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 HestonProcess extends StochasticProcess implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected HestonProcess(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.HestonProcess_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(HestonProcess 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_HestonProcess(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public HestonProcess(YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle s0, double v0, double kappa, double theta, double sigma, double rho, HestonProcess.Discretization d) {
047    this(QuantLibJNI.new_HestonProcess__SWIG_0(YieldTermStructureHandle.getCPtr(riskFreeTS), riskFreeTS, YieldTermStructureHandle.getCPtr(dividendTS), dividendTS, QuoteHandle.getCPtr(s0), s0, v0, kappa, theta, sigma, rho, d.swigValue()), true);
048  }
049
050  public HestonProcess(YieldTermStructureHandle riskFreeTS, YieldTermStructureHandle dividendTS, QuoteHandle s0, double v0, double kappa, double theta, double sigma, double rho) {
051    this(QuantLibJNI.new_HestonProcess__SWIG_1(YieldTermStructureHandle.getCPtr(riskFreeTS), riskFreeTS, YieldTermStructureHandle.getCPtr(dividendTS), dividendTS, QuoteHandle.getCPtr(s0), s0, v0, kappa, theta, sigma, rho), true);
052  }
053
054  public QuoteHandle s0() {
055    return new QuoteHandle(QuantLibJNI.HestonProcess_s0(swigCPtr, this), true);
056  }
057
058  public YieldTermStructureHandle dividendYield() {
059    return new YieldTermStructureHandle(QuantLibJNI.HestonProcess_dividendYield(swigCPtr, this), true);
060  }
061
062  public YieldTermStructureHandle riskFreeRate() {
063    return new YieldTermStructureHandle(QuantLibJNI.HestonProcess_riskFreeRate(swigCPtr, this), true);
064  }
065
066  public final static class Discretization {
067    public final static HestonProcess.Discretization PartialTruncation = new HestonProcess.Discretization("PartialTruncation");
068    public final static HestonProcess.Discretization FullTruncation = new HestonProcess.Discretization("FullTruncation");
069    public final static HestonProcess.Discretization Reflection = new HestonProcess.Discretization("Reflection");
070    public final static HestonProcess.Discretization NonCentralChiSquareVariance = new HestonProcess.Discretization("NonCentralChiSquareVariance");
071    public final static HestonProcess.Discretization QuadraticExponential = new HestonProcess.Discretization("QuadraticExponential");
072    public final static HestonProcess.Discretization QuadraticExponentialMartingale = new HestonProcess.Discretization("QuadraticExponentialMartingale");
073    public final static HestonProcess.Discretization BroadieKayaExactSchemeLobatto = new HestonProcess.Discretization("BroadieKayaExactSchemeLobatto");
074    public final static HestonProcess.Discretization BroadieKayaExactSchemeLaguerre = new HestonProcess.Discretization("BroadieKayaExactSchemeLaguerre");
075    public final static HestonProcess.Discretization BroadieKayaExactSchemeTrapezoidal = new HestonProcess.Discretization("BroadieKayaExactSchemeTrapezoidal");
076
077    public final int swigValue() {
078      return swigValue;
079    }
080
081    public String toString() {
082      return swigName;
083    }
084
085    public static Discretization swigToEnum(int swigValue) {
086      if (swigValue < swigValues.length && swigValue >= 0 && swigValues[swigValue].swigValue == swigValue)
087        return swigValues[swigValue];
088      for (int i = 0; i < swigValues.length; i++)
089        if (swigValues[i].swigValue == swigValue)
090          return swigValues[i];
091      throw new IllegalArgumentException("No enum " + Discretization.class + " with value " + swigValue);
092    }
093
094    private Discretization(String swigName) {
095      this.swigName = swigName;
096      this.swigValue = swigNext++;
097    }
098
099    private Discretization(String swigName, int swigValue) {
100      this.swigName = swigName;
101      this.swigValue = swigValue;
102      swigNext = swigValue+1;
103    }
104
105    private Discretization(String swigName, Discretization swigEnum) {
106      this.swigName = swigName;
107      this.swigValue = swigEnum.swigValue;
108      swigNext = this.swigValue+1;
109    }
110
111    private static Discretization[] swigValues = { PartialTruncation, FullTruncation, Reflection, NonCentralChiSquareVariance, QuadraticExponential, QuadraticExponentialMartingale, BroadieKayaExactSchemeLobatto, BroadieKayaExactSchemeLaguerre, BroadieKayaExactSchemeTrapezoidal };
112    private static int swigNext = 0;
113    private final int swigValue;
114    private final String swigName;
115  }
116
117}