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 SwaptionVolatilityStructureHandle implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  protected transient boolean swigCMemOwn;
014
015  protected SwaptionVolatilityStructureHandle(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(SwaptionVolatilityStructureHandle obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected static long swigRelease(SwaptionVolatilityStructureHandle obj) {
025    long ptr = 0;
026    if (obj != null) {
027      if (!obj.swigCMemOwn)
028        throw new RuntimeException("Cannot release ownership as memory is not owned");
029      ptr = obj.swigCPtr;
030      obj.swigCMemOwn = false;
031      obj.delete();
032    }
033    return ptr;
034  }
035
036  @SuppressWarnings("deprecation")
037  protected void finalize() {
038    delete();
039  }
040
041  public synchronized void delete() {
042    if (swigCPtr != 0) {
043      if (swigCMemOwn) {
044        swigCMemOwn = false;
045        QuantLibJNI.delete_SwaptionVolatilityStructureHandle(swigCPtr);
046      }
047      swigCPtr = 0;
048    }
049  }
050
051  public SwaptionVolatilityStructureHandle(SwaptionVolatilityStructure arg0) {
052    this(QuantLibJNI.new_SwaptionVolatilityStructureHandle__SWIG_0(SwaptionVolatilityStructure.getCPtr(arg0), arg0), true);
053  }
054
055  public SwaptionVolatilityStructureHandle() {
056    this(QuantLibJNI.new_SwaptionVolatilityStructureHandle__SWIG_1(), true);
057  }
058
059  public SwaptionVolatilityStructure __deref__() {
060    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle___deref__(swigCPtr, this);
061    return (cPtr == 0) ? null : new SwaptionVolatilityStructure(cPtr, true);
062  }
063
064  public SwaptionVolatilityStructure currentLink() {
065    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle_currentLink(swigCPtr, this);
066    return (cPtr == 0) ? null : new SwaptionVolatilityStructure(cPtr, true);
067  }
068
069  public boolean empty() {
070    return QuantLibJNI.SwaptionVolatilityStructureHandle_empty(swigCPtr, this);
071  }
072
073  public Observable asObservable() {
074    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle_asObservable(swigCPtr, this);
075    return (cPtr == 0) ? null : new Observable(cPtr, true);
076  }
077
078  public double volatility(Date start, Period length, double strike, boolean extrapolate) {
079    return QuantLibJNI.SwaptionVolatilityStructureHandle_volatility__SWIG_0(swigCPtr, this, Date.getCPtr(start), start, Period.getCPtr(length), length, strike, extrapolate);
080  }
081
082  public double volatility(Date start, Period length, double strike) {
083    return QuantLibJNI.SwaptionVolatilityStructureHandle_volatility__SWIG_1(swigCPtr, this, Date.getCPtr(start), start, Period.getCPtr(length), length, strike);
084  }
085
086  public double volatility(double start, double length, double strike, boolean extrapolate) {
087    return QuantLibJNI.SwaptionVolatilityStructureHandle_volatility__SWIG_2(swigCPtr, this, start, length, strike, extrapolate);
088  }
089
090  public double volatility(double start, double length, double strike) {
091    return QuantLibJNI.SwaptionVolatilityStructureHandle_volatility__SWIG_3(swigCPtr, this, start, length, strike);
092  }
093
094  public double blackVariance(Date start, Period length, double strike, boolean extrapolate) {
095    return QuantLibJNI.SwaptionVolatilityStructureHandle_blackVariance__SWIG_0(swigCPtr, this, Date.getCPtr(start), start, Period.getCPtr(length), length, strike, extrapolate);
096  }
097
098  public double blackVariance(Date start, Period length, double strike) {
099    return QuantLibJNI.SwaptionVolatilityStructureHandle_blackVariance__SWIG_1(swigCPtr, this, Date.getCPtr(start), start, Period.getCPtr(length), length, strike);
100  }
101
102  public double blackVariance(double start, double length, double strike, boolean extrapolate) {
103    return QuantLibJNI.SwaptionVolatilityStructureHandle_blackVariance__SWIG_2(swigCPtr, this, start, length, strike, extrapolate);
104  }
105
106  public double blackVariance(double start, double length, double strike) {
107    return QuantLibJNI.SwaptionVolatilityStructureHandle_blackVariance__SWIG_3(swigCPtr, this, start, length, strike);
108  }
109
110  public Date optionDateFromTenor(Period p) {
111    return new Date(QuantLibJNI.SwaptionVolatilityStructureHandle_optionDateFromTenor(swigCPtr, this, Period.getCPtr(p), p), true);
112  }
113
114  public double shift(Period optionTenor, Period swapTenor, boolean extrapolate) {
115    return QuantLibJNI.SwaptionVolatilityStructureHandle_shift__SWIG_0(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, Period.getCPtr(swapTenor), swapTenor, extrapolate);
116  }
117
118  public double shift(Period optionTenor, Period swapTenor) {
119    return QuantLibJNI.SwaptionVolatilityStructureHandle_shift__SWIG_1(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, Period.getCPtr(swapTenor), swapTenor);
120  }
121
122  public double shift(Date optionDate, Period swapTenor, boolean extrapolate) {
123    return QuantLibJNI.SwaptionVolatilityStructureHandle_shift__SWIG_2(swigCPtr, this, Date.getCPtr(optionDate), optionDate, Period.getCPtr(swapTenor), swapTenor, extrapolate);
124  }
125
126  public double shift(Date optionDate, Period swapTenor) {
127    return QuantLibJNI.SwaptionVolatilityStructureHandle_shift__SWIG_3(swigCPtr, this, Date.getCPtr(optionDate), optionDate, Period.getCPtr(swapTenor), swapTenor);
128  }
129
130  public double shift(double optionTime, Period swapTenor, boolean extrapolate) {
131    return QuantLibJNI.SwaptionVolatilityStructureHandle_shift__SWIG_4(swigCPtr, this, optionTime, Period.getCPtr(swapTenor), swapTenor, extrapolate);
132  }
133
134  public double shift(double optionTime, Period swapTenor) {
135    return QuantLibJNI.SwaptionVolatilityStructureHandle_shift__SWIG_5(swigCPtr, this, optionTime, Period.getCPtr(swapTenor), swapTenor);
136  }
137
138  public double shift(Period optionTenor, double swapLength, boolean extrapolate) {
139    return QuantLibJNI.SwaptionVolatilityStructureHandle_shift__SWIG_6(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, swapLength, extrapolate);
140  }
141
142  public double shift(Period optionTenor, double swapLength) {
143    return QuantLibJNI.SwaptionVolatilityStructureHandle_shift__SWIG_7(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, swapLength);
144  }
145
146  public double shift(Date optionDate, double swapLength, boolean extrapolate) {
147    return QuantLibJNI.SwaptionVolatilityStructureHandle_shift__SWIG_8(swigCPtr, this, Date.getCPtr(optionDate), optionDate, swapLength, extrapolate);
148  }
149
150  public double shift(Date optionDate, double swapLength) {
151    return QuantLibJNI.SwaptionVolatilityStructureHandle_shift__SWIG_9(swigCPtr, this, Date.getCPtr(optionDate), optionDate, swapLength);
152  }
153
154  public double shift(double optionTime, double swapLength, boolean extrapolate) {
155    return QuantLibJNI.SwaptionVolatilityStructureHandle_shift__SWIG_10(swigCPtr, this, optionTime, swapLength, extrapolate);
156  }
157
158  public double shift(double optionTime, double swapLength) {
159    return QuantLibJNI.SwaptionVolatilityStructureHandle_shift__SWIG_11(swigCPtr, this, optionTime, swapLength);
160  }
161
162  public SmileSection smileSection(Period optionTenor, Period swapTenor, boolean extr) {
163    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle_smileSection__SWIG_0(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, Period.getCPtr(swapTenor), swapTenor, extr);
164    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
165  }
166
167  public SmileSection smileSection(Period optionTenor, Period swapTenor) {
168    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle_smileSection__SWIG_1(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, Period.getCPtr(swapTenor), swapTenor);
169    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
170  }
171
172  public SmileSection smileSection(Date optionDate, Period swapTenor, boolean extr) {
173    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle_smileSection__SWIG_2(swigCPtr, this, Date.getCPtr(optionDate), optionDate, Period.getCPtr(swapTenor), swapTenor, extr);
174    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
175  }
176
177  public SmileSection smileSection(Date optionDate, Period swapTenor) {
178    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle_smileSection__SWIG_3(swigCPtr, this, Date.getCPtr(optionDate), optionDate, Period.getCPtr(swapTenor), swapTenor);
179    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
180  }
181
182  public SmileSection smileSection(double optionTime, Period swapTenor, boolean extr) {
183    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle_smileSection__SWIG_4(swigCPtr, this, optionTime, Period.getCPtr(swapTenor), swapTenor, extr);
184    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
185  }
186
187  public SmileSection smileSection(double optionTime, Period swapTenor) {
188    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle_smileSection__SWIG_5(swigCPtr, this, optionTime, Period.getCPtr(swapTenor), swapTenor);
189    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
190  }
191
192  public SmileSection smileSection(Period optionTenor, double swapLength, boolean extr) {
193    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle_smileSection__SWIG_6(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, swapLength, extr);
194    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
195  }
196
197  public SmileSection smileSection(Period optionTenor, double swapLength) {
198    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle_smileSection__SWIG_7(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, swapLength);
199    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
200  }
201
202  public SmileSection smileSection(Date optionDate, double swapLength, boolean extr) {
203    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle_smileSection__SWIG_8(swigCPtr, this, Date.getCPtr(optionDate), optionDate, swapLength, extr);
204    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
205  }
206
207  public SmileSection smileSection(Date optionDate, double swapLength) {
208    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle_smileSection__SWIG_9(swigCPtr, this, Date.getCPtr(optionDate), optionDate, swapLength);
209    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
210  }
211
212  public SmileSection smileSection(double optionTime, double swapLength, boolean extr) {
213    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle_smileSection__SWIG_10(swigCPtr, this, optionTime, swapLength, extr);
214    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
215  }
216
217  public SmileSection smileSection(double optionTime, double swapLength) {
218    long cPtr = QuantLibJNI.SwaptionVolatilityStructureHandle_smileSection__SWIG_11(swigCPtr, this, optionTime, swapLength);
219    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
220  }
221
222  public double minStrike() {
223    return QuantLibJNI.SwaptionVolatilityStructureHandle_minStrike(swigCPtr, this);
224  }
225
226  public double maxStrike() {
227    return QuantLibJNI.SwaptionVolatilityStructureHandle_maxStrike(swigCPtr, this);
228  }
229
230  public DayCounter dayCounter() {
231    return new DayCounter(QuantLibJNI.SwaptionVolatilityStructureHandle_dayCounter(swigCPtr, this), true);
232  }
233
234  public double timeFromReference(Date date) {
235    return QuantLibJNI.SwaptionVolatilityStructureHandle_timeFromReference(swigCPtr, this, Date.getCPtr(date), date);
236  }
237
238  public Calendar calendar() {
239    return new Calendar(QuantLibJNI.SwaptionVolatilityStructureHandle_calendar(swigCPtr, this), true);
240  }
241
242  public Date referenceDate() {
243    return new Date(QuantLibJNI.SwaptionVolatilityStructureHandle_referenceDate(swigCPtr, this), true);
244  }
245
246  public Date maxDate() {
247    return new Date(QuantLibJNI.SwaptionVolatilityStructureHandle_maxDate(swigCPtr, this), true);
248  }
249
250  public double maxTime() {
251    return QuantLibJNI.SwaptionVolatilityStructureHandle_maxTime(swigCPtr, this);
252  }
253
254  public void enableExtrapolation() {
255    QuantLibJNI.SwaptionVolatilityStructureHandle_enableExtrapolation(swigCPtr, this);
256  }
257
258  public void disableExtrapolation() {
259    QuantLibJNI.SwaptionVolatilityStructureHandle_disableExtrapolation(swigCPtr, this);
260  }
261
262  public boolean allowsExtrapolation() {
263    return QuantLibJNI.SwaptionVolatilityStructureHandle_allowsExtrapolation(swigCPtr, this);
264  }
265
266}