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 NoArbSabrInterpolatedSmileSection extends SmileSection implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected NoArbSabrInterpolatedSmileSection(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.NoArbSabrInterpolatedSmileSection_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(NoArbSabrInterpolatedSmileSection 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_NoArbSabrInterpolatedSmileSection(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc) {
047    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_0(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, vegaWeighted, EndCriteria.getCPtr(endCriteria), endCriteria, OptimizationMethod.getCPtr(method), method, DayCounter.getCPtr(dc), dc), true);
048  }
049
050  public NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method) {
051    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_1(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, vegaWeighted, EndCriteria.getCPtr(endCriteria), endCriteria, OptimizationMethod.getCPtr(method), method), true);
052  }
053
054  public NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria) {
055    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_2(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, vegaWeighted, EndCriteria.getCPtr(endCriteria), endCriteria), true);
056  }
057
058  public NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted) {
059    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_3(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, vegaWeighted), true);
060  }
061
062  public NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed) {
063    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_4(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed), true);
064  }
065
066  public NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed) {
067    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_5(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed), true);
068  }
069
070  public NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed) {
071    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_6(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, isAlphaFixed, isBetaFixed), true);
072  }
073
074  public NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, boolean isAlphaFixed) {
075    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_7(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, isAlphaFixed), true);
076  }
077
078  public NoArbSabrInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho) {
079    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_8(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho), true);
080  }
081
082  public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc) {
083    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_9(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, vegaWeighted, EndCriteria.getCPtr(endCriteria), endCriteria, OptimizationMethod.getCPtr(method), method, DayCounter.getCPtr(dc), dc), true);
084  }
085
086  public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method) {
087    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_10(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, vegaWeighted, EndCriteria.getCPtr(endCriteria), endCriteria, OptimizationMethod.getCPtr(method), method), true);
088  }
089
090  public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted, EndCriteria endCriteria) {
091    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_11(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, vegaWeighted, EndCriteria.getCPtr(endCriteria), endCriteria), true);
092  }
093
094  public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean vegaWeighted) {
095    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_12(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, vegaWeighted), true);
096  }
097
098  public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed) {
099    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_13(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed), true);
100  }
101
102  public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed) {
103    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_14(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, isAlphaFixed, isBetaFixed, isNuFixed), true);
104  }
105
106  public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed, boolean isBetaFixed) {
107    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_15(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, isAlphaFixed, isBetaFixed), true);
108  }
109
110  public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, boolean isAlphaFixed) {
111    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_16(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, isAlphaFixed), true);
112  }
113
114  public NoArbSabrInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho) {
115    this(QuantLibJNI.new_NoArbSabrInterpolatedSmileSection__SWIG_17(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho), true);
116  }
117
118  public double alpha() {
119    return QuantLibJNI.NoArbSabrInterpolatedSmileSection_alpha(swigCPtr, this);
120  }
121
122  public double beta() {
123    return QuantLibJNI.NoArbSabrInterpolatedSmileSection_beta(swigCPtr, this);
124  }
125
126  public double nu() {
127    return QuantLibJNI.NoArbSabrInterpolatedSmileSection_nu(swigCPtr, this);
128  }
129
130  public double rho() {
131    return QuantLibJNI.NoArbSabrInterpolatedSmileSection_rho(swigCPtr, this);
132  }
133
134  public double rmsError() {
135    return QuantLibJNI.NoArbSabrInterpolatedSmileSection_rmsError(swigCPtr, this);
136  }
137
138  public double maxError() {
139    return QuantLibJNI.NoArbSabrInterpolatedSmileSection_maxError(swigCPtr, this);
140  }
141
142  public EndCriteria.Type endCriteria() {
143    return EndCriteria.Type.swigToEnum(QuantLibJNI.NoArbSabrInterpolatedSmileSection_endCriteria(swigCPtr, this));
144  }
145
146}