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 HestonSLVFDMModel implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  protected transient boolean swigCMemOwn;
014
015  protected HestonSLVFDMModel(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(HestonSLVFDMModel obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected static long swigRelease(HestonSLVFDMModel obj) {
025    long ptr = 0;
026    if (obj != null) {
027      if (!obj.swigCMemOwn)
028        throw new RuntimeException("Cannot release ownership as memory is not owned");
029      ptr = obj.swigCPtr;
030      obj.swigCMemOwn = false;
031      obj.delete();
032    }
033    return ptr;
034  }
035
036  @SuppressWarnings("deprecation")
037  protected void finalize() {
038    delete();
039  }
040
041  public synchronized void delete() {
042    if (swigCPtr != 0) {
043      if (swigCMemOwn) {
044        swigCMemOwn = false;
045        QuantLibJNI.delete_HestonSLVFDMModel(swigCPtr);
046      }
047      swigCPtr = 0;
048    }
049  }
050
051  public HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params, boolean logging, DateVector mandatoryDates, double mixingFactor) {
052    this(QuantLibJNI.new_HestonSLVFDMModel__SWIG_0(LocalVolTermStructure.getCPtr(localVol), localVol, HestonModel.getCPtr(model), model, Date.getCPtr(endDate), endDate, HestonSLVFokkerPlanckFdmParams.getCPtr(params), params, logging, DateVector.getCPtr(mandatoryDates), mandatoryDates, mixingFactor), true);
053  }
054
055  public HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params, boolean logging, DateVector mandatoryDates) {
056    this(QuantLibJNI.new_HestonSLVFDMModel__SWIG_1(LocalVolTermStructure.getCPtr(localVol), localVol, HestonModel.getCPtr(model), model, Date.getCPtr(endDate), endDate, HestonSLVFokkerPlanckFdmParams.getCPtr(params), params, logging, DateVector.getCPtr(mandatoryDates), mandatoryDates), true);
057  }
058
059  public HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params, boolean logging) {
060    this(QuantLibJNI.new_HestonSLVFDMModel__SWIG_2(LocalVolTermStructure.getCPtr(localVol), localVol, HestonModel.getCPtr(model), model, Date.getCPtr(endDate), endDate, HestonSLVFokkerPlanckFdmParams.getCPtr(params), params, logging), true);
061  }
062
063  public HestonSLVFDMModel(LocalVolTermStructure localVol, HestonModel model, Date endDate, HestonSLVFokkerPlanckFdmParams params) {
064    this(QuantLibJNI.new_HestonSLVFDMModel__SWIG_3(LocalVolTermStructure.getCPtr(localVol), localVol, HestonModel.getCPtr(model), model, Date.getCPtr(endDate), endDate, HestonSLVFokkerPlanckFdmParams.getCPtr(params), params), true);
065  }
066
067  public HestonProcess hestonProcess() {
068    long cPtr = QuantLibJNI.HestonSLVFDMModel_hestonProcess(swigCPtr, this);
069    return (cPtr == 0) ? null : new HestonProcess(cPtr, true);
070  }
071
072  public LocalVolTermStructure localVol() {
073    long cPtr = QuantLibJNI.HestonSLVFDMModel_localVol(swigCPtr, this);
074    return (cPtr == 0) ? null : new LocalVolTermStructure(cPtr, true);
075  }
076
077  public LocalVolTermStructure leverageFunction() {
078    long cPtr = QuantLibJNI.HestonSLVFDMModel_leverageFunction(swigCPtr, this);
079    return (cPtr == 0) ? null : new LocalVolTermStructure(cPtr, true);
080  }
081
082}