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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 StochasticProcess : global::System.IDisposable {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
protected bool swigCMemOwn;
internal StochasticProcess(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(StochasticProcess obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~StochasticProcess() {
Dispose();
}
public virtual void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_StochasticProcess(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
}
}
public SWIGTYPE_p_StochasticProcess __deref__() {
global::System.IntPtr cPtr = NQuantLibcPINVOKE.StochasticProcess___deref__(swigCPtr);
SWIGTYPE_p_StochasticProcess ret = (cPtr == global::System.IntPtr.Zero) ? null : new SWIGTYPE_p_StochasticProcess(cPtr, false);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public bool isNull() {
bool ret = NQuantLibcPINVOKE.StochasticProcess_isNull(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Observable asObservable() {
Observable ret = new Observable(NQuantLibcPINVOKE.StochasticProcess_asObservable(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public StochasticProcess() : this(NQuantLibcPINVOKE.new_StochasticProcess(), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public uint size() {
uint ret = NQuantLibcPINVOKE.StochasticProcess_size(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public uint factors() {
uint ret = NQuantLibcPINVOKE.StochasticProcess_factors(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public QlArray initialValues() {
QlArray ret = new QlArray(NQuantLibcPINVOKE.StochasticProcess_initialValues(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public QlArray drift(double t, QlArray x) {
QlArray ret = new QlArray(NQuantLibcPINVOKE.StochasticProcess_drift(swigCPtr, t, QlArray.getCPtr(x)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Matrix diffusion(double t, QlArray x) {
Matrix ret = new Matrix(NQuantLibcPINVOKE.StochasticProcess_diffusion(swigCPtr, t, QlArray.getCPtr(x)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public QlArray expectation(double t0, QlArray x0, double dt) {
QlArray ret = new QlArray(NQuantLibcPINVOKE.StochasticProcess_expectation(swigCPtr, t0, QlArray.getCPtr(x0), dt), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Matrix stdDeviation(double t0, QlArray x0, double dt) {
Matrix ret = new Matrix(NQuantLibcPINVOKE.StochasticProcess_stdDeviation(swigCPtr, t0, QlArray.getCPtr(x0), dt), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Matrix covariance(double t0, QlArray x0, double dt) {
Matrix ret = new Matrix(NQuantLibcPINVOKE.StochasticProcess_covariance(swigCPtr, t0, QlArray.getCPtr(x0), dt), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public QlArray evolve(double t0, QlArray x0, double dt, QlArray dw) {
QlArray ret = new QlArray(NQuantLibcPINVOKE.StochasticProcess_evolve(swigCPtr, t0, QlArray.getCPtr(x0), dt, QlArray.getCPtr(dw)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
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