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 Gsr extends Gaussian1dModel implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected Gsr(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.Gsr_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(Gsr 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_Gsr(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public Gsr(YieldTermStructureHandle termStructure, DateVector volstepdates, QuoteHandleVector volatilities, QuoteHandleVector reversions, double T) {
047    this(QuantLibJNI.new_Gsr__SWIG_0(YieldTermStructureHandle.getCPtr(termStructure), termStructure, DateVector.getCPtr(volstepdates), volstepdates, QuoteHandleVector.getCPtr(volatilities), volatilities, QuoteHandleVector.getCPtr(reversions), reversions, T), true);
048  }
049
050  public Gsr(YieldTermStructureHandle termStructure, DateVector volstepdates, QuoteHandleVector volatilities, QuoteHandleVector reversions) {
051    this(QuantLibJNI.new_Gsr__SWIG_1(YieldTermStructureHandle.getCPtr(termStructure), termStructure, DateVector.getCPtr(volstepdates), volstepdates, QuoteHandleVector.getCPtr(volatilities), volatilities, QuoteHandleVector.getCPtr(reversions), reversions), true);
052  }
053
054  public void calibrateVolatilitiesIterative(BlackCalibrationHelperVector helpers, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights) {
055    QuantLibJNI.Gsr_calibrateVolatilitiesIterative__SWIG_0(swigCPtr, this, BlackCalibrationHelperVector.getCPtr(helpers), helpers, OptimizationMethod.getCPtr(method), method, EndCriteria.getCPtr(endCriteria), endCriteria, Constraint.getCPtr(constraint), constraint, DoubleVector.getCPtr(weights), weights);
056  }
057
058  public void calibrateVolatilitiesIterative(BlackCalibrationHelperVector helpers, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint) {
059    QuantLibJNI.Gsr_calibrateVolatilitiesIterative__SWIG_1(swigCPtr, this, BlackCalibrationHelperVector.getCPtr(helpers), helpers, OptimizationMethod.getCPtr(method), method, EndCriteria.getCPtr(endCriteria), endCriteria, Constraint.getCPtr(constraint), constraint);
060  }
061
062  public void calibrateVolatilitiesIterative(BlackCalibrationHelperVector helpers, OptimizationMethod method, EndCriteria endCriteria) {
063    QuantLibJNI.Gsr_calibrateVolatilitiesIterative__SWIG_2(swigCPtr, this, BlackCalibrationHelperVector.getCPtr(helpers), helpers, OptimizationMethod.getCPtr(method), method, EndCriteria.getCPtr(endCriteria), endCriteria);
064  }
065
066  public Array reversion() {
067    return new Array(QuantLibJNI.Gsr_reversion(swigCPtr, this), false);
068  }
069
070  public Array volatility() {
071    return new Array(QuantLibJNI.Gsr_volatility(swigCPtr, this), false);
072  }
073
074  public Array params() {
075    return new Array(QuantLibJNI.Gsr_params(swigCPtr, this), true);
076  }
077
078  public void calibrate(CalibrationHelperVector instruments, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights, BoolVector fixParameters) {
079    QuantLibJNI.Gsr_calibrate__SWIG_0(swigCPtr, this, CalibrationHelperVector.getCPtr(instruments), instruments, OptimizationMethod.getCPtr(method), method, EndCriteria.getCPtr(endCriteria), endCriteria, Constraint.getCPtr(constraint), constraint, DoubleVector.getCPtr(weights), weights, BoolVector.getCPtr(fixParameters), fixParameters);
080  }
081
082  public void calibrate(CalibrationHelperVector instruments, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights) {
083    QuantLibJNI.Gsr_calibrate__SWIG_1(swigCPtr, this, CalibrationHelperVector.getCPtr(instruments), instruments, OptimizationMethod.getCPtr(method), method, EndCriteria.getCPtr(endCriteria), endCriteria, Constraint.getCPtr(constraint), constraint, DoubleVector.getCPtr(weights), weights);
084  }
085
086  public void calibrate(CalibrationHelperVector instruments, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint) {
087    QuantLibJNI.Gsr_calibrate__SWIG_2(swigCPtr, this, CalibrationHelperVector.getCPtr(instruments), instruments, OptimizationMethod.getCPtr(method), method, EndCriteria.getCPtr(endCriteria), endCriteria, Constraint.getCPtr(constraint), constraint);
088  }
089
090  public void calibrate(CalibrationHelperVector instruments, OptimizationMethod method, EndCriteria endCriteria) {
091    QuantLibJNI.Gsr_calibrate__SWIG_3(swigCPtr, this, CalibrationHelperVector.getCPtr(instruments), instruments, OptimizationMethod.getCPtr(method), method, EndCriteria.getCPtr(endCriteria), endCriteria);
092  }
093
094  public void setParams(Array params) {
095    QuantLibJNI.Gsr_setParams(swigCPtr, this, Array.getCPtr(params), params);
096  }
097
098  public double value(Array params, CalibrationHelperVector instruments) {
099    return QuantLibJNI.Gsr_value(swigCPtr, this, Array.getCPtr(params), params, CalibrationHelperVector.getCPtr(instruments), instruments);
100  }
101
102  public Constraint constraint() {
103    long cPtr = QuantLibJNI.Gsr_constraint(swigCPtr, this);
104    return (cPtr == 0) ? null : new Constraint(cPtr, true);
105  }
106
107  public EndCriteria.Type endCriteria() {
108    return EndCriteria.Type.swigToEnum(QuantLibJNI.Gsr_endCriteria(swigCPtr, this));
109  }
110
111  public Array problemValues() {
112    return new Array(QuantLibJNI.Gsr_problemValues(swigCPtr, this), false);
113  }
114
115  public int functionEvaluation() {
116    return QuantLibJNI.Gsr_functionEvaluation(swigCPtr, this);
117  }
118
119}