/* ----------------------------------------------------------------------------
 * This file was automatically generated by SWIG (http://www.swig.org).
 * Version 1.3.33
 *
 * 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 CapFloorTermVolatilityStructure {
  private long swigCPtr;
  protected boolean swigCMemOwn;

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

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

  protected void finalize() {
    delete();
  }

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

  public SWIGTYPE_p_CapFloorTermVolatilityStructure __deref__() {
    long cPtr = QuantLibJNI.CapFloorTermVolatilityStructure___deref__(swigCPtr, this);
    return (cPtr == 0) ? null : new SWIGTYPE_p_CapFloorTermVolatilityStructure(cPtr, false);
  }

  public boolean isNull() {
    return QuantLibJNI.CapFloorTermVolatilityStructure_isNull(swigCPtr, this);
  }

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

  public CapFloorTermVolatilityStructure() {
    this(QuantLibJNI.new_CapFloorTermVolatilityStructure(), true);
  }

  public double volatility(Period length, double strike, boolean extrapolate) {
    return QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_0(swigCPtr, this, Period.getCPtr(length), length, strike, extrapolate);
  }

  public double volatility(Period length, double strike) {
    return QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_1(swigCPtr, this, Period.getCPtr(length), length, strike);
  }

  public double volatility(Date end, double strike, boolean extrapolate) {
    return QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_2(swigCPtr, this, Date.getCPtr(end), end, strike, extrapolate);
  }

  public double volatility(Date end, double strike) {
    return QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_3(swigCPtr, this, Date.getCPtr(end), end, strike);
  }

  public double volatility(double end, double strike, boolean extrapolate) {
    return QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_4(swigCPtr, this, end, strike, extrapolate);
  }

  public double volatility(double end, double strike) {
    return QuantLibJNI.CapFloorTermVolatilityStructure_volatility__SWIG_5(swigCPtr, this, end, strike);
  }

  public void enableExtrapolation() {
    QuantLibJNI.CapFloorTermVolatilityStructure_enableExtrapolation(swigCPtr, this);
  }

  public void disableExtrapolation() {
    QuantLibJNI.CapFloorTermVolatilityStructure_disableExtrapolation(swigCPtr, this);
  }

  public boolean allowsExtrapolation() {
    return QuantLibJNI.CapFloorTermVolatilityStructure_allowsExtrapolation(swigCPtr, this);
  }

}