1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
|
/* ----------------------------------------------------------------------------
* 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 DiscreteGeometricASO : IDisposable {
private HandleRef swigCPtr;
protected bool swigCMemOwn;
internal DiscreteGeometricASO(IntPtr cPtr, bool cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = new HandleRef(this, cPtr);
}
internal static HandleRef getCPtr(DiscreteGeometricASO obj) {
return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
}
~DiscreteGeometricASO() {
Dispose();
}
public virtual void Dispose() {
if(swigCPtr.Handle != IntPtr.Zero && swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_DiscreteGeometricASO(swigCPtr);
}
swigCPtr = new HandleRef(null, IntPtr.Zero);
GC.SuppressFinalize(this);
}
public DiscreteGeometricASO(Option.Type type, double underlying, double dividendYield, double riskFreeRate, DoubleVector timeDelays, double volatility) : this(NQuantLibcPINVOKE.new_DiscreteGeometricASO((int)type, underlying, dividendYield, riskFreeRate, DoubleVector.getCPtr(timeDelays), volatility), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double value() {
double ret = NQuantLibcPINVOKE.DiscreteGeometricASO_value(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
|
