/* ----------------------------------------------------------------------------
 * 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 OptionletStripper1 extends StrippedOptionletBase {
  private transient long swigCPtr;

  protected OptionletStripper1(long cPtr, boolean cMemoryOwn) {
    super(QuantLibJNI.OptionletStripper1_SWIGUpcast(cPtr), cMemoryOwn);
    swigCPtr = cPtr;
  }

  protected static long getCPtr(OptionletStripper1 obj) {
    return (obj == null) ? 0 : obj.swigCPtr;
  }

  protected void finalize() {
    delete();
  }

  public synchronized void delete() {
    if (swigCPtr != 0) {
      if (swigCMemOwn) {
        swigCMemOwn = false;
        QuantLibJNI.delete_OptionletStripper1(swigCPtr);
      }
      swigCPtr = 0;
    }
    super.delete();
  }

  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type, double displacement, boolean dontThrow) {
    this(QuantLibJNI.new_OptionletStripper1__SWIG_0(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter, YieldTermStructureHandle.getCPtr(discount), discount, type.swigValue(), displacement, dontThrow), true);
  }

  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type, double displacement) {
    this(QuantLibJNI.new_OptionletStripper1__SWIG_1(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter, YieldTermStructureHandle.getCPtr(discount), discount, type.swigValue(), displacement), true);
  }

  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type) {
    this(QuantLibJNI.new_OptionletStripper1__SWIG_2(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter, YieldTermStructureHandle.getCPtr(discount), discount, type.swigValue()), true);
  }

  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount) {
    this(QuantLibJNI.new_OptionletStripper1__SWIG_3(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter, YieldTermStructureHandle.getCPtr(discount), discount), true);
  }

  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter) {
    this(QuantLibJNI.new_OptionletStripper1__SWIG_4(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter), true);
  }

  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy) {
    this(QuantLibJNI.new_OptionletStripper1__SWIG_5(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy), true);
  }

  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes) {
    this(QuantLibJNI.new_OptionletStripper1__SWIG_6(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes), true);
  }

  public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index) {
    this(QuantLibJNI.new_OptionletStripper1__SWIG_7(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index), true);
  }

  public Matrix capFloorPrices() {
    return new Matrix(QuantLibJNI.OptionletStripper1_capFloorPrices(swigCPtr, this), false);
  }

  public Matrix capFloorVolatilities() {
    return new Matrix(QuantLibJNI.OptionletStripper1_capFloorVolatilities(swigCPtr, this), false);
  }

  public Matrix optionletPrices() {
    return new Matrix(QuantLibJNI.OptionletStripper1_optionletPrices(swigCPtr, this), false);
  }

  public double switchStrike() {
    return QuantLibJNI.OptionletStripper1_switchStrike(swigCPtr, this);
  }

}