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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: Exercise.i,v 1.1 2002/03/13 16:10:41 lballabio Exp $
#ifndef quantlib_exercise_i
#define quantlib_exercise_i
%{
using QuantLib::Exercise;
typedef Exercise::Type ExerciseType;
using QuantLib::StringFormatter;
%}
%typemap(python,in) ExerciseType (ExerciseType temp),
const ExerciseType & (ExerciseType temp) {
if (PyString_Check($source)) {
std::string s(PyString_AsString($source));
s = StringFormatter::toLowercase(s);
if (s == "e" || s == "european") temp = Exercise::European;
else if (s == "a" || s == "american") temp = Exercise::American;
else if (s == "b" || s == "bermudan") temp = Exercise::Bermudan;
else {
PyErr_SetString(PyExc_TypeError,"unknown exercise type");
return NULL;
}
} else {
PyErr_SetString(PyExc_TypeError,"not an exercise type");
return NULL;
}
$target = &temp;
};
%typemap(python,out) ExerciseType, const ExerciseType & {
switch (*$source) {
case Exercise::European:
$target = PyString_FromString("European"); break;
case Exercise::American:
$target = PyString_FromString("American"); break;
case Exercise::Bermudan:
$target = PyString_FromString("Bermudan"); break;
default:
throw Error("unknown exercise type");
}
};
%typemap(python,ret) ExerciseType {
delete $source;
}
class Exercise {
public:
Exercise(ExerciseType type, const DateVector& dates);
~Exercise();
};
%{
using QuantLib::EuropeanExercise;
using QuantLib::AmericanExercise;
using QuantLib::BermudanExercise;
%}
class EuropeanExercise : public Exercise {
public:
EuropeanExercise(Date date);
~EuropeanExercise();
};
class AmericanExercise : public Exercise {
public:
AmericanExercise(Date earliestDate, Date latestDate);
~AmericanExercise();
};
class BermudanExercise : public Exercise {
public:
BermudanExercise(const DateVector& dates);
~BermudanExercise();
};
#endif
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