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 SwaptionHelper extends BlackCalibrationHelper implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected SwaptionHelper(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.SwaptionHelper_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(SwaptionHelper 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_SwaptionHelper(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift) {
047    this(QuantLibJNI.new_SwaptionHelper__SWIG_0(Period.getCPtr(maturity), maturity, Period.getCPtr(length), length, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue(), strike, nominal, type.swigValue(), shift), true);
048  }
049
050  public SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type) {
051    this(QuantLibJNI.new_SwaptionHelper__SWIG_1(Period.getCPtr(maturity), maturity, Period.getCPtr(length), length, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue(), strike, nominal, type.swigValue()), true);
052  }
053
054  public SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal) {
055    this(QuantLibJNI.new_SwaptionHelper__SWIG_2(Period.getCPtr(maturity), maturity, Period.getCPtr(length), length, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue(), strike, nominal), true);
056  }
057
058  public SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike) {
059    this(QuantLibJNI.new_SwaptionHelper__SWIG_3(Period.getCPtr(maturity), maturity, Period.getCPtr(length), length, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue(), strike), true);
060  }
061
062  public SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType) {
063    this(QuantLibJNI.new_SwaptionHelper__SWIG_4(Period.getCPtr(maturity), maturity, Period.getCPtr(length), length, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue()), true);
064  }
065
066  public SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure) {
067    this(QuantLibJNI.new_SwaptionHelper__SWIG_5(Period.getCPtr(maturity), maturity, Period.getCPtr(length), length, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure), true);
068  }
069
070  public SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift) {
071    this(QuantLibJNI.new_SwaptionHelper__SWIG_6(Date.getCPtr(exerciseDate), exerciseDate, Period.getCPtr(length), length, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue(), strike, nominal, type.swigValue(), shift), true);
072  }
073
074  public SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type) {
075    this(QuantLibJNI.new_SwaptionHelper__SWIG_7(Date.getCPtr(exerciseDate), exerciseDate, Period.getCPtr(length), length, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue(), strike, nominal, type.swigValue()), true);
076  }
077
078  public SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal) {
079    this(QuantLibJNI.new_SwaptionHelper__SWIG_8(Date.getCPtr(exerciseDate), exerciseDate, Period.getCPtr(length), length, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue(), strike, nominal), true);
080  }
081
082  public SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike) {
083    this(QuantLibJNI.new_SwaptionHelper__SWIG_9(Date.getCPtr(exerciseDate), exerciseDate, Period.getCPtr(length), length, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue(), strike), true);
084  }
085
086  public SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType) {
087    this(QuantLibJNI.new_SwaptionHelper__SWIG_10(Date.getCPtr(exerciseDate), exerciseDate, Period.getCPtr(length), length, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue()), true);
088  }
089
090  public SwaptionHelper(Date exerciseDate, Period length, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure) {
091    this(QuantLibJNI.new_SwaptionHelper__SWIG_11(Date.getCPtr(exerciseDate), exerciseDate, Period.getCPtr(length), length, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure), true);
092  }
093
094  public SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type, double shift) {
095    this(QuantLibJNI.new_SwaptionHelper__SWIG_12(Date.getCPtr(exerciseDate), exerciseDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue(), strike, nominal, type.swigValue(), shift), true);
096  }
097
098  public SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal, VolatilityType type) {
099    this(QuantLibJNI.new_SwaptionHelper__SWIG_13(Date.getCPtr(exerciseDate), exerciseDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue(), strike, nominal, type.swigValue()), true);
100  }
101
102  public SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike, double nominal) {
103    this(QuantLibJNI.new_SwaptionHelper__SWIG_14(Date.getCPtr(exerciseDate), exerciseDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue(), strike, nominal), true);
104  }
105
106  public SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType, double strike) {
107    this(QuantLibJNI.new_SwaptionHelper__SWIG_15(Date.getCPtr(exerciseDate), exerciseDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue(), strike), true);
108  }
109
110  public SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure, BlackCalibrationHelper.CalibrationErrorType errorType) {
111    this(QuantLibJNI.new_SwaptionHelper__SWIG_16(Date.getCPtr(exerciseDate), exerciseDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure, errorType.swigValue()), true);
112  }
113
114  public SwaptionHelper(Date exerciseDate, Date endDate, QuoteHandle volatility, IborIndex index, Period fixedLegTenor, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure) {
115    this(QuantLibJNI.new_SwaptionHelper__SWIG_17(Date.getCPtr(exerciseDate), exerciseDate, Date.getCPtr(endDate), endDate, QuoteHandle.getCPtr(volatility), volatility, IborIndex.getCPtr(index), index, Period.getCPtr(fixedLegTenor), fixedLegTenor, DayCounter.getCPtr(fixedLegDayCounter), fixedLegDayCounter, DayCounter.getCPtr(floatingLegDayCounter), floatingLegDayCounter, YieldTermStructureHandle.getCPtr(termStructure), termStructure), true);
116  }
117
118  public VanillaSwap underlyingSwap() {
119    long cPtr = QuantLibJNI.SwaptionHelper_underlyingSwap(swigCPtr, this);
120    return (cPtr == 0) ? null : new VanillaSwap(cPtr, true);
121  }
122
123  public SWIGTYPE_p_ext__shared_ptrT_Swaption_t swaption() {
124    return new SWIGTYPE_p_ext__shared_ptrT_Swaption_t(QuantLibJNI.SwaptionHelper_swaption(swigCPtr, this), true);
125  }
126
127  public DoubleVector times() {
128    return new DoubleVector(QuantLibJNI.SwaptionHelper_times(swigCPtr, this), true);
129  }
130
131  public Date swaptionExpiryDate() {
132    return new Date(QuantLibJNI.SwaptionHelper_swaptionExpiryDate(swigCPtr, this), true);
133  }
134
135  public double swaptionStrike() {
136    return QuantLibJNI.SwaptionHelper_swaptionStrike(swigCPtr, this);
137  }
138
139  public double swaptionNominal() {
140    return QuantLibJNI.SwaptionHelper_swaptionNominal(swigCPtr, this);
141  }
142
143  public Date swaptionMaturityDate() {
144    return new Date(QuantLibJNI.SwaptionHelper_swaptionMaturityDate(swigCPtr, this), true);
145  }
146
147}