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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 SmileSection : global::System.IDisposable {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
protected bool swigCMemOwn;
internal SmileSection(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(SmileSection obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~SmileSection() {
Dispose();
}
public virtual void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_SmileSection(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
}
}
public SWIGTYPE_p_SmileSection __deref__() {
global::System.IntPtr cPtr = NQuantLibcPINVOKE.SmileSection___deref__(swigCPtr);
SWIGTYPE_p_SmileSection ret = (cPtr == global::System.IntPtr.Zero) ? null : new SWIGTYPE_p_SmileSection(cPtr, false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public bool isNull() {
bool ret = NQuantLibcPINVOKE.SmileSection_isNull(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Observable asObservable() {
Observable ret = new Observable(NQuantLibcPINVOKE.SmileSection_asObservable(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public SmileSection() : this(NQuantLibcPINVOKE.new_SmileSection(), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public double variance(double strike) {
double ret = NQuantLibcPINVOKE.SmileSection_variance(swigCPtr, strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double volatility(double strike) {
double ret = NQuantLibcPINVOKE.SmileSection_volatility__SWIG_0(swigCPtr, strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double volatility(double strike, VolatilityType type, double shift) {
double ret = NQuantLibcPINVOKE.SmileSection_volatility__SWIG_1(swigCPtr, strike, (int)type, shift);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double volatility(double strike, VolatilityType type) {
double ret = NQuantLibcPINVOKE.SmileSection_volatility__SWIG_2(swigCPtr, strike, (int)type);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Date exerciseDate() {
Date ret = new Date(NQuantLibcPINVOKE.SmileSection_exerciseDate(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public VolatilityType volatilityType() {
VolatilityType ret = (VolatilityType)NQuantLibcPINVOKE.SmileSection_volatilityType(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double shift() {
double ret = NQuantLibcPINVOKE.SmileSection_shift(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Date referenceDate() {
Date ret = new Date(NQuantLibcPINVOKE.SmileSection_referenceDate(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double exerciseTime() {
double ret = NQuantLibcPINVOKE.SmileSection_exerciseTime(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DayCounter dayCounter() {
DayCounter ret = new DayCounter(NQuantLibcPINVOKE.SmileSection_dayCounter(swigCPtr), false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double optionPrice(double strike, Option.Type type, double discount) {
double ret = NQuantLibcPINVOKE.SmileSection_optionPrice__SWIG_0(swigCPtr, strike, (int)type, discount);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double optionPrice(double strike, Option.Type type) {
double ret = NQuantLibcPINVOKE.SmileSection_optionPrice__SWIG_1(swigCPtr, strike, (int)type);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double optionPrice(double strike) {
double ret = NQuantLibcPINVOKE.SmileSection_optionPrice__SWIG_2(swigCPtr, strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double digitalOptionPrice(double strike, Option.Type type, double discount, double gap) {
double ret = NQuantLibcPINVOKE.SmileSection_digitalOptionPrice__SWIG_0(swigCPtr, strike, (int)type, discount, gap);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double digitalOptionPrice(double strike, Option.Type type, double discount) {
double ret = NQuantLibcPINVOKE.SmileSection_digitalOptionPrice__SWIG_1(swigCPtr, strike, (int)type, discount);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double digitalOptionPrice(double strike, Option.Type type) {
double ret = NQuantLibcPINVOKE.SmileSection_digitalOptionPrice__SWIG_2(swigCPtr, strike, (int)type);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double digitalOptionPrice(double strike) {
double ret = NQuantLibcPINVOKE.SmileSection_digitalOptionPrice__SWIG_3(swigCPtr, strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double vega(double strike, double discount) {
double ret = NQuantLibcPINVOKE.SmileSection_vega__SWIG_0(swigCPtr, strike, discount);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double vega(double strike) {
double ret = NQuantLibcPINVOKE.SmileSection_vega__SWIG_1(swigCPtr, strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double density(double strike, double discount, double gap) {
double ret = NQuantLibcPINVOKE.SmileSection_density__SWIG_0(swigCPtr, strike, discount, gap);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double density(double strike, double discount) {
double ret = NQuantLibcPINVOKE.SmileSection_density__SWIG_1(swigCPtr, strike, discount);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double density(double strike) {
double ret = NQuantLibcPINVOKE.SmileSection_density__SWIG_2(swigCPtr, strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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