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 StochasticProcess extends Observable implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected StochasticProcess(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.StochasticProcess_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(StochasticProcess 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_StochasticProcess(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public long size() {
047    return QuantLibJNI.StochasticProcess_size(swigCPtr, this);
048  }
049
050  public long factors() {
051    return QuantLibJNI.StochasticProcess_factors(swigCPtr, this);
052  }
053
054  public Array initialValues() {
055    return new Array(QuantLibJNI.StochasticProcess_initialValues(swigCPtr, this), true);
056  }
057
058  public Array drift(double t, Array x) {
059    return new Array(QuantLibJNI.StochasticProcess_drift(swigCPtr, this, t, Array.getCPtr(x), x), true);
060  }
061
062  public Matrix diffusion(double t, Array x) {
063    return new Matrix(QuantLibJNI.StochasticProcess_diffusion(swigCPtr, this, t, Array.getCPtr(x), x), true);
064  }
065
066  public Array expectation(double t0, Array x0, double dt) {
067    return new Array(QuantLibJNI.StochasticProcess_expectation(swigCPtr, this, t0, Array.getCPtr(x0), x0, dt), true);
068  }
069
070  public Matrix stdDeviation(double t0, Array x0, double dt) {
071    return new Matrix(QuantLibJNI.StochasticProcess_stdDeviation(swigCPtr, this, t0, Array.getCPtr(x0), x0, dt), true);
072  }
073
074  public Matrix covariance(double t0, Array x0, double dt) {
075    return new Matrix(QuantLibJNI.StochasticProcess_covariance(swigCPtr, this, t0, Array.getCPtr(x0), x0, dt), true);
076  }
077
078  public Array evolve(double t0, Array x0, double dt, Array dw) {
079    return new Array(QuantLibJNI.StochasticProcess_evolve(swigCPtr, this, t0, Array.getCPtr(x0), x0, dt, Array.getCPtr(dw), dw), true);
080  }
081
082}