/* ----------------------------------------------------------------------------
 * 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 CapFloor extends Instrument {
  private long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public double impliedVolatility(double price, double accuracy, long maxEvaluations, double minVol, double maxVol) {
    return QuantLibJNI.CapFloor_impliedVolatility__SWIG_0(swigCPtr, price, accuracy, maxEvaluations, minVol, maxVol);
  }

  public double impliedVolatility(double price, double accuracy, long maxEvaluations, double minVol) {
    return QuantLibJNI.CapFloor_impliedVolatility__SWIG_1(swigCPtr, price, accuracy, maxEvaluations, minVol);
  }

  public double impliedVolatility(double price, double accuracy, long maxEvaluations) {
    return QuantLibJNI.CapFloor_impliedVolatility__SWIG_2(swigCPtr, price, accuracy, maxEvaluations);
  }

  public double impliedVolatility(double price, double accuracy) {
    return QuantLibJNI.CapFloor_impliedVolatility__SWIG_3(swigCPtr, price, accuracy);
  }

  public double impliedVolatility(double price) {
    return QuantLibJNI.CapFloor_impliedVolatility__SWIG_4(swigCPtr, price);
  }

  public CapFloor() {
    this(QuantLibJNI.new_CapFloor(), true);
  }

}