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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 EuropeanOption extends VanillaOption {
private long swigCPtr;
protected EuropeanOption(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGEuropeanOptionUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(EuropeanOption obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_EuropeanOption(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public EuropeanOption(StochasticProcess process, Payoff payoff, Exercise exercise, PricingEngine engine) {
this(QuantLibJNI.new_EuropeanOption__SWIG_0(StochasticProcess.getCPtr(process), Payoff.getCPtr(payoff), Exercise.getCPtr(exercise), PricingEngine.getCPtr(engine)), true);
}
public EuropeanOption(StochasticProcess process, Payoff payoff, Exercise exercise) {
this(QuantLibJNI.new_EuropeanOption__SWIG_1(StochasticProcess.getCPtr(process), Payoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true);
}
}
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