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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 SwaptionVolCube1 extends SwaptionVolatilityStructure {
private transient long swigCPtr;
protected SwaptionVolCube1(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SwaptionVolCube1_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(SwaptionVolCube1 obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_SwaptionVolCube1(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, double maxErrorTolerance, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t optMethod) {
this(QuantLibJNI.new_SwaptionVolCube1__SWIG_0(SwaptionVolatilityStructureHandle.getCPtr(atmVolStructure), atmVolStructure, PeriodVector.getCPtr(optionTenors), optionTenors, PeriodVector.getCPtr(swapTenors), swapTenors, DoubleVector.getCPtr(strikeSpreads), strikeSpreads, QuoteHandleVectorVector.getCPtr(volSpreads), volSpreads, SwapIndex.getCPtr(swapIndexBase), swapIndexBase, SwapIndex.getCPtr(shortSwapIndexBase), shortSwapIndexBase, vegaWeightedSmileFit, QuoteHandleVectorVector.getCPtr(parametersGuess), parametersGuess, BoolVector.getCPtr(isParameterFixed), isParameterFixed, isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria), maxErrorTolerance, SWIGTYPE_p_boost__shared_ptrT_OptimizationMethod_t.getCPtr(optMethod)), true);
}
public SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria, double maxErrorTolerance) {
this(QuantLibJNI.new_SwaptionVolCube1__SWIG_1(SwaptionVolatilityStructureHandle.getCPtr(atmVolStructure), atmVolStructure, PeriodVector.getCPtr(optionTenors), optionTenors, PeriodVector.getCPtr(swapTenors), swapTenors, DoubleVector.getCPtr(strikeSpreads), strikeSpreads, QuoteHandleVectorVector.getCPtr(volSpreads), volSpreads, SwapIndex.getCPtr(swapIndexBase), swapIndexBase, SwapIndex.getCPtr(shortSwapIndexBase), shortSwapIndexBase, vegaWeightedSmileFit, QuoteHandleVectorVector.getCPtr(parametersGuess), parametersGuess, BoolVector.getCPtr(isParameterFixed), isParameterFixed, isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria), maxErrorTolerance), true);
}
public SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t endCriteria) {
this(QuantLibJNI.new_SwaptionVolCube1__SWIG_2(SwaptionVolatilityStructureHandle.getCPtr(atmVolStructure), atmVolStructure, PeriodVector.getCPtr(optionTenors), optionTenors, PeriodVector.getCPtr(swapTenors), swapTenors, DoubleVector.getCPtr(strikeSpreads), strikeSpreads, QuoteHandleVectorVector.getCPtr(volSpreads), volSpreads, SwapIndex.getCPtr(swapIndexBase), swapIndexBase, SwapIndex.getCPtr(shortSwapIndexBase), shortSwapIndexBase, vegaWeightedSmileFit, QuoteHandleVectorVector.getCPtr(parametersGuess), parametersGuess, BoolVector.getCPtr(isParameterFixed), isParameterFixed, isAtmCalibrated, SWIGTYPE_p_boost__shared_ptrT_EndCriteria_t.getCPtr(endCriteria)), true);
}
public SwaptionVolCube1(SwaptionVolatilityStructureHandle atmVolStructure, PeriodVector optionTenors, PeriodVector swapTenors, DoubleVector strikeSpreads, QuoteHandleVectorVector volSpreads, SwapIndex swapIndexBase, SwapIndex shortSwapIndexBase, boolean vegaWeightedSmileFit, QuoteHandleVectorVector parametersGuess, BoolVector isParameterFixed, boolean isAtmCalibrated) {
this(QuantLibJNI.new_SwaptionVolCube1__SWIG_3(SwaptionVolatilityStructureHandle.getCPtr(atmVolStructure), atmVolStructure, PeriodVector.getCPtr(optionTenors), optionTenors, PeriodVector.getCPtr(swapTenors), swapTenors, DoubleVector.getCPtr(strikeSpreads), strikeSpreads, QuoteHandleVectorVector.getCPtr(volSpreads), volSpreads, SwapIndex.getCPtr(swapIndexBase), swapIndexBase, SwapIndex.getCPtr(shortSwapIndexBase), shortSwapIndexBase, vegaWeightedSmileFit, QuoteHandleVectorVector.getCPtr(parametersGuess), parametersGuess, BoolVector.getCPtr(isParameterFixed), isParameterFixed, isAtmCalibrated), true);
}
public Matrix sparseSabrParameters() {
return new Matrix(QuantLibJNI.SwaptionVolCube1_sparseSabrParameters(swigCPtr, this), true);
}
public Matrix denseSabrParameters() {
return new Matrix(QuantLibJNI.SwaptionVolCube1_denseSabrParameters(swigCPtr, this), true);
}
public Matrix marketVolCube() {
return new Matrix(QuantLibJNI.SwaptionVolCube1_marketVolCube(swigCPtr, this), true);
}
public Matrix volCubeAtmCalibrated() {
return new Matrix(QuantLibJNI.SwaptionVolCube1_volCubeAtmCalibrated(swigCPtr, this), true);
}
}
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