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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 Forward : Instrument {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal Forward(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.Forward_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(Forward obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~Forward() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_Forward(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public double forwardValue() {
double ret = NQuantLibcPINVOKE.Forward_forwardValue(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public InterestRate impliedYield(double underlyingSpotValue, double forwardValue, Date settlementDate, Compounding compoundingConvention, DayCounter dayCounter) {
InterestRate ret = new InterestRate(NQuantLibcPINVOKE.Forward_impliedYield(swigCPtr, underlyingSpotValue, forwardValue, Date.getCPtr(settlementDate), (int)compoundingConvention, DayCounter.getCPtr(dayCounter)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Forward() : this(NQuantLibcPINVOKE.new_Forward(), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
}
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