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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 DividendVanillaOption : Instrument {
private HandleRef swigCPtr;
internal DividendVanillaOption(IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.DividendVanillaOptionUpcast(cPtr), cMemoryOwn) {
swigCPtr = new HandleRef(this, cPtr);
}
internal static HandleRef getCPtr(DividendVanillaOption obj) {
return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
}
~DividendVanillaOption() {
Dispose();
}
public override void Dispose() {
if(swigCPtr.Handle != IntPtr.Zero && swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_DividendVanillaOption(swigCPtr);
}
swigCPtr = new HandleRef(null, IntPtr.Zero);
GC.SuppressFinalize(this);
base.Dispose();
}
public DividendVanillaOption(StochasticProcess process, Payoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends, PricingEngine engine) : this(NQuantLibcPINVOKE.new_DividendVanillaOption__SWIG_0(StochasticProcess.getCPtr(process), Payoff.getCPtr(payoff), Exercise.getCPtr(exercise), DateVector.getCPtr(dividendDates), DoubleVector.getCPtr(dividends), PricingEngine.getCPtr(engine)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public DividendVanillaOption(StochasticProcess process, Payoff payoff, Exercise exercise, DateVector dividendDates, DoubleVector dividends) : this(NQuantLibcPINVOKE.new_DividendVanillaOption__SWIG_1(StochasticProcess.getCPtr(process), Payoff.getCPtr(payoff), Exercise.getCPtr(exercise), DateVector.getCPtr(dividendDates), DoubleVector.getCPtr(dividends)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double delta() {
double ret = NQuantLibcPINVOKE.DividendVanillaOption_delta(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double gamma() {
double ret = NQuantLibcPINVOKE.DividendVanillaOption_gamma(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double theta() {
double ret = NQuantLibcPINVOKE.DividendVanillaOption_theta(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double vega() {
double ret = NQuantLibcPINVOKE.DividendVanillaOption_vega(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double rho() {
double ret = NQuantLibcPINVOKE.DividendVanillaOption_rho(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double dividendRho() {
double ret = NQuantLibcPINVOKE.DividendVanillaOption_dividendRho(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double strikeSensitivity() {
double ret = NQuantLibcPINVOKE.DividendVanillaOption_strikeSensitivity(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public SampledCurve priceCurve() {
SampledCurve ret = new SampledCurve(NQuantLibcPINVOKE.DividendVanillaOption_priceCurve(swigCPtr), true);
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.DividendVanillaOption_impliedVolatility__SWIG_0(swigCPtr, targetValue, accuracy, maxEvaluations, minVol, maxVol);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double impliedVolatility(double targetValue, double accuracy, uint maxEvaluations, double minVol) {
double ret = NQuantLibcPINVOKE.DividendVanillaOption_impliedVolatility__SWIG_1(swigCPtr, targetValue, accuracy, maxEvaluations, minVol);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double impliedVolatility(double targetValue, double accuracy, uint maxEvaluations) {
double ret = NQuantLibcPINVOKE.DividendVanillaOption_impliedVolatility__SWIG_2(swigCPtr, targetValue, accuracy, maxEvaluations);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double impliedVolatility(double targetValue, double accuracy) {
double ret = NQuantLibcPINVOKE.DividendVanillaOption_impliedVolatility__SWIG_3(swigCPtr, targetValue, accuracy);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double impliedVolatility(double targetValue) {
double ret = NQuantLibcPINVOKE.DividendVanillaOption_impliedVolatility__SWIG_4(swigCPtr, targetValue);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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