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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 Gsr : Gaussian1dModel {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal Gsr(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.Gsr_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(Gsr obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~Gsr() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_Gsr(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public Gsr(YieldTermStructureHandle termStructure, DateVector volstepdates, QuoteHandleVector volatilities, QuoteHandleVector reversions, double T) : this(NQuantLibcPINVOKE.new_Gsr__SWIG_0(YieldTermStructureHandle.getCPtr(termStructure), DateVector.getCPtr(volstepdates), QuoteHandleVector.getCPtr(volatilities), QuoteHandleVector.getCPtr(reversions), T), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public Gsr(YieldTermStructureHandle termStructure, DateVector volstepdates, QuoteHandleVector volatilities, QuoteHandleVector reversions) : this(NQuantLibcPINVOKE.new_Gsr__SWIG_1(YieldTermStructureHandle.getCPtr(termStructure), DateVector.getCPtr(volstepdates), QuoteHandleVector.getCPtr(volatilities), QuoteHandleVector.getCPtr(reversions)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void calibrateVolatilitiesIterative(CalibrationHelperVector hs, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights) {
NQuantLibcPINVOKE.Gsr_calibrateVolatilitiesIterative__SWIG_0(swigCPtr, CalibrationHelperVector.getCPtr(hs), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria), Constraint.getCPtr(constraint), DoubleVector.getCPtr(weights));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void calibrateVolatilitiesIterative(CalibrationHelperVector hs, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint) {
NQuantLibcPINVOKE.Gsr_calibrateVolatilitiesIterative__SWIG_1(swigCPtr, CalibrationHelperVector.getCPtr(hs), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria), Constraint.getCPtr(constraint));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void calibrateVolatilitiesIterative(CalibrationHelperVector hs, OptimizationMethod method, EndCriteria endCriteria) {
NQuantLibcPINVOKE.Gsr_calibrateVolatilitiesIterative__SWIG_2(swigCPtr, CalibrationHelperVector.getCPtr(hs), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void calibrate(CalibrationHelperVector hs, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights, BoolVector fixParameters) {
NQuantLibcPINVOKE.Gsr_calibrate__SWIG_0(swigCPtr, CalibrationHelperVector.getCPtr(hs), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria), Constraint.getCPtr(constraint), DoubleVector.getCPtr(weights), BoolVector.getCPtr(fixParameters));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void calibrate(CalibrationHelperVector hs, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights) {
NQuantLibcPINVOKE.Gsr_calibrate__SWIG_1(swigCPtr, CalibrationHelperVector.getCPtr(hs), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria), Constraint.getCPtr(constraint), DoubleVector.getCPtr(weights));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void calibrate(CalibrationHelperVector hs, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint) {
NQuantLibcPINVOKE.Gsr_calibrate__SWIG_2(swigCPtr, CalibrationHelperVector.getCPtr(hs), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria), Constraint.getCPtr(constraint));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void calibrate(CalibrationHelperVector hs, OptimizationMethod method, EndCriteria endCriteria) {
NQuantLibcPINVOKE.Gsr_calibrate__SWIG_3(swigCPtr, CalibrationHelperVector.getCPtr(hs), OptimizationMethod.getCPtr(method), EndCriteria.getCPtr(endCriteria));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public QlArray params_() {
QlArray ret = new QlArray(NQuantLibcPINVOKE.Gsr_params_(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double value(QlArray arg0, CalibrationHelperVector hs) {
double ret = NQuantLibcPINVOKE.Gsr_value(swigCPtr, QlArray.getCPtr(arg0), CalibrationHelperVector.getCPtr(hs));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public EndCriteria.Type endCriteria() {
EndCriteria.Type ret = (EndCriteria.Type)NQuantLibcPINVOKE.Gsr_endCriteria(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public void setParams(QlArray arg0) {
NQuantLibcPINVOKE.Gsr_setParams(swigCPtr, QlArray.getCPtr(arg0));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public int functionEvaluation() {
int ret = NQuantLibcPINVOKE.Gsr_functionEvaluation(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public QlArray reversion() {
QlArray ret = new QlArray(NQuantLibcPINVOKE.Gsr_reversion(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public QlArray volatility() {
QlArray ret = new QlArray(NQuantLibcPINVOKE.Gsr_volatility(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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