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 LocalVolRNDCalculator extends RiskNeutralDensityCalculator implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected LocalVolRNDCalculator(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.LocalVolRNDCalculator_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(LocalVolRNDCalculator 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_LocalVolRNDCalculator(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public LocalVolRNDCalculator(Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long xGrid, long tGrid, double x0Density, double localVolProbEps, long maxIter, double gaussianStepSize) {
047    this(QuantLibJNI.new_LocalVolRNDCalculator__SWIG_0(Quote.getCPtr(spot), spot, YieldTermStructure.getCPtr(rTS), rTS, YieldTermStructure.getCPtr(qTS), qTS, LocalVolTermStructure.getCPtr(localVol), localVol, xGrid, tGrid, x0Density, localVolProbEps, maxIter, gaussianStepSize), true);
048  }
049
050  public LocalVolRNDCalculator(Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long xGrid, long tGrid, double x0Density, double localVolProbEps, long maxIter) {
051    this(QuantLibJNI.new_LocalVolRNDCalculator__SWIG_1(Quote.getCPtr(spot), spot, YieldTermStructure.getCPtr(rTS), rTS, YieldTermStructure.getCPtr(qTS), qTS, LocalVolTermStructure.getCPtr(localVol), localVol, xGrid, tGrid, x0Density, localVolProbEps, maxIter), true);
052  }
053
054  public LocalVolRNDCalculator(Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long xGrid, long tGrid, double x0Density, double localVolProbEps) {
055    this(QuantLibJNI.new_LocalVolRNDCalculator__SWIG_2(Quote.getCPtr(spot), spot, YieldTermStructure.getCPtr(rTS), rTS, YieldTermStructure.getCPtr(qTS), qTS, LocalVolTermStructure.getCPtr(localVol), localVol, xGrid, tGrid, x0Density, localVolProbEps), true);
056  }
057
058  public LocalVolRNDCalculator(Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long xGrid, long tGrid, double x0Density) {
059    this(QuantLibJNI.new_LocalVolRNDCalculator__SWIG_3(Quote.getCPtr(spot), spot, YieldTermStructure.getCPtr(rTS), rTS, YieldTermStructure.getCPtr(qTS), qTS, LocalVolTermStructure.getCPtr(localVol), localVol, xGrid, tGrid, x0Density), true);
060  }
061
062  public LocalVolRNDCalculator(Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long xGrid, long tGrid) {
063    this(QuantLibJNI.new_LocalVolRNDCalculator__SWIG_4(Quote.getCPtr(spot), spot, YieldTermStructure.getCPtr(rTS), rTS, YieldTermStructure.getCPtr(qTS), qTS, LocalVolTermStructure.getCPtr(localVol), localVol, xGrid, tGrid), true);
064  }
065
066  public LocalVolRNDCalculator(Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol, long xGrid) {
067    this(QuantLibJNI.new_LocalVolRNDCalculator__SWIG_5(Quote.getCPtr(spot), spot, YieldTermStructure.getCPtr(rTS), rTS, YieldTermStructure.getCPtr(qTS), qTS, LocalVolTermStructure.getCPtr(localVol), localVol, xGrid), true);
068  }
069
070  public LocalVolRNDCalculator(Quote spot, YieldTermStructure rTS, YieldTermStructure qTS, LocalVolTermStructure localVol) {
071    this(QuantLibJNI.new_LocalVolRNDCalculator__SWIG_6(Quote.getCPtr(spot), spot, YieldTermStructure.getCPtr(rTS), rTS, YieldTermStructure.getCPtr(qTS), qTS, LocalVolTermStructure.getCPtr(localVol), localVol), true);
072  }
073
074  public Fdm1dMesher mesher(double t) {
075    long cPtr = QuantLibJNI.LocalVolRNDCalculator_mesher(swigCPtr, this, t);
076    return (cPtr == 0) ? null : new Fdm1dMesher(cPtr, true);
077  }
078
079  public UnsignedIntVector rescaleTimeSteps() {
080    return new UnsignedIntVector(QuantLibJNI.LocalVolRNDCalculator_rescaleTimeSteps(swigCPtr, this), true);
081  }
082
083}