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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: MarketElements.i,v 1.17 2002/03/05 16:58:17 lballabio Exp $
#ifndef quantlib_market_elements_i
#define quantlib_market_elements_i
%include Observer.i
%include Null.i
%include Functions.i
%{
using QuantLib::MarketElement;
using QuantLib::Handle;
using QuantLib::RelinkableHandle;
typedef Handle<MarketElement> MarketElementHandle;
typedef RelinkableHandle<MarketElement> MarketElementRelinkableHandle;
%}
// Python market element class
%typemap(python,in) PyObject* pyMarketElement {
$target = $source;
}
%{
// its C++ wrapper
class PyMarketElement : public MarketElement {
public:
PyMarketElement(PyObject* pyMarketElement)
: pyMarketElement_(pyMarketElement) {
/* make sure the Python object stays alive
as long as we need it */
Py_XINCREF(pyMarketElement_);
}
PyMarketElement(const PyMarketElement& me)
: pyMarketElement_(me.pyMarketElement_) {
/* make sure the Python object stays alive
as long as we need it */
Py_XINCREF(pyMarketElement_);
}
PyMarketElement& operator=(const PyMarketElement& me) {
if ((this != &me) && (pyMarketElement_ != me.pyMarketElement_)) {
Py_XDECREF(pyMarketElement_);
pyMarketElement_ = me.pyMarketElement_;
Py_XINCREF(pyMarketElement_);
}
return *this;
}
~PyMarketElement() {
// now it can go as far as we are concerned
Py_XDECREF(pyMarketElement_);
}
double value() const {
PyObject* pyResult =
PyObject_CallMethod(pyMarketElement_,"value",NULL);
QL_ENSURE(pyResult != NULL,
"failed to call value() on Python market element");
double result = PyFloat_AsDouble(pyResult);
Py_XDECREF(pyResult);
return result;
}
private:
PyObject* pyMarketElement_;
};
%}
// Export handle
%name(MarketElement) class MarketElementHandle : public ObservableHandle {
public:
// no constructor - forbid explicit construction
~MarketElementHandle();
};
// replicate the MarketElement interface
%addmethods MarketElementHandle {
MarketElementHandle(PyObject* pyMarketElement) {
return new MarketElementHandle(new PyMarketElement(pyMarketElement));
}
double value() {
return (*self)->value();
}
bool __nonzero__() {
return !self->isNull();
}
void notifyObservers() {
(*self)->notifyObservers();
}
}
AllowNoneAsInput(MarketElementHandle,MarketElement);
// export relinkable handle
%name(MarketElementHandle) class MarketElementRelinkableHandle {
public:
MarketElementRelinkableHandle(MarketElementHandle h);
~MarketElementRelinkableHandle();
void linkTo(MarketElementHandle);
};
%addmethods MarketElementRelinkableHandle {
bool __nonzero__() {
return !self->isNull();
}
}
// actual market elements
%{
using QuantLib::SimpleMarketElement;
typedef Handle<SimpleMarketElement> SimpleMarketElementHandle;
%}
// Fake inheritance between Handles
%name(SimpleMarketElement)
class SimpleMarketElementHandle : public MarketElementHandle {
public:
// constructor redefined below
~SimpleMarketElementHandle();
};
%addmethods SimpleMarketElementHandle {
SimpleMarketElementHandle(double value) {
return new SimpleMarketElementHandle(
new SimpleMarketElement(value));
}
void setValue(double value) {
(*self)->setValue(value);
}
}
%{
using QuantLib::DerivedMarketElement;
using QuantLib::CompositeMarketElement;
typedef Handle<DerivedMarketElement<PyUnaryFunction> >
DerivedMarketElementHandle;
typedef Handle<CompositeMarketElement<PyBinaryFunction> >
CompositeMarketElementHandle;
%}
%name(DerivedMarketElement)
class DerivedMarketElementHandle : public MarketElementHandle {
public:
// constructor redefined below
~DerivedMarketElementHandle();
};
%addmethods DerivedMarketElementHandle {
DerivedMarketElementHandle(MarketElementRelinkableHandle h,
PyObject* pyFunction) {
return new DerivedMarketElementHandle(
new DerivedMarketElement<PyUnaryFunction>(
h,PyUnaryFunction(pyFunction)));
}
}
%name(CompositeMarketElement)
class CompositeMarketElementHandle : public MarketElementHandle {
public:
// constructor redefined below
~CompositeMarketElementHandle();
};
%addmethods CompositeMarketElementHandle {
CompositeMarketElementHandle(MarketElementRelinkableHandle h1,
MarketElementRelinkableHandle h2,
PyObject* pyFunction) {
return new CompositeMarketElementHandle(
new CompositeMarketElement<PyBinaryFunction>(
h1,h2,PyBinaryFunction(pyFunction)));
}
}
#endif
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