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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 GsrProcess : StochasticProcess1D {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal GsrProcess(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.GsrProcess_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(GsrProcess obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~GsrProcess() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_GsrProcess(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public GsrProcess(QlArray times, QlArray vols, QlArray reversions, double T) : this(NQuantLibcPINVOKE.new_GsrProcess__SWIG_0(QlArray.getCPtr(times), QlArray.getCPtr(vols), QlArray.getCPtr(reversions), T), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public GsrProcess(QlArray times, QlArray vols, QlArray reversions) : this(NQuantLibcPINVOKE.new_GsrProcess__SWIG_1(QlArray.getCPtr(times), QlArray.getCPtr(vols), QlArray.getCPtr(reversions)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double sigma(double t) {
double ret = NQuantLibcPINVOKE.GsrProcess_sigma(swigCPtr, t);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double reversion(double t) {
double ret = NQuantLibcPINVOKE.GsrProcess_reversion(swigCPtr, t);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double y(double t) {
double ret = NQuantLibcPINVOKE.GsrProcess_y(swigCPtr, t);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double G(double t, double T, double x) {
double ret = NQuantLibcPINVOKE.GsrProcess_G(swigCPtr, t, T, x);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public void setForwardMeasureTime(double t) {
NQuantLibcPINVOKE.GsrProcess_setForwardMeasureTime(swigCPtr, t);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
}
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