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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 VanillaOption extends Instrument {
private long swigCPtr;
protected VanillaOption(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGVanillaOptionUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(VanillaOption obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_VanillaOption(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public VanillaOption(StochasticProcess process, Payoff payoff, Exercise exercise, PricingEngine engine) {
this(QuantLibJNI.new_VanillaOption__SWIG_0(StochasticProcess.getCPtr(process), Payoff.getCPtr(payoff), Exercise.getCPtr(exercise), PricingEngine.getCPtr(engine)), true);
}
public VanillaOption(StochasticProcess process, Payoff payoff, Exercise exercise) {
this(QuantLibJNI.new_VanillaOption__SWIG_1(StochasticProcess.getCPtr(process), Payoff.getCPtr(payoff), Exercise.getCPtr(exercise)), true);
}
public double delta() {
return QuantLibJNI.VanillaOption_delta(swigCPtr);
}
public double gamma() {
return QuantLibJNI.VanillaOption_gamma(swigCPtr);
}
public double theta() {
return QuantLibJNI.VanillaOption_theta(swigCPtr);
}
public double thetaPerDay() {
return QuantLibJNI.VanillaOption_thetaPerDay(swigCPtr);
}
public double vega() {
return QuantLibJNI.VanillaOption_vega(swigCPtr);
}
public double rho() {
return QuantLibJNI.VanillaOption_rho(swigCPtr);
}
public double dividendRho() {
return QuantLibJNI.VanillaOption_dividendRho(swigCPtr);
}
public double strikeSensitivity() {
return QuantLibJNI.VanillaOption_strikeSensitivity(swigCPtr);
}
public SampledCurve priceCurve() {
return new SampledCurve(QuantLibJNI.VanillaOption_priceCurve(swigCPtr), true);
}
public double impliedVolatility(double targetValue, double accuracy, long maxEvaluations, double minVol, double maxVol) {
return QuantLibJNI.VanillaOption_impliedVolatility__SWIG_0(swigCPtr, targetValue, accuracy, maxEvaluations, minVol, maxVol);
}
public double impliedVolatility(double targetValue, double accuracy, long maxEvaluations, double minVol) {
return QuantLibJNI.VanillaOption_impliedVolatility__SWIG_1(swigCPtr, targetValue, accuracy, maxEvaluations, minVol);
}
public double impliedVolatility(double targetValue, double accuracy, long maxEvaluations) {
return QuantLibJNI.VanillaOption_impliedVolatility__SWIG_2(swigCPtr, targetValue, accuracy, maxEvaluations);
}
public double impliedVolatility(double targetValue, double accuracy) {
return QuantLibJNI.VanillaOption_impliedVolatility__SWIG_3(swigCPtr, targetValue, accuracy);
}
public double impliedVolatility(double targetValue) {
return QuantLibJNI.VanillaOption_impliedVolatility__SWIG_4(swigCPtr, targetValue);
}
}
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