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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 OptionletVolatilityStructureHandle {
private long swigCPtr;
protected boolean swigCMemOwn;
protected OptionletVolatilityStructureHandle(long cPtr, boolean cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(OptionletVolatilityStructureHandle obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if(swigCPtr != 0 && swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_OptionletVolatilityStructureHandle(swigCPtr);
}
swigCPtr = 0;
}
public OptionletVolatilityStructureHandle(OptionletVolatilityStructure arg0) {
this(QuantLibJNI.new_OptionletVolatilityStructureHandle__SWIG_0(OptionletVolatilityStructure.getCPtr(arg0), arg0), true);
}
public OptionletVolatilityStructureHandle() {
this(QuantLibJNI.new_OptionletVolatilityStructureHandle__SWIG_1(), true);
}
public OptionletVolatilityStructure __deref__() {
return new OptionletVolatilityStructure(QuantLibJNI.OptionletVolatilityStructureHandle___deref__(swigCPtr, this), true);
}
public boolean empty() {
return QuantLibJNI.OptionletVolatilityStructureHandle_empty(swigCPtr, this);
}
public Observable asObservable() {
return new Observable(QuantLibJNI.OptionletVolatilityStructureHandle_asObservable(swigCPtr, this), true);
}
public Date referenceDate() {
return new Date(QuantLibJNI.OptionletVolatilityStructureHandle_referenceDate(swigCPtr, this), true);
}
public DayCounter dayCounter() {
return new DayCounter(QuantLibJNI.OptionletVolatilityStructureHandle_dayCounter(swigCPtr, this), true);
}
public Calendar calendar() {
return new Calendar(QuantLibJNI.OptionletVolatilityStructureHandle_calendar(swigCPtr, this), true);
}
public Date maxDate() {
return new Date(QuantLibJNI.OptionletVolatilityStructureHandle_maxDate(swigCPtr, this), true);
}
public double maxTime() {
return QuantLibJNI.OptionletVolatilityStructureHandle_maxTime(swigCPtr, this);
}
public double minStrike() {
return QuantLibJNI.OptionletVolatilityStructureHandle_minStrike(swigCPtr, this);
}
public double maxStrike() {
return QuantLibJNI.OptionletVolatilityStructureHandle_maxStrike(swigCPtr, this);
}
public double volatility(Date arg0, double strike, boolean extrapolate) {
return QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_0(swigCPtr, this, Date.getCPtr(arg0), arg0, strike, extrapolate);
}
public double volatility(Date arg0, double strike) {
return QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_1(swigCPtr, this, Date.getCPtr(arg0), arg0, strike);
}
public double volatility(double arg0, double strike, boolean extrapolate) {
return QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_2(swigCPtr, this, arg0, strike, extrapolate);
}
public double volatility(double arg0, double strike) {
return QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_3(swigCPtr, this, arg0, strike);
}
public double blackVariance(Date arg0, double strike, boolean extrapolate) {
return QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_0(swigCPtr, this, Date.getCPtr(arg0), arg0, strike, extrapolate);
}
public double blackVariance(Date arg0, double strike) {
return QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_1(swigCPtr, this, Date.getCPtr(arg0), arg0, strike);
}
public double blackVariance(double arg0, double strike, boolean extrapolate) {
return QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_2(swigCPtr, this, arg0, strike, extrapolate);
}
public double blackVariance(double arg0, double strike) {
return QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_3(swigCPtr, this, arg0, strike);
}
public void enableExtrapolation() {
QuantLibJNI.OptionletVolatilityStructureHandle_enableExtrapolation(swigCPtr, this);
}
public void disableExtrapolation() {
QuantLibJNI.OptionletVolatilityStructureHandle_disableExtrapolation(swigCPtr, this);
}
public boolean allowsExtrapolation() {
return QuantLibJNI.OptionletVolatilityStructureHandle_allowsExtrapolation(swigCPtr, this);
}
}
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