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
|
/* ----------------------------------------------------------------------------
* This file was automatically generated by SWIG (http://www.swig.org).
* Version 1.3.40
*
* 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 FDEuropeanEngine : PricingEngine {
private HandleRef swigCPtr;
internal FDEuropeanEngine(IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.FDEuropeanEngineUpcast(cPtr), cMemoryOwn) {
swigCPtr = new HandleRef(this, cPtr);
}
internal static HandleRef getCPtr(FDEuropeanEngine obj) {
return (obj == null) ? new HandleRef(null, IntPtr.Zero) : obj.swigCPtr;
}
~FDEuropeanEngine() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_FDEuropeanEngine(swigCPtr);
}
swigCPtr = new HandleRef(null, IntPtr.Zero);
}
GC.SuppressFinalize(this);
base.Dispose();
}
}
public FDEuropeanEngine(GeneralizedBlackScholesProcess process, uint timeSteps, uint gridPoints, bool timeDependent) : this(NQuantLibcPINVOKE.new_FDEuropeanEngine__SWIG_0(GeneralizedBlackScholesProcess.getCPtr(process), timeSteps, gridPoints, timeDependent), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FDEuropeanEngine(GeneralizedBlackScholesProcess process, uint timeSteps, uint gridPoints) : this(NQuantLibcPINVOKE.new_FDEuropeanEngine__SWIG_1(GeneralizedBlackScholesProcess.getCPtr(process), timeSteps, gridPoints), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FDEuropeanEngine(GeneralizedBlackScholesProcess process, uint timeSteps) : this(NQuantLibcPINVOKE.new_FDEuropeanEngine__SWIG_2(GeneralizedBlackScholesProcess.getCPtr(process), timeSteps), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FDEuropeanEngine(GeneralizedBlackScholesProcess process) : this(NQuantLibcPINVOKE.new_FDEuropeanEngine__SWIG_3(GeneralizedBlackScholesProcess.getCPtr(process)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
}
|
