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 PiecewiseTimeDependentHestonModel extends CalibratedModel implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected PiecewiseTimeDependentHestonModel(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.PiecewiseTimeDependentHestonModel_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(PiecewiseTimeDependentHestonModel 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_PiecewiseTimeDependentHestonModel(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public PiecewiseTimeDependentHestonModel(YieldTermStructureHandle riskFreeRate, YieldTermStructureHandle dividendYield, QuoteHandle s0, double v0, Parameter theta, Parameter kappa, Parameter sigma, Parameter rho, TimeGrid timeGrid) {
047    this(QuantLibJNI.new_PiecewiseTimeDependentHestonModel(YieldTermStructureHandle.getCPtr(riskFreeRate), riskFreeRate, YieldTermStructureHandle.getCPtr(dividendYield), dividendYield, QuoteHandle.getCPtr(s0), s0, v0, Parameter.getCPtr(theta), theta, Parameter.getCPtr(kappa), kappa, Parameter.getCPtr(sigma), sigma, Parameter.getCPtr(rho), rho, TimeGrid.getCPtr(timeGrid), timeGrid), true);
048  }
049
050  public double theta(double t) {
051    return QuantLibJNI.PiecewiseTimeDependentHestonModel_theta(swigCPtr, this, t);
052  }
053
054  public double kappa(double t) {
055    return QuantLibJNI.PiecewiseTimeDependentHestonModel_kappa(swigCPtr, this, t);
056  }
057
058  public double sigma(double t) {
059    return QuantLibJNI.PiecewiseTimeDependentHestonModel_sigma(swigCPtr, this, t);
060  }
061
062  public double rho(double t) {
063    return QuantLibJNI.PiecewiseTimeDependentHestonModel_rho(swigCPtr, this, t);
064  }
065
066  public double v0() {
067    return QuantLibJNI.PiecewiseTimeDependentHestonModel_v0(swigCPtr, this);
068  }
069
070  public double s0() {
071    return QuantLibJNI.PiecewiseTimeDependentHestonModel_s0(swigCPtr, this);
072  }
073
074  public TimeGrid timeGrid() {
075    return new TimeGrid(QuantLibJNI.PiecewiseTimeDependentHestonModel_timeGrid(swigCPtr, this), false);
076  }
077
078  public YieldTermStructureHandle dividendYield() {
079    return new YieldTermStructureHandle(QuantLibJNI.PiecewiseTimeDependentHestonModel_dividendYield(swigCPtr, this), false);
080  }
081
082  public YieldTermStructureHandle riskFreeRate() {
083    return new YieldTermStructureHandle(QuantLibJNI.PiecewiseTimeDependentHestonModel_riskFreeRate(swigCPtr, this), false);
084  }
085
086}