/* ----------------------------------------------------------------------------
 * This file was automatically generated by SWIG (http://www.swig.org).
 * Version 4.0.2
 *
 * 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 extends VolatilityTermStructure {
  private transient long swigCPtr;
  private transient boolean swigCMemOwnDerived;

  protected SwaptionVolatilityStructure(long cPtr, boolean cMemoryOwn) {
    super(QuantLibJNI.SwaptionVolatilityStructure_SWIGSmartPtrUpcast(cPtr), true);
    swigCMemOwnDerived = cMemoryOwn;
    swigCPtr = cPtr;
  }

  protected static long getCPtr(SwaptionVolatilityStructure obj) {
    return (obj == null) ? 0 : obj.swigCPtr;
  }

  protected void swigSetCMemOwn(boolean own) {
    swigCMemOwnDerived = own;
    super.swigSetCMemOwn(own);
  }

  @SuppressWarnings("deprecation")
  protected void finalize() {
    delete();
  }

  public synchronized void delete() {
    if (swigCPtr != 0) {
      if (swigCMemOwnDerived) {
        swigCMemOwnDerived = false;
        QuantLibJNI.delete_SwaptionVolatilityStructure(swigCPtr);
      }
      swigCPtr = 0;
    }
    super.delete();
  }

  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 double shift(Period optionTenor, Period swapTenor, boolean extrapolate) {
    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_0(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, Period.getCPtr(swapTenor), swapTenor, extrapolate);
  }

  public double shift(Period optionTenor, Period swapTenor) {
    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_1(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, Period.getCPtr(swapTenor), swapTenor);
  }

  public double shift(Date optionDate, Period swapTenor, boolean extrapolate) {
    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_2(swigCPtr, this, Date.getCPtr(optionDate), optionDate, Period.getCPtr(swapTenor), swapTenor, extrapolate);
  }

  public double shift(Date optionDate, Period swapTenor) {
    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_3(swigCPtr, this, Date.getCPtr(optionDate), optionDate, Period.getCPtr(swapTenor), swapTenor);
  }

  public double shift(double optionTime, Period swapTenor, boolean extrapolate) {
    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_4(swigCPtr, this, optionTime, Period.getCPtr(swapTenor), swapTenor, extrapolate);
  }

  public double shift(double optionTime, Period swapTenor) {
    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_5(swigCPtr, this, optionTime, Period.getCPtr(swapTenor), swapTenor);
  }

  public double shift(Period optionTenor, double swapLength, boolean extrapolate) {
    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_6(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, swapLength, extrapolate);
  }

  public double shift(Period optionTenor, double swapLength) {
    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_7(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, swapLength);
  }

  public double shift(Date optionDate, double swapLength, boolean extrapolate) {
    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_8(swigCPtr, this, Date.getCPtr(optionDate), optionDate, swapLength, extrapolate);
  }

  public double shift(Date optionDate, double swapLength) {
    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_9(swigCPtr, this, Date.getCPtr(optionDate), optionDate, swapLength);
  }

  public double shift(double optionTime, double swapLength, boolean extrapolate) {
    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_10(swigCPtr, this, optionTime, swapLength, extrapolate);
  }

  public double shift(double optionTime, double swapLength) {
    return QuantLibJNI.SwaptionVolatilityStructure_shift__SWIG_11(swigCPtr, this, optionTime, swapLength);
  }

  public SmileSection smileSection(Period optionTenor, Period swapTenor, boolean extr) {
    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_0(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, Period.getCPtr(swapTenor), swapTenor, extr);
    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
  }

  public SmileSection smileSection(Period optionTenor, Period swapTenor) {
    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_1(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, Period.getCPtr(swapTenor), swapTenor);
    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
  }

  public SmileSection smileSection(Date optionDate, Period swapTenor, boolean extr) {
    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_2(swigCPtr, this, Date.getCPtr(optionDate), optionDate, Period.getCPtr(swapTenor), swapTenor, extr);
    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
  }

  public SmileSection smileSection(Date optionDate, Period swapTenor) {
    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_3(swigCPtr, this, Date.getCPtr(optionDate), optionDate, Period.getCPtr(swapTenor), swapTenor);
    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
  }

  public SmileSection smileSection(double optionTime, Period swapTenor, boolean extr) {
    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_4(swigCPtr, this, optionTime, Period.getCPtr(swapTenor), swapTenor, extr);
    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
  }

  public SmileSection smileSection(double optionTime, Period swapTenor) {
    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_5(swigCPtr, this, optionTime, Period.getCPtr(swapTenor), swapTenor);
    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
  }

  public SmileSection smileSection(Period optionTenor, double swapLength, boolean extr) {
    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_6(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, swapLength, extr);
    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
  }

  public SmileSection smileSection(Period optionTenor, double swapLength) {
    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_7(swigCPtr, this, Period.getCPtr(optionTenor), optionTenor, swapLength);
    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
  }

  public SmileSection smileSection(Date optionDate, double swapLength, boolean extr) {
    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_8(swigCPtr, this, Date.getCPtr(optionDate), optionDate, swapLength, extr);
    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
  }

  public SmileSection smileSection(Date optionDate, double swapLength) {
    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_9(swigCPtr, this, Date.getCPtr(optionDate), optionDate, swapLength);
    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
  }

  public SmileSection smileSection(double optionTime, double swapLength, boolean extr) {
    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_10(swigCPtr, this, optionTime, swapLength, extr);
    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
  }

  public SmileSection smileSection(double optionTime, double swapLength) {
    long cPtr = QuantLibJNI.SwaptionVolatilityStructure_smileSection__SWIG_11(swigCPtr, this, optionTime, swapLength);
    return (cPtr == 0) ? null : new SmileSection(cPtr, true);
  }

}
