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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 ConstantOptionletVolatility extends OptionletVolatilityStructure {
private transient long swigCPtr;
protected ConstantOptionletVolatility(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.ConstantOptionletVolatility_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(ConstantOptionletVolatility obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_ConstantOptionletVolatility(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type, double shift) {
this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_0(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue(), shift), true);
}
public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type) {
this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_1(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue()), true);
}
public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter) {
this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_2(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter), true);
}
public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type, double shift) {
this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_3(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue(), shift), true);
}
public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type) {
this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_4(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue()), true);
}
public ConstantOptionletVolatility(Date referenceDate, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter) {
this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_5(Date.getCPtr(referenceDate), referenceDate, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter), true);
}
public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type, double shift) {
this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_6(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue(), shift), true);
}
public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter, VolatilityType type) {
this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_7(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue()), true);
}
public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, double volatility, DayCounter dayCounter) {
this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_8(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), volatility, DayCounter.getCPtr(dayCounter), dayCounter), true);
}
public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type, double shift) {
this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_9(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue(), shift), true);
}
public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter, VolatilityType type) {
this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_10(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter, type.swigValue()), true);
}
public ConstantOptionletVolatility(long settlementDays, Calendar cal, BusinessDayConvention bdc, QuoteHandle volatility, DayCounter dayCounter) {
this(QuantLibJNI.new_ConstantOptionletVolatility__SWIG_11(settlementDays, Calendar.getCPtr(cal), cal, bdc.swigValue(), QuoteHandle.getCPtr(volatility), volatility, DayCounter.getCPtr(dayCounter), dayCounter), true);
}
}
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