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 FdmHestonSolver implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwn;
014
015  protected FdmHestonSolver(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(FdmHestonSolver obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected void swigSetCMemOwn(boolean own) {
025    swigCMemOwn = own;
026  }
027
028  @SuppressWarnings("deprecation")
029  protected void finalize() {
030    delete();
031  }
032
033  public synchronized void delete() {
034    if (swigCPtr != 0) {
035      if (swigCMemOwn) {
036        swigCMemOwn = false;
037        QuantLibJNI.delete_FdmHestonSolver(swigCPtr);
038      }
039      swigCPtr = 0;
040    }
041  }
042
043  public FdmHestonSolver(HestonProcess process, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmQuantoHelper quantoHelper, LocalVolTermStructure leverageFct) {
044    this(QuantLibJNI.new_FdmHestonSolver__SWIG_0(HestonProcess.getCPtr(process), process, FdmSolverDesc.getCPtr(solverDesc), solverDesc, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper, LocalVolTermStructure.getCPtr(leverageFct), leverageFct), true);
045  }
046
047  public FdmHestonSolver(HestonProcess process, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc, FdmQuantoHelper quantoHelper) {
048    this(QuantLibJNI.new_FdmHestonSolver__SWIG_1(HestonProcess.getCPtr(process), process, FdmSolverDesc.getCPtr(solverDesc), solverDesc, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc, FdmQuantoHelper.getCPtr(quantoHelper), quantoHelper), true);
049  }
050
051  public FdmHestonSolver(HestonProcess process, FdmSolverDesc solverDesc, FdmSchemeDesc schemeDesc) {
052    this(QuantLibJNI.new_FdmHestonSolver__SWIG_2(HestonProcess.getCPtr(process), process, FdmSolverDesc.getCPtr(solverDesc), solverDesc, FdmSchemeDesc.getCPtr(schemeDesc), schemeDesc), true);
053  }
054
055  public FdmHestonSolver(HestonProcess process, FdmSolverDesc solverDesc) {
056    this(QuantLibJNI.new_FdmHestonSolver__SWIG_3(HestonProcess.getCPtr(process), process, FdmSolverDesc.getCPtr(solverDesc), solverDesc), true);
057  }
058
059  public double valueAt(double s, double v) {
060    return QuantLibJNI.FdmHestonSolver_valueAt(swigCPtr, this, s, v);
061  }
062
063  public double thetaAt(double s, double v) {
064    return QuantLibJNI.FdmHestonSolver_thetaAt(swigCPtr, this, s, v);
065  }
066
067  public double deltaAt(double s, double v) {
068    return QuantLibJNI.FdmHestonSolver_deltaAt(swigCPtr, this, s, v);
069  }
070
071  public double gammaAt(double s, double v) {
072    return QuantLibJNI.FdmHestonSolver_gammaAt(swigCPtr, this, s, v);
073  }
074
075  public double meanVarianceDeltaAt(double s, double v) {
076    return QuantLibJNI.FdmHestonSolver_meanVarianceDeltaAt(swigCPtr, this, s, v);
077  }
078
079  public double meanVarianceGammaAt(double s, double v) {
080    return QuantLibJNI.FdmHestonSolver_meanVarianceGammaAt(swigCPtr, this, s, v);
081  }
082
083}