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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 HullWhite : ShortRateModel {
private HandleRef swigCPtr;
internal HullWhite(IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.HullWhiteUpcast(cPtr), cMemoryOwn) {
swigCPtr = new HandleRef(this, cPtr);
}
internal static HandleRef getCPtr(HullWhite obj) {
return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
}
~HullWhite() {
Dispose();
}
public override void Dispose() {
lock(this) {
if(swigCPtr.Handle != IntPtr.Zero && swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_HullWhite(swigCPtr);
}
swigCPtr = new HandleRef(null, IntPtr.Zero);
GC.SuppressFinalize(this);
base.Dispose();
}
}
public HullWhite(YieldTermStructureHandle termStructure, double a, double sigma) : this(NQuantLibcPINVOKE.new_HullWhite__SWIG_0(YieldTermStructureHandle.getCPtr(termStructure), a, sigma), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public HullWhite(YieldTermStructureHandle termStructure, double a) : this(NQuantLibcPINVOKE.new_HullWhite__SWIG_1(YieldTermStructureHandle.getCPtr(termStructure), a), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public HullWhite(YieldTermStructureHandle termStructure) : this(NQuantLibcPINVOKE.new_HullWhite__SWIG_2(YieldTermStructureHandle.getCPtr(termStructure)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double discount(double t) {
double ret = NQuantLibcPINVOKE.HullWhite_discount(swigCPtr, t);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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