1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132
|
//------------------------------------------------------------------------------
// <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 MonotonicCubicInterpolatedSmileSection : SmileSection {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal MonotonicCubicInterpolatedSmileSection(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.MonotonicCubicInterpolatedSmileSection_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(MonotonicCubicInterpolatedSmileSection obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~MonotonicCubicInterpolatedSmileSection() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_MonotonicCubicInterpolatedSmileSection(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type, double shift) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_0(expiryTime, DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), MonotonicCubic.getCPtr(interpolator), DayCounter.getCPtr(dc), (int)type, shift), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_1(expiryTime, DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), MonotonicCubic.getCPtr(interpolator), DayCounter.getCPtr(dc), (int)type), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator, DayCounter dc) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_2(expiryTime, DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), MonotonicCubic.getCPtr(interpolator), DayCounter.getCPtr(dc)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, MonotonicCubic interpolator) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_3(expiryTime, DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), MonotonicCubic.getCPtr(interpolator)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_4(expiryTime, DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type, double shift) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_5(expiryTime, DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel, MonotonicCubic.getCPtr(interpolator), DayCounter.getCPtr(dc), (int)type, shift), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, MonotonicCubic interpolator, DayCounter dc, VolatilityType type) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_6(expiryTime, DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel, MonotonicCubic.getCPtr(interpolator), DayCounter.getCPtr(dc), (int)type), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, MonotonicCubic interpolator, DayCounter dc) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_7(expiryTime, DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel, MonotonicCubic.getCPtr(interpolator), DayCounter.getCPtr(dc)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, MonotonicCubic interpolator) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_8(expiryTime, DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel, MonotonicCubic.getCPtr(interpolator)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(double expiryTime, DoubleVector strikes, DoubleVector stdDevs, double atmLevel) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_9(expiryTime, DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate, VolatilityType type, double shift) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_10(Date.getCPtr(d), DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), DayCounter.getCPtr(dc), MonotonicCubic.getCPtr(interpolator), Date.getCPtr(referenceDate), (int)type, shift), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate, VolatilityType type) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_11(Date.getCPtr(d), DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), DayCounter.getCPtr(dc), MonotonicCubic.getCPtr(interpolator), Date.getCPtr(referenceDate), (int)type), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_12(Date.getCPtr(d), DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), DayCounter.getCPtr(dc), MonotonicCubic.getCPtr(interpolator), Date.getCPtr(referenceDate)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, MonotonicCubic interpolator) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_13(Date.getCPtr(d), DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), DayCounter.getCPtr(dc), MonotonicCubic.getCPtr(interpolator)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_14(Date.getCPtr(d), DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), DayCounter.getCPtr(dc)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_15(Date.getCPtr(d), DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate, VolatilityType type, double shift) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_16(Date.getCPtr(d), DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel, DayCounter.getCPtr(dc), MonotonicCubic.getCPtr(interpolator), Date.getCPtr(referenceDate), (int)type, shift), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate, VolatilityType type) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_17(Date.getCPtr(d), DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel, DayCounter.getCPtr(dc), MonotonicCubic.getCPtr(interpolator), Date.getCPtr(referenceDate), (int)type), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, MonotonicCubic interpolator, Date referenceDate) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_18(Date.getCPtr(d), DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel, DayCounter.getCPtr(dc), MonotonicCubic.getCPtr(interpolator), Date.getCPtr(referenceDate)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, MonotonicCubic interpolator) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_19(Date.getCPtr(d), DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel, DayCounter.getCPtr(dc), MonotonicCubic.getCPtr(interpolator)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_20(Date.getCPtr(d), DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel, DayCounter.getCPtr(dc)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public MonotonicCubicInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel) : this(NQuantLibcPINVOKE.new_MonotonicCubicInterpolatedSmileSection__SWIG_21(Date.getCPtr(d), DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
}
|