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 GridModelLocalVolSurface extends LocalVolTermStructure implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected GridModelLocalVolSurface(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.GridModelLocalVolSurface_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(GridModelLocalVolSurface 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_GridModelLocalVolSurface(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public GridModelLocalVolSurface(Date referenceDate, DateVector dates, DoubleVectorVector strikes, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation, FixedLocalVolSurface.Extrapolation upperExtrapolation) {
047    this(QuantLibJNI.new_GridModelLocalVolSurface__SWIG_0(Date.getCPtr(referenceDate), referenceDate, DateVector.getCPtr(dates), dates, DoubleVectorVector.getCPtr(strikes), strikes, DayCounter.getCPtr(dayCounter), dayCounter, lowerExtrapolation.swigValue(), upperExtrapolation.swigValue()), true);
048  }
049
050  public GridModelLocalVolSurface(Date referenceDate, DateVector dates, DoubleVectorVector strikes, DayCounter dayCounter, FixedLocalVolSurface.Extrapolation lowerExtrapolation) {
051    this(QuantLibJNI.new_GridModelLocalVolSurface__SWIG_1(Date.getCPtr(referenceDate), referenceDate, DateVector.getCPtr(dates), dates, DoubleVectorVector.getCPtr(strikes), strikes, DayCounter.getCPtr(dayCounter), dayCounter, lowerExtrapolation.swigValue()), true);
052  }
053
054  public GridModelLocalVolSurface(Date referenceDate, DateVector dates, DoubleVectorVector strikes, DayCounter dayCounter) {
055    this(QuantLibJNI.new_GridModelLocalVolSurface__SWIG_2(Date.getCPtr(referenceDate), referenceDate, DateVector.getCPtr(dates), dates, DoubleVectorVector.getCPtr(strikes), strikes, DayCounter.getCPtr(dayCounter), dayCounter), true);
056  }
057
058  public Array params() {
059    return new Array(QuantLibJNI.GridModelLocalVolSurface_params(swigCPtr, this), true);
060  }
061
062  public void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights, BoolVector fixParameters) {
063    QuantLibJNI.GridModelLocalVolSurface_calibrate__SWIG_0(swigCPtr, this, CalibrationHelperVector.getCPtr(arg0), arg0, OptimizationMethod.getCPtr(arg1), arg1, EndCriteria.getCPtr(arg2), arg2, Constraint.getCPtr(constraint), constraint, DoubleVector.getCPtr(weights), weights, BoolVector.getCPtr(fixParameters), fixParameters);
064  }
065
066  public void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights) {
067    QuantLibJNI.GridModelLocalVolSurface_calibrate__SWIG_1(swigCPtr, this, CalibrationHelperVector.getCPtr(arg0), arg0, OptimizationMethod.getCPtr(arg1), arg1, EndCriteria.getCPtr(arg2), arg2, Constraint.getCPtr(constraint), constraint, DoubleVector.getCPtr(weights), weights);
068  }
069
070  public void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint) {
071    QuantLibJNI.GridModelLocalVolSurface_calibrate__SWIG_2(swigCPtr, this, CalibrationHelperVector.getCPtr(arg0), arg0, OptimizationMethod.getCPtr(arg1), arg1, EndCriteria.getCPtr(arg2), arg2, Constraint.getCPtr(constraint), constraint);
072  }
073
074  public void calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2) {
075    QuantLibJNI.GridModelLocalVolSurface_calibrate__SWIG_3(swigCPtr, this, CalibrationHelperVector.getCPtr(arg0), arg0, OptimizationMethod.getCPtr(arg1), arg1, EndCriteria.getCPtr(arg2), arg2);
076  }
077
078  public EndCriteria.Type endCriteria() {
079    return EndCriteria.Type.swigToEnum(QuantLibJNI.GridModelLocalVolSurface_endCriteria(swigCPtr, this));
080  }
081
082}