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 Gaussian1dModel extends TermStructureConsistentModel implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected Gaussian1dModel(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.Gaussian1dModel_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(Gaussian1dModel 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_Gaussian1dModel(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public StochasticProcess1D stateProcess() {
047    long cPtr = QuantLibJNI.Gaussian1dModel_stateProcess(swigCPtr, this);
048    return (cPtr == 0) ? null : new StochasticProcess1D(cPtr, true);
049  }
050
051  public double numeraire(double t, double y, YieldTermStructureHandle yts) {
052    return QuantLibJNI.Gaussian1dModel_numeraire__SWIG_0(swigCPtr, this, t, y, YieldTermStructureHandle.getCPtr(yts), yts);
053  }
054
055  public double numeraire(double t, double y) {
056    return QuantLibJNI.Gaussian1dModel_numeraire__SWIG_1(swigCPtr, this, t, y);
057  }
058
059  public double numeraire(double t) {
060    return QuantLibJNI.Gaussian1dModel_numeraire__SWIG_2(swigCPtr, this, t);
061  }
062
063  public double zerobond(double T, double t, double y, YieldTermStructureHandle yts) {
064    return QuantLibJNI.Gaussian1dModel_zerobond__SWIG_0(swigCPtr, this, T, t, y, YieldTermStructureHandle.getCPtr(yts), yts);
065  }
066
067  public double zerobond(double T, double t, double y) {
068    return QuantLibJNI.Gaussian1dModel_zerobond__SWIG_1(swigCPtr, this, T, t, y);
069  }
070
071  public double zerobond(double T, double t) {
072    return QuantLibJNI.Gaussian1dModel_zerobond__SWIG_2(swigCPtr, this, T, t);
073  }
074
075  public double zerobond(double T) {
076    return QuantLibJNI.Gaussian1dModel_zerobond__SWIG_3(swigCPtr, this, T);
077  }
078
079  public double numeraire(Date referenceDate, double y, YieldTermStructureHandle yts) {
080    return QuantLibJNI.Gaussian1dModel_numeraire__SWIG_3(swigCPtr, this, Date.getCPtr(referenceDate), referenceDate, y, YieldTermStructureHandle.getCPtr(yts), yts);
081  }
082
083  public double numeraire(Date referenceDate, double y) {
084    return QuantLibJNI.Gaussian1dModel_numeraire__SWIG_4(swigCPtr, this, Date.getCPtr(referenceDate), referenceDate, y);
085  }
086
087  public double numeraire(Date referenceDate) {
088    return QuantLibJNI.Gaussian1dModel_numeraire__SWIG_5(swigCPtr, this, Date.getCPtr(referenceDate), referenceDate);
089  }
090
091  public double zerobond(Date maturity, Date referenceDate, double y, YieldTermStructureHandle yts) {
092    return QuantLibJNI.Gaussian1dModel_zerobond__SWIG_4(swigCPtr, this, Date.getCPtr(maturity), maturity, Date.getCPtr(referenceDate), referenceDate, y, YieldTermStructureHandle.getCPtr(yts), yts);
093  }
094
095  public double zerobond(Date maturity, Date referenceDate, double y) {
096    return QuantLibJNI.Gaussian1dModel_zerobond__SWIG_5(swigCPtr, this, Date.getCPtr(maturity), maturity, Date.getCPtr(referenceDate), referenceDate, y);
097  }
098
099  public double zerobond(Date maturity, Date referenceDate) {
100    return QuantLibJNI.Gaussian1dModel_zerobond__SWIG_6(swigCPtr, this, Date.getCPtr(maturity), maturity, Date.getCPtr(referenceDate), referenceDate);
101  }
102
103  public double zerobond(Date maturity) {
104    return QuantLibJNI.Gaussian1dModel_zerobond__SWIG_7(swigCPtr, this, Date.getCPtr(maturity), maturity);
105  }
106
107  public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, long yGridPoints, boolean extrapolatePayoff, boolean flatPayoffExtrapolation) {
108    return QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_0(swigCPtr, this, type.swigValue(), Date.getCPtr(expiry), expiry, Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturity), maturity, strike, Date.getCPtr(referenceDate), referenceDate, y, YieldTermStructureHandle.getCPtr(yts), yts, yStdDevs, yGridPoints, extrapolatePayoff, flatPayoffExtrapolation);
109  }
110
111  public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, long yGridPoints, boolean extrapolatePayoff) {
112    return QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_1(swigCPtr, this, type.swigValue(), Date.getCPtr(expiry), expiry, Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturity), maturity, strike, Date.getCPtr(referenceDate), referenceDate, y, YieldTermStructureHandle.getCPtr(yts), yts, yStdDevs, yGridPoints, extrapolatePayoff);
113  }
114
115  public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, long yGridPoints) {
116    return QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_2(swigCPtr, this, type.swigValue(), Date.getCPtr(expiry), expiry, Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturity), maturity, strike, Date.getCPtr(referenceDate), referenceDate, y, YieldTermStructureHandle.getCPtr(yts), yts, yStdDevs, yGridPoints);
117  }
118
119  public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs) {
120    return QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_3(swigCPtr, this, type.swigValue(), Date.getCPtr(expiry), expiry, Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturity), maturity, strike, Date.getCPtr(referenceDate), referenceDate, y, YieldTermStructureHandle.getCPtr(yts), yts, yStdDevs);
121  }
122
123  public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts) {
124    return QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_4(swigCPtr, this, type.swigValue(), Date.getCPtr(expiry), expiry, Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturity), maturity, strike, Date.getCPtr(referenceDate), referenceDate, y, YieldTermStructureHandle.getCPtr(yts), yts);
125  }
126
127  public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y) {
128    return QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_5(swigCPtr, this, type.swigValue(), Date.getCPtr(expiry), expiry, Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturity), maturity, strike, Date.getCPtr(referenceDate), referenceDate, y);
129  }
130
131  public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate) {
132    return QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_6(swigCPtr, this, type.swigValue(), Date.getCPtr(expiry), expiry, Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturity), maturity, strike, Date.getCPtr(referenceDate), referenceDate);
133  }
134
135  public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike) {
136    return QuantLibJNI.Gaussian1dModel_zerobondOption__SWIG_7(swigCPtr, this, type.swigValue(), Date.getCPtr(expiry), expiry, Date.getCPtr(valueDate), valueDate, Date.getCPtr(maturity), maturity, strike);
137  }
138
139  public double forwardRate(Date fixing, Date referenceDate, double y, IborIndex iborIdx) {
140    return QuantLibJNI.Gaussian1dModel_forwardRate__SWIG_0(swigCPtr, this, Date.getCPtr(fixing), fixing, Date.getCPtr(referenceDate), referenceDate, y, IborIndex.getCPtr(iborIdx), iborIdx);
141  }
142
143  public double forwardRate(Date fixing, Date referenceDate, double y) {
144    return QuantLibJNI.Gaussian1dModel_forwardRate__SWIG_1(swigCPtr, this, Date.getCPtr(fixing), fixing, Date.getCPtr(referenceDate), referenceDate, y);
145  }
146
147  public double forwardRate(Date fixing, Date referenceDate) {
148    return QuantLibJNI.Gaussian1dModel_forwardRate__SWIG_2(swigCPtr, this, Date.getCPtr(fixing), fixing, Date.getCPtr(referenceDate), referenceDate);
149  }
150
151  public double forwardRate(Date fixing) {
152    return QuantLibJNI.Gaussian1dModel_forwardRate__SWIG_3(swigCPtr, this, Date.getCPtr(fixing), fixing);
153  }
154
155  public double swapRate(Date fixing, Period tenor, Date referenceDate, double y, SwapIndex swapIdx) {
156    return QuantLibJNI.Gaussian1dModel_swapRate__SWIG_0(swigCPtr, this, Date.getCPtr(fixing), fixing, Period.getCPtr(tenor), tenor, Date.getCPtr(referenceDate), referenceDate, y, SwapIndex.getCPtr(swapIdx), swapIdx);
157  }
158
159  public double swapRate(Date fixing, Period tenor, Date referenceDate, double y) {
160    return QuantLibJNI.Gaussian1dModel_swapRate__SWIG_1(swigCPtr, this, Date.getCPtr(fixing), fixing, Period.getCPtr(tenor), tenor, Date.getCPtr(referenceDate), referenceDate, y);
161  }
162
163  public double swapRate(Date fixing, Period tenor, Date referenceDate) {
164    return QuantLibJNI.Gaussian1dModel_swapRate__SWIG_2(swigCPtr, this, Date.getCPtr(fixing), fixing, Period.getCPtr(tenor), tenor, Date.getCPtr(referenceDate), referenceDate);
165  }
166
167  public double swapRate(Date fixing, Period tenor) {
168    return QuantLibJNI.Gaussian1dModel_swapRate__SWIG_3(swigCPtr, this, Date.getCPtr(fixing), fixing, Period.getCPtr(tenor), tenor);
169  }
170
171  public double swapAnnuity(Date fixing, Period tenor, Date referenceDate, double y, SwapIndex swapIdx) {
172    return QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_0(swigCPtr, this, Date.getCPtr(fixing), fixing, Period.getCPtr(tenor), tenor, Date.getCPtr(referenceDate), referenceDate, y, SwapIndex.getCPtr(swapIdx), swapIdx);
173  }
174
175  public double swapAnnuity(Date fixing, Period tenor, Date referenceDate, double y) {
176    return QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_1(swigCPtr, this, Date.getCPtr(fixing), fixing, Period.getCPtr(tenor), tenor, Date.getCPtr(referenceDate), referenceDate, y);
177  }
178
179  public double swapAnnuity(Date fixing, Period tenor, Date referenceDate) {
180    return QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_2(swigCPtr, this, Date.getCPtr(fixing), fixing, Period.getCPtr(tenor), tenor, Date.getCPtr(referenceDate), referenceDate);
181  }
182
183  public double swapAnnuity(Date fixing, Period tenor) {
184    return QuantLibJNI.Gaussian1dModel_swapAnnuity__SWIG_3(swigCPtr, this, Date.getCPtr(fixing), fixing, Period.getCPtr(tenor), tenor);
185  }
186
187}