/* ----------------------------------------------------------------------------
 * This file was automatically generated by SWIG (http://www.swig.org).
 * Version 3.0.12
 *
 * 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 BlackSwaptionEngine extends PricingEngine {
  private transient long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc, double displacement) {
    this(QuantLibJNI.new_BlackSwaptionEngine__SWIG_0(YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, QuoteHandle.getCPtr(vol), vol, DayCounter.getCPtr(dc), dc, displacement), true);
  }

  public BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc) {
    this(QuantLibJNI.new_BlackSwaptionEngine__SWIG_1(YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, QuoteHandle.getCPtr(vol), vol, DayCounter.getCPtr(dc), dc), true);
  }

  public BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol) {
    this(QuantLibJNI.new_BlackSwaptionEngine__SWIG_2(YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, QuoteHandle.getCPtr(vol), vol), true);
  }

  public BlackSwaptionEngine(YieldTermStructureHandle discountCurve, SwaptionVolatilityStructureHandle v) {
    this(QuantLibJNI.new_BlackSwaptionEngine__SWIG_3(YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, SwaptionVolatilityStructureHandle.getCPtr(v), v), true);
  }

  public double vega() {
    return QuantLibJNI.BlackSwaptionEngine_vega(swigCPtr, this);
  }

}