/* ----------------------------------------------------------------------------
 * 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 EuropeanOption extends VanillaOption {
  private long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public EuropeanOption(StochasticProcess process, Payoff payoff, Exercise exercise, PricingEngine engine) {
    this(QuantLibJNI.new_EuropeanOption__SWIG_0(StochasticProcess.getCPtr(process), Payoff.getCPtr(payoff), Exercise.getCPtr(exercise), PricingEngine.getCPtr(engine)), true);
  }

  public EuropeanOption(StochasticProcess process, Payoff payoff, Exercise exercise) {
    this(QuantLibJNI.new_EuropeanOption__SWIG_1(StochasticProcess.getCPtr(process), Payoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true);
  }

}