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 OneAssetOption extends Option implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected OneAssetOption(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.OneAssetOption_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(OneAssetOption 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_OneAssetOption(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public double delta() {
047    return QuantLibJNI.OneAssetOption_delta(swigCPtr, this);
048  }
049
050  public double deltaForward() {
051    return QuantLibJNI.OneAssetOption_deltaForward(swigCPtr, this);
052  }
053
054  public double elasticity() {
055    return QuantLibJNI.OneAssetOption_elasticity(swigCPtr, this);
056  }
057
058  public double gamma() {
059    return QuantLibJNI.OneAssetOption_gamma(swigCPtr, this);
060  }
061
062  public double theta() {
063    return QuantLibJNI.OneAssetOption_theta(swigCPtr, this);
064  }
065
066  public double thetaPerDay() {
067    return QuantLibJNI.OneAssetOption_thetaPerDay(swigCPtr, this);
068  }
069
070  public double vega() {
071    return QuantLibJNI.OneAssetOption_vega(swigCPtr, this);
072  }
073
074  public double rho() {
075    return QuantLibJNI.OneAssetOption_rho(swigCPtr, this);
076  }
077
078  public double dividendRho() {
079    return QuantLibJNI.OneAssetOption_dividendRho(swigCPtr, this);
080  }
081
082  public double strikeSensitivity() {
083    return QuantLibJNI.OneAssetOption_strikeSensitivity(swigCPtr, this);
084  }
085
086  public double itmCashProbability() {
087    return QuantLibJNI.OneAssetOption_itmCashProbability(swigCPtr, this);
088  }
089
090}