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 RiskStatistics extends Statistics implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013
014  protected RiskStatistics(long cPtr, boolean cMemoryOwn) {
015    super(QuantLibJNI.RiskStatistics_SWIGUpcast(cPtr), cMemoryOwn);
016    swigCPtr = cPtr;
017  }
018
019  protected static long getCPtr(RiskStatistics obj) {
020    return (obj == null) ? 0 : obj.swigCPtr;
021  }
022
023  protected static long swigRelease(RiskStatistics obj) {
024    long ptr = 0;
025    if (obj != null) {
026      if (!obj.swigCMemOwn)
027        throw new RuntimeException("Cannot release ownership as memory is not owned");
028      ptr = obj.swigCPtr;
029      obj.swigCMemOwn = false;
030      obj.delete();
031    }
032    return ptr;
033  }
034
035  @SuppressWarnings("deprecation")
036  protected void finalize() {
037    delete();
038  }
039
040  public synchronized void delete() {
041    if (swigCPtr != 0) {
042      if (swigCMemOwn) {
043        swigCMemOwn = false;
044        QuantLibJNI.delete_RiskStatistics(swigCPtr);
045      }
046      swigCPtr = 0;
047    }
048    super.delete();
049  }
050
051  public double semiVariance() {
052    return QuantLibJNI.RiskStatistics_semiVariance(swigCPtr, this);
053  }
054
055  public double semiDeviation() {
056    return QuantLibJNI.RiskStatistics_semiDeviation(swigCPtr, this);
057  }
058
059  public double downsideVariance() {
060    return QuantLibJNI.RiskStatistics_downsideVariance(swigCPtr, this);
061  }
062
063  public double downsideDeviation() {
064    return QuantLibJNI.RiskStatistics_downsideDeviation(swigCPtr, this);
065  }
066
067  public double regret(double target) {
068    return QuantLibJNI.RiskStatistics_regret(swigCPtr, this, target);
069  }
070
071  public double potentialUpside(double percentile) {
072    return QuantLibJNI.RiskStatistics_potentialUpside(swigCPtr, this, percentile);
073  }
074
075  public double valueAtRisk(double percentile) {
076    return QuantLibJNI.RiskStatistics_valueAtRisk(swigCPtr, this, percentile);
077  }
078
079  public double expectedShortfall(double percentile) {
080    return QuantLibJNI.RiskStatistics_expectedShortfall(swigCPtr, this, percentile);
081  }
082
083  public double shortfall(double target) {
084    return QuantLibJNI.RiskStatistics_shortfall(swigCPtr, this, target);
085  }
086
087  public double averageShortfall(double target) {
088    return QuantLibJNI.RiskStatistics_averageShortfall(swigCPtr, this, target);
089  }
090
091  public RiskStatistics() {
092    this(QuantLibJNI.new_RiskStatistics(), true);
093  }
094
095}