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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 SwaptionVolatilityStructure {
private long swigCPtr;
protected boolean swigCMemOwn;
protected SwaptionVolatilityStructure(long cPtr, boolean cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(SwaptionVolatilityStructure obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_SwaptionVolatilityStructure(swigCPtr);
}
swigCPtr = 0;
}
public SWIGTYPE_p_SwaptionVolatilityStructure __deref__() {
long cPtr = QuantLibJNI.SwaptionVolatilityStructure___deref__(swigCPtr);
return (cPtr == 0) ? null : new SWIGTYPE_p_SwaptionVolatilityStructure(cPtr, false);
}
public boolean isNull() {
return QuantLibJNI.SwaptionVolatilityStructure_isNull(swigCPtr);
}
public Observable asObservable() {
return new Observable(QuantLibJNI.SwaptionVolatilityStructure_asObservable(swigCPtr), true);
}
public SwaptionVolatilityStructure() {
this(QuantLibJNI.new_SwaptionVolatilityStructure(), true);
}
public double volatility(Date exercise, Period length, double strike) {
return QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_0(swigCPtr, Date.getCPtr(exercise), Period.getCPtr(length), strike);
}
public double volatility(double exercise, double length, double strike) {
return QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_1(swigCPtr, exercise, length, strike);
}
}
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