1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
|
/* ----------------------------------------------------------------------------
* 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 OptionletVolatilityStructureHandle {
private transient long swigCPtr;
protected transient boolean swigCMemOwn;
protected OptionletVolatilityStructureHandle(long cPtr, boolean cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(OptionletVolatilityStructureHandle obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_OptionletVolatilityStructureHandle(swigCPtr);
}
swigCPtr = 0;
}
}
public OptionletVolatilityStructureHandle(OptionletVolatilityStructure arg0) {
this(QuantLibJNI.new_OptionletVolatilityStructureHandle__SWIG_0(OptionletVolatilityStructure.getCPtr(arg0), arg0), true);
}
public OptionletVolatilityStructureHandle() {
this(QuantLibJNI.new_OptionletVolatilityStructureHandle__SWIG_1(), true);
}
public OptionletVolatilityStructure __deref__() {
return new OptionletVolatilityStructure(QuantLibJNI.OptionletVolatilityStructureHandle___deref__(swigCPtr, this), true);
}
public boolean empty() {
return QuantLibJNI.OptionletVolatilityStructureHandle_empty(swigCPtr, this);
}
public Observable asObservable() {
return new Observable(QuantLibJNI.OptionletVolatilityStructureHandle_asObservable(swigCPtr, this), true);
}
public Date referenceDate() {
return new Date(QuantLibJNI.OptionletVolatilityStructureHandle_referenceDate(swigCPtr, this), true);
}
public DayCounter dayCounter() {
return new DayCounter(QuantLibJNI.OptionletVolatilityStructureHandle_dayCounter(swigCPtr, this), true);
}
public Calendar calendar() {
return new Calendar(QuantLibJNI.OptionletVolatilityStructureHandle_calendar(swigCPtr, this), true);
}
public Date maxDate() {
return new Date(QuantLibJNI.OptionletVolatilityStructureHandle_maxDate(swigCPtr, this), true);
}
public double maxTime() {
return QuantLibJNI.OptionletVolatilityStructureHandle_maxTime(swigCPtr, this);
}
public double minStrike() {
return QuantLibJNI.OptionletVolatilityStructureHandle_minStrike(swigCPtr, this);
}
public double maxStrike() {
return QuantLibJNI.OptionletVolatilityStructureHandle_maxStrike(swigCPtr, this);
}
public double volatility(Date arg0, double strike, boolean extrapolate) {
return QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_0(swigCPtr, this, Date.getCPtr(arg0), arg0, strike, extrapolate);
}
public double volatility(Date arg0, double strike) {
return QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_1(swigCPtr, this, Date.getCPtr(arg0), arg0, strike);
}
public double volatility(double arg0, double strike, boolean extrapolate) {
return QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_2(swigCPtr, this, arg0, strike, extrapolate);
}
public double volatility(double arg0, double strike) {
return QuantLibJNI.OptionletVolatilityStructureHandle_volatility__SWIG_3(swigCPtr, this, arg0, strike);
}
public double blackVariance(Date arg0, double strike, boolean extrapolate) {
return QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_0(swigCPtr, this, Date.getCPtr(arg0), arg0, strike, extrapolate);
}
public double blackVariance(Date arg0, double strike) {
return QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_1(swigCPtr, this, Date.getCPtr(arg0), arg0, strike);
}
public double blackVariance(double arg0, double strike, boolean extrapolate) {
return QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_2(swigCPtr, this, arg0, strike, extrapolate);
}
public double blackVariance(double arg0, double strike) {
return QuantLibJNI.OptionletVolatilityStructureHandle_blackVariance__SWIG_3(swigCPtr, this, arg0, strike);
}
public void enableExtrapolation() {
QuantLibJNI.OptionletVolatilityStructureHandle_enableExtrapolation(swigCPtr, this);
}
public void disableExtrapolation() {
QuantLibJNI.OptionletVolatilityStructureHandle_disableExtrapolation(swigCPtr, this);
}
public boolean allowsExtrapolation() {
return QuantLibJNI.OptionletVolatilityStructureHandle_allowsExtrapolation(swigCPtr, this);
}
}
|
