1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
|
/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 1.3.29
*
* 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 BlackVarianceSurface extends BlackVolTermStructure {
private long swigCPtr;
protected BlackVarianceSurface(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGBlackVarianceSurfaceUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(BlackVarianceSurface obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_BlackVarianceSurface(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public BlackVarianceSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, _BlackVarianceSurface.Extrapolation lower, _BlackVarianceSurface.Extrapolation upper) {
this(QuantLibJNI.new_BlackVarianceSurface__SWIG_0(Date.getCPtr(referenceDate), DateVector.getCPtr(dates), DoubleVector.getCPtr(strikes), Matrix.getCPtr(blackVols), DayCounter.getCPtr(dayCounter), lower.swigValue(), upper.swigValue()), true);
}
public BlackVarianceSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, _BlackVarianceSurface.Extrapolation lower) {
this(QuantLibJNI.new_BlackVarianceSurface__SWIG_1(Date.getCPtr(referenceDate), DateVector.getCPtr(dates), DoubleVector.getCPtr(strikes), Matrix.getCPtr(blackVols), DayCounter.getCPtr(dayCounter), lower.swigValue()), true);
}
public BlackVarianceSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter) {
this(QuantLibJNI.new_BlackVarianceSurface__SWIG_2(Date.getCPtr(referenceDate), DateVector.getCPtr(dates), DoubleVector.getCPtr(strikes), Matrix.getCPtr(blackVols), DayCounter.getCPtr(dayCounter)), true);
}
public final static _BlackVarianceSurface.Extrapolation ConstantExtrapolation = _BlackVarianceSurface.Extrapolation.swigToEnum(QuantLibJNI.BlackVarianceSurface_ConstantExtrapolation_get());
public final static _BlackVarianceSurface.Extrapolation InterpolatorDefaultExtrapolation = _BlackVarianceSurface.Extrapolation.swigToEnum(QuantLibJNI.BlackVarianceSurface_InterpolatorDefaultExtrapolation_get());
}
|