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

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

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

  protected void finalize() {
    delete();
  }

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

  public DividendVanillaOption(StochasticProcess process, Payoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends, PricingEngine engine) {
    this(QuantLibJNI.new_DividendVanillaOption__SWIG_0(StochasticProcess.getCPtr(process), Payoff.getCPtr(payoff), Exercise.getCPtr(exercise), DateVector.getCPtr(dividendDates), DoubleVector.getCPtr(dividends), PricingEngine.getCPtr(engine)), true);
  }

  public DividendVanillaOption(StochasticProcess process, Payoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends) {
    this(QuantLibJNI.new_DividendVanillaOption__SWIG_1(StochasticProcess.getCPtr(process), Payoff.getCPtr(payoff), Exercise.getCPtr(exercise), DateVector.getCPtr(dividendDates), DoubleVector.getCPtr(dividends)), true);
  }

  public double delta() {
    return QuantLibJNI.DividendVanillaOption_delta(swigCPtr);
  }

  public double gamma() {
    return QuantLibJNI.DividendVanillaOption_gamma(swigCPtr);
  }

  public double theta() {
    return QuantLibJNI.DividendVanillaOption_theta(swigCPtr);
  }

  public double vega() {
    return QuantLibJNI.DividendVanillaOption_vega(swigCPtr);
  }

  public double rho() {
    return QuantLibJNI.DividendVanillaOption_rho(swigCPtr);
  }

  public double dividendRho() {
    return QuantLibJNI.DividendVanillaOption_dividendRho(swigCPtr);
  }

  public double strikeSensitivity() {
    return QuantLibJNI.DividendVanillaOption_strikeSensitivity(swigCPtr);
  }

  public SampledCurve priceCurve() {
    return new SampledCurve(QuantLibJNI.DividendVanillaOption_priceCurve(swigCPtr), true);
  }

  public double impliedVolatility(double targetValue, double accuracy, long maxEvaluations, double minVol, double maxVol) {
    return QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_0(swigCPtr, targetValue, accuracy, maxEvaluations, minVol, maxVol);
  }

  public double impliedVolatility(double targetValue, double accuracy, long maxEvaluations, double minVol) {
    return QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_1(swigCPtr, targetValue, accuracy, maxEvaluations, minVol);
  }

  public double impliedVolatility(double targetValue, double accuracy, long maxEvaluations) {
    return QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_2(swigCPtr, targetValue, accuracy, maxEvaluations);
  }

  public double impliedVolatility(double targetValue, double accuracy) {
    return QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_3(swigCPtr, targetValue, accuracy);
  }

  public double impliedVolatility(double targetValue) {
    return QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_4(swigCPtr, targetValue);
  }

}