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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 Gaussian1dNonstandardSwaptionEngine : PricingEngine {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal Gaussian1dNonstandardSwaptionEngine(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.Gaussian1dNonstandardSwaptionEngine_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(Gaussian1dNonstandardSwaptionEngine obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~Gaussian1dNonstandardSwaptionEngine() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_Gaussian1dNonstandardSwaptionEngine(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff, bool flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve, _Gaussian1dNonstandardSwaptionEngine.Probabilities probabilities) : this(NQuantLibcPINVOKE.new_Gaussian1dNonstandardSwaptionEngine__SWIG_0(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff, flatPayoffExtrapolation, QuoteHandle.getCPtr(oas), YieldTermStructureHandle.getCPtr(discountCurve), (int)probabilities), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff, bool flatPayoffExtrapolation, QuoteHandle oas, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_Gaussian1dNonstandardSwaptionEngine__SWIG_1(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff, flatPayoffExtrapolation, QuoteHandle.getCPtr(oas), YieldTermStructureHandle.getCPtr(discountCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff, bool flatPayoffExtrapolation, QuoteHandle oas) : this(NQuantLibcPINVOKE.new_Gaussian1dNonstandardSwaptionEngine__SWIG_2(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff, flatPayoffExtrapolation, QuoteHandle.getCPtr(oas)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff, bool flatPayoffExtrapolation) : this(NQuantLibcPINVOKE.new_Gaussian1dNonstandardSwaptionEngine__SWIG_3(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff, flatPayoffExtrapolation), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs, bool extrapolatePayoff) : this(NQuantLibcPINVOKE.new_Gaussian1dNonstandardSwaptionEngine__SWIG_4(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs, extrapolatePayoff), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints, double stddevs) : this(NQuantLibcPINVOKE.new_Gaussian1dNonstandardSwaptionEngine__SWIG_5(Gaussian1dModel.getCPtr(model), integrationPoints, stddevs), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model, int integrationPoints) : this(NQuantLibcPINVOKE.new_Gaussian1dNonstandardSwaptionEngine__SWIG_6(Gaussian1dModel.getCPtr(model), integrationPoints), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Gaussian1dNonstandardSwaptionEngine(Gaussian1dModel model) : this(NQuantLibcPINVOKE.new_Gaussian1dNonstandardSwaptionEngine__SWIG_7(Gaussian1dModel.getCPtr(model)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public static readonly _Gaussian1dNonstandardSwaptionEngine.Probabilities None = (_Gaussian1dNonstandardSwaptionEngine.Probabilities)NQuantLibcPINVOKE.Gaussian1dNonstandardSwaptionEngine_None_get();
public static readonly _Gaussian1dNonstandardSwaptionEngine.Probabilities Naive = (_Gaussian1dNonstandardSwaptionEngine.Probabilities)NQuantLibcPINVOKE.Gaussian1dNonstandardSwaptionEngine_Naive_get();
public static readonly _Gaussian1dNonstandardSwaptionEngine.Probabilities Digital = (_Gaussian1dNonstandardSwaptionEngine.Probabilities)NQuantLibcPINVOKE.Gaussian1dNonstandardSwaptionEngine_Digital_get();
}
}
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