/* ----------------------------------------------------------------------------
 * This file was automatically generated by SWIG (http://www.swig.org).
 * Version 1.3.29
 *
 * Do not make changes to this file unless you know what you are doing--modify
 * the SWIG interface file instead.
 * ----------------------------------------------------------------------------- */

package org.quantlib;

public class BlackScholesProcess extends StochasticProcess1D {
  private long swigCPtr;

  protected BlackScholesProcess(long cPtr, boolean cMemoryOwn) {
    super(QuantLibJNI.SWIGBlackScholesProcessUpcast(cPtr), cMemoryOwn);
    swigCPtr = cPtr;
  }

  protected static long getCPtr(BlackScholesProcess obj) {
    return (obj == null) ? 0 : obj.swigCPtr;
  }

  protected void finalize() {
    delete();
  }

  public void delete() {
    if(swigCPtr != 0 && swigCMemOwn) {
      swigCMemOwn = false;
      QuantLibJNI.delete_BlackScholesProcess(swigCPtr);
    }
    swigCPtr = 0;
    super.delete();
  }

  public BlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS) {
    this(QuantLibJNI.new_BlackScholesProcess(QuoteHandle.getCPtr(s0), YieldTermStructureHandle.getCPtr(dividendTS), YieldTermStructureHandle.getCPtr(riskFreeTS), BlackVolTermStructureHandle.getCPtr(volTS)), true);
  }

}