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/* ----------------------------------------------------------------------------
* 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 CapFloor extends Instrument {
private long swigCPtr;
protected CapFloor(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGCapFloorUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(CapFloor obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_CapFloor(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public double impliedVolatility(double price, double accuracy, long maxEvaluations, double minVol, double maxVol) {
return QuantLibJNI.CapFloor_impliedVolatility__SWIG_0(swigCPtr, price, accuracy, maxEvaluations, minVol, maxVol);
}
public double impliedVolatility(double price, double accuracy, long maxEvaluations, double minVol) {
return QuantLibJNI.CapFloor_impliedVolatility__SWIG_1(swigCPtr, price, accuracy, maxEvaluations, minVol);
}
public double impliedVolatility(double price, double accuracy, long maxEvaluations) {
return QuantLibJNI.CapFloor_impliedVolatility__SWIG_2(swigCPtr, price, accuracy, maxEvaluations);
}
public double impliedVolatility(double price, double accuracy) {
return QuantLibJNI.CapFloor_impliedVolatility__SWIG_3(swigCPtr, price, accuracy);
}
public double impliedVolatility(double price) {
return QuantLibJNI.CapFloor_impliedVolatility__SWIG_4(swigCPtr, price);
}
public CapFloor() {
this(QuantLibJNI.new_CapFloor(), true);
}
}
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