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 FloatFloatSwaption extends Instrument implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected FloatFloatSwaption(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.FloatFloatSwaption_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(FloatFloatSwaption 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_FloatFloatSwaption(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public FloatFloatSwaption(FloatFloatSwap swap, Exercise exercise, Settlement.Type delivery, Settlement.Method settlementMethod) {
047    this(QuantLibJNI.new_FloatFloatSwaption__SWIG_0(FloatFloatSwap.getCPtr(swap), swap, Exercise.getCPtr(exercise), exercise, delivery.swigValue(), settlementMethod.swigValue()), true);
048  }
049
050  public FloatFloatSwaption(FloatFloatSwap swap, Exercise exercise, Settlement.Type delivery) {
051    this(QuantLibJNI.new_FloatFloatSwaption__SWIG_1(FloatFloatSwap.getCPtr(swap), swap, Exercise.getCPtr(exercise), exercise, delivery.swigValue()), true);
052  }
053
054  public FloatFloatSwaption(FloatFloatSwap swap, Exercise exercise) {
055    this(QuantLibJNI.new_FloatFloatSwaption__SWIG_2(FloatFloatSwap.getCPtr(swap), swap, Exercise.getCPtr(exercise), exercise), true);
056  }
057
058  public FloatFloatSwap underlyingSwap() {
059    long cPtr = QuantLibJNI.FloatFloatSwaption_underlyingSwap(swigCPtr, this);
060    return (cPtr == 0) ? null : new FloatFloatSwap(cPtr, true);
061  }
062
063  public BlackCalibrationHelperVector calibrationBasket(SwapIndex swapIndex, SwaptionVolatilityStructure swaptionVolatility, String typeStr) {
064    return new BlackCalibrationHelperVector(QuantLibJNI.FloatFloatSwaption_calibrationBasket(swigCPtr, this, SwapIndex.getCPtr(swapIndex), swapIndex, SwaptionVolatilityStructure.getCPtr(swaptionVolatility), swaptionVolatility, typeStr), true);
065  }
066
067  public double underlyingValue() {
068    return QuantLibJNI.FloatFloatSwaption_underlyingValue(swigCPtr, this);
069  }
070
071  public DoubleVector probabilities() {
072    return new DoubleVector(QuantLibJNI.FloatFloatSwaption_probabilities(swigCPtr, this), true);
073  }
074
075}