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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 OptionletVolatilityStructure {
private transient long swigCPtr;
protected transient boolean swigCMemOwn;
protected OptionletVolatilityStructure(long cPtr, boolean cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(OptionletVolatilityStructure obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_OptionletVolatilityStructure(swigCPtr);
}
swigCPtr = 0;
}
}
public SWIGTYPE_p_OptionletVolatilityStructure __deref__() {
long cPtr = QuantLibJNI.OptionletVolatilityStructure___deref__(swigCPtr, this);
return (cPtr == 0) ? null : new SWIGTYPE_p_OptionletVolatilityStructure(cPtr, false);
}
public boolean isNull() {
return QuantLibJNI.OptionletVolatilityStructure_isNull(swigCPtr, this);
}
public Observable asObservable() {
return new Observable(QuantLibJNI.OptionletVolatilityStructure_asObservable(swigCPtr, this), true);
}
public OptionletVolatilityStructure() {
this(QuantLibJNI.new_OptionletVolatilityStructure(), true);
}
public Date referenceDate() {
return new Date(QuantLibJNI.OptionletVolatilityStructure_referenceDate(swigCPtr, this), true);
}
public DayCounter dayCounter() {
return new DayCounter(QuantLibJNI.OptionletVolatilityStructure_dayCounter(swigCPtr, this), true);
}
public Calendar calendar() {
return new Calendar(QuantLibJNI.OptionletVolatilityStructure_calendar(swigCPtr, this), true);
}
public Date maxDate() {
return new Date(QuantLibJNI.OptionletVolatilityStructure_maxDate(swigCPtr, this), true);
}
public double maxTime() {
return QuantLibJNI.OptionletVolatilityStructure_maxTime(swigCPtr, this);
}
public double minStrike() {
return QuantLibJNI.OptionletVolatilityStructure_minStrike(swigCPtr, this);
}
public double maxStrike() {
return QuantLibJNI.OptionletVolatilityStructure_maxStrike(swigCPtr, this);
}
public double volatility(Date arg0, double strike, boolean extrapolate) {
return QuantLibJNI.OptionletVolatilityStructure_volatility__SWIG_0(swigCPtr, this, Date.getCPtr(arg0), arg0, strike, extrapolate);
}
public double volatility(Date arg0, double strike) {
return QuantLibJNI.OptionletVolatilityStructure_volatility__SWIG_1(swigCPtr, this, Date.getCPtr(arg0), arg0, strike);
}
public double volatility(double arg0, double strike, boolean extrapolate) {
return QuantLibJNI.OptionletVolatilityStructure_volatility__SWIG_2(swigCPtr, this, arg0, strike, extrapolate);
}
public double volatility(double arg0, double strike) {
return QuantLibJNI.OptionletVolatilityStructure_volatility__SWIG_3(swigCPtr, this, arg0, strike);
}
public double blackVariance(Date arg0, double strike, boolean extrapolate) {
return QuantLibJNI.OptionletVolatilityStructure_blackVariance__SWIG_0(swigCPtr, this, Date.getCPtr(arg0), arg0, strike, extrapolate);
}
public double blackVariance(Date arg0, double strike) {
return QuantLibJNI.OptionletVolatilityStructure_blackVariance__SWIG_1(swigCPtr, this, Date.getCPtr(arg0), arg0, strike);
}
public double blackVariance(double arg0, double strike, boolean extrapolate) {
return QuantLibJNI.OptionletVolatilityStructure_blackVariance__SWIG_2(swigCPtr, this, arg0, strike, extrapolate);
}
public double blackVariance(double arg0, double strike) {
return QuantLibJNI.OptionletVolatilityStructure_blackVariance__SWIG_3(swigCPtr, this, arg0, strike);
}
public void enableExtrapolation() {
QuantLibJNI.OptionletVolatilityStructure_enableExtrapolation(swigCPtr, this);
}
public void disableExtrapolation() {
QuantLibJNI.OptionletVolatilityStructure_disableExtrapolation(swigCPtr, this);
}
public boolean allowsExtrapolation() {
return QuantLibJNI.OptionletVolatilityStructure_allowsExtrapolation(swigCPtr, this);
}
}
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