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 KInterpolatedYoYInflationOptionletVolatilitySurface extends YoYOptionletVolatilitySurface implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected KInterpolatedYoYInflationOptionletVolatilitySurface(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.KInterpolatedYoYInflationOptionletVolatilitySurface_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(KInterpolatedYoYInflationOptionletVolatilitySurface 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_KInterpolatedYoYInflationOptionletVolatilitySurface(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public KInterpolatedYoYInflationOptionletVolatilitySurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, DayCounter dc, Period lag, YoYCapFloorTermPriceSurface capFloorPrices, PricingEngine pricer, YoYOptionletStripper yoyOptionletStripper, double slope, Linear interpolator) {
047    this(QuantLibJNI.new_KInterpolatedYoYInflationOptionletVolatilitySurface__SWIG_0(settlementDays, Calendar.getCPtr(calendar), calendar, bdc.swigValue(), DayCounter.getCPtr(dc), dc, Period.getCPtr(lag), lag, YoYCapFloorTermPriceSurface.getCPtr(capFloorPrices), capFloorPrices, PricingEngine.getCPtr(pricer), pricer, YoYOptionletStripper.getCPtr(yoyOptionletStripper), yoyOptionletStripper, slope, Linear.getCPtr(interpolator), interpolator), true);
048  }
049
050  public KInterpolatedYoYInflationOptionletVolatilitySurface(long settlementDays, Calendar calendar, BusinessDayConvention bdc, DayCounter dc, Period lag, YoYCapFloorTermPriceSurface capFloorPrices, PricingEngine pricer, YoYOptionletStripper yoyOptionletStripper, double slope) {
051    this(QuantLibJNI.new_KInterpolatedYoYInflationOptionletVolatilitySurface__SWIG_1(settlementDays, Calendar.getCPtr(calendar), calendar, bdc.swigValue(), DayCounter.getCPtr(dc), dc, Period.getCPtr(lag), lag, YoYCapFloorTermPriceSurface.getCPtr(capFloorPrices), capFloorPrices, PricingEngine.getCPtr(pricer), pricer, YoYOptionletStripper.getCPtr(yoyOptionletStripper), yoyOptionletStripper, slope), true);
052  }
053
054  public PairDoubleVector Dslice(Date d) {
055    return new PairDoubleVector(QuantLibJNI.KInterpolatedYoYInflationOptionletVolatilitySurface_Dslice(swigCPtr, this, Date.getCPtr(d), d), true);
056  }
057
058}