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 ZabrShortMaturityNormalInterpolatedSmileSection extends SmileSection implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable {
012  private transient long swigCPtr;
013  private transient boolean swigCMemOwnDerived;
014
015  protected ZabrShortMaturityNormalInterpolatedSmileSection(long cPtr, boolean cMemoryOwn) {
016    super(QuantLibJNI.ZabrShortMaturityNormalInterpolatedSmileSection_SWIGSmartPtrUpcast(cPtr), true);
017    swigCMemOwnDerived = cMemoryOwn;
018    swigCPtr = cPtr;
019  }
020
021  protected static long getCPtr(ZabrShortMaturityNormalInterpolatedSmileSection 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_ZabrShortMaturityNormalInterpolatedSmileSection(swigCPtr);
040      }
041      swigCPtr = 0;
042    }
043    super.delete();
044  }
045
046  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc) {
047    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_0(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, isGammaFixed, vegaWeighted, EndCriteria.getCPtr(endCriteria), endCriteria, OptimizationMethod.getCPtr(method), method, DayCounter.getCPtr(dc), dc), true);
048  }
049
050  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method) {
051    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_1(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, isGammaFixed, vegaWeighted, EndCriteria.getCPtr(endCriteria), endCriteria, OptimizationMethod.getCPtr(method), method), true);
052  }
053
054  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria) {
055    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_2(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, isGammaFixed, vegaWeighted, EndCriteria.getCPtr(endCriteria), endCriteria), true);
056  }
057
058  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted) {
059    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_3(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, isGammaFixed, vegaWeighted), true);
060  }
061
062  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed) {
063    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_4(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, isGammaFixed), true);
064  }
065
066  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed) {
067    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_5(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed), true);
068  }
069
070  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed) {
071    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_6(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed), true);
072  }
073
074  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed) {
075    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_7(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed), true);
076  }
077
078  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed) {
079    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_8(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, gamma, isAlphaFixed), true);
080  }
081
082  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, QuoteHandle forward, DoubleVector strikes, boolean hasFloatingStrikes, QuoteHandle atmVolatility, QuoteHandleVector volHandles, double alpha, double beta, double nu, double rho, double gamma) {
083    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_9(Date.getCPtr(optionDate), optionDate, QuoteHandle.getCPtr(forward), forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, QuoteHandle.getCPtr(atmVolatility), atmVolatility, QuoteHandleVector.getCPtr(volHandles), volHandles, alpha, beta, nu, rho, gamma), true);
084  }
085
086  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method, DayCounter dc) {
087    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_10(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, isGammaFixed, vegaWeighted, EndCriteria.getCPtr(endCriteria), endCriteria, OptimizationMethod.getCPtr(method), method, DayCounter.getCPtr(dc), dc), true);
088  }
089
090  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria, OptimizationMethod method) {
091    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_11(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, isGammaFixed, vegaWeighted, EndCriteria.getCPtr(endCriteria), endCriteria, OptimizationMethod.getCPtr(method), method), true);
092  }
093
094  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted, EndCriteria endCriteria) {
095    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_12(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, isGammaFixed, vegaWeighted, EndCriteria.getCPtr(endCriteria), endCriteria), true);
096  }
097
098  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed, boolean vegaWeighted) {
099    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_13(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, isGammaFixed, vegaWeighted), true);
100  }
101
102  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed, boolean isGammaFixed) {
103    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_14(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed, isGammaFixed), true);
104  }
105
106  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed, boolean isRhoFixed) {
107    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_15(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed, isRhoFixed), true);
108  }
109
110  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed, boolean isNuFixed) {
111    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_16(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed, isNuFixed), true);
112  }
113
114  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed, boolean isBetaFixed) {
115    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_17(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, gamma, isAlphaFixed, isBetaFixed), true);
116  }
117
118  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma, boolean isAlphaFixed) {
119    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_18(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, gamma, isAlphaFixed), true);
120  }
121
122  public ZabrShortMaturityNormalInterpolatedSmileSection(Date optionDate, double forward, DoubleVector strikes, boolean hasFloatingStrikes, double atmVolatility, DoubleVector vols, double alpha, double beta, double nu, double rho, double gamma) {
123    this(QuantLibJNI.new_ZabrShortMaturityNormalInterpolatedSmileSection__SWIG_19(Date.getCPtr(optionDate), optionDate, forward, DoubleVector.getCPtr(strikes), strikes, hasFloatingStrikes, atmVolatility, DoubleVector.getCPtr(vols), vols, alpha, beta, nu, rho, gamma), true);
124  }
125
126  public double alpha() {
127    return QuantLibJNI.ZabrShortMaturityNormalInterpolatedSmileSection_alpha(swigCPtr, this);
128  }
129
130  public double beta() {
131    return QuantLibJNI.ZabrShortMaturityNormalInterpolatedSmileSection_beta(swigCPtr, this);
132  }
133
134  public double nu() {
135    return QuantLibJNI.ZabrShortMaturityNormalInterpolatedSmileSection_nu(swigCPtr, this);
136  }
137
138  public double rho() {
139    return QuantLibJNI.ZabrShortMaturityNormalInterpolatedSmileSection_rho(swigCPtr, this);
140  }
141
142  public double rmsError() {
143    return QuantLibJNI.ZabrShortMaturityNormalInterpolatedSmileSection_rmsError(swigCPtr, this);
144  }
145
146  public double maxError() {
147    return QuantLibJNI.ZabrShortMaturityNormalInterpolatedSmileSection_maxError(swigCPtr, this);
148  }
149
150  public EndCriteria.Type endCriteria() {
151    return EndCriteria.Type.swigToEnum(QuantLibJNI.ZabrShortMaturityNormalInterpolatedSmileSection_endCriteria(swigCPtr, this));
152  }
153
154}