/* ----------------------------------------------------------------------------
 * 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 ConstantOptionletVolatility extends OptionletVolatilityStructure {
  private transient long swigCPtr;

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

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

  protected void finalize() {
    delete();
  }

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

  public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type, double shift) {
    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_0(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue(), shift), true);
  }

  public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type) {
    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_1(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue()), true);
  }

  public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter) {
    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_2(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter), true);
  }

  public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type, double shift) {
    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_3(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue(), shift), true);
  }

  public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type) {
    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_4(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue()), true);
  }

  public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter) {
    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_5(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter), true);
  }

  public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type, double shift) {
    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_6(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue(), shift), true);
  }

  public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type) {
    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_7(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue()), true);
  }

  public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter) {
    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_8(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter), true);
  }

  public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type, double shift) {
    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_9(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue(), shift), true);
  }

  public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type) {
    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_10(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue()), true);
  }

  public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter) {
    this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_11(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter), true);
  }

}