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 FittedBondDiscountCurve extends YieldTermStructure implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected FittedBondDiscountCurve(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.FittedBondDiscountCurve_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(FittedBondDiscountCurve 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_FittedBondDiscountCurve(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess, double simplexLambda) {
047    this(QuantLibJNI.new_FittedBondDiscountCurve__SWIG_0(settlementDays, Calendar.getCPtr(calendar), calendar, BondHelperVector.getCPtr(helpers), helpers, DayCounter.getCPtr(dayCounter), dayCounter, FittingMethod.getCPtr(fittingMethod), fittingMethod, accuracy, maxEvaluations, Array.getCPtr(guess), guess, simplexLambda), true);
048  }
049
050  public FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess) {
051    this(QuantLibJNI.new_FittedBondDiscountCurve__SWIG_1(settlementDays, Calendar.getCPtr(calendar), calendar, BondHelperVector.getCPtr(helpers), helpers, DayCounter.getCPtr(dayCounter), dayCounter, FittingMethod.getCPtr(fittingMethod), fittingMethod, accuracy, maxEvaluations, Array.getCPtr(guess), guess), true);
052  }
053
054  public FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations) {
055    this(QuantLibJNI.new_FittedBondDiscountCurve__SWIG_2(settlementDays, Calendar.getCPtr(calendar), calendar, BondHelperVector.getCPtr(helpers), helpers, DayCounter.getCPtr(dayCounter), dayCounter, FittingMethod.getCPtr(fittingMethod), fittingMethod, accuracy, maxEvaluations), true);
056  }
057
058  public FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy) {
059    this(QuantLibJNI.new_FittedBondDiscountCurve__SWIG_3(settlementDays, Calendar.getCPtr(calendar), calendar, BondHelperVector.getCPtr(helpers), helpers, DayCounter.getCPtr(dayCounter), dayCounter, FittingMethod.getCPtr(fittingMethod), fittingMethod, accuracy), true);
060  }
061
062  public FittedBondDiscountCurve(long settlementDays, Calendar calendar, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod) {
063    this(QuantLibJNI.new_FittedBondDiscountCurve__SWIG_4(settlementDays, Calendar.getCPtr(calendar), calendar, BondHelperVector.getCPtr(helpers), helpers, DayCounter.getCPtr(dayCounter), dayCounter, FittingMethod.getCPtr(fittingMethod), fittingMethod), true);
064  }
065
066  public FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess, double simplexLambda) {
067    this(QuantLibJNI.new_FittedBondDiscountCurve__SWIG_5(Date.getCPtr(referenceDate), referenceDate, BondHelperVector.getCPtr(helpers), helpers, DayCounter.getCPtr(dayCounter), dayCounter, FittingMethod.getCPtr(fittingMethod), fittingMethod, accuracy, maxEvaluations, Array.getCPtr(guess), guess, simplexLambda), true);
068  }
069
070  public FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations, Array guess) {
071    this(QuantLibJNI.new_FittedBondDiscountCurve__SWIG_6(Date.getCPtr(referenceDate), referenceDate, BondHelperVector.getCPtr(helpers), helpers, DayCounter.getCPtr(dayCounter), dayCounter, FittingMethod.getCPtr(fittingMethod), fittingMethod, accuracy, maxEvaluations, Array.getCPtr(guess), guess), true);
072  }
073
074  public FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy, long maxEvaluations) {
075    this(QuantLibJNI.new_FittedBondDiscountCurve__SWIG_7(Date.getCPtr(referenceDate), referenceDate, BondHelperVector.getCPtr(helpers), helpers, DayCounter.getCPtr(dayCounter), dayCounter, FittingMethod.getCPtr(fittingMethod), fittingMethod, accuracy, maxEvaluations), true);
076  }
077
078  public FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod, double accuracy) {
079    this(QuantLibJNI.new_FittedBondDiscountCurve__SWIG_8(Date.getCPtr(referenceDate), referenceDate, BondHelperVector.getCPtr(helpers), helpers, DayCounter.getCPtr(dayCounter), dayCounter, FittingMethod.getCPtr(fittingMethod), fittingMethod, accuracy), true);
080  }
081
082  public FittedBondDiscountCurve(Date referenceDate, BondHelperVector helpers, DayCounter dayCounter, FittingMethod fittingMethod) {
083    this(QuantLibJNI.new_FittedBondDiscountCurve__SWIG_9(Date.getCPtr(referenceDate), referenceDate, BondHelperVector.getCPtr(helpers), helpers, DayCounter.getCPtr(dayCounter), dayCounter, FittingMethod.getCPtr(fittingMethod), fittingMethod), true);
084  }
085
086  public FittingMethod fitResults() {
087    return new FittingMethod(QuantLibJNI.FittedBondDiscountCurve_fitResults(swigCPtr, this), true);
088  }
089
090}