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 SwaptionVolatilityStructure extends VolatilityTermStructure implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected SwaptionVolatilityStructure(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.SwaptionVolatilityStructure_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(SwaptionVolatilityStructure 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_SwaptionVolatilityStructure(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public double volatility(Date start, Period length, double strike, boolean extrapolate) {
047    return QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_0(swigCPtr, this, Date.getCPtr(start), start, Period.getCPtr(length), length, strike, extrapolate);
048  }
049
050  public double volatility(Date start, Period length, double strike) {
051    return QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_1(swigCPtr, this, Date.getCPtr(start), start, Period.getCPtr(length), length, strike);
052  }
053
054  public double volatility(double start, double length, double strike, boolean extrapolate) {
055    return QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_2(swigCPtr, this, start, length, strike, extrapolate);
056  }
057
058  public double volatility(double start, double length, double strike) {
059    return QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_3(swigCPtr, this, start, length, strike);
060  }
061
062  public double blackVariance(Date start, Period length, double strike, boolean extrapolate) {
063    return QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_0(swigCPtr, this, Date.getCPtr(start), start, Period.getCPtr(length), length, strike, extrapolate);
064  }
065
066  public double blackVariance(Date start, Period length, double strike) {
067    return QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_1(swigCPtr, this, Date.getCPtr(start), start, Period.getCPtr(length), length, strike);
068  }
069
070  public double blackVariance(double start, double length, double strike, boolean extrapolate) {
071    return QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_2(swigCPtr, this, start, length, strike, extrapolate);
072  }
073
074  public double blackVariance(double start, double length, double strike) {
075    return QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_3(swigCPtr, this, start, length, strike);
076  }
077
078  public Date optionDateFromTenor(Period p) {
079    return new Date(QuantLibJNI.SwaptionVolatilityStructure_optionDateFromTenor(swigCPtr, this, Period.getCPtr(p), p), true);
080  }
081
082  public double shift(Period optionTenor, Period swapTenor, boolean extrapolate) {
083    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_0(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, Period.getCPtr(swapTenor), swapTenor, extrapolate);
084  }
085
086  public double shift(Period optionTenor, Period swapTenor) {
087    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_1(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, Period.getCPtr(swapTenor), swapTenor);
088  }
089
090  public double shift(Date optionDate, Period swapTenor, boolean extrapolate) {
091    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_2(swigCPtr, this, Date.getCPtr(optionDate), optionDate, Period.getCPtr(swapTenor), swapTenor, extrapolate);
092  }
093
094  public double shift(Date optionDate, Period swapTenor) {
095    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_3(swigCPtr, this, Date.getCPtr(optionDate), optionDate, Period.getCPtr(swapTenor), swapTenor);
096  }
097
098  public double shift(double optionTime, Period swapTenor, boolean extrapolate) {
099    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_4(swigCPtr, this, optionTime, Period.getCPtr(swapTenor), swapTenor, extrapolate);
100  }
101
102  public double shift(double optionTime, Period swapTenor) {
103    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_5(swigCPtr, this, optionTime, Period.getCPtr(swapTenor), swapTenor);
104  }
105
106  public double shift(Period optionTenor, double swapLength, boolean extrapolate) {
107    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_6(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, swapLength, extrapolate);
108  }
109
110  public double shift(Period optionTenor, double swapLength) {
111    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_7(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, swapLength);
112  }
113
114  public double shift(Date optionDate, double swapLength, boolean extrapolate) {
115    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_8(swigCPtr, this, Date.getCPtr(optionDate), optionDate, swapLength, extrapolate);
116  }
117
118  public double shift(Date optionDate, double swapLength) {
119    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_9(swigCPtr, this, Date.getCPtr(optionDate), optionDate, swapLength);
120  }
121
122  public double shift(double optionTime, double swapLength, boolean extrapolate) {
123    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_10(swigCPtr, this, optionTime, swapLength, extrapolate);
124  }
125
126  public double shift(double optionTime, double swapLength) {
127    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_11(swigCPtr, this, optionTime, swapLength);
128  }
129
130  public SmileSection smileSection(Period optionTenor, Period swapTenor, boolean extr) {
131    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_0(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, Period.getCPtr(swapTenor), swapTenor, extr);
132    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
133  }
134
135  public SmileSection smileSection(Period optionTenor, Period swapTenor) {
136    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_1(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, Period.getCPtr(swapTenor), swapTenor);
137    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
138  }
139
140  public SmileSection smileSection(Date optionDate, Period swapTenor, boolean extr) {
141    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_2(swigCPtr, this, Date.getCPtr(optionDate), optionDate, Period.getCPtr(swapTenor), swapTenor, extr);
142    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
143  }
144
145  public SmileSection smileSection(Date optionDate, Period swapTenor) {
146    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_3(swigCPtr, this, Date.getCPtr(optionDate), optionDate, Period.getCPtr(swapTenor), swapTenor);
147    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
148  }
149
150  public SmileSection smileSection(double optionTime, Period swapTenor, boolean extr) {
151    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_4(swigCPtr, this, optionTime, Period.getCPtr(swapTenor), swapTenor, extr);
152    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
153  }
154
155  public SmileSection smileSection(double optionTime, Period swapTenor) {
156    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_5(swigCPtr, this, optionTime, Period.getCPtr(swapTenor), swapTenor);
157    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
158  }
159
160  public SmileSection smileSection(Period optionTenor, double swapLength, boolean extr) {
161    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_6(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, swapLength, extr);
162    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
163  }
164
165  public SmileSection smileSection(Period optionTenor, double swapLength) {
166    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_7(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, swapLength);
167    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
168  }
169
170  public SmileSection smileSection(Date optionDate, double swapLength, boolean extr) {
171    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_8(swigCPtr, this, Date.getCPtr(optionDate), optionDate, swapLength, extr);
172    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
173  }
174
175  public SmileSection smileSection(Date optionDate, double swapLength) {
176    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_9(swigCPtr, this, Date.getCPtr(optionDate), optionDate, swapLength);
177    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
178  }
179
180  public SmileSection smileSection(double optionTime, double swapLength, boolean extr) {
181    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_10(swigCPtr, this, optionTime, swapLength, extr);
182    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
183  }
184
185  public SmileSection smileSection(double optionTime, double swapLength) {
186    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_11(swigCPtr, this, optionTime, swapLength);
187    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
188  }
189
190}