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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 IntervalPrice {
private long swigCPtr;
protected boolean swigCMemOwn;
protected IntervalPrice(long cPtr, boolean cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(IntervalPrice obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_IntervalPrice(swigCPtr);
}
swigCPtr = 0;
}
public IntervalPrice(double arg0, double arg1, double arg2, double arg3) {
this(QuantLibJNI.new_IntervalPrice(arg0, arg1, arg2, arg3), true);
}
public void setValue(double arg0, int arg1) {
QuantLibJNI.IntervalPrice_setValue(swigCPtr, arg0, arg1.swigValue());
}
public void setValues(double arg0, double arg1, double arg2, double arg3) {
QuantLibJNI.IntervalPrice_setValues(swigCPtr, arg0, arg1, arg2, arg3);
}
public double value(int t) {
return QuantLibJNI.IntervalPrice_value(swigCPtr, t.swigValue());
}
public double open() {
return QuantLibJNI.IntervalPrice_open(swigCPtr);
}
public double close() {
return QuantLibJNI.IntervalPrice_close(swigCPtr);
}
public double high() {
return QuantLibJNI.IntervalPrice_high(swigCPtr);
}
public double low() {
return QuantLibJNI.IntervalPrice_low(swigCPtr);
}
public static IntervalPriceTimeSeries makeSeries(DateVector d, DoubleVector open, DoubleVector close, DoubleVector high, DoubleVector low) {
return new IntervalPriceTimeSeries(QuantLibJNI.IntervalPrice_makeSeries(DateVector.getCPtr(d), DoubleVector.getCPtr(open), DoubleVector.getCPtr(close), DoubleVector.getCPtr(high), DoubleVector.getCPtr(low)), true);
}
public static DoubleVector extractValues(IntervalPriceTimeSeries arg0, int t) {
return new DoubleVector(QuantLibJNI.IntervalPrice_extractValues(IntervalPriceTimeSeries.getCPtr(arg0), t.swigValue()), true);
}
public static RealTimeSeries extractComponent(IntervalPriceTimeSeries arg0, int t) {
return new RealTimeSeries(QuantLibJNI.IntervalPrice_extractComponent(IntervalPriceTimeSeries.getCPtr(arg0), t.swigValue()), true);
}
}
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