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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 SwaptionVolatilityMatrix extends SwaptionVolatilityStructure {
private transient long swigCPtr;
protected SwaptionVolatilityMatrix(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.SwaptionVolatilityMatrix_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(SwaptionVolatilityMatrix obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_SwaptionVolatilityMatrix(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, Matrix shifts) {
this(QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_0(Date.getCPtr(referenceDate), referenceDate, DateVector.getCPtr(dates), dates, PeriodVector.getCPtr(lengths), lengths, Matrix.getCPtr(vols), vols, DayCounter.getCPtr(dayCounter), dayCounter, flatExtrapolation, type.swigValue(), Matrix.getCPtr(shifts), shifts), true);
}
public SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type) {
this(QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_1(Date.getCPtr(referenceDate), referenceDate, DateVector.getCPtr(dates), dates, PeriodVector.getCPtr(lengths), lengths, Matrix.getCPtr(vols), vols, DayCounter.getCPtr(dayCounter), dayCounter, flatExtrapolation, type.swigValue()), true);
}
public SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation) {
this(QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_2(Date.getCPtr(referenceDate), referenceDate, DateVector.getCPtr(dates), dates, PeriodVector.getCPtr(lengths), lengths, Matrix.getCPtr(vols), vols, DayCounter.getCPtr(dayCounter), dayCounter, flatExtrapolation), true);
}
public SwaptionVolatilityMatrix(Date referenceDate, DateVector dates, PeriodVector lengths, Matrix vols, DayCounter dayCounter) {
this(QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_3(Date.getCPtr(referenceDate), referenceDate, DateVector.getCPtr(dates), dates, PeriodVector.getCPtr(lengths), lengths, Matrix.getCPtr(vols), vols, DayCounter.getCPtr(dayCounter), dayCounter), true);
}
public SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, SWIGTYPE_p_std__vectorT_std__vectorT_double_t_t shifts) {
this(QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_4(Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, PeriodVector.getCPtr(swapTenors), swapTenors, QuoteHandleVectorVector.getCPtr(vols), vols, DayCounter.getCPtr(dayCounter), dayCounter, flatExtrapolation, type.swigValue(), SWIGTYPE_p_std__vectorT_std__vectorT_double_t_t.getCPtr(shifts)), true);
}
public SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type) {
this(QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_5(Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, PeriodVector.getCPtr(swapTenors), swapTenors, QuoteHandleVectorVector.getCPtr(vols), vols, DayCounter.getCPtr(dayCounter), dayCounter, flatExtrapolation, type.swigValue()), true);
}
public SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter, boolean flatExtrapolation) {
this(QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_6(Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, PeriodVector.getCPtr(swapTenors), swapTenors, QuoteHandleVectorVector.getCPtr(vols), vols, DayCounter.getCPtr(dayCounter), dayCounter, flatExtrapolation), true);
}
public SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, QuoteHandleVectorVector vols, DayCounter dayCounter) {
this(QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_7(Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, PeriodVector.getCPtr(swapTenors), swapTenors, QuoteHandleVectorVector.getCPtr(vols), vols, DayCounter.getCPtr(dayCounter), dayCounter), true);
}
public SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type, Matrix shifts) {
this(QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_8(Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, PeriodVector.getCPtr(swapTenors), swapTenors, Matrix.getCPtr(vols), vols, DayCounter.getCPtr(dayCounter), dayCounter, flatExtrapolation, type.swigValue(), Matrix.getCPtr(shifts), shifts), true);
}
public SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation, VolatilityType type) {
this(QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_9(Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, PeriodVector.getCPtr(swapTenors), swapTenors, Matrix.getCPtr(vols), vols, DayCounter.getCPtr(dayCounter), dayCounter, flatExtrapolation, type.swigValue()), true);
}
public SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter, boolean flatExtrapolation) {
this(QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_10(Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, PeriodVector.getCPtr(swapTenors), swapTenors, Matrix.getCPtr(vols), vols, DayCounter.getCPtr(dayCounter), dayCounter, flatExtrapolation), true);
}
public SwaptionVolatilityMatrix(Calendar calendar, BusinessDayConvention bdc, PeriodVector optionTenors, PeriodVector swapTenors, Matrix vols, DayCounter dayCounter) {
this(QuantLibJNI.new_SwaptionVolatilityMatrix__SWIG_11(Calendar.getCPtr(calendar), calendar, bdc.swigValue(), PeriodVector.getCPtr(optionTenors), optionTenors, PeriodVector.getCPtr(swapTenors), swapTenors, Matrix.getCPtr(vols), vols, DayCounter.getCPtr(dayCounter), dayCounter), true);
}
}
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