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 FdSabrVanillaEngine extends PricingEngine implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected FdSabrVanillaEngine(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.FdSabrVanillaEngine_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(FdSabrVanillaEngine 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_FdSabrVanillaEngine(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS, long tGrid, long fGrid, long xGrid, long dampingSteps, double scalingFactor, double eps, FdmSchemeDesc schemeDesc) {
047    this(QuantLibJNI.new_FdSabrVanillaEngine__SWIG_0(f0, alpha, beta, nu, rho, YieldTermStructureHandle.getCPtr(rTS), rTS, tGrid, fGrid, xGrid, dampingSteps, scalingFactor, eps, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc), true);
048  }
049
050  public FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS, long tGrid, long fGrid, long xGrid, long dampingSteps, double scalingFactor, double eps) {
051    this(QuantLibJNI.new_FdSabrVanillaEngine__SWIG_1(f0, alpha, beta, nu, rho, YieldTermStructureHandle.getCPtr(rTS), rTS, tGrid, fGrid, xGrid, dampingSteps, scalingFactor, eps), true);
052  }
053
054  public FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS, long tGrid, long fGrid, long xGrid, long dampingSteps, double scalingFactor) {
055    this(QuantLibJNI.new_FdSabrVanillaEngine__SWIG_2(f0, alpha, beta, nu, rho, YieldTermStructureHandle.getCPtr(rTS), rTS, tGrid, fGrid, xGrid, dampingSteps, scalingFactor), true);
056  }
057
058  public FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS, long tGrid, long fGrid, long xGrid, long dampingSteps) {
059    this(QuantLibJNI.new_FdSabrVanillaEngine__SWIG_3(f0, alpha, beta, nu, rho, YieldTermStructureHandle.getCPtr(rTS), rTS, tGrid, fGrid, xGrid, dampingSteps), true);
060  }
061
062  public FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS, long tGrid, long fGrid, long xGrid) {
063    this(QuantLibJNI.new_FdSabrVanillaEngine__SWIG_4(f0, alpha, beta, nu, rho, YieldTermStructureHandle.getCPtr(rTS), rTS, tGrid, fGrid, xGrid), true);
064  }
065
066  public FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS, long tGrid, long fGrid) {
067    this(QuantLibJNI.new_FdSabrVanillaEngine__SWIG_5(f0, alpha, beta, nu, rho, YieldTermStructureHandle.getCPtr(rTS), rTS, tGrid, fGrid), true);
068  }
069
070  public FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS, long tGrid) {
071    this(QuantLibJNI.new_FdSabrVanillaEngine__SWIG_6(f0, alpha, beta, nu, rho, YieldTermStructureHandle.getCPtr(rTS), rTS, tGrid), true);
072  }
073
074  public FdSabrVanillaEngine(double f0, double alpha, double beta, double nu, double rho, YieldTermStructureHandle rTS) {
075    this(QuantLibJNI.new_FdSabrVanillaEngine__SWIG_7(f0, alpha, beta, nu, rho, YieldTermStructureHandle.getCPtr(rTS), rTS), true);
076  }
077
078}