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 YoYOptionletVolatilitySurfaceHandle implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  protected transient boolean swigCMemOwn;
014
015  protected YoYOptionletVolatilitySurfaceHandle(long cPtr, boolean cMemoryOwn) {
016    swigCMemOwn = cMemoryOwn;
017    swigCPtr = cPtr;
018  }
019
020  protected static long getCPtr(YoYOptionletVolatilitySurfaceHandle obj) {
021    return (obj == null) ? 0 : obj.swigCPtr;
022  }
023
024  protected static long swigRelease(YoYOptionletVolatilitySurfaceHandle 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_YoYOptionletVolatilitySurfaceHandle(swigCPtr);
046      }
047      swigCPtr = 0;
048    }
049  }
050
051  public YoYOptionletVolatilitySurfaceHandle(YoYOptionletVolatilitySurface arg0) {
052    this(QuantLibJNI.new_YoYOptionletVolatilitySurfaceHandle__SWIG_0(YoYOptionletVolatilitySurface.getCPtr(arg0), arg0), true);
053  }
054
055  public YoYOptionletVolatilitySurfaceHandle() {
056    this(QuantLibJNI.new_YoYOptionletVolatilitySurfaceHandle__SWIG_1(), true);
057  }
058
059  public YoYOptionletVolatilitySurface __deref__() {
060    long cPtr = QuantLibJNI.YoYOptionletVolatilitySurfaceHandle___deref__(swigCPtr, this);
061    return (cPtr == 0) ? null : new YoYOptionletVolatilitySurface(cPtr, true);
062  }
063
064  public YoYOptionletVolatilitySurface currentLink() {
065    long cPtr = QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_currentLink(swigCPtr, this);
066    return (cPtr == 0) ? null : new YoYOptionletVolatilitySurface(cPtr, true);
067  }
068
069  public boolean empty() {
070    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_empty(swigCPtr, this);
071  }
072
073  public Observable asObservable() {
074    long cPtr = QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_asObservable(swigCPtr, this);
075    return (cPtr == 0) ? null : new Observable(cPtr, true);
076  }
077
078  public Period observationLag() {
079    return new Period(QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_observationLag(swigCPtr, this), true);
080  }
081
082  public double frequency() {
083    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_frequency(swigCPtr, this);
084  }
085
086  public boolean indexIsInterpolated() {
087    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_indexIsInterpolated(swigCPtr, this);
088  }
089
090  public Date baseDate() {
091    return new Date(QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_baseDate(swigCPtr, this), true);
092  }
093
094  public double timeFromBase(Date date, Period obsLag) {
095    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_timeFromBase__SWIG_0(swigCPtr, this, Date.getCPtr(date), date, Period.getCPtr(obsLag), obsLag);
096  }
097
098  public double timeFromBase(Date date) {
099    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_timeFromBase__SWIG_1(swigCPtr, this, Date.getCPtr(date), date);
100  }
101
102  public double minStrike() {
103    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_minStrike(swigCPtr, this);
104  }
105
106  public double maxStrike() {
107    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_maxStrike(swigCPtr, this);
108  }
109
110  public double baseLevel() {
111    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_baseLevel(swigCPtr, this);
112  }
113
114  public double volatility(Date maturityDate, double strike, Period obsLag, boolean extrapolate) {
115    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_volatility__SWIG_0(swigCPtr, this, Date.getCPtr(maturityDate), maturityDate, strike, Period.getCPtr(obsLag), obsLag, extrapolate);
116  }
117
118  public double volatility(Date maturityDate, double strike, Period obsLag) {
119    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_volatility__SWIG_1(swigCPtr, this, Date.getCPtr(maturityDate), maturityDate, strike, Period.getCPtr(obsLag), obsLag);
120  }
121
122  public double volatility(Date maturityDate, double strike) {
123    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_volatility__SWIG_2(swigCPtr, this, Date.getCPtr(maturityDate), maturityDate, strike);
124  }
125
126  public double volatility(Period optionTenor, double strike, Period obsLag, boolean extrapolate) {
127    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_volatility__SWIG_3(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, strike, Period.getCPtr(obsLag), obsLag, extrapolate);
128  }
129
130  public double volatility(Period optionTenor, double strike, Period obsLag) {
131    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_volatility__SWIG_4(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, strike, Period.getCPtr(obsLag), obsLag);
132  }
133
134  public double volatility(Period optionTenor, double strike) {
135    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_volatility__SWIG_5(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, strike);
136  }
137
138  public double totalVariance(Date exerciseDate, double strike, Period obsLag, boolean extrapolate) {
139    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_totalVariance__SWIG_0(swigCPtr, this, Date.getCPtr(exerciseDate), exerciseDate, strike, Period.getCPtr(obsLag), obsLag, extrapolate);
140  }
141
142  public double totalVariance(Date exerciseDate, double strike, Period obsLag) {
143    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_totalVariance__SWIG_1(swigCPtr, this, Date.getCPtr(exerciseDate), exerciseDate, strike, Period.getCPtr(obsLag), obsLag);
144  }
145
146  public double totalVariance(Date exerciseDate, double strike) {
147    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_totalVariance__SWIG_2(swigCPtr, this, Date.getCPtr(exerciseDate), exerciseDate, strike);
148  }
149
150  public double totalVariance(Period optionTenor, double strike, Period obsLag, boolean extrapolate) {
151    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_totalVariance__SWIG_3(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, strike, Period.getCPtr(obsLag), obsLag, extrapolate);
152  }
153
154  public double totalVariance(Period optionTenor, double strike, Period obsLag) {
155    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_totalVariance__SWIG_4(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, strike, Period.getCPtr(obsLag), obsLag);
156  }
157
158  public double totalVariance(Period optionTenor, double strike) {
159    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_totalVariance__SWIG_5(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, strike);
160  }
161
162  public DayCounter dayCounter() {
163    return new DayCounter(QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_dayCounter(swigCPtr, this), true);
164  }
165
166  public double timeFromReference(Date date) {
167    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_timeFromReference(swigCPtr, this, Date.getCPtr(date), date);
168  }
169
170  public Calendar calendar() {
171    return new Calendar(QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_calendar(swigCPtr, this), true);
172  }
173
174  public Date referenceDate() {
175    return new Date(QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_referenceDate(swigCPtr, this), true);
176  }
177
178  public Date maxDate() {
179    return new Date(QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_maxDate(swigCPtr, this), true);
180  }
181
182  public double maxTime() {
183    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_maxTime(swigCPtr, this);
184  }
185
186  public void enableExtrapolation() {
187    QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_enableExtrapolation(swigCPtr, this);
188  }
189
190  public void disableExtrapolation() {
191    QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_disableExtrapolation(swigCPtr, this);
192  }
193
194  public boolean allowsExtrapolation() {
195    return QuantLibJNI.YoYOptionletVolatilitySurfaceHandle_allowsExtrapolation(swigCPtr, this);
196  }
197
198}