File: GaussianPathGenerator.cs

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/* ----------------------------------------------------------------------------
 * This file was automatically generated by SWIG (http://www.swig.org).
 * Version 1.3.33
 *
 * 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 GaussianPathGenerator : IDisposable {
  private HandleRef swigCPtr;
  protected bool swigCMemOwn;

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

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

  ~GaussianPathGenerator() {
    Dispose();
  }

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

  public GaussianPathGenerator(StochasticProcess1D process, double length, uint steps, GaussianRandomSequenceGenerator rsg, bool brownianBridge) : this(NQuantLibcPINVOKE.new_GaussianPathGenerator(StochasticProcess1D.getCPtr(process), length, steps, GaussianRandomSequenceGenerator.getCPtr(rsg), brownianBridge), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public SamplePath next() {
    SamplePath ret = new SamplePath(NQuantLibcPINVOKE.GaussianPathGenerator_next(swigCPtr), true);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

}

}