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 LMMDriftCalculator implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable { 012 private transient long swigCPtr; 013 protected transient boolean swigCMemOwn; 014 015 protected LMMDriftCalculator(long cPtr, boolean cMemoryOwn) { 016 swigCMemOwn = cMemoryOwn; 017 swigCPtr = cPtr; 018 } 019 020 protected static long getCPtr(LMMDriftCalculator obj) { 021 return (obj == null) ? 0 : obj.swigCPtr; 022 } 023 024 protected static long swigRelease(LMMDriftCalculator 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_LMMDriftCalculator(swigCPtr); 046 } 047 swigCPtr = 0; 048 } 049 } 050 051 public LMMDriftCalculator(Matrix pseudo, DoubleVector displacements, DoubleVector taus, long numeraire, long alive) { 052 this(QuantLibJNI.new_LMMDriftCalculator(Matrix.getCPtr(pseudo), pseudo, DoubleVector.getCPtr(displacements), displacements, DoubleVector.getCPtr(taus), taus, numeraire, alive), true); 053 } 054 055 public void compute(LMMCurveState cs, DoubleVector drifts) { 056 QuantLibJNI.LMMDriftCalculator_compute__SWIG_0(swigCPtr, this, LMMCurveState.getCPtr(cs), cs, DoubleVector.getCPtr(drifts), drifts); 057 } 058 059 public void compute(DoubleVector fwds, DoubleVector drifts) { 060 QuantLibJNI.LMMDriftCalculator_compute__SWIG_1(swigCPtr, this, DoubleVector.getCPtr(fwds), fwds, DoubleVector.getCPtr(drifts), drifts); 061 } 062 063 public void computePlain(LMMCurveState cs, DoubleVector drifts) { 064 QuantLibJNI.LMMDriftCalculator_computePlain__SWIG_0(swigCPtr, this, LMMCurveState.getCPtr(cs), cs, DoubleVector.getCPtr(drifts), drifts); 065 } 066 067 public void computePlain(DoubleVector fwds, DoubleVector drifts) { 068 QuantLibJNI.LMMDriftCalculator_computePlain__SWIG_1(swigCPtr, this, DoubleVector.getCPtr(fwds), fwds, DoubleVector.getCPtr(drifts), drifts); 069 } 070 071 public void computeReduced(LMMCurveState cs, DoubleVector drifts) { 072 QuantLibJNI.LMMDriftCalculator_computeReduced__SWIG_0(swigCPtr, this, LMMCurveState.getCPtr(cs), cs, DoubleVector.getCPtr(drifts), drifts); 073 } 074 075 public void computeReduced(DoubleVector fwds, DoubleVector drifts) { 076 QuantLibJNI.LMMDriftCalculator_computeReduced__SWIG_1(swigCPtr, this, DoubleVector.getCPtr(fwds), fwds, DoubleVector.getCPtr(drifts), drifts); 077 } 078 079}