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/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap 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_instruments_i
#define quantlib_instruments_i
%include common.i
%include types.i
%include marketelements.i
%include observer.i
%include stl.i
// pricing engine
%{
using QuantLib::PricingEngine;
%}
%template(PricingEngine) boost::shared_ptr<PricingEngine>;
// instrument
%{
using QuantLib::Instrument;
%}
%ignore Instrument;
class Instrument {
#if defined(SWIGRUBY)
%rename("isExpired?") isExpired;
%rename("pricingEngine=") setPricingEngine;
%rename("recalculate!") recalculate;
%rename("freeze!") freeze;
%rename("unfreeze!") unfreeze;
#elif defined(SWIGMZSCHEME) || defined(SWIGGUILE)
%rename("error-estimate") errorEstimate;
%rename("expired?") isExpired;
%rename("pricing-engine-set!") setPricingEngine;
%rename("recalculate!") recalculate;
%rename("freeze!") freeze;
%rename("unfreeze!") unfreeze;
#endif
public:
Real NPV() const;
Real errorEstimate() const;
bool isExpired() const;
void setPricingEngine(const boost::shared_ptr<PricingEngine>&);
void recalculate();
void freeze();
void unfreeze();
};
#if defined(SWIGR)
%Rruntime %{
setMethod("summary", "_p_boost__shared_ptrTInstrument_t",
function(object) c(value=object$NPV()))
setMethod("print", "_p_boost__shared_ptrTInstrument_t",
function(x) print(summary(x)))
%}
#endif
%template(Instrument) boost::shared_ptr<Instrument>;
IsObservable(boost::shared_ptr<Instrument>);
// actual instruments
%{
using QuantLib::Stock;
typedef boost::shared_ptr<Instrument> StockPtr;
%}
%rename(Stock) StockPtr;
class StockPtr : public boost::shared_ptr<Instrument> {
public:
%extend {
StockPtr(const Handle<Quote>& quote) {
return new StockPtr(new Stock(quote));
}
}
};
#endif
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