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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 MultiAssetOption extends Instrument {
private transient long swigCPtr;
protected MultiAssetOption(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.MultiAssetOption_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(MultiAssetOption obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_MultiAssetOption(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public double delta() {
return QuantLibJNI.MultiAssetOption_delta(swigCPtr, this);
}
public double gamma() {
return QuantLibJNI.MultiAssetOption_gamma(swigCPtr, this);
}
public double theta() {
return QuantLibJNI.MultiAssetOption_theta(swigCPtr, this);
}
public double vega() {
return QuantLibJNI.MultiAssetOption_vega(swigCPtr, this);
}
public double rho() {
return QuantLibJNI.MultiAssetOption_rho(swigCPtr, this);
}
public double dividendRho() {
return QuantLibJNI.MultiAssetOption_dividendRho(swigCPtr, this);
}
public MultiAssetOption() {
this(QuantLibJNI.new_MultiAssetOption(), true);
}
}
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