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/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 1.3.29
*
* Do not make changes to this file unless you know what you are doing--modify
* the SWIG interface file instead.
* ----------------------------------------------------------------------------- */
namespace QuantLib {
using System;
using System.Runtime.InteropServices;
public class BlackVarianceSurface : BlackVolTermStructure {
private HandleRef swigCPtr;
internal BlackVarianceSurface(IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.BlackVarianceSurfaceUpcast(cPtr), cMemoryOwn) {
swigCPtr = new HandleRef(this, cPtr);
}
internal static HandleRef getCPtr(BlackVarianceSurface obj) {
return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
}
~BlackVarianceSurface() {
Dispose();
}
public override void Dispose() {
if(swigCPtr.Handle != IntPtr.Zero && swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_BlackVarianceSurface(swigCPtr);
}
swigCPtr = new HandleRef(null, IntPtr.Zero);
GC.SuppressFinalize(this);
base.Dispose();
}
public BlackVarianceSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, _BlackVarianceSurface.Extrapolation lower, _BlackVarianceSurface.Extrapolation upper) : this(NQuantLibcPINVOKE.new_BlackVarianceSurface__SWIG_0(Date.getCPtr(referenceDate), DateVector.getCPtr(dates), DoubleVector.getCPtr(strikes), Matrix.getCPtr(blackVols), DayCounter.getCPtr(dayCounter), (int)lower, (int)upper), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public BlackVarianceSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter, _BlackVarianceSurface.Extrapolation lower) : this(NQuantLibcPINVOKE.new_BlackVarianceSurface__SWIG_1(Date.getCPtr(referenceDate), DateVector.getCPtr(dates), DoubleVector.getCPtr(strikes), Matrix.getCPtr(blackVols), DayCounter.getCPtr(dayCounter), (int)lower), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public BlackVarianceSurface(Date referenceDate, DateVector dates, DoubleVector strikes, Matrix blackVols, DayCounter dayCounter) : this(NQuantLibcPINVOKE.new_BlackVarianceSurface__SWIG_2(Date.getCPtr(referenceDate), DateVector.getCPtr(dates), DoubleVector.getCPtr(strikes), Matrix.getCPtr(blackVols), DayCounter.getCPtr(dayCounter)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public static readonly _BlackVarianceSurface.Extrapolation ConstantExtrapolation = (_BlackVarianceSurface.Extrapolation)NQuantLibcPINVOKE.BlackVarianceSurface_ConstantExtrapolation_get();
public static readonly _BlackVarianceSurface.Extrapolation InterpolatorDefaultExtrapolation = (_BlackVarianceSurface.Extrapolation)NQuantLibcPINVOKE.BlackVarianceSurface_InterpolatorDefaultExtrapolation_get();
}
}
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