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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: Functions.i,v 1.7 2002/01/16 14:50:51 nando Exp $
#ifndef quantlib_functions_i
#define quantlib_functions_i
// Python function
%typemap(python,in) PyObject* pyFunction {
$target = $source;
}
// different C++ wrappers
%{
class PyUnaryFunction {
public:
PyUnaryFunction(PyObject* pyFunction) : pyFunction_(pyFunction) {
/* make sure the Python object stays alive
as long as we need it */
Py_XINCREF(pyFunction_);
}
PyUnaryFunction(const PyUnaryFunction& f) : pyFunction_(f.pyFunction_) {
/* make sure the Python object stays alive
as long as we need it */
Py_XINCREF(pyFunction_);
}
PyUnaryFunction& operator=(const PyUnaryFunction& f) {
if ((this != &f) && (pyFunction_ != f.pyFunction_)) {
Py_XDECREF(pyFunction_);
pyFunction_ = f.pyFunction_;
Py_XINCREF(pyFunction_);
}
return *this;
}
~PyUnaryFunction() {
// now it can go as far as we are concerned
Py_XDECREF(pyFunction_);
}
double operator()(double x) const {
PyObject* pyResult = PyObject_CallFunction(pyFunction_,"d",x);
QL_ENSURE(pyResult != NULL, "failed to call Python function");
double result = PyFloat_AsDouble(pyResult);
Py_XDECREF(pyResult);
return result;
}
private:
PyObject* pyFunction_;
};
class PyBinaryFunction {
public:
PyBinaryFunction(PyObject* pyFunction) : pyFunction_(pyFunction) {
/* make sure the Python object stays alive
as long as we need it */
Py_XINCREF(pyFunction_);
}
PyBinaryFunction(const PyBinaryFunction& f)
: pyFunction_(f.pyFunction_) {
/* make sure the Python object stays alive
as long as we need it */
Py_XINCREF(pyFunction_);
}
PyBinaryFunction& operator=(const PyBinaryFunction& f) {
if ((this != &f) && (pyFunction_ != f.pyFunction_)) {
Py_XDECREF(pyFunction_);
pyFunction_ = f.pyFunction_;
Py_XINCREF(pyFunction_);
}
return *this;
}
~PyBinaryFunction() {
// now it can go as far as we are concerned
Py_XDECREF(pyFunction_);
}
double operator()(double x, double y) const {
PyObject* pyResult = PyObject_CallFunction(pyFunction_,"dd",x,y);
QL_ENSURE(pyResult != NULL, "failed to call Python function");
double result = PyFloat_AsDouble(pyResult);
Py_XDECREF(pyResult);
return result;
}
private:
PyObject* pyFunction_;
};
using QuantLib::ObjectiveFunction;
class PyObjectiveFunction : public ObjectiveFunction {
public:
PyObjectiveFunction(PyObject* pyFunction) : pyFunction_(pyFunction) {
/* make sure the Python object stays alive
as long as we need it */
Py_XINCREF(pyFunction_);
}
PyObjectiveFunction(const PyObjectiveFunction& f)
: pyFunction_(f.pyFunction_) {
/* make sure the Python object stays alive
as long as we need it */
Py_XINCREF(pyFunction_);
}
PyObjectiveFunction& operator=(const PyObjectiveFunction& f) {
if ((this != &f) && (pyFunction_ != f.pyFunction_)) {
Py_XDECREF(pyFunction_);
pyFunction_ = f.pyFunction_;
Py_XINCREF(pyFunction_);
}
return *this;
}
~PyObjectiveFunction() {
// now it can go as far as we are concerned
Py_XDECREF(pyFunction_);
}
double operator()(double x) const {
PyObject* pyResult = PyObject_CallFunction(pyFunction_,"d",x);
QL_ENSURE(pyResult != NULL, "failed to call Python function");
double result = PyFloat_AsDouble(pyResult);
Py_XDECREF(pyResult);
return result;
}
double derivative(double x) const {
PyObject* pyResult =
PyObject_CallMethod(pyFunction_,"derivative","d",x);
QL_ENSURE(pyResult != NULL,
"failed to call derivative() on Python object");
double result = PyFloat_AsDouble(pyResult);
Py_XDECREF(pyResult);
return result;
}
private:
PyObject* pyFunction_;
};
%}
#endif
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