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/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
// $Id: Barrier.i,v 1.7 2002/01/16 14:50:51 nando Exp $
#ifndef quantlib_barrier_type_i
#define quantlib_barrier_type_i
%{
using QuantLib::Pricers::BarrierOption;
typedef QuantLib::Pricers::BarrierOption::BarrierType BarrierType;
using QuantLib::StringFormatter;
%}
%typemap(python,in) BarrierType, const BarrierType & {
if (PyString_Check($source)) {
$target = new BarrierType;
std::string s(PyString_AsString($source));
s = StringFormatter::toLowercase(s);
if (s == "downin") *($target) = BarrierOption::DownIn;
else if (s == "downout") *($target) = BarrierOption::DownOut;
else if (s == "upin") *($target) = BarrierOption::UpIn;
else if (s == "upout") *($target) = BarrierOption::UpOut;
else {
PyErr_SetString(PyExc_TypeError,"unknown barrier type");
delete $target;
return NULL;
}
} else {
PyErr_SetString(PyExc_TypeError,"not a barrier type");
return NULL;
}
};
%typemap(python,freearg) BarrierType, const BarrierType & {
delete $source;
};
%typemap(python,out) BarrierType, const BarrierType & {
std::string s;
if (*$source == BarrierOption::DownIn) s = "DownIn";
else if (*$source == BarrierOption::DownOut) s = "DownOut";
else if (*$source == BarrierOption::UpIn) s = "UpIn";
else if (*$source == BarrierOption::UpOut) s = "UpOut";
else s = "unknown barrier type";
$target = PyString_FromString(s.c_str());
};
%typemap(python,ret) BarrierType {
delete $source;
}
#endif
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