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
62
63
64
65
66
|
//------------------------------------------------------------------------------
// <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 BlackSwaptionEngine : PricingEngine {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal BlackSwaptionEngine(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.BlackSwaptionEngine_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(BlackSwaptionEngine obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~BlackSwaptionEngine() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_BlackSwaptionEngine(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc, double displacement) : this(NQuantLibcPINVOKE.new_BlackSwaptionEngine__SWIG_0(YieldTermStructureHandle.getCPtr(discountCurve), QuoteHandle.getCPtr(vol), DayCounter.getCPtr(dc), displacement), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol, DayCounter dc) : this(NQuantLibcPINVOKE.new_BlackSwaptionEngine__SWIG_1(YieldTermStructureHandle.getCPtr(discountCurve), QuoteHandle.getCPtr(vol), DayCounter.getCPtr(dc)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public BlackSwaptionEngine(YieldTermStructureHandle discountCurve, QuoteHandle vol) : this(NQuantLibcPINVOKE.new_BlackSwaptionEngine__SWIG_2(YieldTermStructureHandle.getCPtr(discountCurve), QuoteHandle.getCPtr(vol)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public BlackSwaptionEngine(YieldTermStructureHandle discountCurve, SwaptionVolatilityStructureHandle v) : this(NQuantLibcPINVOKE.new_BlackSwaptionEngine__SWIG_3(YieldTermStructureHandle.getCPtr(discountCurve), SwaptionVolatilityStructureHandle.getCPtr(v)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double vega() {
double ret = NQuantLibcPINVOKE.BlackSwaptionEngine_vega(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
|
