/* ----------------------------------------------------------------------------
 * This file was automatically generated by SWIG (https://www.swig.org).
 * Version 4.1.0
 *
 * 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 StrippedOptionlet extends StrippedOptionletBase {
  private transient long swigCPtr;
  private transient boolean swigCMemOwnDerived;

  protected StrippedOptionlet(long cPtr, boolean cMemoryOwn) {
    super(QuantLibJNI.StrippedOptionlet_SWIGSmartPtrUpcast(cPtr), true);
    swigCMemOwnDerived = cMemoryOwn;
    swigCPtr = cPtr;
  }

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

  protected void swigSetCMemOwn(boolean own) {
    swigCMemOwnDerived = own;
    super.swigSetCMemOwn(own);
  }

  @SuppressWarnings("deprecation")
  protected void finalize() {
    delete();
  }

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

  public StrippedOptionlet(long settlementDays, Calendar calendar, BusinessDayConvention bdc, IborIndex iborIndex, DateVector optionletDates, DoubleVector strikes, QuoteHandleVectorVector volatilities, DayCounter dc, VolatilityType type, double displacement) {
    this(QuantLibJNI.new_StrippedOptionlet__SWIG_0(settlementDays, Calendar.getCPtr(calendar), calendar, bdc.swigValue(), IborIndex.getCPtr(iborIndex), iborIndex, DateVector.getCPtr(optionletDates), optionletDates, DoubleVector.getCPtr(strikes), strikes, QuoteHandleVectorVector.getCPtr(volatilities), volatilities, DayCounter.getCPtr(dc), dc, type.swigValue(), displacement), true);
  }

  public StrippedOptionlet(long settlementDays, Calendar calendar, BusinessDayConvention bdc, IborIndex iborIndex, DateVector optionletDates, DoubleVector strikes, QuoteHandleVectorVector volatilities, DayCounter dc, VolatilityType type) {
    this(QuantLibJNI.new_StrippedOptionlet__SWIG_1(settlementDays, Calendar.getCPtr(calendar), calendar, bdc.swigValue(), IborIndex.getCPtr(iborIndex), iborIndex, DateVector.getCPtr(optionletDates), optionletDates, DoubleVector.getCPtr(strikes), strikes, QuoteHandleVectorVector.getCPtr(volatilities), volatilities, DayCounter.getCPtr(dc), dc, type.swigValue()), true);
  }

  public StrippedOptionlet(long settlementDays, Calendar calendar, BusinessDayConvention bdc, IborIndex iborIndex, DateVector optionletDates, DoubleVector strikes, QuoteHandleVectorVector volatilities, DayCounter dc) {
    this(QuantLibJNI.new_StrippedOptionlet__SWIG_2(settlementDays, Calendar.getCPtr(calendar), calendar, bdc.swigValue(), IborIndex.getCPtr(iborIndex), iborIndex, DateVector.getCPtr(optionletDates), optionletDates, DoubleVector.getCPtr(strikes), strikes, QuoteHandleVectorVector.getCPtr(volatilities), volatilities, DayCounter.getCPtr(dc), dc), true);
  }

}