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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 LocalVolTermStructureHandle : global::System.IDisposable {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
protected bool swigCMemOwn;
internal LocalVolTermStructureHandle(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(LocalVolTermStructureHandle obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~LocalVolTermStructureHandle() {
Dispose();
}
public virtual void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_LocalVolTermStructureHandle(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
}
}
public LocalVolTermStructureHandle(LocalVolTermStructure arg0) : this(NQuantLibcPINVOKE.new_LocalVolTermStructureHandle__SWIG_0(LocalVolTermStructure.getCPtr(arg0)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public LocalVolTermStructureHandle() : this(NQuantLibcPINVOKE.new_LocalVolTermStructureHandle__SWIG_1(), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public LocalVolTermStructure __deref__() {
LocalVolTermStructure ret = new LocalVolTermStructure(NQuantLibcPINVOKE.LocalVolTermStructureHandle___deref__(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public bool empty() {
bool ret = NQuantLibcPINVOKE.LocalVolTermStructureHandle_empty(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Observable asObservable() {
Observable ret = new Observable(NQuantLibcPINVOKE.LocalVolTermStructureHandle_asObservable(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Date referenceDate() {
Date ret = new Date(NQuantLibcPINVOKE.LocalVolTermStructureHandle_referenceDate(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DayCounter dayCounter() {
DayCounter ret = new DayCounter(NQuantLibcPINVOKE.LocalVolTermStructureHandle_dayCounter(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Calendar calendar() {
Calendar ret = new Calendar(NQuantLibcPINVOKE.LocalVolTermStructureHandle_calendar(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Date maxDate() {
Date ret = new Date(NQuantLibcPINVOKE.LocalVolTermStructureHandle_maxDate(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double maxTime() {
double ret = NQuantLibcPINVOKE.LocalVolTermStructureHandle_maxTime(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double minStrike() {
double ret = NQuantLibcPINVOKE.LocalVolTermStructureHandle_minStrike(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double maxStrike() {
double ret = NQuantLibcPINVOKE.LocalVolTermStructureHandle_maxStrike(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double localVol(Date arg0, double u, bool extrapolate) {
double ret = NQuantLibcPINVOKE.LocalVolTermStructureHandle_localVol__SWIG_0(swigCPtr, Date.getCPtr(arg0), u, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double localVol(Date arg0, double u) {
double ret = NQuantLibcPINVOKE.LocalVolTermStructureHandle_localVol__SWIG_1(swigCPtr, Date.getCPtr(arg0), u);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double localVol(double arg0, double u, bool extrapolate) {
double ret = NQuantLibcPINVOKE.LocalVolTermStructureHandle_localVol__SWIG_2(swigCPtr, arg0, u, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double localVol(double arg0, double u) {
double ret = NQuantLibcPINVOKE.LocalVolTermStructureHandle_localVol__SWIG_3(swigCPtr, arg0, u);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public void enableExtrapolation() {
NQuantLibcPINVOKE.LocalVolTermStructureHandle_enableExtrapolation(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void disableExtrapolation() {
NQuantLibcPINVOKE.LocalVolTermStructureHandle_disableExtrapolation(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public bool allowsExtrapolation() {
bool ret = NQuantLibcPINVOKE.LocalVolTermStructureHandle_allowsExtrapolation(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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