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 OptionletStripper1 extends StrippedOptionletBase implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected OptionletStripper1(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.OptionletStripper1_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(OptionletStripper1 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_OptionletStripper1(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type, double displacement, boolean dontThrow) {
047    this(QuantLibJNI.new_OptionletStripper1__SWIG_0(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter, YieldTermStructureHandle.getCPtr(discount), discount, type.swigValue(), displacement, dontThrow), true);
048  }
049
050  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type, double displacement) {
051    this(QuantLibJNI.new_OptionletStripper1__SWIG_1(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter, YieldTermStructureHandle.getCPtr(discount), discount, type.swigValue(), displacement), true);
052  }
053
054  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type) {
055    this(QuantLibJNI.new_OptionletStripper1__SWIG_2(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter, YieldTermStructureHandle.getCPtr(discount), discount, type.swigValue()), true);
056  }
057
058  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount) {
059    this(QuantLibJNI.new_OptionletStripper1__SWIG_3(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter, YieldTermStructureHandle.getCPtr(discount), discount), true);
060  }
061
062  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter) {
063    this(QuantLibJNI.new_OptionletStripper1__SWIG_4(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter), true);
064  }
065
066  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy) {
067    this(QuantLibJNI.new_OptionletStripper1__SWIG_5(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy), true);
068  }
069
070  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes) {
071    this(QuantLibJNI.new_OptionletStripper1__SWIG_6(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes), true);
072  }
073
074  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index) {
075    this(QuantLibJNI.new_OptionletStripper1__SWIG_7(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index), true);
076  }
077
078  public Matrix capFloorPrices() {
079    return new Matrix(QuantLibJNI.OptionletStripper1_capFloorPrices(swigCPtr, this), false);
080  }
081
082  public Matrix capFloorVolatilities() {
083    return new Matrix(QuantLibJNI.OptionletStripper1_capFloorVolatilities(swigCPtr, this), false);
084  }
085
086  public Matrix optionletPrices() {
087    return new Matrix(QuantLibJNI.OptionletStripper1_optionletPrices(swigCPtr, this), false);
088  }
089
090  public double switchStrike() {
091    return QuantLibJNI.OptionletStripper1_switchStrike(swigCPtr, this);
092  }
093
094}