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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 NumericHaganPricer extends CmsCouponPricer {
private transient long swigCPtr;
protected NumericHaganPricer(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.NumericHaganPricer_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(NumericHaganPricer obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_NumericHaganPricer(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit, double upperLimit, double precision) {
this(QuantLibJNI.new_NumericHaganPricer__SWIG_0(SwaptionVolatilityStructureHandle.getCPtr(v), v, model.swigValue(), QuoteHandle.getCPtr(meanReversion), meanReversion, lowerLimit, upperLimit, precision), true);
}
public NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit, double upperLimit) {
this(QuantLibJNI.new_NumericHaganPricer__SWIG_1(SwaptionVolatilityStructureHandle.getCPtr(v), v, model.swigValue(), QuoteHandle.getCPtr(meanReversion), meanReversion, lowerLimit, upperLimit), true);
}
public NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion, double lowerLimit) {
this(QuantLibJNI.new_NumericHaganPricer__SWIG_2(SwaptionVolatilityStructureHandle.getCPtr(v), v, model.swigValue(), QuoteHandle.getCPtr(meanReversion), meanReversion, lowerLimit), true);
}
public NumericHaganPricer(SwaptionVolatilityStructureHandle v, GFunctionFactory.YieldCurveModel model, QuoteHandle meanReversion) {
this(QuantLibJNI.new_NumericHaganPricer__SWIG_3(SwaptionVolatilityStructureHandle.getCPtr(v), v, model.swigValue(), QuoteHandle.getCPtr(meanReversion), meanReversion), true);
}
}
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