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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 DividendVanillaOption extends Instrument {
private long swigCPtr;
protected DividendVanillaOption(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SWIGDividendVanillaOptionUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(DividendVanillaOption obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_DividendVanillaOption(swigCPtr);
}
swigCPtr = 0;
super.delete();
}
public DividendVanillaOption(Payoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends) {
this(QuantLibJNI.new_DividendVanillaOption(Payoff.getCPtr(payoff), payoff, Exercise.getCPtr(exercise), exercise, DateVector.getCPtr(dividendDates), dividendDates, DoubleVector.getCPtr(dividends), dividends), true);
}
public double delta() {
return QuantLibJNI.DividendVanillaOption_delta(swigCPtr, this);
}
public double gamma() {
return QuantLibJNI.DividendVanillaOption_gamma(swigCPtr, this);
}
public double theta() {
return QuantLibJNI.DividendVanillaOption_theta(swigCPtr, this);
}
public double vega() {
return QuantLibJNI.DividendVanillaOption_vega(swigCPtr, this);
}
public double rho() {
return QuantLibJNI.DividendVanillaOption_rho(swigCPtr, this);
}
public double dividendRho() {
return QuantLibJNI.DividendVanillaOption_dividendRho(swigCPtr, this);
}
public double strikeSensitivity() {
return QuantLibJNI.DividendVanillaOption_strikeSensitivity(swigCPtr, this);
}
public SampledCurve priceCurve() {
return new SampledCurve(QuantLibJNI.DividendVanillaOption_priceCurve(swigCPtr, this), true);
}
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy, long maxEvaluations, double minVol, double maxVol) {
return QuantLibJNI.DividendVanillaOption_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.DividendVanillaOption_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.DividendVanillaOption_impliedVolatility__SWIG_2(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, accuracy, maxEvaluations);
}
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process, double accuracy) {
return QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_3(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process, accuracy);
}
public double impliedVolatility(double targetValue, GeneralizedBlackScholesProcess process) {
return QuantLibJNI.DividendVanillaOption_impliedVolatility__SWIG_4(swigCPtr, this, targetValue, GeneralizedBlackScholesProcess.getCPtr(process), process);
}
}
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