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/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 1.3.33
*
* 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 BarrierOption extends Instrument {
private long swigCPtr;
protected BarrierOption(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGBarrierOptionUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(BarrierOption obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_BarrierOption(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public BarrierOption(Barrier.Type barrierType, double barrier, double rebate, Payoff payoff, Exercise exercise) {
this(QuantLibJNI.new_BarrierOption(barrierType.swigValue(), barrier, rebate, Payoff.getCPtr(payoff), payoff, Exercise.getCPtr(exercise), exercise), true);
}
public double delta() {
return QuantLibJNI.BarrierOption_delta(swigCPtr, this);
}
public double gamma() {
return QuantLibJNI.BarrierOption_gamma(swigCPtr, this);
}
public double theta() {
return QuantLibJNI.BarrierOption_theta(swigCPtr, this);
}
public double vega() {
return QuantLibJNI.BarrierOption_vega(swigCPtr, this);
}
public double rho() {
return QuantLibJNI.BarrierOption_rho(swigCPtr, this);
}
public double dividendRho() {
return QuantLibJNI.BarrierOption_dividendRho(swigCPtr, this);
}
public double strikeSensitivity() {
return QuantLibJNI.BarrierOption_strikeSensitivity(swigCPtr, this);
}
public SampledCurve priceCurve() {
return new SampledCurve(QuantLibJNI.BarrierOption_priceCurve(swigCPtr, this), true);
}
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol, double maxVol) {
return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_0(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, accuracy, maxEvaluations, minVol, maxVol);
}
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol) {
return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_1(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, accuracy, maxEvaluations, minVol);
}
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations) {
return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_2(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, accuracy, maxEvaluations);
}
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy) {
return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_3(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, accuracy);
}
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process) {
return QuantLibJNI.BarrierOption_impliedVolatility__SWIG_4(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process);
}
}
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