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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 BlackCalibrationHelper extends CalibrationHelperBase {
private transient long swigCPtr;
protected BlackCalibrationHelper(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.BlackCalibrationHelper_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(BlackCalibrationHelper obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_BlackCalibrationHelper(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public void setPricingEngine(PricingEngine engine) {
QuantLibJNI.BlackCalibrationHelper_setPricingEngine(swigCPtr, this, PricingEngine.getCPtr(engine), engine);
}
public double marketValue() {
return QuantLibJNI.BlackCalibrationHelper_marketValue(swigCPtr, this);
}
public double modelValue() {
return QuantLibJNI.BlackCalibrationHelper_modelValue(swigCPtr, this);
}
public double impliedVolatility(double targetValue, double accuracy, long maxEvaluations, double minVol, double maxVol) {
return QuantLibJNI.BlackCalibrationHelper_impliedVolatility(swigCPtr, this, targetValue, accuracy, maxEvaluations, minVol, maxVol);
}
public double blackPrice(double volatility) {
return QuantLibJNI.BlackCalibrationHelper_blackPrice(swigCPtr, this, volatility);
}
public QuoteHandle volatility() {
return new QuoteHandle(QuantLibJNI.BlackCalibrationHelper_volatility(swigCPtr, this), true);
}
public VolatilityType volatilityType() {
return VolatilityType.swigToEnum(QuantLibJNI.BlackCalibrationHelper_volatilityType(swigCPtr, this));
}
public Date swaptionExpiryDate() {
return new Date(QuantLibJNI.BlackCalibrationHelper_swaptionExpiryDate(swigCPtr, this), true);
}
public double swaptionStrike() {
return QuantLibJNI.BlackCalibrationHelper_swaptionStrike(swigCPtr, this);
}
public double swaptionNominal() {
return QuantLibJNI.BlackCalibrationHelper_swaptionNominal(swigCPtr, this);
}
public Date swaptionMaturityDate() {
return new Date(QuantLibJNI.BlackCalibrationHelper_swaptionMaturityDate(swigCPtr, this), true);
}
public final static _BlackCalibrationHelper.CalibrationErrorType RelativePriceError = _BlackCalibrationHelper.CalibrationErrorType.swigToEnum(QuantLibJNI.BlackCalibrationHelper_RelativePriceError_get());
public final static _BlackCalibrationHelper.CalibrationErrorType PriceError = _BlackCalibrationHelper.CalibrationErrorType.swigToEnum(QuantLibJNI.BlackCalibrationHelper_PriceError_get());
public final static _BlackCalibrationHelper.CalibrationErrorType ImpliedVolError = _BlackCalibrationHelper.CalibrationErrorType.swigToEnum(QuantLibJNI.BlackCalibrationHelper_ImpliedVolError_get());
}
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