/* ----------------------------------------------------------------------------
 * 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 McEverest {
  private long swigCPtr;
  protected boolean swigCMemOwn;

  protected McEverest(long cPtr, boolean cMemoryOwn) {
    swigCMemOwn = cMemoryOwn;
    swigCPtr = cPtr;
  }

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

  protected void finalize() {
    delete();
  }

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

  public McEverest(YieldTermStructureVector dividendYield, YieldTermStructureHandle riskFreeRate, BlackVolTermStructureVector volatilities, Matrix correlation, double residualTime, int seed) {
    this(QuantLibJNI.new_McEverest__SWIG_0(YieldTermStructureVector.getCPtr(dividendYield), YieldTermStructureHandle.getCPtr(riskFreeRate), BlackVolTermStructureVector.getCPtr(volatilities), Matrix.getCPtr(correlation), residualTime, seed), true);
  }

  public McEverest(YieldTermStructureVector dividendYield, YieldTermStructureHandle riskFreeRate, BlackVolTermStructureVector volatilities, Matrix correlation, double residualTime) {
    this(QuantLibJNI.new_McEverest__SWIG_1(YieldTermStructureVector.getCPtr(dividendYield), YieldTermStructureHandle.getCPtr(riskFreeRate), BlackVolTermStructureVector.getCPtr(volatilities), Matrix.getCPtr(correlation), residualTime), true);
  }

  public double value(double tolerance, long maxSample) {
    return QuantLibJNI.McEverest_value__SWIG_0(swigCPtr, tolerance, maxSample);
  }

  public double value(double tolerance) {
    return QuantLibJNI.McEverest_value__SWIG_1(swigCPtr, tolerance);
  }

  public double valueWithSamples(long samples) {
    return QuantLibJNI.McEverest_valueWithSamples(swigCPtr, samples);
  }

  public double errorEstimate() {
    return QuantLibJNI.McEverest_errorEstimate(swigCPtr);
  }

}