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 SwaptionVolatilityDiscrete extends SwaptionVolatilityStructure implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable { 012 private transient long swigCPtr; 013 private transient boolean swigCMemOwnDerived; 014 015 protected SwaptionVolatilityDiscrete(long cPtr, boolean cMemoryOwn) { 016 super(QuantLibJNI.SwaptionVolatilityDiscrete_SWIGSmartPtrUpcast(cPtr), true); 017 swigCMemOwnDerived = cMemoryOwn; 018 swigCPtr = cPtr; 019 } 020 021 protected static long getCPtr(SwaptionVolatilityDiscrete 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_SwaptionVolatilityDiscrete(swigCPtr); 040 } 041 swigCPtr = 0; 042 } 043 super.delete(); 044 } 045 046 public PeriodVector optionTenors() { 047 return new PeriodVector(QuantLibJNI.SwaptionVolatilityDiscrete_optionTenors(swigCPtr, this), false); 048 } 049 050 public DateVector optionDates() { 051 return new DateVector(QuantLibJNI.SwaptionVolatilityDiscrete_optionDates(swigCPtr, this), false); 052 } 053 054 public DoubleVector optionTimes() { 055 return new DoubleVector(QuantLibJNI.SwaptionVolatilityDiscrete_optionTimes(swigCPtr, this), false); 056 } 057 058 public PeriodVector swapTenors() { 059 return new PeriodVector(QuantLibJNI.SwaptionVolatilityDiscrete_swapTenors(swigCPtr, this), false); 060 } 061 062 public DoubleVector swapLengths() { 063 return new DoubleVector(QuantLibJNI.SwaptionVolatilityDiscrete_swapLengths(swigCPtr, this), false); 064 } 065 066 public Date optionDateFromTime(double optionTime) { 067 return new Date(QuantLibJNI.SwaptionVolatilityDiscrete_optionDateFromTime(swigCPtr, this, optionTime), true); 068 } 069 070}