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 OptionletVolatilityStructureHandle implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable { 012 private transient long swigCPtr; 013 protected transient boolean swigCMemOwn; 014 015 protected OptionletVolatilityStructureHandle(long cPtr, boolean cMemoryOwn) { 016 swigCMemOwn = cMemoryOwn; 017 swigCPtr = cPtr; 018 } 019 020 protected static long getCPtr(OptionletVolatilityStructureHandle obj) { 021 return (obj == null) ? 0 : obj.swigCPtr; 022 } 023 024 protected static long swigRelease(OptionletVolatilityStructureHandle obj) { 025 long ptr = 0; 026 if (obj != null) { 027 if (!obj.swigCMemOwn) 028 throw new RuntimeException("Cannot release ownership as memory is not owned"); 029 ptr = obj.swigCPtr; 030 obj.swigCMemOwn = false; 031 obj.delete(); 032 } 033 return ptr; 034 } 035 036 @SuppressWarnings("deprecation") 037 protected void finalize() { 038 delete(); 039 } 040 041 public synchronized void delete() { 042 if (swigCPtr != 0) { 043 if (swigCMemOwn) { 044 swigCMemOwn = false; 045 QuantLibJNI.delete_OptionletVolatilityStructureHandle(swigCPtr); 046 } 047 swigCPtr = 0; 048 } 049 } 050 051 public OptionletVolatilityStructureHandle(OptionletVolatilityStructure arg0) { 052 this(QuantLibJNI.new_OptionletVolatilityStructureHandle__SWIG_0(OptionletVolatilityStructure.getCPtr(arg0), arg0), true); 053 } 054 055 public OptionletVolatilityStructureHandle() { 056 this(QuantLibJNI.new_OptionletVolatilityStructureHandle__SWIG_1(), true); 057 } 058 059 public OptionletVolatilityStructure __deref__() { 060 long cPtr = QuantLibJNI.OptionletVolatilityStructureHandle___deref__(swigCPtr, this); 061 return (cPtr == 0) ? null : new OptionletVolatilityStructure(cPtr, true); 062 } 063 064 public OptionletVolatilityStructure currentLink() { 065 long cPtr = QuantLibJNI.OptionletVolatilityStructureHandle_currentLink(swigCPtr, this); 066 return (cPtr == 0) ? null : new OptionletVolatilityStructure(cPtr, true); 067 } 068 069 public boolean empty() { 070 return QuantLibJNI.OptionletVolatilityStructureHandle_empty(swigCPtr, this); 071 } 072 073 public Observable asObservable() { 074 long cPtr = QuantLibJNI.OptionletVolatilityStructureHandle_asObservable(swigCPtr, this); 075 return (cPtr == 0) ? null : new Observable(cPtr, true); 076 } 077 078 public double volatility(Date arg0, double strike, boolean extrapolate) { 079 return QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_0(swigCPtr, this, Date.getCPtr(arg0), arg0, strike, extrapolate); 080 } 081 082 public double volatility(Date arg0, double strike) { 083 return QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_1(swigCPtr, this, Date.getCPtr(arg0), arg0, strike); 084 } 085 086 public double volatility(double arg0, double strike, boolean extrapolate) { 087 return QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_2(swigCPtr, this, arg0, strike, extrapolate); 088 } 089 090 public double volatility(double arg0, double strike) { 091 return QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_3(swigCPtr, this, arg0, strike); 092 } 093 094 public double blackVariance(Date arg0, double strike, boolean extrapolate) { 095 return QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_0(swigCPtr, this, Date.getCPtr(arg0), arg0, strike, extrapolate); 096 } 097 098 public double blackVariance(Date arg0, double strike) { 099 return QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_1(swigCPtr, this, Date.getCPtr(arg0), arg0, strike); 100 } 101 102 public double blackVariance(double arg0, double strike, boolean extrapolate) { 103 return QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_2(swigCPtr, this, arg0, strike, extrapolate); 104 } 105 106 public double blackVariance(double arg0, double strike) { 107 return QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_3(swigCPtr, this, arg0, strike); 108 } 109 110 public double minStrike() { 111 return QuantLibJNI.OptionletVolatilityStructureHandle_minStrike(swigCPtr, this); 112 } 113 114 public double maxStrike() { 115 return QuantLibJNI.OptionletVolatilityStructureHandle_maxStrike(swigCPtr, this); 116 } 117 118 public DayCounter dayCounter() { 119 return new DayCounter(QuantLibJNI.OptionletVolatilityStructureHandle_dayCounter(swigCPtr, this), true); 120 } 121 122 public double timeFromReference(Date date) { 123 return QuantLibJNI.OptionletVolatilityStructureHandle_timeFromReference(swigCPtr, this, Date.getCPtr(date), date); 124 } 125 126 public Calendar calendar() { 127 return new Calendar(QuantLibJNI.OptionletVolatilityStructureHandle_calendar(swigCPtr, this), true); 128 } 129 130 public Date referenceDate() { 131 return new Date(QuantLibJNI.OptionletVolatilityStructureHandle_referenceDate(swigCPtr, this), true); 132 } 133 134 public Date maxDate() { 135 return new Date(QuantLibJNI.OptionletVolatilityStructureHandle_maxDate(swigCPtr, this), true); 136 } 137 138 public double maxTime() { 139 return QuantLibJNI.OptionletVolatilityStructureHandle_maxTime(swigCPtr, this); 140 } 141 142 public void enableExtrapolation() { 143 QuantLibJNI.OptionletVolatilityStructureHandle_enableExtrapolation(swigCPtr, this); 144 } 145 146 public void disableExtrapolation() { 147 QuantLibJNI.OptionletVolatilityStructureHandle_disableExtrapolation(swigCPtr, this); 148 } 149 150 public boolean allowsExtrapolation() { 151 return QuantLibJNI.OptionletVolatilityStructureHandle_allowsExtrapolation(swigCPtr, this); 152 } 153 154}