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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 FdBlackScholesVanillaEngine : PricingEngine {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal FdBlackScholesVanillaEngine(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.FdBlackScholesVanillaEngine_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(FdBlackScholesVanillaEngine obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~FdBlackScholesVanillaEngine() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_FdBlackScholesVanillaEngine(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, uint tGrid, uint xGrid, uint dampingSteps, FdmSchemeDesc schemeDesc, bool localVol, double illegalLocalVolOverwrite) : this(NQuantLibcPINVOKE.new_FdBlackScholesVanillaEngine__SWIG_0(GeneralizedBlackScholesProcess.getCPtr(process), tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), localVol, illegalLocalVolOverwrite), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, uint tGrid, uint xGrid, uint dampingSteps, FdmSchemeDesc schemeDesc, bool localVol) : this(NQuantLibcPINVOKE.new_FdBlackScholesVanillaEngine__SWIG_1(GeneralizedBlackScholesProcess.getCPtr(process), tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc), localVol), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, uint tGrid, uint xGrid, uint dampingSteps, FdmSchemeDesc schemeDesc) : this(NQuantLibcPINVOKE.new_FdBlackScholesVanillaEngine__SWIG_2(GeneralizedBlackScholesProcess.getCPtr(process), tGrid, xGrid, dampingSteps, FdmSchemeDesc.getCPtr(schemeDesc)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, uint tGrid, uint xGrid, uint dampingSteps) : this(NQuantLibcPINVOKE.new_FdBlackScholesVanillaEngine__SWIG_3(GeneralizedBlackScholesProcess.getCPtr(process), tGrid, xGrid, dampingSteps), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, uint tGrid, uint xGrid) : this(NQuantLibcPINVOKE.new_FdBlackScholesVanillaEngine__SWIG_4(GeneralizedBlackScholesProcess.getCPtr(process), tGrid, xGrid), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process, uint tGrid) : this(NQuantLibcPINVOKE.new_FdBlackScholesVanillaEngine__SWIG_5(GeneralizedBlackScholesProcess.getCPtr(process), tGrid), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public FdBlackScholesVanillaEngine(GeneralizedBlackScholesProcess process) : this(NQuantLibcPINVOKE.new_FdBlackScholesVanillaEngine__SWIG_6(GeneralizedBlackScholesProcess.getCPtr(process)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
}
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