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 GeneralizedBlackScholesProcess extends StochasticProcess1D implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected GeneralizedBlackScholesProcess(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.GeneralizedBlackScholesProcess_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(GeneralizedBlackScholesProcess 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_GeneralizedBlackScholesProcess(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public GeneralizedBlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS) {
047    this(QuantLibJNI.new_GeneralizedBlackScholesProcess__SWIG_0(QuoteHandle.getCPtr(s0), s0, YieldTermStructureHandle.getCPtr(dividendTS), dividendTS, YieldTermStructureHandle.getCPtr(riskFreeTS), riskFreeTS, BlackVolTermStructureHandle.getCPtr(volTS), volTS), true);
048  }
049
050  public GeneralizedBlackScholesProcess(QuoteHandle x0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle blackVolTS, LocalVolTermStructureHandle localVolTS) {
051    this(QuantLibJNI.new_GeneralizedBlackScholesProcess__SWIG_1(QuoteHandle.getCPtr(x0), x0, YieldTermStructureHandle.getCPtr(dividendTS), dividendTS, YieldTermStructureHandle.getCPtr(riskFreeTS), riskFreeTS, BlackVolTermStructureHandle.getCPtr(blackVolTS), blackVolTS, LocalVolTermStructureHandle.getCPtr(localVolTS), localVolTS), true);
052  }
053
054  public QuoteHandle stateVariable() {
055    return new QuoteHandle(QuantLibJNI.GeneralizedBlackScholesProcess_stateVariable(swigCPtr, this), true);
056  }
057
058  public YieldTermStructureHandle dividendYield() {
059    return new YieldTermStructureHandle(QuantLibJNI.GeneralizedBlackScholesProcess_dividendYield(swigCPtr, this), true);
060  }
061
062  public YieldTermStructureHandle riskFreeRate() {
063    return new YieldTermStructureHandle(QuantLibJNI.GeneralizedBlackScholesProcess_riskFreeRate(swigCPtr, this), true);
064  }
065
066  public BlackVolTermStructureHandle blackVolatility() {
067    return new BlackVolTermStructureHandle(QuantLibJNI.GeneralizedBlackScholesProcess_blackVolatility(swigCPtr, this), true);
068  }
069
070  public LocalVolTermStructureHandle localVolatility() {
071    return new LocalVolTermStructureHandle(QuantLibJNI.GeneralizedBlackScholesProcess_localVolatility(swigCPtr, this), true);
072  }
073
074}