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 LognormalCmsSpreadPricer extends CmsSpreadCouponPricer implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected LognormalCmsSpreadPricer(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.LognormalCmsSpreadPricer_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(LognormalCmsSpreadPricer 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_LognormalCmsSpreadPricer(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, long IntegrationPoints, SWIGTYPE_p_ext__optionalT_VolatilityType_t volatilityType, double shift1, double shift2) {
047    this(QuantLibJNI.new_LognormalCmsSpreadPricer__SWIG_0(CmsCouponPricer.getCPtr(cmsPricer), cmsPricer, QuoteHandle.getCPtr(correlation), correlation, YieldTermStructureHandle.getCPtr(couponDiscountCurve), couponDiscountCurve, IntegrationPoints, SWIGTYPE_p_ext__optionalT_VolatilityType_t.getCPtr(volatilityType), shift1, shift2), true);
048  }
049
050  public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, long IntegrationPoints, SWIGTYPE_p_ext__optionalT_VolatilityType_t volatilityType, double shift1) {
051    this(QuantLibJNI.new_LognormalCmsSpreadPricer__SWIG_1(CmsCouponPricer.getCPtr(cmsPricer), cmsPricer, QuoteHandle.getCPtr(correlation), correlation, YieldTermStructureHandle.getCPtr(couponDiscountCurve), couponDiscountCurve, IntegrationPoints, SWIGTYPE_p_ext__optionalT_VolatilityType_t.getCPtr(volatilityType), shift1), true);
052  }
053
054  public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, long IntegrationPoints, SWIGTYPE_p_ext__optionalT_VolatilityType_t volatilityType) {
055    this(QuantLibJNI.new_LognormalCmsSpreadPricer__SWIG_2(CmsCouponPricer.getCPtr(cmsPricer), cmsPricer, QuoteHandle.getCPtr(correlation), correlation, YieldTermStructureHandle.getCPtr(couponDiscountCurve), couponDiscountCurve, IntegrationPoints, SWIGTYPE_p_ext__optionalT_VolatilityType_t.getCPtr(volatilityType)), true);
056  }
057
058  public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, long IntegrationPoints) {
059    this(QuantLibJNI.new_LognormalCmsSpreadPricer__SWIG_3(CmsCouponPricer.getCPtr(cmsPricer), cmsPricer, QuoteHandle.getCPtr(correlation), correlation, YieldTermStructureHandle.getCPtr(couponDiscountCurve), couponDiscountCurve, IntegrationPoints), true);
060  }
061
062  public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve) {
063    this(QuantLibJNI.new_LognormalCmsSpreadPricer__SWIG_4(CmsCouponPricer.getCPtr(cmsPricer), cmsPricer, QuoteHandle.getCPtr(correlation), correlation, YieldTermStructureHandle.getCPtr(couponDiscountCurve), couponDiscountCurve), true);
064  }
065
066  public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation) {
067    this(QuantLibJNI.new_LognormalCmsSpreadPricer__SWIG_5(CmsCouponPricer.getCPtr(cmsPricer), cmsPricer, QuoteHandle.getCPtr(correlation), correlation), true);
068  }
069
070  public double swapletPrice() {
071    return QuantLibJNI.LognormalCmsSpreadPricer_swapletPrice(swigCPtr, this);
072  }
073
074  public double swapletRate() {
075    return QuantLibJNI.LognormalCmsSpreadPricer_swapletRate(swigCPtr, this);
076  }
077
078  public double capletPrice(double effectiveCap) {
079    return QuantLibJNI.LognormalCmsSpreadPricer_capletPrice(swigCPtr, this, effectiveCap);
080  }
081
082  public double capletRate(double effectiveCap) {
083    return QuantLibJNI.LognormalCmsSpreadPricer_capletRate(swigCPtr, this, effectiveCap);
084  }
085
086  public double floorletPrice(double effectiveFloor) {
087    return QuantLibJNI.LognormalCmsSpreadPricer_floorletPrice(swigCPtr, this, effectiveFloor);
088  }
089
090  public double floorletRate(double effectiveFloor) {
091    return QuantLibJNI.LognormalCmsSpreadPricer_floorletRate(swigCPtr, this, effectiveFloor);
092  }
093
094}