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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 BlackSwaptionEngine extends PricingEngine {
private transient long swigCPtr;
protected BlackSwaptionEngine(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.BlackSwaptionEngine_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(BlackSwaptionEngine obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_BlackSwaptionEngine(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc, double displacement) {
this(QuantLibJNI.new_BlackSwaptionEngine__SWIG_0(YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, QuoteHandle.getCPtr(vol), vol, DayCounter.getCPtr(dc), dc, displacement), true);
}
public BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc) {
this(QuantLibJNI.new_BlackSwaptionEngine__SWIG_1(YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, QuoteHandle.getCPtr(vol), vol, DayCounter.getCPtr(dc), dc), true);
}
public BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol) {
this(QuantLibJNI.new_BlackSwaptionEngine__SWIG_2(YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, QuoteHandle.getCPtr(vol), vol), true);
}
public BlackSwaptionEngine(YieldTermStructureHandle discountCurve, SwaptionVolatilityStructureHandle v) {
this(QuantLibJNI.new_BlackSwaptionEngine__SWIG_3(YieldTermStructureHandle.getCPtr(discountCurve), discountCurve, SwaptionVolatilityStructureHandle.getCPtr(v), v), true);
}
public double vega() {
return QuantLibJNI.BlackSwaptionEngine_vega(swigCPtr, this);
}
}
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