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 HullWhite extends Vasicek implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable { 012 private transient long swigCPtr; 013 private transient boolean swigCMemOwnDerived; 014 015 protected HullWhite(long cPtr, boolean cMemoryOwn) { 016 super(QuantLibJNI.HullWhite_SWIGSmartPtrUpcast(cPtr), true); 017 swigCMemOwnDerived = cMemoryOwn; 018 swigCPtr = cPtr; 019 } 020 021 protected static long getCPtr(HullWhite 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_HullWhite(swigCPtr); 040 } 041 swigCPtr = 0; 042 } 043 super.delete(); 044 } 045 046 public HullWhite(YieldTermStructureHandle termStructure, double a, double sigma) { 047 this(QuantLibJNI.new_HullWhite__SWIG_0(YieldTermStructureHandle.getCPtr(termStructure), termStructure, a, sigma), true); 048 } 049 050 public HullWhite(YieldTermStructureHandle termStructure, double a) { 051 this(QuantLibJNI.new_HullWhite__SWIG_1(YieldTermStructureHandle.getCPtr(termStructure), termStructure, a), true); 052 } 053 054 public HullWhite(YieldTermStructureHandle termStructure) { 055 this(QuantLibJNI.new_HullWhite__SWIG_2(YieldTermStructureHandle.getCPtr(termStructure), termStructure), true); 056 } 057 058 public static double convexityBias(double futurePrice, double t, double T, double sigma, double a) { 059 return QuantLibJNI.HullWhite_convexityBias(futurePrice, t, T, sigma, a); 060 } 061 062 public YieldTermStructureHandle termStructure() { 063 return new YieldTermStructureHandle(QuantLibJNI.HullWhite_termStructure(swigCPtr, this), false); 064 } 065 066}