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 GsrProcess extends StochasticProcess1D implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected GsrProcess(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.GsrProcess_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(GsrProcess 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_GsrProcess(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public GsrProcess(Array times, Array vols, Array reversions, double T) {
047    this(QuantLibJNI.new_GsrProcess__SWIG_0(Array.getCPtr(times), times, Array.getCPtr(vols), vols, Array.getCPtr(reversions), reversions, T), true);
048  }
049
050  public GsrProcess(Array times, Array vols, Array reversions) {
051    this(QuantLibJNI.new_GsrProcess__SWIG_1(Array.getCPtr(times), times, Array.getCPtr(vols), vols, Array.getCPtr(reversions), reversions), true);
052  }
053
054  public double sigma(double t) {
055    return QuantLibJNI.GsrProcess_sigma(swigCPtr, this, t);
056  }
057
058  public double reversion(double t) {
059    return QuantLibJNI.GsrProcess_reversion(swigCPtr, this, t);
060  }
061
062  public double y(double t) {
063    return QuantLibJNI.GsrProcess_y(swigCPtr, this, t);
064  }
065
066  public double G(double t, double T, double x) {
067    return QuantLibJNI.GsrProcess_G(swigCPtr, this, t, T, x);
068  }
069
070  public void setForwardMeasureTime(double t) {
071    QuantLibJNI.GsrProcess_setForwardMeasureTime(swigCPtr, this, t);
072  }
073
074}