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 StrippedOptionletBase implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwn;
014
015  protected StrippedOptionletBase(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(StrippedOptionletBase obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected void swigSetCMemOwn(boolean own) {
025    swigCMemOwn = own;
026  }
027
028  @SuppressWarnings("deprecation")
029  protected void finalize() {
030    delete();
031  }
032
033  public synchronized void delete() {
034    if (swigCPtr != 0) {
035      if (swigCMemOwn) {
036        swigCMemOwn = false;
037        QuantLibJNI.delete_StrippedOptionletBase(swigCPtr);
038      }
039      swigCPtr = 0;
040    }
041  }
042
043  public DoubleVector optionletStrikes(long i) {
044    return new DoubleVector(QuantLibJNI.StrippedOptionletBase_optionletStrikes(swigCPtr, this, i), false);
045  }
046
047  public DoubleVector optionletVolatilities(long i) {
048    return new DoubleVector(QuantLibJNI.StrippedOptionletBase_optionletVolatilities(swigCPtr, this, i), false);
049  }
050
051  public DateVector optionletFixingDates() {
052    return new DateVector(QuantLibJNI.StrippedOptionletBase_optionletFixingDates(swigCPtr, this), false);
053  }
054
055  public DoubleVector optionletFixingTimes() {
056    return new DoubleVector(QuantLibJNI.StrippedOptionletBase_optionletFixingTimes(swigCPtr, this), false);
057  }
058
059  public long optionletMaturities() {
060    return QuantLibJNI.StrippedOptionletBase_optionletMaturities(swigCPtr, this);
061  }
062
063  public DoubleVector atmOptionletRates() {
064    return new DoubleVector(QuantLibJNI.StrippedOptionletBase_atmOptionletRates(swigCPtr, this), false);
065  }
066
067  public DayCounter dayCounter() {
068    return new DayCounter(QuantLibJNI.StrippedOptionletBase_dayCounter(swigCPtr, this), true);
069  }
070
071  public Calendar calendar() {
072    return new Calendar(QuantLibJNI.StrippedOptionletBase_calendar(swigCPtr, this), true);
073  }
074
075  public long settlementDays() {
076    return QuantLibJNI.StrippedOptionletBase_settlementDays(swigCPtr, this);
077  }
078
079  public BusinessDayConvention businessDayConvention() {
080    return BusinessDayConvention.swigToEnum(QuantLibJNI.StrippedOptionletBase_businessDayConvention(swigCPtr, this));
081  }
082
083  public VolatilityType volatilityType() {
084    return VolatilityType.swigToEnum(QuantLibJNI.StrippedOptionletBase_volatilityType(swigCPtr, this));
085  }
086
087  public double displacement() {
088    return QuantLibJNI.StrippedOptionletBase_displacement(swigCPtr, this);
089  }
090
091}