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 MarketModel implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwn;
014
015  protected MarketModel(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(MarketModel obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected void swigSetCMemOwn(boolean own) {
025    swigCMemOwn = own;
026  }
027
028  @SuppressWarnings("deprecation")
029  protected void finalize() {
030    delete();
031  }
032
033  public synchronized void delete() {
034    if (swigCPtr != 0) {
035      if (swigCMemOwn) {
036        swigCMemOwn = false;
037        QuantLibJNI.delete_MarketModel(swigCPtr);
038      }
039      swigCPtr = 0;
040    }
041  }
042
043  public DoubleVector initialRates() {
044    return new DoubleVector(QuantLibJNI.MarketModel_initialRates(swigCPtr, this), false);
045  }
046
047  public DoubleVector displacements() {
048    return new DoubleVector(QuantLibJNI.MarketModel_displacements(swigCPtr, this), false);
049  }
050
051  public EvolutionDescription evolution() {
052    return new EvolutionDescription(QuantLibJNI.MarketModel_evolution(swigCPtr, this), false);
053  }
054
055  public long numberOfRates() {
056    return QuantLibJNI.MarketModel_numberOfRates(swigCPtr, this);
057  }
058
059  public long numberOfFactors() {
060    return QuantLibJNI.MarketModel_numberOfFactors(swigCPtr, this);
061  }
062
063  public long numberOfSteps() {
064    return QuantLibJNI.MarketModel_numberOfSteps(swigCPtr, this);
065  }
066
067  public Matrix pseudoRoot(long i) {
068    return new Matrix(QuantLibJNI.MarketModel_pseudoRoot(swigCPtr, this, i), false);
069  }
070
071  public Matrix covariance(long i) {
072    return new Matrix(QuantLibJNI.MarketModel_covariance(swigCPtr, this, i), false);
073  }
074
075  public Matrix totalCovariance(long endIndex) {
076    return new Matrix(QuantLibJNI.MarketModel_totalCovariance(swigCPtr, this, endIndex), false);
077  }
078
079  public DoubleVector timeDependentVolatility(long i) {
080    return new DoubleVector(QuantLibJNI.MarketModel_timeDependentVolatility(swigCPtr, this, i), true);
081  }
082
083}