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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 SmileSection {
private transient long swigCPtr;
protected transient boolean swigCMemOwn;
protected SmileSection(long cPtr, boolean cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(SmileSection obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_SmileSection(swigCPtr);
}
swigCPtr = 0;
}
}
public SWIGTYPE_p_SmileSection __deref__() {
long cPtr = QuantLibJNI.SmileSection___deref__(swigCPtr, this);
return (cPtr == 0) ? null : new SWIGTYPE_p_SmileSection(cPtr, false);
}
public boolean isNull() {
return QuantLibJNI.SmileSection_isNull(swigCPtr, this);
}
public Observable asObservable() {
return new Observable(QuantLibJNI.SmileSection_asObservable(swigCPtr, this), true);
}
public SmileSection() {
this(QuantLibJNI.new_SmileSection(), true);
}
public double variance(double strike) {
return QuantLibJNI.SmileSection_variance(swigCPtr, this, strike);
}
public double volatility(double strike) {
return QuantLibJNI.SmileSection_volatility__SWIG_0(swigCPtr, this, strike);
}
public double volatility(double strike, VolatilityType type, double shift) {
return QuantLibJNI.SmileSection_volatility__SWIG_1(swigCPtr, this, strike, type.swigValue(), shift);
}
public double volatility(double strike, VolatilityType type) {
return QuantLibJNI.SmileSection_volatility__SWIG_2(swigCPtr, this, strike, type.swigValue());
}
public Date exerciseDate() {
return new Date(QuantLibJNI.SmileSection_exerciseDate(swigCPtr, this), false);
}
public VolatilityType volatilityType() {
return VolatilityType.swigToEnum(QuantLibJNI.SmileSection_volatilityType(swigCPtr, this));
}
public double shift() {
return QuantLibJNI.SmileSection_shift(swigCPtr, this);
}
public Date referenceDate() {
return new Date(QuantLibJNI.SmileSection_referenceDate(swigCPtr, this), false);
}
public double exerciseTime() {
return QuantLibJNI.SmileSection_exerciseTime(swigCPtr, this);
}
public DayCounter dayCounter() {
return new DayCounter(QuantLibJNI.SmileSection_dayCounter(swigCPtr, this), false);
}
public double optionPrice(double strike, Option.Type type, double discount) {
return QuantLibJNI.SmileSection_optionPrice__SWIG_0(swigCPtr, this, strike, type.swigValue(), discount);
}
public double optionPrice(double strike, Option.Type type) {
return QuantLibJNI.SmileSection_optionPrice__SWIG_1(swigCPtr, this, strike, type.swigValue());
}
public double optionPrice(double strike) {
return QuantLibJNI.SmileSection_optionPrice__SWIG_2(swigCPtr, this, strike);
}
public double digitalOptionPrice(double strike, Option.Type type, double discount, double gap) {
return QuantLibJNI.SmileSection_digitalOptionPrice__SWIG_0(swigCPtr, this, strike, type.swigValue(), discount, gap);
}
public double digitalOptionPrice(double strike, Option.Type type, double discount) {
return QuantLibJNI.SmileSection_digitalOptionPrice__SWIG_1(swigCPtr, this, strike, type.swigValue(), discount);
}
public double digitalOptionPrice(double strike, Option.Type type) {
return QuantLibJNI.SmileSection_digitalOptionPrice__SWIG_2(swigCPtr, this, strike, type.swigValue());
}
public double digitalOptionPrice(double strike) {
return QuantLibJNI.SmileSection_digitalOptionPrice__SWIG_3(swigCPtr, this, strike);
}
public double vega(double strike, double discount) {
return QuantLibJNI.SmileSection_vega__SWIG_0(swigCPtr, this, strike, discount);
}
public double vega(double strike) {
return QuantLibJNI.SmileSection_vega__SWIG_1(swigCPtr, this, strike);
}
public double density(double strike, double discount, double gap) {
return QuantLibJNI.SmileSection_density__SWIG_0(swigCPtr, this, strike, discount, gap);
}
public double density(double strike, double discount) {
return QuantLibJNI.SmileSection_density__SWIG_1(swigCPtr, this, strike, discount);
}
public double density(double strike) {
return QuantLibJNI.SmileSection_density__SWIG_2(swigCPtr, this, strike);
}
}
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