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 YoYOptionletStripper implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwn;
014
015  protected YoYOptionletStripper(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(YoYOptionletStripper obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected void swigSetCMemOwn(boolean own) {
025    swigCMemOwn = own;
026  }
027
028  @SuppressWarnings("deprecation")
029  protected void finalize() {
030    delete();
031  }
032
033  public synchronized void delete() {
034    if (swigCPtr != 0) {
035      if (swigCMemOwn) {
036        swigCMemOwn = false;
037        QuantLibJNI.delete_YoYOptionletStripper(swigCPtr);
038      }
039      swigCPtr = 0;
040    }
041  }
042
043  public void initialize(YoYCapFloorTermPriceSurface surf, PricingEngine pricer, double slope) {
044    QuantLibJNI.YoYOptionletStripper_initialize(swigCPtr, this, YoYCapFloorTermPriceSurface.getCPtr(surf), surf, PricingEngine.getCPtr(pricer), pricer, slope);
045  }
046
047  public double maxStrike() {
048    return QuantLibJNI.YoYOptionletStripper_maxStrike(swigCPtr, this);
049  }
050
051  public DoubleVector strikes() {
052    return new DoubleVector(QuantLibJNI.YoYOptionletStripper_strikes(swigCPtr, this), true);
053  }
054
055  public PairDoubleVector slice(Date d) {
056    return new PairDoubleVector(QuantLibJNI.YoYOptionletStripper_slice(swigCPtr, this, Date.getCPtr(d), d), true);
057  }
058
059}