1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
|
/* ----------------------------------------------------------------------------
* 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 GeneralizedBlackScholesProcess extends StochasticProcess1D {
private transient long swigCPtr;
protected GeneralizedBlackScholesProcess(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.GeneralizedBlackScholesProcess_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(GeneralizedBlackScholesProcess obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_GeneralizedBlackScholesProcess(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public GeneralizedBlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS) {
this(QuantLibJNI.new_GeneralizedBlackScholesProcess(QuoteHandle.getCPtr(s0), s0, YieldTermStructureHandle.getCPtr(dividendTS), dividendTS, YieldTermStructureHandle.getCPtr(riskFreeTS), riskFreeTS, BlackVolTermStructureHandle.getCPtr(volTS), volTS), true);
}
public QuoteHandle stateVariable() {
return new QuoteHandle(QuantLibJNI.GeneralizedBlackScholesProcess_stateVariable(swigCPtr, this), true);
}
public YieldTermStructureHandle dividendYield() {
return new YieldTermStructureHandle(QuantLibJNI.GeneralizedBlackScholesProcess_dividendYield(swigCPtr, this), true);
}
public YieldTermStructureHandle riskFreeRate() {
return new YieldTermStructureHandle(QuantLibJNI.GeneralizedBlackScholesProcess_riskFreeRate(swigCPtr, this), true);
}
public BlackVolTermStructureHandle blackVolatility() {
return new BlackVolTermStructureHandle(QuantLibJNI.GeneralizedBlackScholesProcess_blackVolatility(swigCPtr, this), true);
}
}
|
