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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 Gaussian1dModel : global::System.IDisposable {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
protected bool swigCMemOwn;
internal Gaussian1dModel(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(Gaussian1dModel obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~Gaussian1dModel() {
Dispose();
}
public virtual void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_Gaussian1dModel(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
}
}
public SWIGTYPE_p_Gaussian1dModel __deref__() {
global::System.IntPtr cPtr = NQuantLibcPINVOKE.Gaussian1dModel___deref__(swigCPtr);
SWIGTYPE_p_Gaussian1dModel ret = (cPtr == global::System.IntPtr.Zero) ? null : new SWIGTYPE_p_Gaussian1dModel(cPtr, false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public bool isNull() {
bool ret = NQuantLibcPINVOKE.Gaussian1dModel_isNull(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Gaussian1dModel() : this(NQuantLibcPINVOKE.new_Gaussian1dModel(), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public StochasticProcess1D stateProcess() {
StochasticProcess1D ret = new StochasticProcess1D(NQuantLibcPINVOKE.Gaussian1dModel_stateProcess(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double numeraire(double t, double y, YieldTermStructureHandle yts) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_numeraire__SWIG_0(swigCPtr, t, y, YieldTermStructureHandle.getCPtr(yts));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double numeraire(double t, double y) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_numeraire__SWIG_1(swigCPtr, t, y);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double numeraire(double t) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_numeraire__SWIG_2(swigCPtr, t);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double numeraire(Date referenceDate, double y, YieldTermStructureHandle yts) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_numeraire__SWIG_3(swigCPtr, Date.getCPtr(referenceDate), y, YieldTermStructureHandle.getCPtr(yts));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double numeraire(Date referenceDate, double y) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_numeraire__SWIG_4(swigCPtr, Date.getCPtr(referenceDate), y);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double numeraire(Date referenceDate) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_numeraire__SWIG_5(swigCPtr, Date.getCPtr(referenceDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobond(double T, double t, double y, YieldTermStructureHandle yts) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobond__SWIG_0(swigCPtr, T, t, y, YieldTermStructureHandle.getCPtr(yts));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobond(double T, double t, double y) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobond__SWIG_1(swigCPtr, T, t, y);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobond(double T, double t) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobond__SWIG_2(swigCPtr, T, t);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobond(double T) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobond__SWIG_3(swigCPtr, T);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobond(Date maturity, Date referenceDate, double y, YieldTermStructureHandle yts) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobond__SWIG_4(swigCPtr, Date.getCPtr(maturity), Date.getCPtr(referenceDate), y, YieldTermStructureHandle.getCPtr(yts));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobond(Date maturity, Date referenceDate, double y) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobond__SWIG_5(swigCPtr, Date.getCPtr(maturity), Date.getCPtr(referenceDate), y);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobond(Date maturity, Date referenceDate) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobond__SWIG_6(swigCPtr, Date.getCPtr(maturity), Date.getCPtr(referenceDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobond(Date maturity) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobond__SWIG_7(swigCPtr, Date.getCPtr(maturity));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, uint yGridPoints, bool extrapolatePayoff, bool flatPayoffExtrapolation) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobondOption__SWIG_0(swigCPtr, (int)type, Date.getCPtr(expiry), Date.getCPtr(valueDate), Date.getCPtr(maturity), strike, Date.getCPtr(referenceDate), y, YieldTermStructureHandle.getCPtr(yts), yStdDevs, yGridPoints, extrapolatePayoff, flatPayoffExtrapolation);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, uint yGridPoints, bool extrapolatePayoff) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobondOption__SWIG_1(swigCPtr, (int)type, Date.getCPtr(expiry), Date.getCPtr(valueDate), Date.getCPtr(maturity), strike, Date.getCPtr(referenceDate), y, YieldTermStructureHandle.getCPtr(yts), yStdDevs, yGridPoints, extrapolatePayoff);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs, uint yGridPoints) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobondOption__SWIG_2(swigCPtr, (int)type, Date.getCPtr(expiry), Date.getCPtr(valueDate), Date.getCPtr(maturity), strike, Date.getCPtr(referenceDate), y, YieldTermStructureHandle.getCPtr(yts), yStdDevs, yGridPoints);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts, double yStdDevs) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobondOption__SWIG_3(swigCPtr, (int)type, Date.getCPtr(expiry), Date.getCPtr(valueDate), Date.getCPtr(maturity), strike, Date.getCPtr(referenceDate), y, YieldTermStructureHandle.getCPtr(yts), yStdDevs);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y, YieldTermStructureHandle yts) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobondOption__SWIG_4(swigCPtr, (int)type, Date.getCPtr(expiry), Date.getCPtr(valueDate), Date.getCPtr(maturity), strike, Date.getCPtr(referenceDate), y, YieldTermStructureHandle.getCPtr(yts));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate, double y) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobondOption__SWIG_5(swigCPtr, (int)type, Date.getCPtr(expiry), Date.getCPtr(valueDate), Date.getCPtr(maturity), strike, Date.getCPtr(referenceDate), y);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike, Date referenceDate) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobondOption__SWIG_6(swigCPtr, (int)type, Date.getCPtr(expiry), Date.getCPtr(valueDate), Date.getCPtr(maturity), strike, Date.getCPtr(referenceDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double zerobondOption(Option.Type type, Date expiry, Date valueDate, Date maturity, double strike) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_zerobondOption__SWIG_7(swigCPtr, (int)type, Date.getCPtr(expiry), Date.getCPtr(valueDate), Date.getCPtr(maturity), strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double forwardRate(Date fixing, Date referenceDate, double y, SWIGTYPE_p_boost__shared_ptrT_IborIndex_t iborIdx) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_forwardRate__SWIG_0(swigCPtr, Date.getCPtr(fixing), Date.getCPtr(referenceDate), y, SWIGTYPE_p_boost__shared_ptrT_IborIndex_t.getCPtr(iborIdx));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double forwardRate(Date fixing, Date referenceDate, double y) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_forwardRate__SWIG_1(swigCPtr, Date.getCPtr(fixing), Date.getCPtr(referenceDate), y);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double forwardRate(Date fixing, Date referenceDate) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_forwardRate__SWIG_2(swigCPtr, Date.getCPtr(fixing), Date.getCPtr(referenceDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double forwardRate(Date fixing) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_forwardRate__SWIG_3(swigCPtr, Date.getCPtr(fixing));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double swapRate(Date fixing, Period tenor, Date referenceDate, double y, SWIGTYPE_p_boost__shared_ptrT_SwapIndex_t swapIdx) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_swapRate__SWIG_0(swigCPtr, Date.getCPtr(fixing), Period.getCPtr(tenor), Date.getCPtr(referenceDate), y, SWIGTYPE_p_boost__shared_ptrT_SwapIndex_t.getCPtr(swapIdx));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double swapRate(Date fixing, Period tenor, Date referenceDate, double y) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_swapRate__SWIG_1(swigCPtr, Date.getCPtr(fixing), Period.getCPtr(tenor), Date.getCPtr(referenceDate), y);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double swapRate(Date fixing, Period tenor, Date referenceDate) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_swapRate__SWIG_2(swigCPtr, Date.getCPtr(fixing), Period.getCPtr(tenor), Date.getCPtr(referenceDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double swapRate(Date fixing, Period tenor) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_swapRate__SWIG_3(swigCPtr, Date.getCPtr(fixing), Period.getCPtr(tenor));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double swapAnnuity(Date fixing, Period tenor, Date referenceDate, double y, SWIGTYPE_p_boost__shared_ptrT_SwapIndex_t swapIdx) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_swapAnnuity__SWIG_0(swigCPtr, Date.getCPtr(fixing), Period.getCPtr(tenor), Date.getCPtr(referenceDate), y, SWIGTYPE_p_boost__shared_ptrT_SwapIndex_t.getCPtr(swapIdx));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double swapAnnuity(Date fixing, Period tenor, Date referenceDate, double y) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_swapAnnuity__SWIG_1(swigCPtr, Date.getCPtr(fixing), Period.getCPtr(tenor), Date.getCPtr(referenceDate), y);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double swapAnnuity(Date fixing, Period tenor, Date referenceDate) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_swapAnnuity__SWIG_2(swigCPtr, Date.getCPtr(fixing), Period.getCPtr(tenor), Date.getCPtr(referenceDate));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double swapAnnuity(Date fixing, Period tenor) {
double ret = NQuantLibcPINVOKE.Gaussian1dModel_swapAnnuity__SWIG_3(swigCPtr, Date.getCPtr(fixing), Period.getCPtr(tenor));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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