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
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
|
//------------------------------------------------------------------------------
// <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 SwaptionVolatilityStructureHandle : global::System.IDisposable {
private global::System.Runtime.InteropServices.HandleRef swigCPtr;
protected bool swigCMemOwn;
internal SwaptionVolatilityStructureHandle(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(SwaptionVolatilityStructureHandle obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
~SwaptionVolatilityStructureHandle() {
Dispose();
}
public virtual void Dispose() {
lock(this) {
if (swigCPtr.Handle != global::System.IntPtr.Zero) {
if (swigCMemOwn) {
swigCMemOwn = false;
NQuantLibcPINVOKE.delete_SwaptionVolatilityStructureHandle(swigCPtr);
}
swigCPtr = new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero);
}
global::System.GC.SuppressFinalize(this);
}
}
public SwaptionVolatilityStructureHandle(SwaptionVolatilityStructure arg0) : this(NQuantLibcPINVOKE.new_SwaptionVolatilityStructureHandle__SWIG_0(SwaptionVolatilityStructure.getCPtr(arg0)), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwaptionVolatilityStructureHandle() : this(NQuantLibcPINVOKE.new_SwaptionVolatilityStructureHandle__SWIG_1(), true) {
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public SwaptionVolatilityStructure __deref__() {
SwaptionVolatilityStructure ret = new SwaptionVolatilityStructure(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle___deref__(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public bool empty() {
bool ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_empty(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Observable asObservable() {
Observable ret = new Observable(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_asObservable(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Date referenceDate() {
Date ret = new Date(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_referenceDate(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public DayCounter dayCounter() {
DayCounter ret = new DayCounter(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_dayCounter(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Calendar calendar() {
Calendar ret = new Calendar(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_calendar(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Period maxSwapTenor() {
Period ret = new Period(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_maxSwapTenor(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double maxSwapLength() {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_maxSwapLength(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double minStrike() {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_minStrike(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double maxStrike() {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_maxStrike(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double volatility(Date start, Period length, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_volatility__SWIG_0(swigCPtr, Date.getCPtr(start), Period.getCPtr(length), strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double volatility(Date start, Period length, double strike) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_volatility__SWIG_1(swigCPtr, Date.getCPtr(start), Period.getCPtr(length), strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double volatility(double start, double length, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_volatility__SWIG_2(swigCPtr, start, length, strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double volatility(double start, double length, double strike) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_volatility__SWIG_3(swigCPtr, start, length, strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVariance(Date start, Period length, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_blackVariance__SWIG_0(swigCPtr, Date.getCPtr(start), Period.getCPtr(length), strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVariance(Date start, Period length, double strike) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_blackVariance__SWIG_1(swigCPtr, Date.getCPtr(start), Period.getCPtr(length), strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVariance(double start, double length, double strike, bool extrapolate) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_blackVariance__SWIG_2(swigCPtr, start, length, strike, extrapolate);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public double blackVariance(double start, double length, double strike) {
double ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_blackVariance__SWIG_3(swigCPtr, start, length, strike);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public Date optionDateFromTenor(Period p) {
Date ret = new Date(NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_optionDateFromTenor(swigCPtr, Period.getCPtr(p)), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
public void enableExtrapolation() {
NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_enableExtrapolation(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public void disableExtrapolation() {
NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_disableExtrapolation(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
public bool allowsExtrapolation() {
bool ret = NQuantLibcPINVOKE.SwaptionVolatilityStructureHandle_allowsExtrapolation(swigCPtr);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending) throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
return ret;
}
}
}
|
