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/*
Copyright (C) 2003 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email quantlib-dev@lists.sf.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#ifndef quantlib_exercise_i
#define quantlib_exercise_i
%include common.i
// exercise conditions
%{
using QuantLib::Exercise;
%}
#if defined(SWIGJAVA) || defined(SWIGCSHARP)
%rename(_Exercise) Exercise;
#else
%ignore Exercise;
#endif
class Exercise {
public:
enum Type { American, Bermudan, European };
Exercise::Type type() const;
std::vector<Date> dates() const;
#if defined(SWIGJAVA) || defined(SWIGCSHARP)
private:
Exercise();
#endif
};
%template(Exercise) boost::shared_ptr<Exercise>;
%extend boost::shared_ptr<Exercise> {
static const Exercise::Type American = Exercise::American;
static const Exercise::Type Bermudan = Exercise::Bermudan;
static const Exercise::Type European = Exercise::European;
}
%{
using QuantLib::EuropeanExercise;
using QuantLib::AmericanExercise;
using QuantLib::BermudanExercise;
typedef boost::shared_ptr<Exercise> EuropeanExercisePtr;
typedef boost::shared_ptr<Exercise> AmericanExercisePtr;
typedef boost::shared_ptr<Exercise> BermudanExercisePtr;
%}
%rename(EuropeanExercise) EuropeanExercisePtr;
class EuropeanExercisePtr : public boost::shared_ptr<Exercise> {
public:
%extend {
EuropeanExercisePtr(const Date& date) {
return new EuropeanExercisePtr(new EuropeanExercise(date));
}
}
};
%rename(AmericanExercise) AmericanExercisePtr;
class AmericanExercisePtr : public boost::shared_ptr<Exercise> {
public:
%extend {
AmericanExercisePtr(const Date& earliestDate,
const Date& latestDate,
bool payoffAtExpiry = false) {
return new AmericanExercisePtr(
new AmericanExercise(earliestDate,
latestDate,
payoffAtExpiry));
}
}
};
%rename(BermudanExercise) BermudanExercisePtr;
class BermudanExercisePtr : public boost::shared_ptr<Exercise> {
public:
%extend {
BermudanExercisePtr(const std::vector<Date>& dates,
bool payoffAtExpiry = false) {
return new BermudanExercisePtr(
new BermudanExercise(dates,
payoffAtExpiry));
}
}
};
#endif
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