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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 GarmanKlassSigma1 : IDisposable {
private HandleRef swigCPtr;
protected bool swigCMemOwn;
internal GarmanKlassSigma1(IntPtr cPtr, bool cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = new HandleRef(this, cPtr);
}
internal static HandleRef getCPtr(GarmanKlassSigma1 obj) {
return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
}
~GarmanKlassSigma1() {
Dispose();
}
public virtual void Dispose() {
if(swigCPtr.Handle != IntPtr.Zero && swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_GarmanKlassSigma1(swigCPtr);
}
swigCPtr = new HandleRef(null, IntPtr.Zero);
GC.SuppressFinalize(this);
}
public GarmanKlassSigma1(double yearFraction, double marketOpenFraction) : this(NQuantLibcPINVOKE.new_GarmanKlassSigma1(yearFraction, marketOpenFraction), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public RealTimeSeries calculate(IntervalPriceTimeSeries quoteSeries) {
RealTimeSeries ret = new RealTimeSeries(NQuantLibcPINVOKE.GarmanKlassSigma1_calculate(swigCPtr, IntervalPriceTimeSeries.getCPtr(quoteSeries)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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