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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 SwaptionHelper extends CalibrationHelper {
private long swigCPtr;
protected SwaptionHelper(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGSwaptionHelperUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(SwaptionHelper obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_SwaptionHelper(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public SwaptionHelper(Period maturity, Period length, QuoteHandle volatility, Xibor index, Frequency fixedLegFrequency, DayCounter fixedLegDayCounter, DayCounter floatingLegDayCounter, YieldTermStructureHandle termStructure) {
this(QuantLibJNI.new_SwaptionHelper(Period.getCPtr(maturity), Period.getCPtr(length), QuoteHandle.getCPtr(volatility), Xibor.getCPtr(index), fixedLegFrequency.swigValue(), DayCounter.getCPtr(fixedLegDayCounter), DayCounter.getCPtr(floatingLegDayCounter), YieldTermStructureHandle.getCPtr(termStructure)), true);
}
public DoubleVector times() {
return new DoubleVector(QuantLibJNI.SwaptionHelper_times(swigCPtr), true);
}
}
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