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 ZabrLocalVolatilitySmileSection extends SmileSection implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected ZabrLocalVolatilitySmileSection(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.ZabrLocalVolatilitySmileSection_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(ZabrLocalVolatilitySmileSection 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_ZabrLocalVolatilitySmileSection(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public ZabrLocalVolatilitySmileSection(double timeToExpiry, double forward, DoubleVector zabrParameters, DoubleVector moneyness, long fdRefinement) {
047    this(QuantLibJNI.new_ZabrLocalVolatilitySmileSection__SWIG_0(timeToExpiry, forward, DoubleVector.getCPtr(zabrParameters), zabrParameters, DoubleVector.getCPtr(moneyness), moneyness, fdRefinement), true);
048  }
049
050  public ZabrLocalVolatilitySmileSection(double timeToExpiry, double forward, DoubleVector zabrParameters, DoubleVector moneyness) {
051    this(QuantLibJNI.new_ZabrLocalVolatilitySmileSection__SWIG_1(timeToExpiry, forward, DoubleVector.getCPtr(zabrParameters), zabrParameters, DoubleVector.getCPtr(moneyness), moneyness), true);
052  }
053
054  public ZabrLocalVolatilitySmileSection(double timeToExpiry, double forward, DoubleVector zabrParameters) {
055    this(QuantLibJNI.new_ZabrLocalVolatilitySmileSection__SWIG_2(timeToExpiry, forward, DoubleVector.getCPtr(zabrParameters), zabrParameters), true);
056  }
057
058  public ZabrLocalVolatilitySmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc, DoubleVector moneyness, long fdRefinement) {
059    this(QuantLibJNI.new_ZabrLocalVolatilitySmileSection__SWIG_3(Date.getCPtr(d), d, forward, DoubleVector.getCPtr(zabrParameters), zabrParameters, DayCounter.getCPtr(dc), dc, DoubleVector.getCPtr(moneyness), moneyness, fdRefinement), true);
060  }
061
062  public ZabrLocalVolatilitySmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc, DoubleVector moneyness) {
063    this(QuantLibJNI.new_ZabrLocalVolatilitySmileSection__SWIG_4(Date.getCPtr(d), d, forward, DoubleVector.getCPtr(zabrParameters), zabrParameters, DayCounter.getCPtr(dc), dc, DoubleVector.getCPtr(moneyness), moneyness), true);
064  }
065
066  public ZabrLocalVolatilitySmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc) {
067    this(QuantLibJNI.new_ZabrLocalVolatilitySmileSection__SWIG_5(Date.getCPtr(d), d, forward, DoubleVector.getCPtr(zabrParameters), zabrParameters, DayCounter.getCPtr(dc), dc), true);
068  }
069
070  public ZabrLocalVolatilitySmileSection(Date d, double forward, DoubleVector zabrParameters) {
071    this(QuantLibJNI.new_ZabrLocalVolatilitySmileSection__SWIG_6(Date.getCPtr(d), d, forward, DoubleVector.getCPtr(zabrParameters), zabrParameters), true);
072  }
073
074}