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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 BlackVolTermStructure : global::System.IDisposable {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
protected bool swigCMemOwn;
internal BlackVolTermStructure(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(BlackVolTermStructure obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~BlackVolTermStructure() {
Dispose();
}
public virtual void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_BlackVolTermStructure(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
}
}
public SWIGTYPE_p_BlackVolTermStructure __deref__() {
global::System.IntPtr cPtr = NQuantLibcPINVOKE.BlackVolTermStructure___deref__(swigCPtr);
SWIGTYPE_p_BlackVolTermStructure ret = (cPtr == global::System.IntPtr.Zero) ? null : new SWIGTYPE_p_BlackVolTermStructure(cPtr, false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public bool isNull() {
bool ret = NQuantLibcPINVOKE.BlackVolTermStructure_isNull(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Observable asObservable() {
Observable ret = new Observable(NQuantLibcPINVOKE.BlackVolTermStructure_asObservable(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public BlackVolTermStructure() : this(NQuantLibcPINVOKE.new_BlackVolTermStructure(), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Date referenceDate() {
Date ret = new Date(NQuantLibcPINVOKE.BlackVolTermStructure_referenceDate(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DayCounter dayCounter() {
DayCounter ret = new DayCounter(NQuantLibcPINVOKE.BlackVolTermStructure_dayCounter(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Calendar calendar() {
Calendar ret = new Calendar(NQuantLibcPINVOKE.BlackVolTermStructure_calendar(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Date maxDate() {
Date ret = new Date(NQuantLibcPINVOKE.BlackVolTermStructure_maxDate(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double maxTime() {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_maxTime(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double minStrike() {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_minStrike(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double maxStrike() {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_maxStrike(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVol(Date arg0, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackVol__SWIG_0(swigCPtr, Date.getCPtr(arg0), strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVol(Date arg0, double strike) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackVol__SWIG_1(swigCPtr, Date.getCPtr(arg0), strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVol(double arg0, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackVol__SWIG_2(swigCPtr, arg0, strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVol(double arg0, double strike) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackVol__SWIG_3(swigCPtr, arg0, strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVariance(Date arg0, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackVariance__SWIG_0(swigCPtr, Date.getCPtr(arg0), strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVariance(Date arg0, double strike) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackVariance__SWIG_1(swigCPtr, Date.getCPtr(arg0), strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVariance(double arg0, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackVariance__SWIG_2(swigCPtr, arg0, strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVariance(double arg0, double strike) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackVariance__SWIG_3(swigCPtr, arg0, strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackForwardVol(Date arg0, Date arg1, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackForwardVol__SWIG_0(swigCPtr, Date.getCPtr(arg0), Date.getCPtr(arg1), strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackForwardVol(Date arg0, Date arg1, double strike) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackForwardVol__SWIG_1(swigCPtr, Date.getCPtr(arg0), Date.getCPtr(arg1), strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackForwardVol(double arg0, double arg1, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackForwardVol__SWIG_2(swigCPtr, arg0, arg1, strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackForwardVol(double arg0, double arg1, double strike) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackForwardVol__SWIG_3(swigCPtr, arg0, arg1, strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackForwardVariance(Date arg0, Date arg1, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackForwardVariance__SWIG_0(swigCPtr, Date.getCPtr(arg0), Date.getCPtr(arg1), strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackForwardVariance(Date arg0, Date arg1, double strike) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackForwardVariance__SWIG_1(swigCPtr, Date.getCPtr(arg0), Date.getCPtr(arg1), strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackForwardVariance(double arg0, double arg1, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackForwardVariance__SWIG_2(swigCPtr, arg0, arg1, strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackForwardVariance(double arg0, double arg1, double strike) {
double ret = NQuantLibcPINVOKE.BlackVolTermStructure_blackForwardVariance__SWIG_3(swigCPtr, arg0, arg1, strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public void enableExtrapolation() {
NQuantLibcPINVOKE.BlackVolTermStructure_enableExtrapolation(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void disableExtrapolation() {
NQuantLibcPINVOKE.BlackVolTermStructure_disableExtrapolation(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public bool allowsExtrapolation() {
bool ret = NQuantLibcPINVOKE.BlackVolTermStructure_allowsExtrapolation(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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