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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 ZabrLocalVolatilitySmileSection extends SmileSection {
private transient long swigCPtr;
protected ZabrLocalVolatilitySmileSection(long cPtr, boolean cMemoryOwn) {
super(QuantLibJNI.ZabrLocalVolatilitySmileSection_SWIGUpcast(cPtr), cMemoryOwn);
swigCPtr = cPtr;
}
protected static long getCPtr(ZabrLocalVolatilitySmileSection obj) {
return (obj == null) ? 0 : obj.swigCPtr;
}
protected void finalize() {
delete();
}
public synchronized void delete() {
if (swigCPtr != 0) {
if (swigCMemOwn) {
swigCMemOwn = false;
QuantLibJNI.delete_ZabrLocalVolatilitySmileSection(swigCPtr);
}
swigCPtr = 0;
}
super.delete();
}
public ZabrLocalVolatilitySmileSection(double timeToExpiry, double forward, DoubleVector zabrParameters, DoubleVector moneyness, long fdRefinement) {
this(QuantLibJNI.new_ZabrLocalVolatilitySmileSection__SWIG_0(timeToExpiry, forward, DoubleVector.getCPtr(zabrParameters), zabrParameters, DoubleVector.getCPtr(moneyness), moneyness, fdRefinement), true);
}
public ZabrLocalVolatilitySmileSection(double timeToExpiry, double forward, DoubleVector zabrParameters, DoubleVector moneyness) {
this(QuantLibJNI.new_ZabrLocalVolatilitySmileSection__SWIG_1(timeToExpiry, forward, DoubleVector.getCPtr(zabrParameters), zabrParameters, DoubleVector.getCPtr(moneyness), moneyness), true);
}
public ZabrLocalVolatilitySmileSection(double timeToExpiry, double forward, DoubleVector zabrParameters) {
this(QuantLibJNI.new_ZabrLocalVolatilitySmileSection__SWIG_2(timeToExpiry, forward, DoubleVector.getCPtr(zabrParameters), zabrParameters), true);
}
public ZabrLocalVolatilitySmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc, DoubleVector moneyness, long fdRefinement) {
this(QuantLibJNI.new_ZabrLocalVolatilitySmileSection__SWIG_3(Date.getCPtr(d), d, forward, DoubleVector.getCPtr(zabrParameters), zabrParameters, DayCounter.getCPtr(dc), dc, DoubleVector.getCPtr(moneyness), moneyness, fdRefinement), true);
}
public ZabrLocalVolatilitySmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc, DoubleVector moneyness) {
this(QuantLibJNI.new_ZabrLocalVolatilitySmileSection__SWIG_4(Date.getCPtr(d), d, forward, DoubleVector.getCPtr(zabrParameters), zabrParameters, DayCounter.getCPtr(dc), dc, DoubleVector.getCPtr(moneyness), moneyness), true);
}
public ZabrLocalVolatilitySmileSection(Date d, double forward, DoubleVector zabrParameters, DayCounter dc) {
this(QuantLibJNI.new_ZabrLocalVolatilitySmileSection__SWIG_5(Date.getCPtr(d), d, forward, DoubleVector.getCPtr(zabrParameters), zabrParameters, DayCounter.getCPtr(dc), dc), true);
}
public ZabrLocalVolatilitySmileSection(Date d, double forward, DoubleVector zabrParameters) {
this(QuantLibJNI.new_ZabrLocalVolatilitySmileSection__SWIG_6(Date.getCPtr(d), d, forward, DoubleVector.getCPtr(zabrParameters), zabrParameters), true);
}
}
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