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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 SpreadCdsHelper : DefaultProbabilityHelper {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
internal SpreadCdsHelper(global::System.IntPtr cPtr, bool cMemoryOwn) : base(NQuantLibcPINVOKE.SpreadCdsHelper_SWIGUpcast(cPtr), cMemoryOwn) {
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(this, cPtr);
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(SpreadCdsHelper obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~SpreadCdsHelper() {
Dispose();
}
public override void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_SpreadCdsHelper(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
base.Dispose();
}
}
public SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, bool settlesAccrual, bool paysAtDefaultTime) : this(NQuantLibcPINVOKE.new_SpreadCdsHelper__SWIG_0(QuoteHandle.getCPtr(spread), Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), settlesAccrual, paysAtDefaultTime), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, bool settlesAccrual) : this(NQuantLibcPINVOKE.new_SpreadCdsHelper__SWIG_1(QuoteHandle.getCPtr(spread), Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), settlesAccrual), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SpreadCdsHelper(QuoteHandle spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_SpreadCdsHelper__SWIG_2(QuoteHandle.getCPtr(spread), Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, bool settlesAccrual, bool paysAtDefaultTime) : this(NQuantLibcPINVOKE.new_SpreadCdsHelper__SWIG_3(spread, Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), settlesAccrual, paysAtDefaultTime), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve, bool settlesAccrual) : this(NQuantLibcPINVOKE.new_SpreadCdsHelper__SWIG_4(spread, Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve), settlesAccrual), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SpreadCdsHelper(double spread, Period tenor, int settlementDays, Calendar calendar, Frequency frequency, BusinessDayConvention convention, DateGeneration.Rule rule, DayCounter dayCounter, double recoveryRate, YieldTermStructureHandle discountCurve) : this(NQuantLibcPINVOKE.new_SpreadCdsHelper__SWIG_5(spread, Period.getCPtr(tenor), settlementDays, Calendar.getCPtr(calendar), (int)frequency, (int)convention, (int)rule, DayCounter.getCPtr(dayCounter), recoveryRate, YieldTermStructureHandle.getCPtr(discountCurve)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
}
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