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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 SwaptionVolatilityStructure {
private transient long swigCPtr;
protected transient boolean swigCMemOwn;
protected SwaptionVolatilityStructure(long cPtr, boolean cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = cPtr;
}
protected static long getCPtr(SwaptionVolatilityStructure obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_SwaptionVolatilityStructure(swigCPtr);
}
swigCPtr = 0;
}
}
public SWIGTYPE_p_SwaptionVolatilityStructure __deref__() {
long cPtr = QuantLibJNI.SwaptionVolatilityStructure___deref__(swigCPtr, this);
return (cPtr == 0) ? null : new SWIGTYPE_p_SwaptionVolatilityStructure(cPtr, false);
}
public boolean isNull() {
return QuantLibJNI.SwaptionVolatilityStructure_isNull(swigCPtr, this);
}
public Observable asObservable() {
return new Observable(QuantLibJNI.SwaptionVolatilityStructure_asObservable(swigCPtr, this), true);
}
public SwaptionVolatilityStructure() {
this(QuantLibJNI.new_SwaptionVolatilityStructure(), true);
}
public Date referenceDate() {
return new Date(QuantLibJNI.SwaptionVolatilityStructure_referenceDate(swigCPtr, this), true);
}
public DayCounter dayCounter() {
return new DayCounter(QuantLibJNI.SwaptionVolatilityStructure_dayCounter(swigCPtr, this), true);
}
public Calendar calendar() {
return new Calendar(QuantLibJNI.SwaptionVolatilityStructure_calendar(swigCPtr, this), true);
}
public Period maxSwapTenor() {
return new Period(QuantLibJNI.SwaptionVolatilityStructure_maxSwapTenor(swigCPtr, this), true);
}
public double maxSwapLength() {
return QuantLibJNI.SwaptionVolatilityStructure_maxSwapLength(swigCPtr, this);
}
public double minStrike() {
return QuantLibJNI.SwaptionVolatilityStructure_minStrike(swigCPtr, this);
}
public double maxStrike() {
return QuantLibJNI.SwaptionVolatilityStructure_maxStrike(swigCPtr, this);
}
public double volatility(Date start, Period length, double strike, boolean extrapolate) {
return QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_0(swigCPtr, this, Date.getCPtr(start), start, Period.getCPtr(length), length, strike, extrapolate);
}
public double volatility(Date start, Period length, double strike) {
return QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_1(swigCPtr, this, Date.getCPtr(start), start, Period.getCPtr(length), length, strike);
}
public double volatility(double start, double length, double strike, boolean extrapolate) {
return QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_2(swigCPtr, this, start, length, strike, extrapolate);
}
public double volatility(double start, double length, double strike) {
return QuantLibJNI.SwaptionVolatilityStructure_volatility__SWIG_3(swigCPtr, this, start, length, strike);
}
public double blackVariance(Date start, Period length, double strike, boolean extrapolate) {
return QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_0(swigCPtr, this, Date.getCPtr(start), start, Period.getCPtr(length), length, strike, extrapolate);
}
public double blackVariance(Date start, Period length, double strike) {
return QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_1(swigCPtr, this, Date.getCPtr(start), start, Period.getCPtr(length), length, strike);
}
public double blackVariance(double start, double length, double strike, boolean extrapolate) {
return QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_2(swigCPtr, this, start, length, strike, extrapolate);
}
public double blackVariance(double start, double length, double strike) {
return QuantLibJNI.SwaptionVolatilityStructure_blackVariance__SWIG_3(swigCPtr, this, start, length, strike);
}
public Date optionDateFromTenor(Period p) {
return new Date(QuantLibJNI.SwaptionVolatilityStructure_optionDateFromTenor(swigCPtr, this, Period.getCPtr(p), p), true);
}
public void enableExtrapolation() {
QuantLibJNI.SwaptionVolatilityStructure_enableExtrapolation(swigCPtr, this);
}
public void disableExtrapolation() {
QuantLibJNI.SwaptionVolatilityStructure_disableExtrapolation(swigCPtr, this);
}
public boolean allowsExtrapolation() {
return QuantLibJNI.SwaptionVolatilityStructure_allowsExtrapolation(swigCPtr, this);
}
}
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