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 YoYInflationCapFloor extends Instrument implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected YoYInflationCapFloor(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.YoYInflationCapFloor_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(YoYInflationCapFloor 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_YoYInflationCapFloor(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public YoYInflationCapFloor(YoYInflationCapFloor.Type type, Leg yoyLeg, DoubleVector strikes) {
047    this(QuantLibJNI.new_YoYInflationCapFloor(type.swigValue(), Leg.getCPtr(yoyLeg), yoyLeg, DoubleVector.getCPtr(strikes), strikes), true);
048  }
049
050  public double impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess, double accuracy, long maxEvaluations, double minVol, double maxVol) {
051    return QuantLibJNI.YoYInflationCapFloor_impliedVolatility__SWIG_0(swigCPtr, this, price, YoYInflationTermStructureHandle.getCPtr(curve), curve, guess, accuracy, maxEvaluations, minVol, maxVol);
052  }
053
054  public double impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess, double accuracy, long maxEvaluations, double minVol) {
055    return QuantLibJNI.YoYInflationCapFloor_impliedVolatility__SWIG_1(swigCPtr, this, price, YoYInflationTermStructureHandle.getCPtr(curve), curve, guess, accuracy, maxEvaluations, minVol);
056  }
057
058  public double impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess, double accuracy, long maxEvaluations) {
059    return QuantLibJNI.YoYInflationCapFloor_impliedVolatility__SWIG_2(swigCPtr, this, price, YoYInflationTermStructureHandle.getCPtr(curve), curve, guess, accuracy, maxEvaluations);
060  }
061
062  public double impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess, double accuracy) {
063    return QuantLibJNI.YoYInflationCapFloor_impliedVolatility__SWIG_3(swigCPtr, this, price, YoYInflationTermStructureHandle.getCPtr(curve), curve, guess, accuracy);
064  }
065
066  public double impliedVolatility(double price, YoYInflationTermStructureHandle curve, double guess) {
067    return QuantLibJNI.YoYInflationCapFloor_impliedVolatility__SWIG_4(swigCPtr, this, price, YoYInflationTermStructureHandle.getCPtr(curve), curve, guess);
068  }
069
070  public DoubleVector optionletPrices() {
071    return new DoubleVector(QuantLibJNI.YoYInflationCapFloor_optionletPrices(swigCPtr, this), true);
072  }
073
074  public final static class Type {
075    public final static YoYInflationCapFloor.Type Cap = new YoYInflationCapFloor.Type("Cap");
076    public final static YoYInflationCapFloor.Type Floor = new YoYInflationCapFloor.Type("Floor");
077    public final static YoYInflationCapFloor.Type Collar = new YoYInflationCapFloor.Type("Collar");
078
079    public final int swigValue() {
080      return swigValue;
081    }
082
083    public String toString() {
084      return swigName;
085    }
086
087    public static Type swigToEnum(int swigValue) {
088      if (swigValue < swigValues.length && swigValue >= 0 && swigValues[swigValue].swigValue == swigValue)
089        return swigValues[swigValue];
090      for (int i = 0; i < swigValues.length; i++)
091        if (swigValues[i].swigValue == swigValue)
092          return swigValues[i];
093      throw new IllegalArgumentException("No enum " + Type.class + " with value " + swigValue);
094    }
095
096    private Type(String swigName) {
097      this.swigName = swigName;
098      this.swigValue = swigNext++;
099    }
100
101    private Type(String swigName, int swigValue) {
102      this.swigName = swigName;
103      this.swigValue = swigValue;
104      swigNext = swigValue+1;
105    }
106
107    private Type(String swigName, Type swigEnum) {
108      this.swigName = swigName;
109      this.swigValue = swigEnum.swigValue;
110      swigNext = this.swigValue+1;
111    }
112
113    private static Type[] swigValues = { Cap, Floor, Collar };
114    private static int swigNext = 0;
115    private final int swigValue;
116    private final String swigName;
117  }
118
119}