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 HestonSLVMCModel implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  protected transient boolean swigCMemOwn;
014
015  protected HestonSLVMCModel(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(HestonSLVMCModel obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected static long swigRelease(HestonSLVMCModel 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_HestonSLVMCModel(swigCPtr);
046      }
047      swigCPtr = 0;
048    }
049  }
050
051  public HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths, DateVector mandatoryDates, double mixingFactor) {
052    this(QuantLibJNI.new_HestonSLVMCModel__SWIG_0(LocalVolTermStructure.getCPtr(localVol), localVol, HestonModel.getCPtr(model), model, BrownianGeneratorFactory.getCPtr(brownianGeneratorFactory), brownianGeneratorFactory, Date.getCPtr(endDate), endDate, timeStepsPerYear, nBins, calibrationPaths, DateVector.getCPtr(mandatoryDates), mandatoryDates, mixingFactor), true);
053  }
054
055  public HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths, DateVector mandatoryDates) {
056    this(QuantLibJNI.new_HestonSLVMCModel__SWIG_1(LocalVolTermStructure.getCPtr(localVol), localVol, HestonModel.getCPtr(model), model, BrownianGeneratorFactory.getCPtr(brownianGeneratorFactory), brownianGeneratorFactory, Date.getCPtr(endDate), endDate, timeStepsPerYear, nBins, calibrationPaths, DateVector.getCPtr(mandatoryDates), mandatoryDates), true);
057  }
058
059  public HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins, long calibrationPaths) {
060    this(QuantLibJNI.new_HestonSLVMCModel__SWIG_2(LocalVolTermStructure.getCPtr(localVol), localVol, HestonModel.getCPtr(model), model, BrownianGeneratorFactory.getCPtr(brownianGeneratorFactory), brownianGeneratorFactory, Date.getCPtr(endDate), endDate, timeStepsPerYear, nBins, calibrationPaths), true);
061  }
062
063  public HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear, long nBins) {
064    this(QuantLibJNI.new_HestonSLVMCModel__SWIG_3(LocalVolTermStructure.getCPtr(localVol), localVol, HestonModel.getCPtr(model), model, BrownianGeneratorFactory.getCPtr(brownianGeneratorFactory), brownianGeneratorFactory, Date.getCPtr(endDate), endDate, timeStepsPerYear, nBins), true);
065  }
066
067  public HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate, long timeStepsPerYear) {
068    this(QuantLibJNI.new_HestonSLVMCModel__SWIG_4(LocalVolTermStructure.getCPtr(localVol), localVol, HestonModel.getCPtr(model), model, BrownianGeneratorFactory.getCPtr(brownianGeneratorFactory), brownianGeneratorFactory, Date.getCPtr(endDate), endDate, timeStepsPerYear), true);
069  }
070
071  public HestonSLVMCModel(LocalVolTermStructure localVol, HestonModel model, BrownianGeneratorFactory brownianGeneratorFactory, Date endDate) {
072    this(QuantLibJNI.new_HestonSLVMCModel__SWIG_5(LocalVolTermStructure.getCPtr(localVol), localVol, HestonModel.getCPtr(model), model, BrownianGeneratorFactory.getCPtr(brownianGeneratorFactory), brownianGeneratorFactory, Date.getCPtr(endDate), endDate), true);
073  }
074
075  public HestonProcess hestonProcess() {
076    long cPtr = QuantLibJNI.HestonSLVMCModel_hestonProcess(swigCPtr, this);
077    return (cPtr == 0) ? null : new HestonProcess(cPtr, true);
078  }
079
080  public LocalVolTermStructure localVol() {
081    long cPtr = QuantLibJNI.HestonSLVMCModel_localVol(swigCPtr, this);
082    return (cPtr == 0) ? null : new LocalVolTermStructure(cPtr, true);
083  }
084
085  public LocalVolTermStructure leverageFunction() {
086    long cPtr = QuantLibJNI.HestonSLVMCModel_leverageFunction(swigCPtr, this);
087    return (cPtr == 0) ? null : new LocalVolTermStructure(cPtr, true);
088  }
089
090}