel.getCPtr(model), model, DividendSchedule.getCPtr(dividends), dividends, tGrid, xGrid, vGrid), true);
096  }
097
098  public FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid, long xGrid) {
099    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_13(HestonModel.getCPtr(model), model, DividendSchedule.getCPtr(dividends), dividends, tGrid, xGrid), true);
100  }
101
102  public FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends, long tGrid) {
103    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_14(HestonModel.getCPtr(model), model, DividendSchedule.getCPtr(dividends), dividends, tGrid), true);
104  }
105
106  public FdHestonBarrierEngine(HestonModel model, DividendSchedule dividends) {
107    this(QuantLibJNI.new_FdHestonBarrierEngine__SWIG_15(HestonModel.getCPtr(model), model, DividendSchedule.getCPtr(dividends), dividends), true);
108  }
109
110}