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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 CalibrationHelper : IDisposable {
private HandleRef swigCPtr;
protected bool swigCMemOwn;
internal CalibrationHelper(IntPtr cPtr, bool cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = new HandleRef(this, cPtr);
}
internal static HandleRef getCPtr(CalibrationHelper obj) {
return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
}
~CalibrationHelper() {
Dispose();
}
public virtual void Dispose() {
if(swigCPtr.Handle != IntPtr.Zero && swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_CalibrationHelper(swigCPtr);
}
swigCPtr = new HandleRef(null, IntPtr.Zero);
GC.SuppressFinalize(this);
}
public SWIGTYPE_p_CalibrationHelper __deref__() {
IntPtr cPtr = NQuantLibcPINVOKE.CalibrationHelper___deref__(swigCPtr);
SWIGTYPE_p_CalibrationHelper ret = (cPtr == IntPtr.Zero) ? null : new SWIGTYPE_p_CalibrationHelper(cPtr, false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public bool isNull() {
bool ret = NQuantLibcPINVOKE.CalibrationHelper_isNull(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public CalibrationHelper() : this(NQuantLibcPINVOKE.new_CalibrationHelper(), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void setPricingEngine(PricingEngine engine) {
NQuantLibcPINVOKE.CalibrationHelper_setPricingEngine(swigCPtr, PricingEngine.getCPtr(engine));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double marketValue() {
double ret = NQuantLibcPINVOKE.CalibrationHelper_marketValue(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double modelValue() {
double ret = NQuantLibcPINVOKE.CalibrationHelper_modelValue(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double impliedVolatility(double targetValue, double accuracy, uint maxEvaluations, double minVol, double maxVol) {
double ret = NQuantLibcPINVOKE.CalibrationHelper_impliedVolatility(swigCPtr, targetValue, accuracy, maxEvaluations, minVol, maxVol);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackPrice(double volatility) {
double ret = NQuantLibcPINVOKE.CalibrationHelper_blackPrice(swigCPtr, volatility);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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