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/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 3.0.12
*
* 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 BlackCalculator {
private transient long swigCPtr;
protected transient boolean swigCMemOwn;
protected BlackCalculator(long cPtr, boolean cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(BlackCalculator obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_BlackCalculator(swigCPtr);
}
swigCPtr = 0;
}
}
public BlackCalculator(Payoff payoff, double forward, double stdDev, double discount) {
this(QuantLibJNI.new_BlackCalculator__SWIG_0(Payoff.getCPtr(payoff), payoff, forward, stdDev, discount), true);
}
public BlackCalculator(Payoff payoff, double forward, double stdDev) {
this(QuantLibJNI.new_BlackCalculator__SWIG_1(Payoff.getCPtr(payoff), payoff, forward, stdDev), true);
}
public double value() {
return QuantLibJNI.BlackCalculator_value(swigCPtr, this);
}
public double deltaForward() {
return QuantLibJNI.BlackCalculator_deltaForward(swigCPtr, this);
}
public double delta(double spot) {
return QuantLibJNI.BlackCalculator_delta(swigCPtr, this, spot);
}
public double elasticityForward() {
return QuantLibJNI.BlackCalculator_elasticityForward(swigCPtr, this);
}
public double elasticity(double spot) {
return QuantLibJNI.BlackCalculator_elasticity(swigCPtr, this, spot);
}
public double gammaForward() {
return QuantLibJNI.BlackCalculator_gammaForward(swigCPtr, this);
}
public double gamma(double spot) {
return QuantLibJNI.BlackCalculator_gamma(swigCPtr, this, spot);
}
public double theta(double spot, double maturity) {
return QuantLibJNI.BlackCalculator_theta(swigCPtr, this, spot, maturity);
}
public double thetaPerDay(double spot, double maturity) {
return QuantLibJNI.BlackCalculator_thetaPerDay(swigCPtr, this, spot, maturity);
}
public double vega(double maturity) {
return QuantLibJNI.BlackCalculator_vega(swigCPtr, this, maturity);
}
public double rho(double maturity) {
return QuantLibJNI.BlackCalculator_rho(swigCPtr, this, maturity);
}
public double dividendRho(double maturity) {
return QuantLibJNI.BlackCalculator_dividendRho(swigCPtr, this, maturity);
}
public double itmCashProbability() {
return QuantLibJNI.BlackCalculator_itmCashProbability(swigCPtr, this);
}
public double itmAssetProbability() {
return QuantLibJNI.BlackCalculator_itmAssetProbability(swigCPtr, this);
}
public double strikeSensitivity() {
return QuantLibJNI.BlackCalculator_strikeSensitivity(swigCPtr, this);
}
public double alpha() {
return QuantLibJNI.BlackCalculator_alpha(swigCPtr, this);
}
public double beta() {
return QuantLibJNI.BlackCalculator_beta(swigCPtr, this);
}
}
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