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

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

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

  protected void finalize() {
    delete();
  }

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

  public SwaptionVolatilityStructureHandle(SwaptionVolatilityStructure arg0) {
    this(QuantLibJNI.new_SwaptionVolatilityStructureHandle__SWIG_0(SwaptionVolatilityStructure.getCPtr(arg0)), true);
  }

  public SwaptionVolatilityStructureHandle() {
    this(QuantLibJNI.new_SwaptionVolatilityStructureHandle__SWIG_1(), true);
  }

  public SwaptionVolatilityStructure __deref__() {
    return new SwaptionVolatilityStructure(QuantLibJNI.SwaptionVolatilityStructureHandle___deref__(swigCPtr), true);
  }

  public void linkTo(SwaptionVolatilityStructure arg0) {
    QuantLibJNI.SwaptionVolatilityStructureHandle_linkTo(swigCPtr, SwaptionVolatilityStructure.getCPtr(arg0));
  }

  public boolean empty() {
    return QuantLibJNI.SwaptionVolatilityStructureHandle_empty(swigCPtr);
  }

  public Observable asObservable() {
    return new Observable(QuantLibJNI.SwaptionVolatilityStructureHandle_asObservable(swigCPtr), true);
  }

  public double volatility(Date exercise, Period length, double strike) {
    return QuantLibJNI.SwaptionVolatilityStructureHandle_volatility__SWIG_0(swigCPtr, Date.getCPtr(exercise), Period.getCPtr(length), strike);
  }

  public double volatility(double exercise, double length, double strike) {
    return QuantLibJNI.SwaptionVolatilityStructureHandle_volatility__SWIG_1(swigCPtr, exercise, length, strike);
  }

}