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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 OptionletStripper1 extends StrippedOptionletBase {
private transient long swigCPtr;
protected OptionletStripper1(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.OptionletStripper1_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(OptionletStripper1 obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_OptionletStripper1(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type, double displacement, boolean dontThrow) {
this(QuantLibJNI.new_OptionletStripper1__SWIG_0(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter, YieldTermStructureHandle.getCPtr(discount), discount, type.swigValue(), displacement, dontThrow), true);
}
public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type, double displacement) {
this(QuantLibJNI.new_OptionletStripper1__SWIG_1(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter, YieldTermStructureHandle.getCPtr(discount), discount, type.swigValue(), displacement), true);
}
public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount, VolatilityType type) {
this(QuantLibJNI.new_OptionletStripper1__SWIG_2(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter, YieldTermStructureHandle.getCPtr(discount), discount, type.swigValue()), true);
}
public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter, YieldTermStructureHandle discount) {
this(QuantLibJNI.new_OptionletStripper1__SWIG_3(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter, YieldTermStructureHandle.getCPtr(discount), discount), true);
}
public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy, long maxIter) {
this(QuantLibJNI.new_OptionletStripper1__SWIG_4(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy, maxIter), true);
}
public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes, double accuracy) {
this(QuantLibJNI.new_OptionletStripper1__SWIG_5(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes, accuracy), true);
}
public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index, double switchStrikes) {
this(QuantLibJNI.new_OptionletStripper1__SWIG_6(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index, switchStrikes), true);
}
public OptionletStripper1(CapFloorTermVolSurface parVolSurface, IborIndex index) {
this(QuantLibJNI.new_OptionletStripper1__SWIG_7(CapFloorTermVolSurface.getCPtr(parVolSurface), parVolSurface, IborIndex.getCPtr(index), index), true);
}
public Matrix capFloorPrices() {
return new Matrix(QuantLibJNI.OptionletStripper1_capFloorPrices(swigCPtr, this), false);
}
public Matrix capFloorVolatilities() {
return new Matrix(QuantLibJNI.OptionletStripper1_capFloorVolatilities(swigCPtr, this), false);
}
public Matrix optionletPrices() {
return new Matrix(QuantLibJNI.OptionletStripper1_optionletPrices(swigCPtr, this), false);
}
public double switchStrike() {
return QuantLibJNI.OptionletStripper1_switchStrike(swigCPtr, this);
}
}
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