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 MarkovFunctional extends Gaussian1dModel implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected MarkovFunctional(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.MarkovFunctional_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(MarkovFunctional 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_MarkovFunctional(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase, MarkovFunctionalSettings modelSettings) {
047    this(QuantLibJNI.new_MarkovFunctional__SWIG_0(YieldTermStructureHandle.getCPtr(termStructure), termStructure, reversion, DateVector.getCPtr(volstepdates), volstepdates, DoubleVector.getCPtr(volatilities), volatilities, SwaptionVolatilityStructureHandle.getCPtr(swaptionVol), swaptionVol, DateVector.getCPtr(swaptionExpiries), swaptionExpiries, PeriodVector.getCPtr(swaptionTenors), swaptionTenors, SwapIndex.getCPtr(swapIndexBase), swapIndexBase, MarkovFunctionalSettings.getCPtr(modelSettings), modelSettings), true);
048  }
049
050  public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, SwaptionVolatilityStructureHandle swaptionVol, DateVector swaptionExpiries, PeriodVector swaptionTenors, SwapIndex swapIndexBase) {
051    this(QuantLibJNI.new_MarkovFunctional__SWIG_1(YieldTermStructureHandle.getCPtr(termStructure), termStructure, reversion, DateVector.getCPtr(volstepdates), volstepdates, DoubleVector.getCPtr(volatilities), volatilities, SwaptionVolatilityStructureHandle.getCPtr(swaptionVol), swaptionVol, DateVector.getCPtr(swaptionExpiries), swaptionExpiries, PeriodVector.getCPtr(swaptionTenors), swaptionTenors, SwapIndex.getCPtr(swapIndexBase), swapIndexBase), true);
052  }
053
054  public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, OptionletVolatilityStructureHandle capletVol, DateVector capletExpiries, IborIndex iborIndex, MarkovFunctionalSettings modelSettings) {
055    this(QuantLibJNI.new_MarkovFunctional__SWIG_2(YieldTermStructureHandle.getCPtr(termStructure), termStructure, reversion, DateVector.getCPtr(volstepdates), volstepdates, DoubleVector.getCPtr(volatilities), volatilities, OptionletVolatilityStructureHandle.getCPtr(capletVol), capletVol, DateVector.getCPtr(capletExpiries), capletExpiries, IborIndex.getCPtr(iborIndex), iborIndex, MarkovFunctionalSettings.getCPtr(modelSettings), modelSettings), true);
056  }
057
058  public MarkovFunctional(YieldTermStructureHandle termStructure, double reversion, DateVector volstepdates, DoubleVector volatilities, OptionletVolatilityStructureHandle capletVol, DateVector capletExpiries, IborIndex iborIndex) {
059    this(QuantLibJNI.new_MarkovFunctional__SWIG_3(YieldTermStructureHandle.getCPtr(termStructure), termStructure, reversion, DateVector.getCPtr(volstepdates), volstepdates, DoubleVector.getCPtr(volatilities), volatilities, OptionletVolatilityStructureHandle.getCPtr(capletVol), capletVol, DateVector.getCPtr(capletExpiries), capletExpiries, IborIndex.getCPtr(iborIndex), iborIndex), true);
060  }
061
062  public Array volatility() {
063    return new Array(QuantLibJNI.MarkovFunctional_volatility(swigCPtr, this), false);
064  }
065
066  public void calibrate(CalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights, BoolVector fixParameters) {
067    QuantLibJNI.MarkovFunctional_calibrate__SWIG_0(swigCPtr, this, CalibrationHelperVector.getCPtr(helper), helper, OptimizationMethod.getCPtr(method), method, EndCriteria.getCPtr(endCriteria), endCriteria, Constraint.getCPtr(constraint), constraint, DoubleVector.getCPtr(weights), weights, BoolVector.getCPtr(fixParameters), fixParameters);
068  }
069
070  public void calibrate(CalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights) {
071    QuantLibJNI.MarkovFunctional_calibrate__SWIG_1(swigCPtr, this, CalibrationHelperVector.getCPtr(helper), helper, OptimizationMethod.getCPtr(method), method, EndCriteria.getCPtr(endCriteria), endCriteria, Constraint.getCPtr(constraint), constraint, DoubleVector.getCPtr(weights), weights);
072  }
073
074  public void calibrate(CalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint) {
075    QuantLibJNI.MarkovFunctional_calibrate__SWIG_2(swigCPtr, this, CalibrationHelperVector.getCPtr(helper), helper, OptimizationMethod.getCPtr(method), method, EndCriteria.getCPtr(endCriteria), endCriteria, Constraint.getCPtr(constraint), constraint);
076  }
077
078  public void calibrate(CalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria) {
079    QuantLibJNI.MarkovFunctional_calibrate__SWIG_3(swigCPtr, this, CalibrationHelperVector.getCPtr(helper), helper, OptimizationMethod.getCPtr(method), method, EndCriteria.getCPtr(endCriteria), endCriteria);
080  }
081
082  public Array params() {
083    return new Array(QuantLibJNI.MarkovFunctional_params(swigCPtr, this), true);
084  }
085
086  public void setParams(Array params) {
087    QuantLibJNI.MarkovFunctional_setParams(swigCPtr, this, Array.getCPtr(params), params);
088  }
089
090  public double value(Array params, CalibrationHelperVector instruments) {
091    return QuantLibJNI.MarkovFunctional_value(swigCPtr, this, Array.getCPtr(params), params, CalibrationHelperVector.getCPtr(instruments), instruments);
092  }
093
094  public Constraint constraint() {
095    long cPtr = QuantLibJNI.MarkovFunctional_constraint(swigCPtr, this);
096    return (cPtr == 0) ? null : new Constraint(cPtr, true);
097  }
098
099  public EndCriteria.Type endCriteria() {
100    return EndCriteria.Type.swigToEnum(QuantLibJNI.MarkovFunctional_endCriteria(swigCPtr, this));
101  }
102
103  public Array problemValues() {
104    return new Array(QuantLibJNI.MarkovFunctional_problemValues(swigCPtr, this), false);
105  }
106
107  public int functionEvaluation() {
108    return QuantLibJNI.MarkovFunctional_functionEvaluation(swigCPtr, this);
109  }
110
111}