File: GeneralizedBlackScholesProcess.cs

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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 GeneralizedBlackScholesProcess : StochasticProcess1D {
  private global::System.Runtime.InteropServices.HandleRef swigCPtr;

  internal GeneralizedBlackScholesProcess(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.GeneralizedBlackScholesProcess_SWIGUpcast(cPtr), cMemoryOwn) {
    swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
  }

  internal static global::System.Runtime.InteropServices.HandleRef getCPtr(GeneralizedBlackScholesProcess obj) {
    return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
  }

  ~GeneralizedBlackScholesProcess() {
    Dispose();
  }

  public override void Dispose() {
    lock(this) {
      if (swigCPtr.Handle != global::System.IntPtr.Zero) {
        if (swigCMemOwn) {
          swigCMemOwn = false;
          NQuantLibcPINVOKE.delete_GeneralizedBlackScholesProcess(swigCPtr);
        }
        swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
      }
      global::System.GC.SuppressFinalize(this);
      base.Dispose();
    }
  }

  public GeneralizedBlackScholesProcess(QuoteHandle s0, YieldTermStructureHandle dividendTS, YieldTermStructureHandle riskFreeTS, BlackVolTermStructureHandle volTS) : this(NQuantLibcPINVOKE.new_GeneralizedBlackScholesProcess(QuoteHandle.getCPtr(s0), YieldTermStructureHandle.getCPtr(dividendTS), YieldTermStructureHandle.getCPtr(riskFreeTS), BlackVolTermStructureHandle.getCPtr(volTS)), true) {
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
  }

  public QuoteHandle stateVariable() {
    QuoteHandle ret = new QuoteHandle(NQuantLibcPINVOKE.GeneralizedBlackScholesProcess_stateVariable(swigCPtr), true);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

  public YieldTermStructureHandle dividendYield() {
    YieldTermStructureHandle ret = new YieldTermStructureHandle(NQuantLibcPINVOKE.GeneralizedBlackScholesProcess_dividendYield(swigCPtr), true);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

  public YieldTermStructureHandle riskFreeRate() {
    YieldTermStructureHandle ret = new YieldTermStructureHandle(NQuantLibcPINVOKE.GeneralizedBlackScholesProcess_riskFreeRate(swigCPtr), true);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

  public BlackVolTermStructureHandle blackVolatility() {
    BlackVolTermStructureHandle ret = new BlackVolTermStructureHandle(NQuantLibcPINVOKE.GeneralizedBlackScholesProcess_blackVolatility(swigCPtr), true);
    if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
    return ret;
  }

}

}