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//------------------------------------------------------------------------------
// <auto-generated />
//
// This file was automatically generated by SWIG (http://www.swig.org).
// Version 3.0.12
//
// Do not make changes to this file unless you know what you are doing--modify
// the SWIG interface file instead.
//------------------------------------------------------------------------------
namespace QuantLib {
public class BlackCalculator : global::System.IDisposable {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
protected bool swigCMemOwn;
internal BlackCalculator(global::System.IntPtr cPtr, bool cMemoryOwn) {
swigCMemOwn = cMemoryOwn;
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(BlackCalculator obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~BlackCalculator() {
Dispose();
}
public virtual void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_BlackCalculator(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
}
}
public BlackCalculator(Payoff payoff, double forward, double stdDev, double discount) : this(NQuantLibcPINVOKE.new_BlackCalculator__SWIG_0(Payoff.getCPtr(payoff), forward, stdDev, discount), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public BlackCalculator(Payoff payoff, double forward, double stdDev) : this(NQuantLibcPINVOKE.new_BlackCalculator__SWIG_1(Payoff.getCPtr(payoff), forward, stdDev), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double value() {
double ret = NQuantLibcPINVOKE.BlackCalculator_value(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double deltaForward() {
double ret = NQuantLibcPINVOKE.BlackCalculator_deltaForward(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double delta(double spot) {
double ret = NQuantLibcPINVOKE.BlackCalculator_delta(swigCPtr, spot);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double elasticityForward() {
double ret = NQuantLibcPINVOKE.BlackCalculator_elasticityForward(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double elasticity(double spot) {
double ret = NQuantLibcPINVOKE.BlackCalculator_elasticity(swigCPtr, spot);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double gammaForward() {
double ret = NQuantLibcPINVOKE.BlackCalculator_gammaForward(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double gamma(double spot) {
double ret = NQuantLibcPINVOKE.BlackCalculator_gamma(swigCPtr, spot);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double theta(double spot, double maturity) {
double ret = NQuantLibcPINVOKE.BlackCalculator_theta(swigCPtr, spot, maturity);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double thetaPerDay(double spot, double maturity) {
double ret = NQuantLibcPINVOKE.BlackCalculator_thetaPerDay(swigCPtr, spot, maturity);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double vega(double maturity) {
double ret = NQuantLibcPINVOKE.BlackCalculator_vega(swigCPtr, maturity);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double rho(double maturity) {
double ret = NQuantLibcPINVOKE.BlackCalculator_rho(swigCPtr, maturity);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double dividendRho(double maturity) {
double ret = NQuantLibcPINVOKE.BlackCalculator_dividendRho(swigCPtr, maturity);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double itmCashProbability() {
double ret = NQuantLibcPINVOKE.BlackCalculator_itmCashProbability(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double itmAssetProbability() {
double ret = NQuantLibcPINVOKE.BlackCalculator_itmAssetProbability(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double strikeSensitivity() {
double ret = NQuantLibcPINVOKE.BlackCalculator_strikeSensitivity(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double alpha() {
double ret = NQuantLibcPINVOKE.BlackCalculator_alpha(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double beta() {
double ret = NQuantLibcPINVOKE.BlackCalculator_beta(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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