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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 LognormalCmsSpreadPricer : CmsSpreadCouponPricer {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal LognormalCmsSpreadPricer(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.LognormalCmsSpreadPricer_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(LognormalCmsSpreadPricer obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~LognormalCmsSpreadPricer() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_LognormalCmsSpreadPricer(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, uint IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t volatilityType, double shift1, double shift2) : this(NQuantLibcPINVOKE.new_LognormalCmsSpreadPricer__SWIG_0(CmsCouponPricer.getCPtr(cmsPricer), QuoteHandle.getCPtr(correlation), YieldTermStructureHandle.getCPtr(couponDiscountCurve), IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t.getCPtr(volatilityType), shift1, shift2), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, uint IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t volatilityType, double shift1) : this(NQuantLibcPINVOKE.new_LognormalCmsSpreadPricer__SWIG_1(CmsCouponPricer.getCPtr(cmsPricer), QuoteHandle.getCPtr(correlation), YieldTermStructureHandle.getCPtr(couponDiscountCurve), IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t.getCPtr(volatilityType), shift1), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, uint IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t volatilityType) : this(NQuantLibcPINVOKE.new_LognormalCmsSpreadPricer__SWIG_2(CmsCouponPricer.getCPtr(cmsPricer), QuoteHandle.getCPtr(correlation), YieldTermStructureHandle.getCPtr(couponDiscountCurve), IntegrationPoints, SWIGTYPE_p_boost__optionalT_VolatilityType_t.getCPtr(volatilityType)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve, uint IntegrationPoints) : this(NQuantLibcPINVOKE.new_LognormalCmsSpreadPricer__SWIG_3(CmsCouponPricer.getCPtr(cmsPricer), QuoteHandle.getCPtr(correlation), YieldTermStructureHandle.getCPtr(couponDiscountCurve), IntegrationPoints), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation, YieldTermStructureHandle couponDiscountCurve) : this(NQuantLibcPINVOKE.new_LognormalCmsSpreadPricer__SWIG_4(CmsCouponPricer.getCPtr(cmsPricer), QuoteHandle.getCPtr(correlation), YieldTermStructureHandle.getCPtr(couponDiscountCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public LognormalCmsSpreadPricer(CmsCouponPricer cmsPricer, QuoteHandle correlation) : this(NQuantLibcPINVOKE.new_LognormalCmsSpreadPricer__SWIG_5(CmsCouponPricer.getCPtr(cmsPricer), QuoteHandle.getCPtr(correlation)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double swapletPrice() {
double ret = NQuantLibcPINVOKE.LognormalCmsSpreadPricer_swapletPrice(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double swapletRate() {
double ret = NQuantLibcPINVOKE.LognormalCmsSpreadPricer_swapletRate(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double capletPrice(double effectiveCap) {
double ret = NQuantLibcPINVOKE.LognormalCmsSpreadPricer_capletPrice(swigCPtr, effectiveCap);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double capletRate(double effectiveCap) {
double ret = NQuantLibcPINVOKE.LognormalCmsSpreadPricer_capletRate(swigCPtr, effectiveCap);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double floorletPrice(double effectiveFloor) {
double ret = NQuantLibcPINVOKE.LognormalCmsSpreadPricer_floorletPrice(swigCPtr, effectiveFloor);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double floorletRate(double effectiveFloor) {
double ret = NQuantLibcPINVOKE.LognormalCmsSpreadPricer_floorletRate(swigCPtr, effectiveFloor);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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