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 YoYOptionletVolatilitySurface extends VolatilityTermStructure implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected YoYOptionletVolatilitySurface(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.YoYOptionletVolatilitySurface_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(YoYOptionletVolatilitySurface 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_YoYOptionletVolatilitySurface(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public Period observationLag() {
047    return new Period(QuantLibJNI.YoYOptionletVolatilitySurface_observationLag(swigCPtr, this), true);
048  }
049
050  public double frequency() {
051    return QuantLibJNI.YoYOptionletVolatilitySurface_frequency(swigCPtr, this);
052  }
053
054  public boolean indexIsInterpolated() {
055    return QuantLibJNI.YoYOptionletVolatilitySurface_indexIsInterpolated(swigCPtr, this);
056  }
057
058  public Date baseDate() {
059    return new Date(QuantLibJNI.YoYOptionletVolatilitySurface_baseDate(swigCPtr, this), true);
060  }
061
062  public double timeFromBase(Date date, Period obsLag) {
063    return QuantLibJNI.YoYOptionletVolatilitySurface_timeFromBase__SWIG_0(swigCPtr, this, Date.getCPtr(date), date, Period.getCPtr(obsLag), obsLag);
064  }
065
066  public double timeFromBase(Date date) {
067    return QuantLibJNI.YoYOptionletVolatilitySurface_timeFromBase__SWIG_1(swigCPtr, this, Date.getCPtr(date), date);
068  }
069
070  public double minStrike() {
071    return QuantLibJNI.YoYOptionletVolatilitySurface_minStrike(swigCPtr, this);
072  }
073
074  public double maxStrike() {
075    return QuantLibJNI.YoYOptionletVolatilitySurface_maxStrike(swigCPtr, this);
076  }
077
078  public double baseLevel() {
079    return QuantLibJNI.YoYOptionletVolatilitySurface_baseLevel(swigCPtr, this);
080  }
081
082  public double volatility(Date maturityDate, double strike, Period obsLag, boolean extrapolate) {
083    return QuantLibJNI.YoYOptionletVolatilitySurface_volatility__SWIG_0(swigCPtr, this, Date.getCPtr(maturityDate), maturityDate, strike, Period.getCPtr(obsLag), obsLag, extrapolate);
084  }
085
086  public double volatility(Date maturityDate, double strike, Period obsLag) {
087    return QuantLibJNI.YoYOptionletVolatilitySurface_volatility__SWIG_1(swigCPtr, this, Date.getCPtr(maturityDate), maturityDate, strike, Period.getCPtr(obsLag), obsLag);
088  }
089
090  public double volatility(Date maturityDate, double strike) {
091    return QuantLibJNI.YoYOptionletVolatilitySurface_volatility__SWIG_2(swigCPtr, this, Date.getCPtr(maturityDate), maturityDate, strike);
092  }
093
094  public double volatility(Period optionTenor, double strike, Period obsLag, boolean extrapolate) {
095    return QuantLibJNI.YoYOptionletVolatilitySurface_volatility__SWIG_3(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, strike, Period.getCPtr(obsLag), obsLag, extrapolate);
096  }
097
098  public double volatility(Period optionTenor, double strike, Period obsLag) {
099    return QuantLibJNI.YoYOptionletVolatilitySurface_volatility__SWIG_4(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, strike, Period.getCPtr(obsLag), obsLag);
100  }
101
102  public double volatility(Period optionTenor, double strike) {
103    return QuantLibJNI.YoYOptionletVolatilitySurface_volatility__SWIG_5(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, strike);
104  }
105
106  public double totalVariance(Date exerciseDate, double strike, Period obsLag, boolean extrapolate) {
107    return QuantLibJNI.YoYOptionletVolatilitySurface_totalVariance__SWIG_0(swigCPtr, this, Date.getCPtr(exerciseDate), exerciseDate, strike, Period.getCPtr(obsLag), obsLag, extrapolate);
108  }
109
110  public double totalVariance(Date exerciseDate, double strike, Period obsLag) {
111    return QuantLibJNI.YoYOptionletVolatilitySurface_totalVariance__SWIG_1(swigCPtr, this, Date.getCPtr(exerciseDate), exerciseDate, strike, Period.getCPtr(obsLag), obsLag);
112  }
113
114  public double totalVariance(Date exerciseDate, double strike) {
115    return QuantLibJNI.YoYOptionletVolatilitySurface_totalVariance__SWIG_2(swigCPtr, this, Date.getCPtr(exerciseDate), exerciseDate, strike);
116  }
117
118  public double totalVariance(Period optionTenor, double strike, Period obsLag, boolean extrapolate) {
119    return QuantLibJNI.YoYOptionletVolatilitySurface_totalVariance__SWIG_3(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, strike, Period.getCPtr(obsLag), obsLag, extrapolate);
120  }
121
122  public double totalVariance(Period optionTenor, double strike, Period obsLag) {
123    return QuantLibJNI.YoYOptionletVolatilitySurface_totalVariance__SWIG_4(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, strike, Period.getCPtr(obsLag), obsLag);
124  }
125
126  public double totalVariance(Period optionTenor, double strike) {
127    return QuantLibJNI.YoYOptionletVolatilitySurface_totalVariance__SWIG_5(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, strike);
128  }
129
130}