File: SwaptionVolatilityStructureHandle.cs

package info (click to toggle)
quantlib-swig 0.3.13-3
  • links: PTS
  • area: main
  • in suites: etch, etch-m68k
  • size: 43,120 kB
  • ctags: 74,378
  • sloc: cpp: 795,926; ansic: 103,715; ml: 39,516; cs: 24,631; java: 17,063; perl: 12,601; python: 6,752; lisp: 2,223; ruby: 1,103; sh: 458; makefile: 319
file content (85 lines) | stat: -rw-r--r-- 3,654 bytes parent folder | download
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
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
/* ----------------------------------------------------------------------------
 * 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 SwaptionVolatilityStructureHandle : IDisposable {
  private HandleRef swigCPtr;
  protected bool swigCMemOwn;

  internal SwaptionVolatilityStructureHandle(IntPtr cPtr, bool cMemoryOwn) {
    swigCMemOwn = cMemoryOwn;
    swigCPtr = new HandleRef(this, cPtr);
  }

  internal static HandleRef getCPtr(SwaptionVolatilityStructureHandle obj) {
    return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
  }

  ~SwaptionVolatilityStructureHandle() {
    Dispose();
  }

  public virtual void Dispose() {
    if(swigCPtr.Handle != IntPtr.Zero && swigCMemOwn) {
      swigCMemOwn = false;
      NQuantLibcPINVOKE.delete_SwaptionVolatilityStructureHandle(swigCPtr);
    }
    swigCPtr = new HandleRef(null, IntPtr.Zero);
    GC.SuppressFinalize(this);
  }

  public SwaptionVolatilityStructureHandle(SwaptionVolatilityStructure arg0) : this(NQuantLibcPINVOKE.new_SwaptionVolatilityStructureHandle__SWIG_0(SwaptionVolatilityStructure.getCPtr(arg0)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public SwaptionVolatilityStructureHandle() : this(NQuantLibcPINVOKE.new_SwaptionVolatilityStructureHandle__SWIG_1(), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public SwaptionVolatilityStructure __deref__() {
    SwaptionVolatilityStructure ret = new SwaptionVolatilityStructure(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle___deref__(swigCPtr), true);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

  public void linkTo(SwaptionVolatilityStructure arg0) {
    NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_linkTo(swigCPtr, SwaptionVolatilityStructure.getCPtr(arg0));
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public bool empty() {
    bool ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_empty(swigCPtr);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

  public Observable asObservable() {
    Observable ret = new Observable(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_asObservable(swigCPtr), true);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

  public double volatility(Date exercise, Period length, double strike) {
    double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_volatility__SWIG_0(swigCPtr, Date.getCPtr(exercise), Period.getCPtr(length), strike);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

  public double volatility(double exercise, double length, double strike) {
    double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_volatility__SWIG_1(swigCPtr, exercise, length, strike);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

}

}