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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 LognormalCmsSpreadPricer extends CmsSpreadCouponPricer {
private transient long swigCPtr;
protected LognormalCmsSpreadPricer(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.LognormalCmsSpreadPricer_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(LognormalCmsSpreadPricer obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_LognormalCmsSpreadPricer(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, long IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t volatilityType, double shift1, double shift2) {
this(QuantLibJNI.new_LognormalCmsSpreadPricer__SWIG_0(CmsCouponPricer.getCPtr(cmsPricer), cmsPricer, QuoteHandle.getCPtr(correlation), correlation, YieldTermStructureHandle.getCPtr(couponDiscountCurve), couponDiscountCurve, IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t.getCPtr(volatilityType), shift1, shift2), true);
}
public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, long IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t volatilityType, double shift1) {
this(QuantLibJNI.new_LognormalCmsSpreadPricer__SWIG_1(CmsCouponPricer.getCPtr(cmsPricer), cmsPricer, QuoteHandle.getCPtr(correlation), correlation, YieldTermStructureHandle.getCPtr(couponDiscountCurve), couponDiscountCurve, IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t.getCPtr(volatilityType), shift1), true);
}
public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, long IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t volatilityType) {
this(QuantLibJNI.new_LognormalCmsSpreadPricer__SWIG_2(CmsCouponPricer.getCPtr(cmsPricer), cmsPricer, QuoteHandle.getCPtr(correlation), correlation, YieldTermStructureHandle.getCPtr(couponDiscountCurve), couponDiscountCurve, IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t.getCPtr(volatilityType)), true);
}
public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, long IntegrationPoints) {
this(QuantLibJNI.new_LognormalCmsSpreadPricer__SWIG_3(CmsCouponPricer.getCPtr(cmsPricer), cmsPricer, QuoteHandle.getCPtr(correlation), correlation, YieldTermStructureHandle.getCPtr(couponDiscountCurve), couponDiscountCurve, IntegrationPoints), true);
}
public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve) {
this(QuantLibJNI.new_LognormalCmsSpreadPricer__SWIG_4(CmsCouponPricer.getCPtr(cmsPricer), cmsPricer, QuoteHandle.getCPtr(correlation), correlation, YieldTermStructureHandle.getCPtr(couponDiscountCurve), couponDiscountCurve), true);
}
public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation) {
this(QuantLibJNI.new_LognormalCmsSpreadPricer__SWIG_5(CmsCouponPricer.getCPtr(cmsPricer), cmsPricer, QuoteHandle.getCPtr(correlation), correlation), true);
}
public double swapletPrice() {
return QuantLibJNI.LognormalCmsSpreadPricer_swapletPrice(swigCPtr, this);
}
public double swapletRate() {
return QuantLibJNI.LognormalCmsSpreadPricer_swapletRate(swigCPtr, this);
}
public double capletPrice(double effectiveCap) {
return QuantLibJNI.LognormalCmsSpreadPricer_capletPrice(swigCPtr, this, effectiveCap);
}
public double capletRate(double effectiveCap) {
return QuantLibJNI.LognormalCmsSpreadPricer_capletRate(swigCPtr, this, effectiveCap);
}
public double floorletPrice(double effectiveFloor) {
return QuantLibJNI.LognormalCmsSpreadPricer_floorletPrice(swigCPtr, this, effectiveFloor);
}
public double floorletRate(double effectiveFloor) {
return QuantLibJNI.LognormalCmsSpreadPricer_floorletRate(swigCPtr, this, effectiveFloor);
}
}
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